[--[65.84.65.76]--]

Back to Option Chain


Historical option data for SUNPHARMA

23 Jun 2026 01:24 PM IST
SUNPHARMA 30-Jun-2026 (7d) 1820 CE
Delta: 0.94
Vega: 0
Theta: -0.07
Gamma: 0.00299
Date Close Ltp Change IV Volume OI Chg OI
23 Jun 1878.00 56.95 12.45 (27.98%) 14.66 1,020 -27 5,036
22 Jun 1862.90 45.25 17.35 (62.19%) 15.48 2,241 -32 5,062
19 Jun 1838.30 29.25 6.2 (26.90%) 10.91 6,484 -107 5,094
18 Jun 1824.80 22.6 2.8 (14.14%) 12.89 6,771 80 5,202
17 Jun 1820.40 20.1 4 (24.84%) 12.75 7,912 299 5,122
16 Jun 1800.70 16.65 0.8 (5.05%) 15.19 6,346 69 6,324
15 Jun 1806.00 15.6 -1.4 (-8.24%) 14.14 6,497 584 6,255
12 Jun 1807.70 16.65 2.65 (18.93%) 12.59 6,094 -106 5,671
11 Jun 1794.20 13.4 -0.6 (-4.29%) 12.23 3,776 371 5,777
10 Jun 1786.40 13.95 0.95 (7.31%) 14.92 2,622 -97 5,406
9 Jun 1779.00 13.75 -5.25 (-27.63%) 15.88 5,401 1,957 5,504
8 Jun 1788.80 18.95 -0.05 (-0.26%) 16.13 5,753 990 3,550
5 Jun 1782.20 20 -2 (-9.09%) 17.38 4,599 1,847 2,561
4 Jun 1780.10 23 -3 (-11.54%) 18.95 1,219 -26 713
3 Jun 1788.50 24.8 -1.2 (-4.62%) 18.39 3,155 1 744
2 Jun 1789.90 25.8 -3.2 (-11.03%) 16.82 2,097 77 747
1 Jun 1796.50 27.3 -8.7 (-24.17%) 18.3 2,458 177 675
29 May 1799.20 35.25 -23.75 (-40.25%) 18.16 1,301 339 497
27 May 1844.30 57.7 -1.3 (-2.20%) 17.78 639 -99 159
26 May 1840.80 57 -3 (-5.00%) 17.27 1,348 38 258
25 May 1840.60 61.3 -8.7 (-12.43%) 18.34 652 182 221
22 May 1844.60 67 -13 (-16.25%) 20.53 53 37 39
21 May 1891.30 80 0 (0.00%) - 0 0 2
20 May 1880.30 80 0 (0.00%) - 0 0 2
19 May 1882.30 80 0 (0.00%) - 0 0 2
18 May 1905.80 80 0 (0.00%) - 0 0 2
15 May 1878.20 80 0 (0.00%) - 0 0 2
14 May 1863.20 80 0 (0.00%) 0 0 0 2
13 May 1824.80 80 0 (0.00%) 0 0 0 2
12 May 1845.70 80 0 (0.00%) 0 0 0 2
11 May 1872.70 80 0 (0.00%) 0 0 0 2
8 May 1847.90 80 0 (0.00%) - 0 0 2
7 May 1834.40 80 0 (0.00%) - 0 0 2
6 May 1850.20 80 0 (0.00%) - 0 0 2
5 May 1820.80 80 0 (0.00%) 24.64 0 0 2
4 May 1823.50 80 28.6 (55.64%) 24.64 2 1 1
30 Apr 1808.30 0 0 - 0 0 0
29 Apr 1778.70 0 0 - 0 0 0


For Sun Pharmaceutical Ind L - strike price 1820 expiring on 30JUN2026

Delta for 1820 CE is 0.94

Historical price for 1820 CE is as follows

On 23 Jun SUNPHARMA was trading at 1878.00. The strike last trading price was 56.95, which was 12.45 higher than the previous day. The implied volatity was 14.66, the open interest changed by -27 which decreased total open position to 5036


