SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
09 Dec 2025 04:10 PM IST
| SUNPHARMA 30-DEC-2025 1860 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.12
Vega: 0.87
Theta: -0.37
Gamma: 0.00
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| 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 | |||||||||
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| 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
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| 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































































































































































































































