Historical option data for SUNPHARMA
23 Jun 2026 01:25 PM IST
| SUNPHARMA 28-Jul-2026 (35d) 1840 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.7
Vega: 0.02
Theta: -0.56
Gamma: 0.00365
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Jun | 1877.70 | 65.85 | 9.85 (17.59%) | 16.17 | 124 | 7 | 111 | |||||||||
| 22 Jun | 1862.90 | 56.05 | 10.05 (21.85%) | 15.87 | 211 | 57 | 107 | |||||||||
| 19 Jun | 1838.30 | 46.5 | 4.5 (10.71%) | 16.95 | 92 | 9 | 46 | |||||||||
| 18 Jun | 1824.80 | 40.7 | 1.7 (4.36%) | 18.03 | 51 | 12 | 38 | |||||||||
| 17 Jun | 1820.40 | 39.8 | -6.2 (-13.48%) | 17.73 | 51 | 24 | 25 | |||||||||
| 16 Jun | 1800.70 | 45.95 | -0.05 (-0.11%) | 22.7 | 1 | 0 | 1 | |||||||||
| 15 Jun | 1806.00 | 45.95 | -16.05 (-25.89%) | 22.7 | 1 | 1 | 1 | |||||||||
| 12 Jun | 1807.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Jun | 1794.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Jun | 1786.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Jun | 1779.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jun | 1788.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jun | 1782.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Jun | 1780.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Jun | 1788.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jun | 1789.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jun | 1796.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 May | 1799.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 May | 1844.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 May | 1840.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 May | 1840.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 May | 1844.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 May | 1891.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 May | 1880.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 May | 1882.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 May | 1905.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 May | 1878.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 May | 1863.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sun Pharmaceutical Ind L - strike price 1840 expiring on 28JUL2026
Delta for 1840 CE is 0.7
Historical price for 1840 CE is as follows
On 23 Jun SUNPHARMA was trading at 1877.70. The strike last trading price was 65.85, which was 9.85 higher than the previous day. The implied volatity was 16.17, the open interest changed by 7 which increased total open position to 111
On 22 Jun SUNPHARMA was trading at 1862.90. The strike last trading price was 56.05, which was 10.05 higher than the previous day. The implied volatity was 15.87, the open interest changed by 57 which increased total open position to 107
On 19 Jun SUNPHARMA was trading at 1838.30. The strike last trading price was 46.5, which was 4.5 higher than the previous day. The implied volatity was 16.95, the open interest changed by 9 which increased total open position to 46
On 18 Jun SUNPHARMA was trading at 1824.80. The strike last trading price was 40.7, which was 1.7 higher than the previous day. The implied volatity was 18.03, the open interest changed by 12 which increased total open position to 38
On 17 Jun SUNPHARMA was trading at 1820.40. The strike last trading price was 39.8, which was -6.2 lower than the previous day. The implied volatity was 17.73, the open interest changed by 24 which increased total open position to 25
On 16 Jun SUNPHARMA was trading at 1800.70. The strike last trading price was 45.95, which was -0.05 lower than the previous day. The implied volatity was 22.7, the open interest changed by 0 which decreased total open position to 1
On 15 Jun SUNPHARMA was trading at 1806.00. The strike last trading price was 45.95, which was -16.05 lower than the previous day. The implied volatity was 22.7, the open interest changed by 1 which increased total open position to 1
On 12 Jun SUNPHARMA was trading at 1807.70. 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
On 11 Jun SUNPHARMA was trading at 1794.20. 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
On 10 Jun SUNPHARMA was trading at 1786.40. 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 9 Jun SUNPHARMA was trading at 1779.00. 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 8 Jun SUNPHARMA was trading at 1788.80. 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 5 Jun SUNPHARMA was trading at 1782.20. 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
