Historical option data for SUNPHARMA
29 May 2026 04:10 PM IST
| SUNPHARMA 30-Jun-2026 (31d) 1840 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.39
Vega: 0.02
Theta: -0.66
Gamma: 0.00412
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 May | 1799.20 | 25.4 | -20.6 (-44.78%) | 17.42 | 3,292 | 428 | 1,218 | |||||||||
| 27 May | 1844.30 | 45 | -1 (-2.17%) | 17.68 | 2,950 | 119 | 790 | |||||||||
| 26 May | 1840.80 | 45.05 | -2.95 (-6.15%) | 16.94 | 3,204 | -126 | 664 | |||||||||
| 25 May | 1840.60 | 49 | -8 (-14.04%) | 17.99 | 2,050 | 427 | 805 | |||||||||
| 22 May | 1844.60 | 53.65 | -34.35 (-39.03%) | 19.99 | 720 | 203 | 368 | |||||||||
| 21 May | 1891.30 | 87.5 | 3.5 (4.17%) | 21.03 | 246 | 96 | 164 | |||||||||
| 20 May | 1880.30 | 84 | -6 (-6.67%) | 22.45 | 48 | 34 | 58 | |||||||||
| 19 May | 1882.30 | 90.05 | -6.95 (-7.16%) | 22.21 | 7 | 3 | 25 | |||||||||
| 18 May | 1905.80 | 97.25 | 9.25 (10.51%) | 21.95 | 38 | 15 | 24 | |||||||||
| 15 May | 1878.20 | 87.75 | 11.75 (15.46%) | 22.11 | 8 | -1 | 9 | |||||||||
| 14 May | 1863.20 | 76 | 6.65 (9.59%) | 22.39 | 2 | 0 | 8 | |||||||||
| 13 May | 1824.80 | 69.35 | -17.4 (-20.06%) | 0 | 5 | 3 | 8 | |||||||||
| 12 May | 1845.70 | 86.75 | 8.95 (11.50%) | 0 | 2 | -1 | 5 | |||||||||
| 11 May | 1872.70 | 77.8 | 0 (0.00%) | 0 | 0 | 0 | 6 | |||||||||
| 8 May | 1847.90 | 77.8 | -7.2 (-8.47%) | 22.54 | 6 | 2 | 6 | |||||||||
| 7 May | 1834.40 | 85 | -2.3 (-2.63%) | 25.12 | 0 | 0 | 4 | |||||||||
| 6 May | 1850.20 | 85 | 24.55 (40.61%) | 25.12 | 11 | 4 | 4 | |||||||||
| 5 May | 1820.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 1823.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 1808.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 1778.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Apr | 1747.30 | - | - | - | 0 | 0 | 0 | |||||||||
| 27 Apr | 1733.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Apr | 1620.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Apr | 1680.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 1675.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 1696.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 1696.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 1652.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 1654.90 | 0 | 0 (0.00%) | 4.5 | 0 | 0 | 0 | |||||||||
| 9 Apr | 1717.10 | 0 | 0 (0.00%) | 2.55 | 0 | 0 | 0 | |||||||||
| 8 Apr | 1714.60 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 1718.00 | 0 | 0 (0.00%) | 2.57 | 0 | 0 | 0 | |||||||||
| 6 Apr | 1694.60 | 0 | 0 (0.00%) | 3.18 | 0 | 0 | 0 | |||||||||
| 2 Apr | 1693.60 | 0 | 0 (0.00%) | 3 | 0 | 0 | 0 | |||||||||
For Sun Pharmaceutical Ind L - strike price 1840 expiring on 30JUN2026
Delta for 1840 CE is 0.39
Historical price for 1840 CE is as follows
On 29 May SUNPHARMA was trading at 1799.20. The strike last trading price was 25.4, which was -20.6 lower than the previous day. The implied volatity was 17.42, the open interest changed by 428 which increased total open position to 1218
On 27 May SUNPHARMA was trading at 1844.30. The strike last trading price was 45, which was -1 lower than the previous day. The implied volatity was 17.68, the open interest changed by 119 which increased total open position to 790
On 26 May SUNPHARMA was trading at 1840.80. The strike last trading price was 45.05, which was -2.95 lower than the previous day. The implied volatity was 16.94, the open interest changed by -126 which decreased total open position to 664
On 25 May SUNPHARMA was trading at 1840.60. The strike last trading price was 49, which was -8 lower than the previous day. The implied volatity was 17.99, the open interest changed by 427 which increased total open position to 805
On 22 May SUNPHARMA was trading at 1844.60. The strike last trading price was 53.65, which was -34.35 lower than the previous day. The implied volatity was 19.99, the open interest changed by 203 which increased total open position to 368
On 21 May SUNPHARMA was trading at 1891.30. The strike last trading price was 87.5, which was 3.5 higher than the previous day. The implied volatity was 21.03, the open interest changed by 96 which increased total open position to 164
On 20 May SUNPHARMA was trading at 1880.30. The strike last trading price was 84, which was -6 lower than the previous day. The implied volatity was 22.45, the open interest changed by 34 which increased total open position to 58
On 19 May SUNPHARMA was trading at 1882.30. The strike last trading price was 90.05, which was -6.95 lower than the previous day. The implied volatity was 22.21, the open interest changed by 3 which increased total open position to 25
On 18 May SUNPHARMA was trading at 1905.80. The strike last trading price was 97.25, which was 9.25 higher than the previous day. The implied volatity was 21.95, the open interest changed by 15 which increased total open position to 24
On 15 May SUNPHARMA was trading at 1878.20. The strike last trading price was 87.75, which was 11.75 higher than the previous day. The implied volatity was 22.11, the open interest changed by -1 which decreased total open position to 9
On 14 May SUNPHARMA was trading at 1863.20. The strike last trading price was 76, which was 6.65 higher than the previous day. The implied volatity was 22.39, the open interest changed by 0 which decreased total open position to 8
