Historical option data for SUNPHARMA
26 May 2026 04:10 PM IST
| SUNPHARMA 30-Jun-2026 (34d) 1860 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.48
Vega: 0.02
Theta: -0.66
Gamma: 0.00412
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 26 May | 1840.80 | 34.95 | -3.05 (-8.03%) | 16.86 | 2,561 | -68 | 1,123 | |||||||||
| 25 May | 1840.60 | 38.9 | -9.1 (-18.96%) | 17.97 | 2,550 | 534 | 1,191 | |||||||||
| 22 May | 1844.60 | 44.25 | -31.75 (-41.78%) | 20.13 | 2,041 | 562 | 647 | |||||||||
| 21 May | 1891.30 | 77.05 | 1.05 (1.38%) | 22.73 | 58 | 22 | 84 | |||||||||
| 20 May | 1880.30 | 75.8 | -1.2 (-1.56%) | 23.2 | 19 | 2 | 61 | |||||||||
| 19 May | 1882.30 | 77.75 | -11.25 (-12.64%) | 23.41 | 39 | 13 | 59 | |||||||||
| 18 May | 1905.80 | 90.6 | 11.6 (14.68%) | 22.89 | 54 | -1 | 46 | |||||||||
| 15 May | 1878.20 | 78.55 | 10.7 (15.77%) | 21.6 | 18 | 3 | 47 | |||||||||
| 14 May | 1863.20 | 68.2 | 12.45 (22.33%) | 22.38 | 47 | 19 | 42 | |||||||||
| 13 May | 1824.80 | 55.75 | -6.4 (-10.30%) | 0 | 9 | 6 | 23 | |||||||||
| 12 May | 1845.70 | 61.2 | -16.4 (-21.13%) | 0 | 9 | 5 | 15 | |||||||||
| 11 May | 1872.70 | 77.6 | 16.6 (27.21%) | 0 | 7 | 0 | 5 | |||||||||
| 8 May | 1847.90 | 61 | 0 (0.00%) | 23.59 | 0 | 0 | 5 | |||||||||
| 7 May | 1834.40 | 61 | 22.6 (58.85%) | 23.59 | 5 | 1 | 1 | |||||||||
| 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 | |||||||||
For Sun Pharmaceutical Ind L - strike price 1860 expiring on 30JUN2026
Delta for 1860 CE is 0.48
Historical price for 1860 CE is as follows
On 26 May SUNPHARMA was trading at 1840.80. The strike last trading price was 34.95, which was -3.05 lower than the previous day. The implied volatity was 16.86, the open interest changed by -68 which decreased total open position to 1123
On 25 May SUNPHARMA was trading at 1840.60. The strike last trading price was 38.9, which was -9.1 lower than the previous day. The implied volatity was 17.97, the open interest changed by 534 which increased total open position to 1191
On 22 May SUNPHARMA was trading at 1844.60. The strike last trading price was 44.25, which was -31.75 lower than the previous day. The implied volatity was 20.13, the open interest changed by 562 which increased total open position to 647
On 21 May SUNPHARMA was trading at 1891.30. The strike last trading price was 77.05, which was 1.05 higher than the previous day. The implied volatity was 22.73, the open interest changed by 22 which increased total open position to 84
On 20 May SUNPHARMA was trading at 1880.30. The strike last trading price was 75.8, which was -1.2 lower than the previous day. The implied volatity was 23.2, the open interest changed by 2 which increased total open position to 61
On 19 May SUNPHARMA was trading at 1882.30. The strike last trading price was 77.75, which was -11.25 lower than the previous day. The implied volatity was 23.41, the open interest changed by 13 which increased total open position to 59
On 18 May SUNPHARMA was trading at 1905.80. The strike last trading price was 90.6, which was 11.6 higher than the previous day. The implied volatity was 22.89, the open interest changed by -1 which decreased total open position to 46
On 15 May SUNPHARMA was trading at 1878.20. The strike last trading price was 78.55, which was 10.7 higher than the previous day. The implied volatity was 21.6, the open interest changed by 3 which increased total open position to 47
On 14 May SUNPHARMA was trading at 1863.20. The strike last trading price was 68.2, which was 12.45 higher than the previous day. The implied volatity was 22.38, the open interest changed by 19 which increased total open position to 42
On 13 May SUNPHARMA was trading at 1824.80. The strike last trading price was 55.75, which was -6.4 lower than the previous day. The implied volatity was 0, the open interest changed by 6 which increased total open position to 23
On 12 May SUNPHARMA was trading at 1845.70. The strike last trading price was 61.2, which was -16.4 lower than the previous day. The implied volatity was 0, the open interest changed by 5 which increased total open position to 15
On 11 May SUNPHARMA was trading at 1872.70. The strike last trading price was 77.6, which was 16.6 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 5
On 8 May SUNPHARMA was trading at 1847.90. The strike last trading price was 61, which was 0 lower than the previous day. The implied volatity was 23.59, the open interest changed by 0 which decreased total open position to 5
On 7 May SUNPHARMA was trading at 1834.40. The strike last trading price was 61, which was 22.6 higher than the previous day. The implied volatity was 23.59, the open interest changed by 1 which increased total open position to 1
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
| SUNPHARMA 30-Jun-2026 (34d) 1860 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.52
Vega: 0.02
Theta: -0.36
Gamma: 0.00424
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 26 May | 1840.80 | 41.7 | -0.8 (-1.88%) | 16.37 | 1,664 | 135 | 714 |
