[--[65.84.65.76]--]

SUNPHARMA

Sun Pharmaceutical Ind L
1801.9 -16.40 (-0.90%)
L: 1800.2 H: 1820.2

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Historical option data for SUNPHARMA

05 Dec 2025 02:45 PM IST
SUNPHARMA 30-DEC-2025 1800 CE
Delta: 0.60
Vega: 1.83
Theta: -0.76
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 1801.50 32 -9.45 12.99 1,177 163 941
4 Dec 1818.30 40.2 3.9 12.91 1,791 -255 775
3 Dec 1806.70 35 -1.9 13.38 3,401 249 1,054
2 Dec 1799.50 38.25 -1.15 14.08 2,326 128 805
1 Dec 1807.40 39 -15.85 12.73 1,657 82 676
28 Nov 1831.60 54.5 14.1 10.89 2,409 -127 625
27 Nov 1810.30 39.3 -0.9 11.29 2,203 -85 755
26 Nov 1804.90 40.1 11.1 12.63 4,156 96 840
25 Nov 1776.80 26.4 -5.3 15.22 1,972 189 737
24 Nov 1780.80 32.05 -1.2 14.43 633 28 559
21 Nov 1779.70 33.5 -3.35 14.02 767 168 530
20 Nov 1777.40 37 -4.05 16.51 496 26 363
19 Nov 1784.10 41.95 11.5 16.17 1,182 74 345
18 Nov 1758.80 30.25 -4.15 16.46 233 82 270
17 Nov 1763.90 34.35 1.05 17.06 264 63 190
14 Nov 1757.10 32.95 3.95 17.29 95 11 127
13 Nov 1737.40 29.75 3.7 18.57 154 23 115
12 Nov 1732.10 26 5.2 17.49 91 39 92
11 Nov 1716.10 20.8 4.1 17.03 27 4 52
10 Nov 1697.80 16.85 1.55 18.40 20 -2 47
7 Nov 1691.40 15.3 -0.55 16.96 13 6 44
6 Nov 1685.90 15.85 -6.15 17.82 30 18 37
4 Nov 1690.00 22 -9.7 - 0 0 0
3 Nov 1706.40 22 -9.7 - 0 0 0
30 Oct 1703.40 22 -9.7 17.32 4 2 17
29 Oct 1715.90 31.7 7.65 19.86 14 1 15
28 Oct 1687.00 24.05 0 19.34 1 0 13
27 Oct 1693.60 24.05 -1.25 18.32 8 -6 15
24 Oct 1699.00 25.3 6.55 18.04 13 12 22
23 Oct 1689.90 18.75 -3.1 - 0 0 0
21 Oct 1690.50 18.75 -3.1 - 0 0 0
20 Oct 1688.60 18.75 -3.1 - 0 0 0
15 Oct 1655.10 18.75 -3.1 - 0 10 0
14 Oct 1654.40 18.75 -3.1 18.64 10 9 9
13 Oct 1668.40 21.85 0 - 0 0 0
10 Oct 1670.90 21.85 0 - 0 0 0
9 Oct 1658.50 21.85 0 3.26 0 0 0
3 Oct 1631.20 0 0 3.91 0 0 0


For Sun Pharmaceutical Ind L - strike price 1800 expiring on 30DEC2025

Delta for 1800 CE is 0.60

Historical price for 1800 CE is as follows

On 5 Dec SUNPHARMA was trading at 1801.50. The strike last trading price was 32, which was -9.45 lower than the previous day. The implied volatity was 12.99, the open interest changed by 163 which increased total open position to 941


On 4 Dec SUNPHARMA was trading at 1818.30. The strike last trading price was 40.2, which was 3.9 higher than the previous day. The implied volatity was 12.91, the open interest changed by -255 which decreased total open position to 775


On 3 Dec SUNPHARMA was trading at 1806.70. The strike last trading price was 35, which was -1.9 lower than the previous day. The implied volatity was 13.38, the open interest changed by 249 which increased total open position to 1054


On 2 Dec SUNPHARMA was trading at 1799.50. The strike last trading price was 38.25, which was -1.15 lower than the previous day. The implied volatity was 14.08, the open interest changed by 128 which increased total open position to 805


On 1 Dec SUNPHARMA was trading at 1807.40. The strike last trading price was 39, which was -15.85 lower than the previous day. The implied volatity was 12.73, the open interest changed by 82 which increased total open position to 676


