[--[65.84.65.76]--]

SUNPHARMA

Sun Pharmaceutical Ind L
1776 -20.20 (-1.12%)
L: 1772 H: 1801.2

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Historical option data for SUNPHARMA

09 Dec 2025 04:10 PM IST
SUNPHARMA 30-DEC-2025 1860 CE
Delta: 0.12
Vega: 0.87
Theta: -0.37
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 1776.00 3.8 -2.5 14.74 1,237 95 1,291
8 Dec 1796.20 6.05 -3.45 13.42 943 75 1,227
5 Dec 1805.30 9.2 -3.9 13.02 595 -36 1,156
4 Dec 1818.30 13.05 1.2 13.53 621 48 1,193
3 Dec 1806.70 11.4 -1.15 14.07 1,048 75 1,146
2 Dec 1799.50 12.85 -1.5 14.28 835 37 1,072
1 Dec 1807.40 14.2 -7.6 14.01 1,282 57 1,036
28 Nov 1831.60 22.2 8.15 12.75 1,866 687 979
27 Nov 1810.30 13.85 -1.3 12.55 416 26 292
26 Nov 1804.90 15.2 4.35 13.62 397 45 267
25 Nov 1776.80 10.4 -2.15 16.16 396 15 219
24 Nov 1780.80 13.05 -0.95 15.48 125 22 205
21 Nov 1779.70 14.25 -2.2 15.21 110 27 180
20 Nov 1777.40 16.55 -2.6 16.95 107 2 154
19 Nov 1784.10 19.8 6.25 16.86 163 74 151
18 Nov 1758.80 13.55 -2.4 17.15 32 8 77
17 Nov 1763.90 16 0.35 17.59 67 36 69
14 Nov 1757.10 15.6 2.15 17.77 19 4 32
13 Nov 1737.40 13.95 1.1 18.72 17 9 28
12 Nov 1732.10 12.85 3.8 18.44 17 11 19
11 Nov 1716.10 9.1 1.4 17.48 8 4 4


For Sun Pharmaceutical Ind L - strike price 1860 expiring on 30DEC2025

Delta for 1860 CE is 0.12

Historical price for 1860 CE is as follows

On 9 Dec SUNPHARMA was trading at 1776.00. The strike last trading price was 3.8, which was -2.5 lower than the previous day. The implied volatity was 14.74, the open interest changed by 95 which increased total open position to 1291


On 8 Dec SUNPHARMA was trading at 1796.20. The strike last trading price was 6.05, which was -3.45 lower than the previous day. The implied volatity was 13.42, the open interest changed by 75 which increased total open position to 1227


On 5 Dec SUNPHARMA was trading at 1805.30. The strike last trading price was 9.2, which was -3.9 lower than the previous day. The implied volatity was 13.02, the open interest changed by -36 which decreased total open position to 1156


On 4 Dec SUNPHARMA was trading at 1818.30. The strike last trading price was 13.05, which was 1.2 higher than the previous day. The implied volatity was 13.53, the open interest changed by 48 which increased total open position to 1193


On 3 Dec SUNPHARMA was trading at 1806.70. The strike last trading price was 11.4, which was -1.15 lower than the previous day. The implied volatity was 14.07, the open interest changed by 75 which increased total open position to 1146


On 2 Dec SUNPHARMA was trading at 1799.50. The strike last trading price was 12.85, which was -1.5 lower than the previous day. The implied volatity was 14.28, the open interest changed by 37 which increased total open position to 1072


On 1 Dec SUNPHARMA was trading at 1807.40. The strike last trading price was 14.2, which was -7.6 lower than the previous day. The implied volatity was 14.01, the open interest changed by 57 which increased total open position to 1036


On 28 Nov SUNPHARMA was trading at 1831.60. The strike last trading price was 22.2, which was 8.15 higher than the previous day. The implied volatity was 12.75, the open interest changed by 687 which increased total open position to 979


On 27 Nov SUNPHARMA was trading at 1810.30. The strike last trading price was 13.85, which was -1.3 lower than the previous day. The implied volatity was 12.55, the open interest changed by 26 which increased total open position to 292


On 26 Nov SUNPHARMA was trading at 1804.90. The strike last trading price was 15.2, which was 4.35 higher than the previous day. The implied volatity was 13.62, the open interest changed by 45 which increased total open position to 267


On 25 Nov SUNPHARMA was trading at 1776.80. The strike last trading price was 10.4, which was -2.15 lower than the previous day. The implied volatity was 16.16, the open interest changed by 15 which increased total open position to 219


On 24 Nov SUNPHARMA was trading at 1780.80. The strike last trading price was 13.05, which was -0.95 lower than the previous day. The implied volatity was 15.48, the open interest changed by 22 which increased total open position to 205


On 21 Nov SUNPHARMA was trading at 1779.70. The strike last trading price was 14.25, which was -2.2 lower than the previous day. The implied volatity was 15.21, the open interest changed by 27 which increased total open position to 180


On 20 Nov SUNPHARMA was trading at 1777.40. The strike last trading price was 16.55, which was -2.6 lower than the previous day. The implied volatity was 16.95, the open interest changed by 2 which increased total open position to 154


On 19 Nov SUNPHARMA was trading at 1784.10. The strike last trading price was 19.8, which was 6.25 higher than the previous day. The implied volatity was 16.86, the open interest changed by 74 which increased total open position to 151


On 18 Nov SUNPHARMA was trading at 1758.80. The strike last trading price was 13.55, which was -2.4 lower than the previous day. The implied volatity was 17.15, the open interest changed by 8 which increased total open position to 77


On 17 Nov SUNPHARMA was trading at 1763.90. The strike last trading price was 16, which was 0.35 higher than the previous day. The implied volatity was 17.59, the open interest changed by 36 which increased total open position to 69