On 22 Jun SUNPHARMA was trading at 1862.90. The strike last trading price was 45.25, which was 17.35 higher than the previous day. The implied volatity was 15.48, the open interest changed by -32 which decreased total open position to 5062


On 19 Jun SUNPHARMA was trading at 1838.30. The strike last trading price was 29.25, which was 6.2 higher than the previous day. The implied volatity was 10.91, the open interest changed by -107 which decreased total open position to 5094


On 18 Jun SUNPHARMA was trading at 1824.80. The strike last trading price was 22.6, which was 2.8 higher than the previous day. The implied volatity was 12.89, the open interest changed by 80 which increased total open position to 5202


On 17 Jun SUNPHARMA was trading at 1820.40. The strike last trading price was 20.1, which was 4 higher than the previous day. The implied volatity was 12.75, the open interest changed by 299 which increased total open position to 5122


On 16 Jun SUNPHARMA was trading at 1800.70. The strike last trading price was 16.65, which was 0.8 higher than the previous day. The implied volatity was 15.19, the open interest changed by 69 which increased total open position to 6324


On 15 Jun SUNPHARMA was trading at 1806.00. The strike last trading price was 15.6, which was -1.4 lower than the previous day. The implied volatity was 14.14, the open interest changed by 584 which increased total open position to 6255


On 12 Jun SUNPHARMA was trading at 1807.70. The strike last trading price was 16.65, which was 2.65 higher than the previous day. The implied volatity was 12.59, the open interest changed by -106 which decreased total open position to 5671


On 11 Jun SUNPHARMA was trading at 1794.20. The strike last trading price was 13.4, which was -0.6 lower than the previous day. The implied volatity was 12.23, the open interest changed by 371 which increased total open position to 5777


On 10 Jun SUNPHARMA was trading at 1786.40. The strike last trading price was 13.95, which was 0.95 higher than the previous day. The implied volatity was 14.92, the open interest changed by -97 which decreased total open position to 5406


On 9 Jun SUNPHARMA was trading at 1779.00. The strike last trading price was 13.75, which was -5.25 lower than the previous day. The implied volatity was 15.88, the open interest changed by 1957 which increased total open position to 5504


On 8 Jun SUNPHARMA was trading at 1788.80. The strike last trading price was 18.95, which was -0.05 lower than the previous day. The implied volatity was 16.13, the open interest changed by 990 which increased total open position to 3550


On 5 Jun SUNPHARMA was trading at 1782.20. The strike last trading price was 20, which was -2 lower than the previous day. The implied volatity was 17.38, the open interest changed by 1847 which increased total open position to 2561


On 4 Jun SUNPHARMA was trading at 1780.10. The strike last trading price was 23, which was -3 lower than the previous day. The implied volatity was 18.95, the open interest changed by -26 which decreased total open position to 713


On 3 Jun SUNPHARMA was trading at 1788.50. The strike last trading price was 24.8, which was -1.2 lower than the previous day. The implied volatity was 18.39, the open interest changed by 1 which increased total open position to 744


On 2 Jun SUNPHARMA was trading at 1789.90. The strike last trading price was 25.8, which was -3.2 lower than the previous day. The implied volatity was 16.82, the open interest changed by 77 which increased total open position to 747


On 1 Jun SUNPHARMA was trading at 1796.50. The strike last trading price was 27.3, which was -8.7 lower than the previous day. The implied volatity was 18.3, the open interest changed by 177 which increased total open position to 675


On 29 May SUNPHARMA was trading at 1799.20. The strike last trading price was 35.25, which was -23.75 lower than the previous day. The implied volatity was 18.16, the open interest changed by 339 which increased total open position to 497


On 27 May SUNPHARMA was trading at 1844.30. The strike last trading price was 57.7, which was -1.3 lower than the previous day. The implied volatity was 17.78, the open interest changed by -99 which decreased total open position to 159


On 26 May SUNPHARMA was trading at 1840.80. The strike last trading price was 57, which was -3 lower than the previous day. The implied volatity was 17.27, the open interest changed by 38 which increased total open position to 258


