[--[65.84.65.76]--]

SUNPHARMA

Sun Pharmaceutical Ind L
1776 -20.20 (-1.12%)
L: 1772 H: 1801.2

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Historical option data for SUNPHARMA

09 Dec 2025 04:10 PM IST
SUNPHARMA 30-DEC-2025 1820 CE
Delta: 0.28
Vega: 1.44
Theta: -0.61
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 1776.00 10.1 -6.6 13.82 1,895 150 2,256
8 Dec 1796.20 15.85 -7.45 12.59 2,653 195 2,109
5 Dec 1805.30 22.35 -7.1 12.52 2,233 239 1,915
4 Dec 1818.30 29 3.2 13.26 3,179 46 1,674
3 Dec 1806.70 25 -1.8 13.66 3,061 458 1,610
2 Dec 1799.50 27.6 -1.55 14.13 2,041 234 1,152
1 Dec 1807.40 29 -12.7 13.42 2,325 273 921
28 Nov 1831.60 41.65 12.45 11.78 2,763 238 652
27 Nov 1810.30 29.5 -0.4 12.21 1,382 71 419
26 Nov 1804.90 29.65 8.6 12.95 1,258 74 349
25 Nov 1776.80 19.85 -3.45 15.65 299 91 273
24 Nov 1780.80 23.55 -1.85 14.54 122 38 181
21 Nov 1779.70 25.95 -2.45 14.63 75 26 146
20 Nov 1777.40 28.4 -4.15 16.50 54 2 120
19 Nov 1784.10 33.8 10.5 16.70 175 82 110
18 Nov 1758.80 23 -3.1 16.50 16 14 28
17 Nov 1763.90 26.1 0.35 16.87 3 0 13
14 Nov 1757.10 25.75 5.75 17.35 12 5 13
13 Nov 1737.40 20 5 - 0 0 0
12 Nov 1732.10 20 5 17.50 1 0 8
11 Nov 1716.10 15 3 16.70 6 0 6
10 Nov 1697.80 12 0 17.97 1 0 5
7 Nov 1691.40 12 0.45 17.32 1 0 4
6 Nov 1685.90 11.55 -3.45 17.58 2 1 5
4 Nov 1690.00 15 -7.65 17.13 1 0 3
3 Nov 1706.40 22.05 -4.75 - 0 0 0
30 Oct 1703.40 22.05 -4.75 - 0 3 0
29 Oct 1715.90 22.05 -4.75 18.18 3 2 2


For Sun Pharmaceutical Ind L - strike price 1820 expiring on 30DEC2025

Delta for 1820 CE is 0.28

Historical price for 1820 CE is as follows

On 9 Dec SUNPHARMA was trading at 1776.00. The strike last trading price was 10.1, which was -6.6 lower than the previous day. The implied volatity was 13.82, the open interest changed by 150 which increased total open position to 2256


On 8 Dec SUNPHARMA was trading at 1796.20. The strike last trading price was 15.85, which was -7.45 lower than the previous day. The implied volatity was 12.59, the open interest changed by 195 which increased total open position to 2109


On 5 Dec SUNPHARMA was trading at 1805.30. The strike last trading price was 22.35, which was -7.1 lower than the previous day. The implied volatity was 12.52, the open interest changed by 239 which increased total open position to 1915


On 4 Dec SUNPHARMA was trading at 1818.30. The strike last trading price was 29, which was 3.2 higher than the previous day. The implied volatity was 13.26, the open interest changed by 46 which increased total open position to 1674


On 3 Dec SUNPHARMA was trading at 1806.70. The strike last trading price was 25, which was -1.8 lower than the previous day. The implied volatity was 13.66, the open interest changed by 458 which increased total open position to 1610


On 2 Dec SUNPHARMA was trading at 1799.50. The strike last trading price was 27.6, which was -1.55 lower than the previous day. The implied volatity was 14.13, the open interest changed by 234 which increased total open position to 1152


On 1 Dec SUNPHARMA was trading at 1807.40. The strike last trading price was 29, which was -12.7 lower than the previous day. The implied volatity was 13.42, the open interest changed by 273 which increased total open position to 921


On 28 Nov SUNPHARMA was trading at 1831.60. The strike last trading price was 41.65, which was 12.45 higher than the previous day. The implied volatity was 11.78, the open interest changed by 238 which increased total open position to 652


On 27 Nov SUNPHARMA was trading at 1810.30. The strike last trading price was 29.5, which was -0.4 lower than the previous day. The implied volatity was 12.21, the open interest changed by 71 which increased total open position to 419


On 26 Nov SUNPHARMA was trading at 1804.90. The strike last trading price was 29.65, which was 8.6 higher than the previous day. The implied volatity was 12.95, the open interest changed by 74 which increased total open position to 349


