[--[65.84.65.76]--]

SUNPHARMA

Sun Pharmaceutical Ind L
1793.5 -13.70 (-0.76%)
L: 1791 H: 1811.8

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Historical option data for SUNPHARMA

12 Dec 2025 04:10 PM IST
SUNPHARMA 30-DEC-2025 1840 CE
Delta: 0.23
Vega: 1.22
Theta: -0.53
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 1793.50 6.5 -3.3 12.23 4,619 2,076 5,860
11 Dec 1807.20 9.95 2.65 11.76 1,978 19 3,783
10 Dec 1785.50 7.75 1.6 13.99 1,531 -3 3,764
9 Dec 1776.00 5.9 -4.2 13.97 2,338 231 3,767
8 Dec 1796.20 9.7 -5.1 12.84 1,215 11 3,541
5 Dec 1805.30 14.4 -5.1 12.64 1,057 18 3,526
4 Dec 1818.30 19.25 1.75 13.06 2,186 502 3,508
3 Dec 1806.70 16.75 -2.1 13.64 2,593 707 3,003
2 Dec 1799.50 19 -1.4 14.10 2,082 404 2,216
1 Dec 1807.40 20.5 -10 13.68 2,366 14 1,812
28 Nov 1831.60 30.3 9.9 12.07 3,885 496 1,800
27 Nov 1810.30 20.4 -1.15 12.30 1,812 996 1,304
26 Nov 1804.90 21.65 6.25 13.38 587 27 307
25 Nov 1776.80 14.25 -2.45 15.78 298 54 280
24 Nov 1780.80 17.35 -1.4 14.89 177 54 225
21 Nov 1779.70 19.15 -2.9 14.82 152 29 169
20 Nov 1777.40 22.45 -1.85 17.02 67 17 134
19 Nov 1784.10 24.2 6.35 15.95 213 37 120
18 Nov 1758.80 18.05 0.05 16.99 77 35 82
17 Nov 1763.90 18 4 16.06 2 0 45
14 Nov 1757.10 14 1.95 - 0 0 0
13 Nov 1737.40 14 1.95 - 0 1 0
12 Nov 1732.10 14 1.95 16.93 1 0 44
11 Nov 1716.10 12.4 2.4 17.49 10 2 45
7 Nov 1691.40 10 -0.3 18.05 11 3 43
6 Nov 1685.90 10.3 -1.25 18.71 5 -2 40
4 Nov 1690.00 11.55 -3.15 17.29 1 0 43
3 Nov 1706.40 14.7 -0.3 18.34 1 0 43
30 Oct 1703.40 15 -3.35 18.28 33 6 43
29 Oct 1715.90 18.75 3.5 18.86 40 3 37
28 Oct 1687.00 15.25 -0.05 18.87 12 -2 34
27 Oct 1693.60 15.3 -1.6 18.48 6 -2 38
24 Oct 1699.00 16.9 1.1 18.37 46 40 40
23 Oct 1689.90 15.8 0 3.83 0 0 0
21 Oct 1690.50 15.8 0 3.97 0 0 0
20 Oct 1688.60 15.8 0 3.94 0 0 0
15 Oct 1655.10 15.8 0 - 0 0 0
13 Oct 1668.40 15.8 0 - 0 0 0
10 Oct 1670.90 15.8 0 - 0 0 0
9 Oct 1658.50 15.8 0 - 0 0 0


For Sun Pharmaceutical Ind L - strike price 1840 expiring on 30DEC2025

Delta for 1840 CE is 0.23

Historical price for 1840 CE is as follows

On 12 Dec SUNPHARMA was trading at 1793.50. The strike last trading price was 6.5, which was -3.3 lower than the previous day. The implied volatity was 12.23, the open interest changed by 2076 which increased total open position to 5860


On 11 Dec SUNPHARMA was trading at 1807.20. The strike last trading price was 9.95, which was 2.65 higher than the previous day. The implied volatity was 11.76, the open interest changed by 19 which increased total open position to 3783


On 10 Dec SUNPHARMA was trading at 1785.50. The strike last trading price was 7.75, which was 1.6 higher than the previous day. The implied volatity was 13.99, the open interest changed by -3 which decreased total open position to 3764


