[--[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 1880 CE
Delta: 0.09
Vega: 0.67
Theta: -0.29
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 1776.00 2.6 -1.3 15.70 574 -52 416
8 Dec 1796.20 3.65 -2.3 13.90 348 -13 468
5 Dec 1805.30 5.75 -2.9 13.42 340 -35 479
4 Dec 1818.30 8.3 0.35 13.72 334 -3 516
3 Dec 1806.70 7.45 -1 14.37 543 68 519
2 Dec 1799.50 8.8 -0.9 14.72 330 -5 451
1 Dec 1807.40 9.7 -5.35 14.38 399 60 458
28 Nov 1831.60 15.35 5.75 13.01 923 57 414
27 Nov 1810.30 9.5 -0.85 13.02 452 44 359
26 Nov 1804.90 10.4 2.65 13.84 494 75 313
25 Nov 1776.80 7.3 -1.85 16.37 173 16 237
24 Nov 1780.80 9.4 -0.55 15.79 51 -17 218
21 Nov 1779.70 10.4 -2.15 15.52 93 -9 235
20 Nov 1777.40 12.55 -2 17.25 65 -3 244
19 Nov 1784.10 15.3 4.65 17.22 370 153 247
18 Nov 1758.80 10.55 -1.5 17.63 69 40 93
17 Nov 1763.90 12.05 0.25 17.73 15 6 52
14 Nov 1757.10 11.8 1.45 17.87 20 11 42
13 Nov 1737.40 10.85 1.85 18.96 45 18 31
12 Nov 1732.10 9 -2.2 18.29 15 9 9
23 Oct 1689.90 0 0 - 0 0 0
21 Oct 1690.50 0 0 - 0 0 0
20 Oct 1688.60 0 0 - 0 0 0


For Sun Pharmaceutical Ind L - strike price 1880 expiring on 30DEC2025

Delta for 1880 CE is 0.09

Historical price for 1880 CE is as follows

On 9 Dec SUNPHARMA was trading at 1776.00. The strike last trading price was 2.6, which was -1.3 lower than the previous day. The implied volatity was 15.70, the open interest changed by -52 which decreased total open position to 416


On 8 Dec SUNPHARMA was trading at 1796.20. The strike last trading price was 3.65, which was -2.3 lower than the previous day. The implied volatity was 13.90, the open interest changed by -13 which decreased total open position to 468


On 5 Dec SUNPHARMA was trading at 1805.30. The strike last trading price was 5.75, which was -2.9 lower than the previous day. The implied volatity was 13.42, the open interest changed by -35 which decreased total open position to 479


On 4 Dec SUNPHARMA was trading at 1818.30. The strike last trading price was 8.3, which was 0.35 higher than the previous day. The implied volatity was 13.72, the open interest changed by -3 which decreased total open position to 516


On 3 Dec SUNPHARMA was trading at 1806.70. The strike last trading price was 7.45, which was -1 lower than the previous day. The implied volatity was 14.37, the open interest changed by 68 which increased total open position to 519


On 2 Dec SUNPHARMA was trading at 1799.50. The strike last trading price was 8.8, which was -0.9 lower than the previous day. The implied volatity was 14.72, the open interest changed by -5 which decreased total open position to 451


On 1 Dec SUNPHARMA was trading at 1807.40. The strike last trading price was 9.7, which was -5.35 lower than the previous day. The implied volatity was 14.38, the open interest changed by 60 which increased total open position to 458


On 28 Nov SUNPHARMA was trading at 1831.60. The strike last trading price was 15.35, which was 5.75 higher than the previous day. The implied volatity was 13.01, the open interest changed by 57 which increased total open position to 414


On 27 Nov SUNPHARMA was trading at 1810.30. The strike last trading price was 9.5, which was -0.85 lower than the previous day. The implied volatity was 13.02, the open interest changed by 44 which increased total open position to 359


On 26 Nov SUNPHARMA was trading at 1804.90. The strike last trading price was 10.4, which was 2.65 higher than the previous day. The implied volatity was 13.84, the open interest changed by 75 which increased total open position to 313


On 25 Nov SUNPHARMA was trading at 1776.80. The strike last trading price was 7.3, which was -1.85 lower than the previous day. The implied volatity was 16.37, the open interest changed by 16 which increased total open position to 237


On 24 Nov SUNPHARMA was trading at 1780.80. The strike last trading price was 9.4, which was -0.55 lower than the previous day. The implied volatity was 15.79, the open interest changed by -17 which decreased total open position to 218


On 21 Nov SUNPHARMA was trading at 1779.70. The strike last trading price was 10.4, which was -2.15 lower than the previous day. The implied volatity was 15.52, the open interest changed by -9 which decreased total open position to 235


On 20 Nov SUNPHARMA was trading at 1777.40. The strike last trading price was 12.55, which was -2 lower than the previous day. The implied volatity was 17.25, the open interest changed by -3 which decreased total open position to 244


On 19 Nov SUNPHARMA was trading at 1784.10. The strike last trading price was 15.3, which was 4.65 higher than the previous day. The implied volatity was 17.22, the open interest changed by 153 which increased total open position to 247