On 28 Nov SUNPHARMA was trading at 1831.60. The strike last trading price was 54.5, which was 14.1 higher than the previous day. The implied volatity was 10.89, the open interest changed by -127 which decreased total open position to 625


On 27 Nov SUNPHARMA was trading at 1810.30. The strike last trading price was 39.3, which was -0.9 lower than the previous day. The implied volatity was 11.29, the open interest changed by -85 which decreased total open position to 755


On 26 Nov SUNPHARMA was trading at 1804.90. The strike last trading price was 40.1, which was 11.1 higher than the previous day. The implied volatity was 12.63, the open interest changed by 96 which increased total open position to 840


On 25 Nov SUNPHARMA was trading at 1776.80. The strike last trading price was 26.4, which was -5.3 lower than the previous day. The implied volatity was 15.22, the open interest changed by 189 which increased total open position to 737


On 24 Nov SUNPHARMA was trading at 1780.80. The strike last trading price was 32.05, which was -1.2 lower than the previous day. The implied volatity was 14.43, the open interest changed by 28 which increased total open position to 559


On 21 Nov SUNPHARMA was trading at 1779.70. The strike last trading price was 33.5, which was -3.35 lower than the previous day. The implied volatity was 14.02, the open interest changed by 168 which increased total open position to 530


On 20 Nov SUNPHARMA was trading at 1777.40. The strike last trading price was 37, which was -4.05 lower than the previous day. The implied volatity was 16.51, the open interest changed by 26 which increased total open position to 363


On 19 Nov SUNPHARMA was trading at 1784.10. The strike last trading price was 41.95, which was 11.5 higher than the previous day. The implied volatity was 16.17, the open interest changed by 74 which increased total open position to 345


On 18 Nov SUNPHARMA was trading at 1758.80. The strike last trading price was 30.25, which was -4.15 lower than the previous day. The implied volatity was 16.46, the open interest changed by 82 which increased total open position to 270


On 17 Nov SUNPHARMA was trading at 1763.90. The strike last trading price was 34.35, which was 1.05 higher than the previous day. The implied volatity was 17.06, the open interest changed by 63 which increased total open position to 190


On 14 Nov SUNPHARMA was trading at 1757.10. The strike last trading price was 32.95, which was 3.95 higher than the previous day. The implied volatity was 17.29, the open interest changed by 11 which increased total open position to 127


On 13 Nov SUNPHARMA was trading at 1737.40. The strike last trading price was 29.75, which was 3.7 higher than the previous day. The implied volatity was 18.57, the open interest changed by 23 which increased total open position to 115


On 12 Nov SUNPHARMA was trading at 1732.10. The strike last trading price was 26, which was 5.2 higher than the previous day. The implied volatity was 17.49, the open interest changed by 39 which increased total open position to 92


On 11 Nov SUNPHARMA was trading at 1716.10. The strike last trading price was 20.8, which was 4.1 higher than the previous day. The implied volatity was 17.03, the open interest changed by 4 which increased total open position to 52


On 10 Nov SUNPHARMA was trading at 1697.80. The strike last trading price was 16.85, which was 1.55 higher than the previous day. The implied volatity was 18.40, the open interest changed by -2 which decreased total open position to 47


On 7 Nov SUNPHARMA was trading at 1691.40. The strike last trading price was 15.3, which was -0.55 lower than the previous day. The implied volatity was 16.96, the open interest changed by 6 which increased total open position to 44


On 6 Nov SUNPHARMA was trading at 1685.90. The strike last trading price was 15.85, which was -6.15 lower than the previous day. The implied volatity was 17.82, the open interest changed by 18 which increased total open position to 37


On 4 Nov SUNPHARMA was trading at 1690.00. The strike last trading price was 22, which was -9.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Nov SUNPHARMA was trading at 1706.40. The strike last trading price was 22, which was -9.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 30 Oct SUNPHARMA was trading at 1703.40. The strike last trading price was 22, which was -9.7 lower than the previous day. The implied volatity was 17.32, the open interest changed by 2 which increased total open position to 17


On 29 Oct SUNPHARMA was trading at 1715.90. The strike last trading price was 31.7, which was 7.65 higher than the previous day. The implied volatity was 19.86, the open interest changed by 1 which increased total open position to 15


On 28 Oct SUNPHARMA was trading at 1687.00. The strike last trading price was 24.05, which was 0 lower than the previous day. The implied volatity was 19.34, the open interest changed by 0 which decreased total open position to 13


On 27 Oct SUNPHARMA was trading at 1693.60. The strike last trading price was 24.05, which was -1.25 lower than the previous day. The implied volatity was 18.32, the open interest changed by -6 which decreased total open position to 15