On 13 May SUNPHARMA was trading at 1824.80. The strike last trading price was 69.35, which was -17.4 lower than the previous day. The implied volatity was 0, the open interest changed by 3 which increased total open position to 8
On 12 May SUNPHARMA was trading at 1845.70. The strike last trading price was 86.75, which was 8.95 higher than the previous day. The implied volatity was 0, the open interest changed by -1 which decreased total open position to 5
On 11 May SUNPHARMA was trading at 1872.70. The strike last trading price was 77.8, 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 6
On 8 May SUNPHARMA was trading at 1847.90. The strike last trading price was 77.8, which was -7.2 lower than the previous day. The implied volatity was 22.54, the open interest changed by 2 which increased total open position to 6
On 7 May SUNPHARMA was trading at 1834.40. The strike last trading price was 85, which was -2.3 lower than the previous day. The implied volatity was 25.12, the open interest changed by 0 which decreased total open position to 4
On 6 May SUNPHARMA was trading at 1850.20. The strike last trading price was 85, which was 24.55 higher than the previous day. The implied volatity was 25.12, the open interest changed by 4 which increased total open position to 4
On 5 May SUNPHARMA was trading at 1820.80. 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 4 May SUNPHARMA was trading at 1823.50. 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 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
On 28 Apr SUNPHARMA was trading at 1747.30. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Apr SUNPHARMA was trading at 1733.50. 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 24 Apr SUNPHARMA was trading at 1620.40. 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 23 Apr SUNPHARMA was trading at 1680.10. 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 17 Apr SUNPHARMA was trading at 1675.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Apr SUNPHARMA was trading at 1696.60. 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 Apr SUNPHARMA was trading at 1696.60. 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 13 Apr SUNPHARMA was trading at 1652.20. 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 Apr SUNPHARMA was trading at 1654.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.5, the open interest changed by 0 which decreased total open position to 0
On 9 Apr SUNPHARMA was trading at 1717.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.55, the open interest changed by 0 which decreased total open position to 0
On 8 Apr SUNPHARMA was trading at 1714.60. 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 7 Apr SUNPHARMA was trading at 1718.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.57, the open interest changed by 0 which decreased total open position to 0
On 6 Apr SUNPHARMA was trading at 1694.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.18, the open interest changed by 0 which decreased total open position to 0
On 2 Apr 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 3, the open interest changed by 0 which decreased total open position to 0
| SUNPHARMA 30-Jun-2026 (31d) 1840 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.64
Vega: 0.02
Theta: -0.25
Gamma: 0.00515
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 May | 1799.20 | 45.05 | 18.4 (69.04%) | 13.55 | 3,073 | 1 | 1,273 |
| 27 May | 1844.30 | 27.7 | -2.6 (-8.58%) | 14.49 | 2,292 | 183 | 1,273 |
| 26 May | 1840.80 | 31.4 | -1.45 (-4.41%) | 16.33 | 3,034 | 192 | 1,091 |
| 25 May | 1840.60 | 30.65 | -9.15 (-22.99%) | 16.12 | 2,706 | 337 | 896 |
| 22 May | 1844.60 | 42.8 | 18.1 (73.28%) | 20 | 1,136 | 281 | 557 |
| 21 May | 1891.30 | 25 | -5.65 (-18.43%) | 19.6 | 332 | 205 | 278 |
| 20 May | 1880.30 | 30.65 | -1.25 (-3.92%) | 22.07 | 3 | 0 | 73 |
| 19 May | 1882.30 | 31.6 | 3.4 (12.06%) | 21.89 | 54 | 16 | 71 |
| 18 May | 1905.80 | 28.45 | -6.35 (-18.25%) | 23.02 | 43 | 12 | 54 |
| 15 May | 1878.20 | 34.8 | -5.9 (-14.50%) | 21.36 | 16 | 1 | 42 |
| 14 May | 1863.20 | 40.3 | -70 (-63.46%) | 21.36 | 41 | 38 | 38 |
| 13 May | 1824.80 | 0 | -110.3 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 1845.70 | 0 | -110.3 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 1872.70 | 0 | -110.3 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 1847.90 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 1834.40 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 1850.20 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 1820.80 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 1823.50 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 1808.30 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 1778.70 | 0 | 0 | - | 0 | 0 | 0 |
| 28 Apr | 1747.30 | - | - | - | 0 | 0 | 0 |
| 27 Apr | 1733.50 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Apr | 1620.40 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Apr | 1680.10 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Apr | 1675.50 | - | - | - | 0 | 0 | 0 |
