Historical option data for SUNPHARMA
23 Jun 2026 02:35 PM IST
| SUNPHARMA 28-Jul-2026 (35d) 1860 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.62
Vega: 0.02
Theta: -0.64
Gamma: 0.00381
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Jun | 1878.70 | 55.2 | 10.2 (22.67%) | 17.07 | 243 | -52 | 159 | |||||||||
| 22 Jun | 1862.90 | 46 | 10 (27.78%) | 16.6 | 320 | 106 | 210 | |||||||||
| 19 Jun | 1838.30 | 36.75 | 3.75 (11.36%) | 16.88 | 111 | 12 | 104 | |||||||||
| 18 Jun | 1824.80 | 32.7 | 1.7 (5.48%) | 17.5 | 87 | 28 | 92 | |||||||||
| 17 Jun | 1820.40 | 31.6 | 3.6 (12.86%) | 17.84 | 77 | 32 | 63 | |||||||||
| 16 Jun | 1800.70 | 28 | -1 (-3.45%) | 18.87 | 8 | 2 | 31 | |||||||||
| 15 Jun | 1806.00 | 28.7 | -0.3 (-1.03%) | 18.42 | 14 | 5 | 30 | |||||||||
| 12 Jun | 1807.70 | 28 | 3 (12.00%) | 17.58 | 13 | 5 | 25 | |||||||||
| 11 Jun | 1794.20 | 25 | 0 (0.00%) | 18 | 5 | 1 | 19 | |||||||||
| 10 Jun | 1786.40 | 24.95 | -0.05 (-0.20%) | 19.3 | 8 | 0 | 18 | |||||||||
| 9 Jun | 1779.00 | 24.35 | -7.65 (-23.91%) | 19.3 | 8 | 2 | 19 | |||||||||
| 8 Jun | 1788.80 | 31.75 | -2.25 (-6.62%) | 20.29 | 22 | 9 | 17 | |||||||||
| 5 Jun | 1782.20 | 33.85 | -0.15 (-0.44%) | 19.96 | 7 | 0 | 8 | |||||||||
| 4 Jun | 1780.10 | 33.85 | 4.85 (16.72%) | 19.96 | 7 | 7 | 8 | |||||||||
| 3 Jun | 1788.50 | 49.5 | -0.5 (-1.00%) | 18.44 | 1 | 0 | 1 | |||||||||
| 2 Jun | 1789.90 | 29 | -49 (-62.82%) | 18.44 | 1 | 1 | 1 | |||||||||
For Sun Pharmaceutical Ind L - strike price 1860 expiring on 28JUL2026
Delta for 1860 CE is 0.62
Historical price for 1860 CE is as follows
On 23 Jun SUNPHARMA was trading at 1878.70. The strike last trading price was 55.2, which was 10.2 higher than the previous day. The implied volatity was 17.07, the open interest changed by -52 which decreased total open position to 159
On 22 Jun SUNPHARMA was trading at 1862.90. The strike last trading price was 46, which was 10 higher than the previous day. The implied volatity was 16.6, the open interest changed by 106 which increased total open position to 210
On 19 Jun SUNPHARMA was trading at 1838.30. The strike last trading price was 36.75, which was 3.75 higher than the previous day. The implied volatity was 16.88, the open interest changed by 12 which increased total open position to 104
On 18 Jun SUNPHARMA was trading at 1824.80. The strike last trading price was 32.7, which was 1.7 higher than the previous day. The implied volatity was 17.5, the open interest changed by 28 which increased total open position to 92
On 17 Jun SUNPHARMA was trading at 1820.40. The strike last trading price was 31.6, which was 3.6 higher than the previous day. The implied volatity was 17.84, the open interest changed by 32 which increased total open position to 63
On 16 Jun SUNPHARMA was trading at 1800.70. The strike last trading price was 28, which was -1 lower than the previous day. The implied volatity was 18.87, the open interest changed by 2 which increased total open position to 31
On 15 Jun SUNPHARMA was trading at 1806.00. The strike last trading price was 28.7, which was -0.3 lower than the previous day. The implied volatity was 18.42, the open interest changed by 5 which increased total open position to 30
On 12 Jun SUNPHARMA was trading at 1807.70. The strike last trading price was 28, which was 3 higher than the previous day. The implied volatity was 17.58, the open interest changed by 5 which increased total open position to 25
On 11 Jun SUNPHARMA was trading at 1794.20. The strike last trading price was 25, which was 0 lower than the previous day. The implied volatity was 18, the open interest changed by 1 which increased total open position to 19
On 10 Jun SUNPHARMA was trading at 1786.40. The strike last trading price was 24.95, which was -0.05 lower than the previous day. The implied volatity was 19.3, the open interest changed by 0 which decreased total open position to 18
On 9 Jun SUNPHARMA was trading at 1779.00. The strike last trading price was 24.35, which was -7.65 lower than the previous day. The implied volatity was 19.3, the open interest changed by 2 which increased total open position to 19
On 8 Jun SUNPHARMA was trading at 1788.80. The strike last trading price was 31.75, which was -2.25 lower than the previous day. The implied volatity was 20.29, the open interest changed by 9 which increased total open position to 17
On 5 Jun SUNPHARMA was trading at 1782.20. The strike last trading price was 33.85, which was -0.15 lower than the previous day. The implied volatity was 19.96, the open interest changed by 0 which decreased total open position to 8
On 4 Jun SUNPHARMA was trading at 1780.10. The strike last trading price was 33.85, which was 4.85 higher than the previous day. The implied volatity was 19.96, the open interest changed by 7 which increased total open position to 8
On 3 Jun SUNPHARMA was trading at 1788.50. The strike last trading price was 49.5, which was -0.5 lower than the previous day. The implied volatity was 18.44, the open interest changed by 0 which decreased total open position to 1
On 2 Jun SUNPHARMA was trading at 1789.90. The strike last trading price was 29, which was -49 lower than the previous day. The implied volatity was 18.44, the open interest changed by 1 which increased total open position to 1
| SUNPHARMA 28-Jul-2026 (35d) 1860 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.39
Vega: 0.02
Theta: -0.44
Gamma: 0.00341
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Jun | 1878.70 | 31.8 | -5.95 (-15.76%) | 19.22 | 337 | 72 | 163 |
| 22 Jun | 1862.90 | 38 | -40.15 (-51.38%) | 19.04 | 171 | 91 | 91 |
| 19 Jun | 1838.30 | 0 | 0 | - | 0 | 0 | 0 |
| 18 Jun | 1824.80 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Jun | 1820.40 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Jun | 1800.70 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Jun | 1806.00 | 0 | 0 | - | 0 | 0 | 0 |
| 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 |
For Sun Pharmaceutical Ind L - strike price 1860 expiring on 28JUL2026
Delta for 1860 PE is -0.39
Historical price for 1860 PE is as follows
On 23 Jun SUNPHARMA was trading at 1878.70. The strike last trading price was 31.8, which was -5.95 lower than the previous day. The implied volatity was 19.22, the open interest changed by 72 which increased total open position to 163
On 22 Jun SUNPHARMA was trading at 1862.90. The strike last trading price was 38, which was -40.15 lower than the previous day. The implied volatity was 19.04, the open interest changed by 91 which increased total open position to 91
On 19 Jun SUNPHARMA was trading at 1838.30. 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 Jun SUNPHARMA was trading at 1824.80. 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 17 Jun SUNPHARMA was trading at 1820.40. 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 16 Jun SUNPHARMA was trading at 1800.70. 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 15 Jun SUNPHARMA was trading at 1806.00. 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 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