On 24 Oct SUNPHARMA was trading at 1699.00. The strike last trading price was 25.3, which was 6.55 higher than the previous day. The implied volatity was 18.04, the open interest changed by 12 which increased total open position to 22


On 23 Oct SUNPHARMA was trading at 1689.90. The strike last trading price was 18.75, which was -3.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Oct SUNPHARMA was trading at 1690.50. The strike last trading price was 18.75, which was -3.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Oct SUNPHARMA was trading at 1688.60. The strike last trading price was 18.75, which was -3.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 15 Oct SUNPHARMA was trading at 1655.10. The strike last trading price was 18.75, which was -3.1 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 0


On 14 Oct SUNPHARMA was trading at 1654.40. The strike last trading price was 18.75, which was -3.1 lower than the previous day. The implied volatity was 18.64, the open interest changed by 9 which increased total open position to 9


On 13 Oct SUNPHARMA was trading at 1668.40. The strike last trading price was 21.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Oct SUNPHARMA was trading at 1670.90. The strike last trading price was 21.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Oct SUNPHARMA was trading at 1658.50. The strike last trading price was 21.85, which was 0 lower than the previous day. The implied volatity was 3.26, the open interest changed by 0 which decreased total open position to 0


On 3 Oct SUNPHARMA was trading at 1631.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.91, the open interest changed by 0 which decreased total open position to 0


SUNPHARMA 30DEC2025 1800 PE
Delta: -0.41
Vega: 1.83
Theta: -0.31
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 1801.50 20.05 3.4 14.12 986 -35 620
4 Dec 1818.30 17.3 -5.05 14.93 1,371 25 663
3 Dec 1806.70 23.05 -1.9 15.66 1,846 -73 647
2 Dec 1799.50 23.45 -1.1 16.09 2,340 133 714
1 Dec 1807.40 24.75 8.5 17.40 2,426 -74 580
28 Nov 1831.60 16.05 -7.05 16.31 1,571 -15 650
27 Nov 1810.30 22.8 -4.3 15.83 1,215 205 664
26 Nov 1804.90 26.65 -16.45 16.79 1,037 243 457
25 Nov 1776.80 46.9 4.15 17.75 512 3 219
24 Nov 1780.80 43.4 -1.45 19.37 167 -34 214
21 Nov 1779.70 44.1 -1.2 19.37 653 112 248
20 Nov 1777.40 45.35 0.15 18.54 183 53 136
19 Nov 1784.10 43.05 -26.7 19.41 152 83 84
18 Nov 1758.80 69.75 -130.55 - 0 0 0
17 Nov 1763.90 69.75 -130.55 - 0 1 0
14 Nov 1757.10 69.75 -130.55 23.13 1 0 0
13 Nov 1737.40 200.3 0 - 0 0 0
12 Nov 1732.10 200.3 0 - 0 0 0
11 Nov 1716.10 200.3 0 - 0 0 0
10 Nov 1697.80 200.3 0 - 0 0 0
7 Nov 1691.40 200.3 0 - 0 0 0
6 Nov 1685.90 200.3 0 - 0 0 0
4 Nov 1690.00 200.3 0 - 0 0 0
3 Nov 1706.40 200.3 0 - 0 0 0
30 Oct 1703.40 200.3 0 - 0 0 0
29 Oct 1715.90 200.3 0 - 0 0 0
28 Oct 1687.00 0 0 - 0 0 0
27 Oct 1693.60 0 0 - 0 0 0
24 Oct 1699.00 0 0 - 0 0 0
23 Oct 1689.90 0 0 - 0 0 0
21 Oct 1690.50 0 0 - 0 0 0
20 Oct 1688.60 0 0 - 0 0 0
15 Oct 1655.10 0 0 - 0 0 0
14 Oct 1654.40 0 0 - 0 0 0
13 Oct 1668.40 0 0 - 0 0 0
10 Oct 1670.90 0 0 - 0 0 0
9 Oct 1658.50 0 0 - 0 0 0
3 Oct 1631.20 0 0 - 0 0 0


For Sun Pharmaceutical Ind L - strike price 1800 expiring on 30DEC2025

Delta for 1800 PE is -0.41

Historical price for 1800 PE is as follows

On 5 Dec SUNPHARMA was trading at 1801.50. The strike last trading price was 20.05, which was 3.4 higher than the previous day. The implied volatity was 14.12, the open interest changed by -35 which decreased total open position to 620