| 16 Apr | 1696.60 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 1696.60 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 1652.20 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 1654.90 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 9 Apr | 1717.10 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 Apr | 1714.60 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 Apr | 1718.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 1694.60 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Apr | 1693.60 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Sun Pharmaceutical Ind L - strike price 1840 expiring on 30JUN2026
Delta for 1840 PE is -0.64
Historical price for 1840 PE is as follows
On 29 May SUNPHARMA was trading at 1799.20. The strike last trading price was 45.05, which was 18.4 higher than the previous day. The implied volatity was 13.55, the open interest changed by 1 which increased total open position to 1273
On 27 May SUNPHARMA was trading at 1844.30. The strike last trading price was 27.7, which was -2.6 lower than the previous day. The implied volatity was 14.49, the open interest changed by 183 which increased total open position to 1273
On 26 May SUNPHARMA was trading at 1840.80. The strike last trading price was 31.4, which was -1.45 lower than the previous day. The implied volatity was 16.33, the open interest changed by 192 which increased total open position to 1091
On 25 May SUNPHARMA was trading at 1840.60. The strike last trading price was 30.65, which was -9.15 lower than the previous day. The implied volatity was 16.12, the open interest changed by 337 which increased total open position to 896
On 22 May SUNPHARMA was trading at 1844.60. The strike last trading price was 42.8, which was 18.1 higher than the previous day. The implied volatity was 20, the open interest changed by 281 which increased total open position to 557
On 21 May SUNPHARMA was trading at 1891.30. The strike last trading price was 25, which was -5.65 lower than the previous day. The implied volatity was 19.6, the open interest changed by 205 which increased total open position to 278
On 20 May SUNPHARMA was trading at 1880.30. The strike last trading price was 30.65, which was -1.25 lower than the previous day. The implied volatity was 22.07, the open interest changed by 0 which decreased total open position to 73
On 19 May SUNPHARMA was trading at 1882.30. The strike last trading price was 31.6, which was 3.4 higher than the previous day. The implied volatity was 21.89, the open interest changed by 16 which increased total open position to 71
On 18 May SUNPHARMA was trading at 1905.80. The strike last trading price was 28.45, which was -6.35 lower than the previous day. The implied volatity was 23.02, the open interest changed by 12 which increased total open position to 54
On 15 May SUNPHARMA was trading at 1878.20. The strike last trading price was 34.8, which was -5.9 lower than the previous day. The implied volatity was 21.36, the open interest changed by 1 which increased total open position to 42
On 14 May SUNPHARMA was trading at 1863.20. The strike last trading price was 40.3, which was -70 lower than the previous day. The implied volatity was 21.36, the open interest changed by 38 which increased total open position to 38
On 13 May SUNPHARMA was trading at 1824.80. The strike last trading price was 0, which was -110.3 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May SUNPHARMA was trading at 1845.70. The strike last trading price was 0, which was -110.3 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May SUNPHARMA was trading at 1872.70. The strike last trading price was 0, which was -110.3 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May SUNPHARMA was trading at 1847.90. 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 7 May SUNPHARMA was trading at 1834.40. 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 6 May SUNPHARMA was trading at 1850.20. 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 5 May SUNPHARMA was trading at 1820.80. 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 4 May SUNPHARMA was trading at 1823.50. 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 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
On 28 Apr SUNPHARMA was trading at 1747.30. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Apr SUNPHARMA was trading at 1733.50. 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 24 Apr SUNPHARMA was trading at 1620.40. 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 23 Apr SUNPHARMA was trading at 1680.10. 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 17 Apr SUNPHARMA was trading at 1675.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Apr SUNPHARMA was trading at 1696.60. 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 Apr SUNPHARMA was trading at 1696.60. 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 13 Apr SUNPHARMA was trading at 1652.20. 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 Apr SUNPHARMA was trading at 1654.90. 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 Apr SUNPHARMA was trading at 1717.10. 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 8 Apr SUNPHARMA was trading at 1714.60. 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 7 Apr SUNPHARMA was trading at 1718.00. 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 6 Apr SUNPHARMA was trading at 1694.60. 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 2 Apr 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