On 4 Jun SUNPHARMA was trading at 1780.10. 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 3 Jun SUNPHARMA was trading at 1788.50. 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 2 Jun SUNPHARMA was trading at 1789.90. 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 1 Jun SUNPHARMA was trading at 1796.50. 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 29 May SUNPHARMA was trading at 1799.20. 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
On 27 May SUNPHARMA was trading at 1844.30. 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 26 May SUNPHARMA was trading at 1840.80. 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 25 May SUNPHARMA was trading at 1840.60. 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 22 May SUNPHARMA was trading at 1844.60. 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 21 May SUNPHARMA was trading at 1891.30. 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 20 May SUNPHARMA was trading at 1880.30. 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 19 May SUNPHARMA was trading at 1882.30. 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 18 May SUNPHARMA was trading at 1905.80. 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 May SUNPHARMA was trading at 1878.20. 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
On 14 May SUNPHARMA was trading at 1863.20. 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
| SUNPHARMA 28-Jul-2026 (35d) 1840 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.31
Vega: 0.02
Theta: -0.4
Gamma: 0.00311
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Jun | 1877.70 | 24 | -5.15 (-17.67%) | 19.51 | 174 | 44 | 123 |
| 22 Jun | 1862.90 | 29.6 | -11.4 (-27.80%) | 18.99 | 99 | 28 | 80 |
| 19 Jun | 1838.30 | 40.5 | -11.5 (-22.12%) | 19.12 | 5 | 4 | 51 |
| 18 Jun | 1824.80 | 52 | -9.5 (-15.45%) | 19.68 | 1 | 1 | 47 |
| 17 Jun | 1820.40 | 61.5 | 3 (5.13%) | 20.64 | 11 | 2 | 46 |
| 16 Jun | 1800.70 | 58.5 | 58.5 (0.00%) | - | 8 | 0 | 44 |
| 15 Jun | 1806.00 | 58.5 | 0 (0.00%) | 18.66 | 8 | 0 | 44 |
| 12 Jun | 1807.70 | 58.5 | -2.95 (-4.80%) | 18.66 | 8 | 3 | 44 |
| 11 Jun | 1794.20 | 61.45 | 0 (0.00%) | - | 1 | 0 | 41 |
| 10 Jun | 1786.40 | 61.45 | 0 (0.00%) | - | 1 | 0 | 41 |
| 9 Jun | 1779.00 | 61.45 | 0 (0.00%) | - | 1 | 0 | 41 |
| 8 Jun | 1788.80 | 61.45 | 0 (0.00%) | - | 1 | 0 | 41 |
| 5 Jun | 1782.20 | 61.45 | 0 (0.00%) | - | 1 | 0 | 41 |
| 4 Jun | 1780.10 | 61.45 | 0 (0.00%) | - | 1 | 0 | 41 |
| 3 Jun | 1788.50 | 61.45 | 0 (0.00%) | - | 1 | 0 | 41 |
| 2 Jun | 1789.90 | 61.45 | 0 (0.00%) | 14.77 | 1 | 0 | 41 |
| 1 Jun | 1796.50 | 61.45 | 18.45 (42.91%) | 14.77 | 1 | 0 | 41 |
| 29 May | 1799.20 | 43 | -0.5 (-1.15%) | 17.42 | 8 | 1 | 41 |
| 27 May | 1844.30 | 43.5 | -4.5 (-9.38%) | 17.22 | 23 | 0 | 40 |
| 26 May | 1840.80 | 48 | -2 (-4.00%) | 16.84 | 3 | 0 | 40 |
| 25 May | 1840.60 | 54.55 | 0 (0.00%) | 18.85 | 4 | 0 | 40 |
| 22 May | 1844.60 | 54.55 | 9.55 (21.22%) | 20.21 | 4 | 0 | 40 |
| 21 May | 1891.30 | 45 | 0 (0.00%) | - | 0 | 0 | 40 |
| 20 May | 1880.30 | 45 | 0 (0.00%) | 24.75 | 0 | 0 | 40 |
| 19 May | 1882.30 | 45 | -5.7 (-11.24%) | 24.75 | 1 | 0 | 40 |
| 18 May | 1905.80 | 50.7 | 0 (0.00%) | - | 0 | 0 | 40 |
| 15 May | 1878.20 | 51 | 0.3 (0.59%) | 21.24 | 0 | 0 | 40 |
| 14 May | 1863.20 | 51 | -77.1 (-60.19%) | 21.24 | 41 | 28 | 28 |
For Sun Pharmaceutical Ind L - strike price 1840 expiring on 28JUL2026
Delta for 1840 PE is -0.31
Historical price for 1840 PE is as follows
On 23 Jun SUNPHARMA was trading at 1877.70. The strike last trading price was 24, which was -5.15 lower than the previous day. The implied volatity was 19.51, the open interest changed by 44 which increased total open position to 123
On 22 Jun SUNPHARMA was trading at 1862.90. The strike last trading price was 29.6, which was -11.4 lower than the previous day. The implied volatity was 18.99, the open interest changed by 28 which increased total open position to 80
On 19 Jun SUNPHARMA was trading at 1838.30. The strike last trading price was 40.5, which was -11.5 lower than the previous day. The implied volatity was 19.12, the open interest changed by 4 which increased total open position to 51
On 18 Jun SUNPHARMA was trading at 1824.80. The strike last trading price was 52, which was -9.5 lower than the previous day. The implied volatity was 19.68, the open interest changed by 1 which increased total open position to 47
On 17 Jun SUNPHARMA was trading at 1820.40. The strike last trading price was 61.5, which was 3 higher than the previous day. The implied volatity was 20.64, the open interest changed by 2 which increased total open position to 46