| 25 May | 1840.60 | 40.35 | -9.3 (-18.73%) | 16.07 | 1,652 | -23 | 580 |
| 22 May | 1844.60 | 53 | 21 (65.63%) | 20.02 | 1,874 | 487 | 605 |
| 21 May | 1891.30 | 32 | -7 (-17.95%) | 19.86 | 81 | 28 | 116 |
| 20 May | 1880.30 | 39 | -1 (-2.50%) | 21.88 | 28 | -4 | 87 |
| 19 May | 1882.30 | 40 | 5.45 (15.77%) | 21.7 | 52 | 20 | 91 |
| 18 May | 1905.80 | 34.6 | -7.85 (-18.49%) | 22.53 | 77 | 13 | 70 |
| 15 May | 1878.20 | 43.3 | -6.2 (-12.53%) | 21.25 | 41 | 13 | 57 |
| 14 May | 1863.20 | 48 | -21 (-30.43%) | 20.9 | 39 | 19 | 43 |
| 13 May | 1824.80 | 69 | 18 (35.29%) | 0 | 7 | 6 | 24 |
| 12 May | 1845.70 | 51 | -0.05 (-0.10%) | 0 | 10 | 7 | 18 |
| 11 May | 1872.70 | 51.05 | -34.25 (-40.15%) | 0 | 12 | 9 | 11 |
| 8 May | 1847.90 | 85.3 | 85.3 (0.00%) | - | 0 | 0 | 2 |
| 7 May | 1834.40 | 85.3 | 0 (0.00%) | - | 0 | 0 | 2 |
| 6 May | 1850.20 | 85.3 | 0 (0.00%) | - | 0 | 0 | 2 |
| 5 May | 1820.80 | 85.3 | 0 (0.00%) | - | 0 | 0 | 2 |
| 4 May | 1823.50 | 85.3 | 0 (0.00%) | - | 0 | 0 | 2 |
| 30 Apr | 1808.30 | 85.3 | -47.25 (-35.65%) | 22.63 | 2 | 0 | 0 |
| 29 Apr | 1778.70 | 0 | 0 | - | 0 | 0 | 0 |
For Sun Pharmaceutical Ind L - strike price 1860 expiring on 30JUN2026
Delta for 1860 PE is -0.52
Historical price for 1860 PE is as follows
On 26 May SUNPHARMA was trading at 1840.80. The strike last trading price was 41.7, which was -0.8 lower than the previous day. The implied volatity was 16.37, the open interest changed by 135 which increased total open position to 714
On 25 May SUNPHARMA was trading at 1840.60. The strike last trading price was 40.35, which was -9.3 lower than the previous day. The implied volatity was 16.07, the open interest changed by -23 which decreased total open position to 580
On 22 May SUNPHARMA was trading at 1844.60. The strike last trading price was 53, which was 21 higher than the previous day. The implied volatity was 20.02, the open interest changed by 487 which increased total open position to 605
On 21 May SUNPHARMA was trading at 1891.30. The strike last trading price was 32, which was -7 lower than the previous day. The implied volatity was 19.86, the open interest changed by 28 which increased total open position to 116
On 20 May SUNPHARMA was trading at 1880.30. The strike last trading price was 39, which was -1 lower than the previous day. The implied volatity was 21.88, the open interest changed by -4 which decreased total open position to 87
On 19 May SUNPHARMA was trading at 1882.30. The strike last trading price was 40, which was 5.45 higher than the previous day. The implied volatity was 21.7, the open interest changed by 20 which increased total open position to 91
On 18 May SUNPHARMA was trading at 1905.80. The strike last trading price was 34.6, which was -7.85 lower than the previous day. The implied volatity was 22.53, the open interest changed by 13 which increased total open position to 70
On 15 May SUNPHARMA was trading at 1878.20. The strike last trading price was 43.3, which was -6.2 lower than the previous day. The implied volatity was 21.25, the open interest changed by 13 which increased total open position to 57
On 14 May SUNPHARMA was trading at 1863.20. The strike last trading price was 48, which was -21 lower than the previous day. The implied volatity was 20.9, the open interest changed by 19 which increased total open position to 43
On 13 May SUNPHARMA was trading at 1824.80. The strike last trading price was 69, which was 18 higher than the previous day. The implied volatity was 0, the open interest changed by 6 which increased total open position to 24
On 12 May SUNPHARMA was trading at 1845.70. The strike last trading price was 51, which was -0.05 lower than the previous day. The implied volatity was 0, the open interest changed by 7 which increased total open position to 18
On 11 May SUNPHARMA was trading at 1872.70. The strike last trading price was 51.05, which was -34.25 lower than the previous day. The implied volatity was 0, the open interest changed by 9 which increased total open position to 11
On 8 May SUNPHARMA was trading at 1847.90. The strike last trading price was 85.3, which was 85.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 7 May SUNPHARMA was trading at 1834.40. The strike last trading price was 85.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 6 May SUNPHARMA was trading at 1850.20. The strike last trading price was 85.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 May SUNPHARMA was trading at 1820.80. The strike last trading price was 85.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 4 May SUNPHARMA was trading at 1823.50. The strike last trading price was 85.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 30 Apr SUNPHARMA was trading at 1808.30. The strike last trading price was 85.3, which was -47.25 lower than the previous day. The implied volatity was 22.63, 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