On 25 Nov SUNPHARMA was trading at 1776.80. The strike last trading price was 19.85, which was -3.45 lower than the previous day. The implied volatity was 15.65, the open interest changed by 91 which increased total open position to 273


On 24 Nov SUNPHARMA was trading at 1780.80. The strike last trading price was 23.55, which was -1.85 lower than the previous day. The implied volatity was 14.54, the open interest changed by 38 which increased total open position to 181


On 21 Nov SUNPHARMA was trading at 1779.70. The strike last trading price was 25.95, which was -2.45 lower than the previous day. The implied volatity was 14.63, the open interest changed by 26 which increased total open position to 146


On 20 Nov SUNPHARMA was trading at 1777.40. The strike last trading price was 28.4, which was -4.15 lower than the previous day. The implied volatity was 16.50, the open interest changed by 2 which increased total open position to 120


On 19 Nov SUNPHARMA was trading at 1784.10. The strike last trading price was 33.8, which was 10.5 higher than the previous day. The implied volatity was 16.70, the open interest changed by 82 which increased total open position to 110


On 18 Nov SUNPHARMA was trading at 1758.80. The strike last trading price was 23, which was -3.1 lower than the previous day. The implied volatity was 16.50, the open interest changed by 14 which increased total open position to 28


On 17 Nov SUNPHARMA was trading at 1763.90. The strike last trading price was 26.1, which was 0.35 higher than the previous day. The implied volatity was 16.87, the open interest changed by 0 which decreased total open position to 13


On 14 Nov SUNPHARMA was trading at 1757.10. The strike last trading price was 25.75, which was 5.75 higher than the previous day. The implied volatity was 17.35, the open interest changed by 5 which increased total open position to 13


On 13 Nov SUNPHARMA was trading at 1737.40. The strike last trading price was 20, which was 5 higher 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 20, which was 5 higher than the previous day. The implied volatity was 17.50, the open interest changed by 0 which decreased total open position to 8


On 11 Nov SUNPHARMA was trading at 1716.10. The strike last trading price was 15, which was 3 higher than the previous day. The implied volatity was 16.70, the open interest changed by 0 which decreased total open position to 6


On 10 Nov SUNPHARMA was trading at 1697.80. The strike last trading price was 12, which was 0 lower than the previous day. The implied volatity was 17.97, the open interest changed by 0 which decreased total open position to 5


On 7 Nov SUNPHARMA was trading at 1691.40. The strike last trading price was 12, which was 0.45 higher than the previous day. The implied volatity was 17.32, the open interest changed by 0 which decreased total open position to 4


On 6 Nov SUNPHARMA was trading at 1685.90. The strike last trading price was 11.55, which was -3.45 lower than the previous day. The implied volatity was 17.58, the open interest changed by 1 which increased total open position to 5


On 4 Nov SUNPHARMA was trading at 1690.00. The strike last trading price was 15, which was -7.65 lower than the previous day. The implied volatity was 17.13, the open interest changed by 0 which decreased total open position to 3


On 3 Nov SUNPHARMA was trading at 1706.40. The strike last trading price was 22.05, which was -4.75 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 22.05, which was -4.75 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 29 Oct SUNPHARMA was trading at 1715.90. The strike last trading price was 22.05, which was -4.75 lower than the previous day. The implied volatity was 18.18, the open interest changed by 2 which increased total open position to 2


SUNPHARMA 30DEC2025 1820 PE
Delta: -0.69
Vega: 1.51
Theta: -0.23
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 1776.00 48.85 15.35 16.13 380 -28 247
8 Dec 1796.20 34.6 6.85 15.26 375 -52 276
5 Dec 1805.30 28.45 3.5 14.39 451 49 331
4 Dec 1818.30 25.6 -5.65 14.94 613 -2 283
3 Dec 1806.70 32.3 -2.65 15.56 296 2 286
2 Dec 1799.50 32.5 -1.3 15.99 534 25 286
1 Dec 1807.40 33.95 10.65 17.53 1,388 -35 260
28 Nov 1831.60 22.7 -9.15 16.25 978 169 261
27 Nov 1810.30 31.3 -5.8 15.76 339 46 95
26 Nov 1804.90 37.45 -23 17.58 91 37 50
25 Nov 1776.80 60.6 11.65 18.52 29 10 13
24 Nov 1780.80 48.95 -7.75 16.94 1 0 2
21 Nov 1779.70 56.7 -0.8 - 0 0 0
20 Nov 1777.40 56.7 -0.8 18.65 3 -1 1
19 Nov 1784.10 57.1 -83.6 20.96 6 2 2
18 Nov 1758.80 140.7 0 - 0 0 0
17 Nov 1763.90 140.7 0 - 0 0 0
14 Nov 1757.10 140.7 0 - 0 0 0
13 Nov 1737.40 140.7 0 - 0 0 0
12 Nov 1732.10 140.7 0 - 0 0 0
11 Nov 1716.10 140.7 0 - 0 0 0
10 Nov 1697.80 140.7 0 - 0 0 0
7 Nov 1691.40 140.7 0 - 0 0 0
6 Nov 1685.90 140.7 0 - 0 0 0
4 Nov 1690.00 140.7 0 - 0 0 0
3 Nov 1706.40 140.7 0 - 0 0 0
30 Oct 1703.40 140.7 0 - 0 0 0
29 Oct 1715.90 140.7 0 - 0 0 0