On 16 Jun SUNPHARMA was trading at 1800.70. The strike last trading price was 58.5, which was 58.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 44
On 15 Jun SUNPHARMA was trading at 1806.00. The strike last trading price was 58.5, which was 0 lower than the previous day. The implied volatity was 18.66, the open interest changed by 0 which decreased total open position to 44
On 12 Jun SUNPHARMA was trading at 1807.70. The strike last trading price was 58.5, which was -2.95 lower than the previous day. The implied volatity was 18.66, the open interest changed by 3 which increased total open position to 44
On 11 Jun SUNPHARMA was trading at 1794.20. The strike last trading price was 61.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 41
On 10 Jun SUNPHARMA was trading at 1786.40. The strike last trading price was 61.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 41
On 9 Jun SUNPHARMA was trading at 1779.00. The strike last trading price was 61.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 41
On 8 Jun SUNPHARMA was trading at 1788.80. The strike last trading price was 61.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 41
On 5 Jun SUNPHARMA was trading at 1782.20. The strike last trading price was 61.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 41
On 4 Jun SUNPHARMA was trading at 1780.10. The strike last trading price was 61.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 41
On 3 Jun SUNPHARMA was trading at 1788.50. The strike last trading price was 61.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 41
On 2 Jun SUNPHARMA was trading at 1789.90. The strike last trading price was 61.45, which was 0 lower than the previous day. The implied volatity was 14.77, the open interest changed by 0 which decreased total open position to 41
On 1 Jun SUNPHARMA was trading at 1796.50. The strike last trading price was 61.45, which was 18.45 higher than the previous day. The implied volatity was 14.77, the open interest changed by 0 which decreased total open position to 41
On 29 May SUNPHARMA was trading at 1799.20. The strike last trading price was 43, which was -0.5 lower than the previous day. The implied volatity was 17.42, the open interest changed by 1 which increased total open position to 41
On 27 May SUNPHARMA was trading at 1844.30. The strike last trading price was 43.5, which was -4.5 lower than the previous day. The implied volatity was 17.22, the open interest changed by 0 which decreased total open position to 40
On 26 May SUNPHARMA was trading at 1840.80. The strike last trading price was 48, which was -2 lower than the previous day. The implied volatity was 16.84, the open interest changed by 0 which decreased total open position to 40
On 25 May SUNPHARMA was trading at 1840.60. The strike last trading price was 54.55, which was 0 lower than the previous day. The implied volatity was 18.85, the open interest changed by 0 which decreased total open position to 40
On 22 May SUNPHARMA was trading at 1844.60. The strike last trading price was 54.55, which was 9.55 higher than the previous day. The implied volatity was 20.21, the open interest changed by 0 which decreased total open position to 40
On 21 May SUNPHARMA was trading at 1891.30. The strike last trading price was 45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 40
On 20 May SUNPHARMA was trading at 1880.30. The strike last trading price was 45, which was 0 lower than the previous day. The implied volatity was 24.75, the open interest changed by 0 which decreased total open position to 40
On 19 May SUNPHARMA was trading at 1882.30. The strike last trading price was 45, which was -5.7 lower than the previous day. The implied volatity was 24.75, the open interest changed by 0 which decreased total open position to 40
On 18 May SUNPHARMA was trading at 1905.80. The strike last trading price was 50.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 40
On 15 May SUNPHARMA was trading at 1878.20. The strike last trading price was 51, which was 0.3 higher than the previous day. The implied volatity was 21.24, the open interest changed by 0 which decreased total open position to 40
On 14 May SUNPHARMA was trading at 1863.20. The strike last trading price was 51, which was -77.1 lower than the previous day. The implied volatity was 21.24, the open interest changed by 28 which increased total open position to 28