On 14 Nov SUNPHARMA was trading at 1757.10. The strike last trading price was 15.6, which was 2.15 higher than the previous day. The implied volatity was 17.77, the open interest changed by 4 which increased total open position to 32


On 13 Nov SUNPHARMA was trading at 1737.40. The strike last trading price was 13.95, which was 1.1 higher than the previous day. The implied volatity was 18.72, the open interest changed by 9 which increased total open position to 28


On 12 Nov SUNPHARMA was trading at 1732.10. The strike last trading price was 12.85, which was 3.8 higher than the previous day. The implied volatity was 18.44, the open interest changed by 11 which increased total open position to 19


On 11 Nov SUNPHARMA was trading at 1716.10. The strike last trading price was 9.1, which was 1.4 higher than the previous day. The implied volatity was 17.48, the open interest changed by 4 which increased total open position to 4


SUNPHARMA 30DEC2025 1860 PE
Delta: -0.87
Vega: 0.90
Theta: 0.12
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 1776.00 79.3 15.75 15.16 68 -2 115
8 Dec 1796.20 64.2 10.6 16.70 66 0 117
5 Dec 1805.30 53.6 2.85 14.38 37 -8 117
4 Dec 1818.30 49.45 -10.85 15.42 2 0 125
3 Dec 1806.70 60.3 0.1 - 0 2 0
2 Dec 1799.50 60.3 0.1 17.97 20 2 125
1 Dec 1807.40 58 15.05 18.04 139 9 124
28 Nov 1831.60 42.55 -14.2 16.75 207 67 115
27 Nov 1810.30 56.65 -5.25 17.06 19 9 47
26 Nov 1804.90 61.9 -22.2 18.27 25 8 38
25 Nov 1776.80 84.1 1.1 15.69 1 0 30
24 Nov 1780.80 83 -4.15 20.82 1 0 29
21 Nov 1779.70 87.15 3.45 - 0 2 0
20 Nov 1777.40 87.15 3.45 20.71 2 1 28
19 Nov 1784.10 81.3 -90.7 20.89 39 26 26
18 Nov 1758.80 172 0 - 0 0 0
17 Nov 1763.90 172 0 - 0 0 0
14 Nov 1757.10 172 0 - 0 0 0
13 Nov 1737.40 172 0 - 0 0 0
12 Nov 1732.10 172 0 - 0 0 0
11 Nov 1716.10 172 0 - 0 0 0


For Sun Pharmaceutical Ind L - strike price 1860 expiring on 30DEC2025

Delta for 1860 PE is -0.87

Historical price for 1860 PE is as follows

On 9 Dec SUNPHARMA was trading at 1776.00. The strike last trading price was 79.3, which was 15.75 higher than the previous day. The implied volatity was 15.16, the open interest changed by -2 which decreased total open position to 115


On 8 Dec SUNPHARMA was trading at 1796.20. The strike last trading price was 64.2, which was 10.6 higher than the previous day. The implied volatity was 16.70, the open interest changed by 0 which decreased total open position to 117


On 5 Dec SUNPHARMA was trading at 1805.30. The strike last trading price was 53.6, which was 2.85 higher than the previous day. The implied volatity was 14.38, the open interest changed by -8 which decreased total open position to 117


On 4 Dec SUNPHARMA was trading at 1818.30. The strike last trading price was 49.45, which was -10.85 lower than the previous day. The implied volatity was 15.42, the open interest changed by 0 which decreased total open position to 125


On 3 Dec SUNPHARMA was trading at 1806.70. The strike last trading price was 60.3, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 2 Dec SUNPHARMA was trading at 1799.50. The strike last trading price was 60.3, which was 0.1 higher than the previous day. The implied volatity was 17.97, the open interest changed by 2 which increased total open position to 125


On 1 Dec SUNPHARMA was trading at 1807.40. The strike last trading price was 58, which was 15.05 higher than the previous day. The implied volatity was 18.04, the open interest changed by 9 which increased total open position to 124


On 28 Nov SUNPHARMA was trading at 1831.60. The strike last trading price was 42.55, which was -14.2 lower than the previous day. The implied volatity was 16.75, the open interest changed by 67 which increased total open position to 115


On 27 Nov SUNPHARMA was trading at 1810.30. The strike last trading price was 56.65, which was -5.25 lower than the previous day. The implied volatity was 17.06, the open interest changed by 9 which increased total open position to 47


On 26 Nov SUNPHARMA was trading at 1804.90. The strike last trading price was 61.9, which was -22.2 lower than the previous day. The implied volatity was 18.27, the open interest changed by 8 which increased total open position to 38


On 25 Nov SUNPHARMA was trading at 1776.80. The strike last trading price was 84.1, which was 1.1 higher than the previous day. The implied volatity was 15.69, the open interest changed by 0 which decreased total open position to 30


On 24 Nov SUNPHARMA was trading at 1780.80. The strike last trading price was 83, which was -4.15 lower than the previous day. The implied volatity was 20.82, the open interest changed by 0 which decreased total open position to 29


On 21 Nov SUNPHARMA was trading at 1779.70. The strike last trading price was 87.15, which was 3.45 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 20 Nov SUNPHARMA was trading at 1777.40. The strike last trading price was 87.15, which was 3.45 higher than the previous day. The implied volatity was 20.71, the open interest changed by 1 which increased total open position to 28


On 19 Nov SUNPHARMA was trading at 1784.10. The strike last trading price was 81.3, which was -90.7 lower than the previous day. The implied volatity was 20.89, the open interest changed by 26 which increased total open position to 26


On 18 Nov SUNPHARMA was trading at 1758.80. The strike last trading price was 172, 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 172, 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 172, 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 172, 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 172, 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 172, 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