On 9 Dec SUNPHARMA was trading at 1776.00. The strike last trading price was 5.9, which was -4.2 lower than the previous day. The implied volatity was 13.97, the open interest changed by 231 which increased total open position to 3767


On 8 Dec SUNPHARMA was trading at 1796.20. The strike last trading price was 9.7, which was -5.1 lower than the previous day. The implied volatity was 12.84, the open interest changed by 11 which increased total open position to 3541


On 5 Dec SUNPHARMA was trading at 1805.30. The strike last trading price was 14.4, which was -5.1 lower than the previous day. The implied volatity was 12.64, the open interest changed by 18 which increased total open position to 3526


On 4 Dec SUNPHARMA was trading at 1818.30. The strike last trading price was 19.25, which was 1.75 higher than the previous day. The implied volatity was 13.06, the open interest changed by 502 which increased total open position to 3508


On 3 Dec SUNPHARMA was trading at 1806.70. The strike last trading price was 16.75, which was -2.1 lower than the previous day. The implied volatity was 13.64, the open interest changed by 707 which increased total open position to 3003


On 2 Dec SUNPHARMA was trading at 1799.50. The strike last trading price was 19, which was -1.4 lower than the previous day. The implied volatity was 14.10, the open interest changed by 404 which increased total open position to 2216


On 1 Dec SUNPHARMA was trading at 1807.40. The strike last trading price was 20.5, which was -10 lower than the previous day. The implied volatity was 13.68, the open interest changed by 14 which increased total open position to 1812


On 28 Nov SUNPHARMA was trading at 1831.60. The strike last trading price was 30.3, which was 9.9 higher than the previous day. The implied volatity was 12.07, the open interest changed by 496 which increased total open position to 1800


On 27 Nov SUNPHARMA was trading at 1810.30. The strike last trading price was 20.4, which was -1.15 lower than the previous day. The implied volatity was 12.30, the open interest changed by 996 which increased total open position to 1304


On 26 Nov SUNPHARMA was trading at 1804.90. The strike last trading price was 21.65, which was 6.25 higher than the previous day. The implied volatity was 13.38, the open interest changed by 27 which increased total open position to 307


On 25 Nov SUNPHARMA was trading at 1776.80. The strike last trading price was 14.25, which was -2.45 lower than the previous day. The implied volatity was 15.78, the open interest changed by 54 which increased total open position to 280


On 24 Nov SUNPHARMA was trading at 1780.80. The strike last trading price was 17.35, which was -1.4 lower than the previous day. The implied volatity was 14.89, the open interest changed by 54 which increased total open position to 225


On 21 Nov SUNPHARMA was trading at 1779.70. The strike last trading price was 19.15, which was -2.9 lower than the previous day. The implied volatity was 14.82, the open interest changed by 29 which increased total open position to 169


On 20 Nov SUNPHARMA was trading at 1777.40. The strike last trading price was 22.45, which was -1.85 lower than the previous day. The implied volatity was 17.02, the open interest changed by 17 which increased total open position to 134


On 19 Nov SUNPHARMA was trading at 1784.10. The strike last trading price was 24.2, which was 6.35 higher than the previous day. The implied volatity was 15.95, the open interest changed by 37 which increased total open position to 120


On 18 Nov SUNPHARMA was trading at 1758.80. The strike last trading price was 18.05, which was 0.05 higher than the previous day. The implied volatity was 16.99, the open interest changed by 35 which increased total open position to 82


On 17 Nov SUNPHARMA was trading at 1763.90. The strike last trading price was 18, which was 4 higher than the previous day. The implied volatity was 16.06, the open interest changed by 0 which decreased total open position to 45


On 14 Nov SUNPHARMA was trading at 1757.10. The strike last trading price was 14, which was 1.95 higher 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 14, which was 1.95 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 12 Nov SUNPHARMA was trading at 1732.10. The strike last trading price was 14, which was 1.95 higher than the previous day. The implied volatity was 16.93, the open interest changed by 0 which decreased total open position to 44


On 11 Nov SUNPHARMA was trading at 1716.10. The strike last trading price was 12.4, which was 2.4 higher than the previous day. The implied volatity was 17.49, the open interest changed by 2 which increased total open position to 45