On 25 May SUNPHARMA was trading at 1840.60. The strike last trading price was 61.3, which was -8.7 lower than the previous day. The implied volatity was 18.34, the open interest changed by 182 which increased total open position to 221


On 22 May SUNPHARMA was trading at 1844.60. The strike last trading price was 67, which was -13 lower than the previous day. The implied volatity was 20.53, the open interest changed by 37 which increased total open position to 39


On 21 May SUNPHARMA was trading at 1891.30. The strike last trading price was 80, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 20 May SUNPHARMA was trading at 1880.30. The strike last trading price was 80, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 19 May SUNPHARMA was trading at 1882.30. The strike last trading price was 80, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 18 May SUNPHARMA was trading at 1905.80. The strike last trading price was 80, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 15 May SUNPHARMA was trading at 1878.20. The strike last trading price was 80, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 14 May SUNPHARMA was trading at 1863.20. The strike last trading price was 80, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 2


On 13 May SUNPHARMA was trading at 1824.80. The strike last trading price was 80, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 2


On 12 May SUNPHARMA was trading at 1845.70. The strike last trading price was 80, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 2


On 11 May SUNPHARMA was trading at 1872.70. The strike last trading price was 80, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 2


On 8 May SUNPHARMA was trading at 1847.90. The strike last trading price was 80, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 7 May SUNPHARMA was trading at 1834.40. The strike last trading price was 80, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 6 May SUNPHARMA was trading at 1850.20. The strike last trading price was 80, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 5 May SUNPHARMA was trading at 1820.80. The strike last trading price was 80, which was 0 lower than the previous day. The implied volatity was 24.64, the open interest changed by 0 which decreased total open position to 2


On 4 May SUNPHARMA was trading at 1823.50. The strike last trading price was 80, which was 28.6 higher than the previous day. The implied volatity was 24.64, the open interest changed by 1 which increased total open position to 1


On 30 Apr SUNPHARMA was trading at 1808.30. 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 29 Apr SUNPHARMA was trading at 1778.70. 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


SUNPHARMA 30-Jun-2026 (7d) 1820 PE
Delta: -0.06
Vega: 0
Theta: -0.07
Gamma: 0.00304
Date Close Ltp Change IV Volume OI Chg OI
23 Jun 1878.00 1 -2 (-66.67%) 14.51 3,505 -80 1,832
22 Jun 1862.90 3.05 -6.45 (-67.89%) 15.39 7,097 678 1,965
19 Jun 1838.30 8.65 -6 (-40.96%) 14.02 3,482 225 1,289
18 Jun 1824.80 14.15 -4.55 (-24.33%) 13.98 2,340 391 1,063
17 Jun 1820.40 18.55 -8.6 (-31.68%) 15 1,577 99 673
16 Jun 1800.70 26.5 -0.15 (-0.56%) 14.32 933 -48 574
15 Jun 1806.00 26.1 -0.55 (-2.06%) 13.59 1,135 -11 623
12 Jun 1807.70 27.25 -10 (-26.85%) 13.5 1,375 -115 636
11 Jun 1794.20 35.7 -7.55 (-17.46%) 13.54 364 -11 750
10 Jun 1786.40 45.8 -1.9 (-3.98%) 16.09 184 -17 762
9 Jun 1779.00 47.6 2.9 (6.49%) 15.68 416 -19 780
8 Jun 1788.80 43.15 -0.75 (-1.71%) 17.03 739 27 799
5 Jun 1782.20 42.65 -3.3 (-7.18%) 13.15 835 5 772
4 Jun 1780.10 44.8 2.25 (5.29%) 14.01 262 13 767
3 Jun 1788.50 44.4 4.1 (10.17%) 15.63 630 70 755
2 Jun 1789.90 38.9 -1.6 (-3.95%) 12.14 638 31 685
1 Jun 1796.50 40.75 5.75 (16.43%) 14.64 797 -102 654
29 May 1799.20 34.75 15.05 (76.40%) 13.89 2,027 223 764
27 May 1844.30 19.75 -2.95 (-13.00%) 14.85 1,376 13 547
26 May 1840.80 23.7 -0.45 (-1.86%) 16.6 1,271 101 534
25 May 1840.60 23.2 -8.35 (-26.47%) 16.42 1,013 141 432
22 May 1844.60 33.4 14.35 (75.33%) 19.76 344 48 291
21 May 1891.30 19 -44.85 (-70.24%) 19.63 279 241 243
20 May 1880.30 63.85 63.85 - 2 0 2
19 May 1882.30 63.85 63.85 - 2 0 2
18 May 1905.80 63.85 63.85 (0.00%) - 2 0 2
15 May 1878.20 63.85 0 (0.00%) - 0 0 2
14 May 1863.20 63.85 0 (0.00%) 0 0 0 2
13 May 1824.80 63.85 0 (0.00%) 0 0 0 2
12 May 1845.70 63.85 0 (0.00%) 0 0 0 2
11 May 1872.70 63.85 0 (0.00%) 0 0 0 2
8 May 1847.90 63.85 63.85 - 0 0 2
7 May 1834.40 63.85 63.85 - 0 0 2
6 May 1850.20 63.85 63.85 - 0 0 2
5 May 1820.80 63.85 63.85 (0.00%) - 0 0 2
4 May 1823.50 63.85 0 (0.00%) - 0 0 2
30 Apr 1808.30 63.85 -42.15 (-39.76%) 22.74 2 0 0
29 Apr 1778.70 0 0 - 0 0 0


