SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
09 Dec 2025 04:10 PM IST
| SUNPHARMA 30-DEC-2025 1820 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.28
Vega: 1.44
Theta: -0.61
Gamma: 0.01
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.69
Vega: 1.51
Theta: -0.23
Gamma: 0.01
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| 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































































































































































































