On 4 Dec SUNPHARMA was trading at 1818.30. The strike last trading price was 17.3, which was -5.05 lower than the previous day. The implied volatity was 14.93, the open interest changed by 25 which increased total open position to 663


On 3 Dec SUNPHARMA was trading at 1806.70. The strike last trading price was 23.05, which was -1.9 lower than the previous day. The implied volatity was 15.66, the open interest changed by -73 which decreased total open position to 647


On 2 Dec SUNPHARMA was trading at 1799.50. The strike last trading price was 23.45, which was -1.1 lower than the previous day. The implied volatity was 16.09, the open interest changed by 133 which increased total open position to 714


On 1 Dec SUNPHARMA was trading at 1807.40. The strike last trading price was 24.75, which was 8.5 higher than the previous day. The implied volatity was 17.40, the open interest changed by -74 which decreased total open position to 580


On 28 Nov SUNPHARMA was trading at 1831.60. The strike last trading price was 16.05, which was -7.05 lower than the previous day. The implied volatity was 16.31, the open interest changed by -15 which decreased total open position to 650


On 27 Nov SUNPHARMA was trading at 1810.30. The strike last trading price was 22.8, which was -4.3 lower than the previous day. The implied volatity was 15.83, the open interest changed by 205 which increased total open position to 664


On 26 Nov SUNPHARMA was trading at 1804.90. The strike last trading price was 26.65, which was -16.45 lower than the previous day. The implied volatity was 16.79, the open interest changed by 243 which increased total open position to 457


On 25 Nov SUNPHARMA was trading at 1776.80. The strike last trading price was 46.9, which was 4.15 higher than the previous day. The implied volatity was 17.75, the open interest changed by 3 which increased total open position to 219


On 24 Nov SUNPHARMA was trading at 1780.80. The strike last trading price was 43.4, which was -1.45 lower than the previous day. The implied volatity was 19.37, the open interest changed by -34 which decreased total open position to 214


On 21 Nov SUNPHARMA was trading at 1779.70. The strike last trading price was 44.1, which was -1.2 lower than the previous day. The implied volatity was 19.37, the open interest changed by 112 which increased total open position to 248


On 20 Nov SUNPHARMA was trading at 1777.40. The strike last trading price was 45.35, which was 0.15 higher than the previous day. The implied volatity was 18.54, the open interest changed by 53 which increased total open position to 136


On 19 Nov SUNPHARMA was trading at 1784.10. The strike last trading price was 43.05, which was -26.7 lower than the previous day. The implied volatity was 19.41, the open interest changed by 83 which increased total open position to 84


On 18 Nov SUNPHARMA was trading at 1758.80. The strike last trading price was 69.75, which was -130.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Nov SUNPHARMA was trading at 1763.90. The strike last trading price was 69.75, which was -130.55 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 14 Nov SUNPHARMA was trading at 1757.10. The strike last trading price was 69.75, which was -130.55 lower than the previous day. The implied volatity was 23.13, the open interest changed by 0 which decreased total open position to 0


On 13 Nov SUNPHARMA was trading at 1737.40. The strike last trading price was 200.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Nov SUNPHARMA was trading at 1732.10. The strike last trading price was 200.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Nov SUNPHARMA was trading at 1716.10. The strike last trading price was 200.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Nov SUNPHARMA was trading at 1697.80. The strike last trading price was 200.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Nov SUNPHARMA was trading at 1691.40. The strike last trading price was 200.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Nov SUNPHARMA was trading at 1685.90. The strike last trading price was 200.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Nov SUNPHARMA was trading at 1690.00. The strike last trading price was 200.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Nov SUNPHARMA was trading at 1706.40. The strike last trading price was 200.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 30 Oct SUNPHARMA was trading at 1703.40. The strike last trading price was 200.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 29 Oct SUNPHARMA was trading at 1715.90. The strike last trading price was 200.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Oct SUNPHARMA was trading at 1687.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Oct SUNPHARMA was trading at 1693.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Oct SUNPHARMA was trading at 1699.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 23 Oct SUNPHARMA was trading at 1689.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Oct SUNPHARMA was trading at 1690.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Oct SUNPHARMA was trading at 1688.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 15 Oct SUNPHARMA was trading at 1655.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Oct SUNPHARMA was trading at 1654.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Oct SUNPHARMA was trading at 1668.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Oct SUNPHARMA was trading at 1670.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Oct SUNPHARMA was trading at 1658.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Oct SUNPHARMA was trading at 1631.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0