For Sun Pharmaceutical Ind L - strike price 1820 expiring on 30JUN2026

Delta for 1820 PE is -0.06

Historical price for 1820 PE is as follows

On 23 Jun SUNPHARMA was trading at 1878.00. The strike last trading price was 1, which was -2 lower than the previous day. The implied volatity was 14.51, the open interest changed by -80 which decreased total open position to 1832


On 22 Jun SUNPHARMA was trading at 1862.90. The strike last trading price was 3.05, which was -6.45 lower than the previous day. The implied volatity was 15.39, the open interest changed by 678 which increased total open position to 1965


On 19 Jun SUNPHARMA was trading at 1838.30. The strike last trading price was 8.65, which was -6 lower than the previous day. The implied volatity was 14.02, the open interest changed by 225 which increased total open position to 1289


On 18 Jun SUNPHARMA was trading at 1824.80. The strike last trading price was 14.15, which was -4.55 lower than the previous day. The implied volatity was 13.98, the open interest changed by 391 which increased total open position to 1063


On 17 Jun SUNPHARMA was trading at 1820.40. The strike last trading price was 18.55, which was -8.6 lower than the previous day. The implied volatity was 15, the open interest changed by 99 which increased total open position to 673


On 16 Jun SUNPHARMA was trading at 1800.70. The strike last trading price was 26.5, which was -0.15 lower than the previous day. The implied volatity was 14.32, the open interest changed by -48 which decreased total open position to 574


On 15 Jun SUNPHARMA was trading at 1806.00. The strike last trading price was 26.1, which was -0.55 lower than the previous day. The implied volatity was 13.59, the open interest changed by -11 which decreased total open position to 623


On 12 Jun SUNPHARMA was trading at 1807.70. The strike last trading price was 27.25, which was -10 lower than the previous day. The implied volatity was 13.5, the open interest changed by -115 which decreased total open position to 636


On 11 Jun SUNPHARMA was trading at 1794.20. The strike last trading price was 35.7, which was -7.55 lower than the previous day. The implied volatity was 13.54, the open interest changed by -11 which decreased total open position to 750


On 10 Jun SUNPHARMA was trading at 1786.40. The strike last trading price was 45.8, which was -1.9 lower than the previous day. The implied volatity was 16.09, the open interest changed by -17 which decreased total open position to 762


On 9 Jun SUNPHARMA was trading at 1779.00. The strike last trading price was 47.6, which was 2.9 higher than the previous day. The implied volatity was 15.68, the open interest changed by -19 which decreased total open position to 780