On 7 Nov SUNPHARMA was trading at 1691.40. The strike last trading price was 10, which was -0.3 lower than the previous day. The implied volatity was 18.05, the open interest changed by 3 which increased total open position to 43


On 6 Nov SUNPHARMA was trading at 1685.90. The strike last trading price was 10.3, which was -1.25 lower than the previous day. The implied volatity was 18.71, the open interest changed by -2 which decreased total open position to 40


On 4 Nov SUNPHARMA was trading at 1690.00. The strike last trading price was 11.55, which was -3.15 lower than the previous day. The implied volatity was 17.29, the open interest changed by 0 which decreased total open position to 43


On 3 Nov SUNPHARMA was trading at 1706.40. The strike last trading price was 14.7, which was -0.3 lower than the previous day. The implied volatity was 18.34, the open interest changed by 0 which decreased total open position to 43


On 30 Oct SUNPHARMA was trading at 1703.40. The strike last trading price was 15, which was -3.35 lower than the previous day. The implied volatity was 18.28, the open interest changed by 6 which increased total open position to 43


On 29 Oct SUNPHARMA was trading at 1715.90. The strike last trading price was 18.75, which was 3.5 higher than the previous day. The implied volatity was 18.86, the open interest changed by 3 which increased total open position to 37


On 28 Oct SUNPHARMA was trading at 1687.00. The strike last trading price was 15.25, which was -0.05 lower than the previous day. The implied volatity was 18.87, the open interest changed by -2 which decreased total open position to 34


On 27 Oct SUNPHARMA was trading at 1693.60. The strike last trading price was 15.3, which was -1.6 lower than the previous day. The implied volatity was 18.48, the open interest changed by -2 which decreased total open position to 38


On 24 Oct SUNPHARMA was trading at 1699.00. The strike last trading price was 16.9, which was 1.1 higher than the previous day. The implied volatity was 18.37, the open interest changed by 40 which increased total open position to 40


On 23 Oct SUNPHARMA was trading at 1689.90. The strike last trading price was 15.8, which was 0 lower than the previous day. The implied volatity was 3.83, 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 15.8, which was 0 lower than the previous day. The implied volatity was 3.97, 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 15.8, which was 0 lower than the previous day. The implied volatity was 3.94, 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 15.8, 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 15.8, 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 15.8, 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 15.8, 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 30DEC2025 1840 PE
Delta: -0.74
Vega: 1.30
Theta: -0.13
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 1793.50 45.4 6.35 13.94 252 92 243
11 Dec 1807.20 39.5 -14.4 15.78 101 -2 149
10 Dec 1785.50 53 -10.7 16.24 72 -3 151
9 Dec 1776.00 64.35 17.3 16.62 110 -8 153
8 Dec 1796.20 48.4 7.8 15.87 138 -2 162
5 Dec 1805.30 41.35 6 15.16 78 4 173
4 Dec 1818.30 36.25 -7.6 15.04 100 -7 170
3 Dec 1806.70 44.95 -1.6 16.19 109 12 176
2 Dec 1799.50 44.8 -0.05 16.57 526 -168 166
1 Dec 1807.40 45.1 13.05 17.76 825 -115 334
28 Nov 1831.60 31.65 -12.05 16.46 1,140 408 449
27 Nov 1810.30 42.3 -20.05 16.01 85 23 41
26 Nov 1804.90 62.35 -8.5 - 0 0 0
25 Nov 1776.80 62.35 -8.5 11.98 1 0 18
24 Nov 1780.80 70 -1.2 - 0 14 0
21 Nov 1779.70 70 -1.2 20.79 31 14 18
20 Nov 1777.40 71.2 -0.8 19.57 1 0 3
19 Nov 1784.10 72 -161.6 22.38 6 2 2
18 Nov 1758.80 233.6 0 - 0 0 0
17 Nov 1763.90 233.6 0 - 0 0 0
14 Nov 1757.10 233.6 0 - 0 0 0
13 Nov 1737.40 233.6 0 - 0 0 0
12 Nov 1732.10 233.6 0 - 0 0 0
11 Nov 1716.10 233.6 0 - 0 0 0
7 Nov 1691.40 233.6 0 - 0 0 0
6 Nov 1685.90 233.6 0 - 0 0 0
4 Nov 1690.00 233.6 0 - 0 0 0
3 Nov 1706.40 233.6 0 - 0 0 0
30 Oct 1703.40 233.6 0 - 0 0 0
29 Oct 1715.90 233.6 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
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