For Sun Pharmaceutical Ind L - strike price 1820 expiring on 30DEC2025

Delta for 1820 PE is -0.69

Historical price for 1820 PE is as follows

On 9 Dec SUNPHARMA was trading at 1776.00. The strike last trading price was 48.85, which was 15.35 higher than the previous day. The implied volatity was 16.13, the open interest changed by -28 which decreased total open position to 247


On 8 Dec SUNPHARMA was trading at 1796.20. The strike last trading price was 34.6, which was 6.85 higher than the previous day. The implied volatity was 15.26, the open interest changed by -52 which decreased total open position to 276


On 5 Dec SUNPHARMA was trading at 1805.30. The strike last trading price was 28.45, which was 3.5 higher than the previous day. The implied volatity was 14.39, the open interest changed by 49 which increased total open position to 331


On 4 Dec SUNPHARMA was trading at 1818.30. The strike last trading price was 25.6, which was -5.65 lower than the previous day. The implied volatity was 14.94, the open interest changed by -2 which decreased total open position to 283


On 3 Dec SUNPHARMA was trading at 1806.70. The strike last trading price was 32.3, which was -2.65 lower than the previous day. The implied volatity was 15.56, the open interest changed by 2 which increased total open position to 286


On 2 Dec SUNPHARMA was trading at 1799.50. The strike last trading price was 32.5, which was -1.3 lower than the previous day. The implied volatity was 15.99, the open interest changed by 25 which increased total open position to 286


On 1 Dec SUNPHARMA was trading at 1807.40. The strike last trading price was 33.95, which was 10.65 higher than the previous day. The implied volatity was 17.53, the open interest changed by -35 which decreased total open position to 260


On 28 Nov SUNPHARMA was trading at 1831.60. The strike last trading price was 22.7, which was -9.15 lower than the previous day. The implied volatity was 16.25, the open interest changed by 169 which increased total open position to 261


On 27 Nov SUNPHARMA was trading at 1810.30. The strike last trading price was 31.3, which was -5.8 lower than the previous day. The implied volatity was 15.76, the open interest changed by 46 which increased total open position to 95


On 26 Nov SUNPHARMA was trading at 1804.90. The strike last trading price was 37.45, which was -23 lower than the previous day. The implied volatity was 17.58, the open interest changed by 37 which increased total open position to 50


On 25 Nov SUNPHARMA was trading at 1776.80. The strike last trading price was 60.6, which was 11.65 higher than the previous day. The implied volatity was 18.52, the open interest changed by 10 which increased total open position to 13


On 24 Nov SUNPHARMA was trading at 1780.80. The strike last trading price was 48.95, which was -7.75 lower than the previous day. The implied volatity was 16.94, the open interest changed by 0 which decreased total open position to 2


On 21 Nov SUNPHARMA was trading at 1779.70. The strike last trading price was 56.7, which was -0.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Nov SUNPHARMA was trading at 1777.40. The strike last trading price was 56.7, which was -0.8 lower than the previous day. The implied volatity was 18.65, the open interest changed by -1 which decreased total open position to 1


On 19 Nov SUNPHARMA was trading at 1784.10. The strike last trading price was 57.1, which was -83.6 lower than the previous day. The implied volatity was 20.96, the open interest changed by 2 which increased total open position to 2


On 18 Nov SUNPHARMA was trading at 1758.80. The strike last trading price was 140.7, 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 17 Nov SUNPHARMA was trading at 1763.90. The strike last trading price was 140.7, 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 Nov SUNPHARMA was trading at 1757.10. The strike last trading price was 140.7, 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 Nov SUNPHARMA was trading at 1737.40. The strike last trading price was 140.7, 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 140.7, 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 140.7, 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 140.7, 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 140.7, 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 140.7, 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 140.7, 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 140.7, 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 140.7, 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 140.7, 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