On 8 Jun SUNPHARMA was trading at 1788.80. The strike last trading price was 43.15, which was -0.75 lower than the previous day. The implied volatity was 17.03, the open interest changed by 27 which increased total open position to 799


On 5 Jun SUNPHARMA was trading at 1782.20. The strike last trading price was 42.65, which was -3.3 lower than the previous day. The implied volatity was 13.15, the open interest changed by 5 which increased total open position to 772


On 4 Jun SUNPHARMA was trading at 1780.10. The strike last trading price was 44.8, which was 2.25 higher than the previous day. The implied volatity was 14.01, the open interest changed by 13 which increased total open position to 767


On 3 Jun SUNPHARMA was trading at 1788.50. The strike last trading price was 44.4, which was 4.1 higher than the previous day. The implied volatity was 15.63, the open interest changed by 70 which increased total open position to 755


On 2 Jun SUNPHARMA was trading at 1789.90. The strike last trading price was 38.9, which was -1.6 lower than the previous day. The implied volatity was 12.14, the open interest changed by 31 which increased total open position to 685


On 1 Jun SUNPHARMA was trading at 1796.50. The strike last trading price was 40.75, which was 5.75 higher than the previous day. The implied volatity was 14.64, the open interest changed by -102 which decreased total open position to 654


On 29 May SUNPHARMA was trading at 1799.20. The strike last trading price was 34.75, which was 15.05 higher than the previous day. The implied volatity was 13.89, the open interest changed by 223 which increased total open position to 764


On 27 May SUNPHARMA was trading at 1844.30. The strike last trading price was 19.75, which was -2.95 lower than the previous day. The implied volatity was 14.85, the open interest changed by 13 which increased total open position to 547


On 26 May SUNPHARMA was trading at 1840.80. The strike last trading price was 23.7, which was -0.45 lower than the previous day. The implied volatity was 16.6, the open interest changed by 101 which increased total open position to 534


On 25 May SUNPHARMA was trading at 1840.60. The strike last trading price was 23.2, which was -8.35 lower than the previous day. The implied volatity was 16.42, the open interest changed by 141 which increased total open position to 432


On 22 May SUNPHARMA was trading at 1844.60. The strike last trading price was 33.4, which was 14.35 higher than the previous day. The implied volatity was 19.76, the open interest changed by 48 which increased total open position to 291


On 21 May SUNPHARMA was trading at 1891.30. The strike last trading price was 19, which was -44.85 lower than the previous day. The implied volatity was 19.63, the open interest changed by 241 which increased total open position to 243


On 20 May SUNPHARMA was trading at 1880.30. The strike last trading price was 63.85, which was 63.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 19 May SUNPHARMA was trading at 1882.30. The strike last trading price was 63.85, which was 63.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 18 May SUNPHARMA was trading at 1905.80. The strike last trading price was 63.85, which was 63.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 15 May SUNPHARMA was trading at 1878.20. The strike last trading price was 63.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 14 May SUNPHARMA was trading at 1863.20. The strike last trading price was 63.85, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 2


On 13 May SUNPHARMA was trading at 1824.80. The strike last trading price was 63.85, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 2


On 12 May SUNPHARMA was trading at 1845.70. The strike last trading price was 63.85, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 2


On 11 May SUNPHARMA was trading at 1872.70. The strike last trading price was 63.85, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 2


On 8 May SUNPHARMA was trading at 1847.90. The strike last trading price was 63.85, which was 63.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 7 May SUNPHARMA was trading at 1834.40. The strike last trading price was 63.85, which was 63.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 6 May SUNPHARMA was trading at 1850.20. The strike last trading price was 63.85, which was 63.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 5 May SUNPHARMA was trading at 1820.80. The strike last trading price was 63.85, which was 63.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 4 May SUNPHARMA was trading at 1823.50. The strike last trading price was 63.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 30 Apr SUNPHARMA was trading at 1808.30. The strike last trading price was 63.85, which was -42.15 lower than the previous day. The implied volatity was 22.74, the open interest changed by 0 which decreased total open position to 0


On 29 Apr SUNPHARMA was trading at 1778.70. 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