For Sun Pharmaceutical Ind L - strike price 1840 expiring on 30DEC2025

Delta for 1840 PE is -0.74

Historical price for 1840 PE is as follows

On 12 Dec SUNPHARMA was trading at 1793.50. The strike last trading price was 45.4, which was 6.35 higher than the previous day. The implied volatity was 13.94, the open interest changed by 92 which increased total open position to 243


On 11 Dec SUNPHARMA was trading at 1807.20. The strike last trading price was 39.5, which was -14.4 lower than the previous day. The implied volatity was 15.78, the open interest changed by -2 which decreased total open position to 149


On 10 Dec SUNPHARMA was trading at 1785.50. The strike last trading price was 53, which was -10.7 lower than the previous day. The implied volatity was 16.24, the open interest changed by -3 which decreased total open position to 151


On 9 Dec SUNPHARMA was trading at 1776.00. The strike last trading price was 64.35, which was 17.3 higher than the previous day. The implied volatity was 16.62, the open interest changed by -8 which decreased total open position to 153


On 8 Dec SUNPHARMA was trading at 1796.20. The strike last trading price was 48.4, which was 7.8 higher than the previous day. The implied volatity was 15.87, the open interest changed by -2 which decreased total open position to 162


On 5 Dec SUNPHARMA was trading at 1805.30. The strike last trading price was 41.35, which was 6 higher than the previous day. The implied volatity was 15.16, the open interest changed by 4 which increased total open position to 173


On 4 Dec SUNPHARMA was trading at 1818.30. The strike last trading price was 36.25, which was -7.6 lower than the previous day. The implied volatity was 15.04, the open interest changed by -7 which decreased total open position to 170


On 3 Dec SUNPHARMA was trading at 1806.70. The strike last trading price was 44.95, which was -1.6 lower than the previous day. The implied volatity was 16.19, the open interest changed by 12 which increased total open position to 176


On 2 Dec SUNPHARMA was trading at 1799.50. The strike last trading price was 44.8, which was -0.05 lower than the previous day. The implied volatity was 16.57, the open interest changed by -168 which decreased total open position to 166


On 1 Dec SUNPHARMA was trading at 1807.40. The strike last trading price was 45.1, which was 13.05 higher than the previous day. The implied volatity was 17.76, the open interest changed by -115 which decreased total open position to 334


On 28 Nov SUNPHARMA was trading at 1831.60. The strike last trading price was 31.65, which was -12.05 lower than the previous day. The implied volatity was 16.46, the open interest changed by 408 which increased total open position to 449


On 27 Nov SUNPHARMA was trading at 1810.30. The strike last trading price was 42.3, which was -20.05 lower than the previous day. The implied volatity was 16.01, the open interest changed by 23 which increased total open position to 41


On 26 Nov SUNPHARMA was trading at 1804.90. The strike last trading price was 62.35, which was -8.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 25 Nov SUNPHARMA was trading at 1776.80. The strike last trading price was 62.35, which was -8.5 lower than the previous day. The implied volatity was 11.98, the open interest changed by 0 which decreased total open position to 18


On 24 Nov SUNPHARMA was trading at 1780.80. The strike last trading price was 70, which was -1.2 lower than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 0


On 21 Nov SUNPHARMA was trading at 1779.70. The strike last trading price was 70, which was -1.2 lower than the previous day. The implied volatity was 20.79, the open interest changed by 14 which increased total open position to 18


On 20 Nov SUNPHARMA was trading at 1777.40. The strike last trading price was 71.2, which was -0.8 lower than the previous day. The implied volatity was 19.57, the open interest changed by 0 which decreased total open position to 3


On 19 Nov SUNPHARMA was trading at 1784.10. The strike last trading price was 72, which was -161.6 lower than the previous day. The implied volatity was 22.38, 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 233.6, 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 233.6, 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 233.6, 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 233.6, 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 233.6, 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 233.6, 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 233.6, 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 233.6, 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 233.6, 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 233.6, 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 233.6, 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 233.6, 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 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