On 18 Nov SUNPHARMA was trading at 1758.80. The strike last trading price was 10.55, which was -1.5 lower than the previous day. The implied volatity was 17.63, the open interest changed by 40 which increased total open position to 93


On 17 Nov SUNPHARMA was trading at 1763.90. The strike last trading price was 12.05, which was 0.25 higher than the previous day. The implied volatity was 17.73, the open interest changed by 6 which increased total open position to 52


On 14 Nov SUNPHARMA was trading at 1757.10. The strike last trading price was 11.8, which was 1.45 higher than the previous day. The implied volatity was 17.87, the open interest changed by 11 which increased total open position to 42


On 13 Nov SUNPHARMA was trading at 1737.40. The strike last trading price was 10.85, which was 1.85 higher than the previous day. The implied volatity was 18.96, the open interest changed by 18 which increased total open position to 31


On 12 Nov SUNPHARMA was trading at 1732.10. The strike last trading price was 9, which was -2.2 lower than the previous day. The implied volatity was 18.29, the open interest changed by 9 which increased total open position to 9


On 23 Oct SUNPHARMA was trading at 1689.90. 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 21 Oct SUNPHARMA was trading at 1690.50. 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 20 Oct SUNPHARMA was trading at 1688.60. 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


SUNPHARMA 30DEC2025 1880 PE
Delta: -0.86
Vega: 0.93
Theta: 0.02
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 1776.00 100.55 18.45 19.36 28 9 98
8 Dec 1796.20 83.7 17.45 19.59 6 2 89
5 Dec 1805.30 66.25 -19.4 11.96 16 3 88
4 Dec 1818.30 85.65 6.1 - 0 -7 0
3 Dec 1806.70 85.65 6.1 23.90 14 -6 86
2 Dec 1799.50 79.55 2.9 20.94 28 1 93
1 Dec 1807.40 76.7 20.6 20.79 71 9 92
28 Nov 1831.60 55.45 -16 17.21 68 30 84
27 Nov 1810.30 70.7 -5.6 17.28 34 6 54
26 Nov 1804.90 76.5 -26.4 18.78 6 0 47
25 Nov 1776.80 103.75 3.35 17.94 13 3 42
24 Nov 1780.80 100.4 0.55 22.38 6 0 38
21 Nov 1779.70 99.85 0.5 22.05 8 5 37
20 Nov 1777.40 100.05 -168.4 - 0 32 0
19 Nov 1784.10 100.05 -168.4 23.22 40 30 30
18 Nov 1758.80 268.45 0 - 0 0 0
17 Nov 1763.90 268.45 0 - 0 0 0
14 Nov 1757.10 268.45 0 - 0 0 0
13 Nov 1737.40 268.45 0 - 0 0 0
12 Nov 1732.10 268.45 0 - 0 0 0
23 Oct 1689.90 0 0 - 0 0 0
21 Oct 1690.50 0 0 - 0 0 0
20 Oct 1688.60 0 0 - 0 0 0


For Sun Pharmaceutical Ind L - strike price 1880 expiring on 30DEC2025

Delta for 1880 PE is -0.86

Historical price for 1880 PE is as follows

On 9 Dec SUNPHARMA was trading at 1776.00. The strike last trading price was 100.55, which was 18.45 higher than the previous day. The implied volatity was 19.36, the open interest changed by 9 which increased total open position to 98


On 8 Dec SUNPHARMA was trading at 1796.20. The strike last trading price was 83.7, which was 17.45 higher than the previous day. The implied volatity was 19.59, the open interest changed by 2 which increased total open position to 89


On 5 Dec SUNPHARMA was trading at 1805.30. The strike last trading price was 66.25, which was -19.4 lower than the previous day. The implied volatity was 11.96, the open interest changed by 3 which increased total open position to 88


On 4 Dec SUNPHARMA was trading at 1818.30. The strike last trading price was 85.65, which was 6.1 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 0


On 3 Dec SUNPHARMA was trading at 1806.70. The strike last trading price was 85.65, which was 6.1 higher than the previous day. The implied volatity was 23.90, the open interest changed by -6 which decreased total open position to 86


On 2 Dec SUNPHARMA was trading at 1799.50. The strike last trading price was 79.55, which was 2.9 higher than the previous day. The implied volatity was 20.94, the open interest changed by 1 which increased total open position to 93


On 1 Dec SUNPHARMA was trading at 1807.40. The strike last trading price was 76.7, which was 20.6 higher than the previous day. The implied volatity was 20.79, the open interest changed by 9 which increased total open position to 92


On 28 Nov SUNPHARMA was trading at 1831.60. The strike last trading price was 55.45, which was -16 lower than the previous day. The implied volatity was 17.21, the open interest changed by 30 which increased total open position to 84


On 27 Nov SUNPHARMA was trading at 1810.30. The strike last trading price was 70.7, which was -5.6 lower than the previous day. The implied volatity was 17.28, the open interest changed by 6 which increased total open position to 54


On 26 Nov SUNPHARMA was trading at 1804.90. The strike last trading price was 76.5, which was -26.4 lower than the previous day. The implied volatity was 18.78, the open interest changed by 0 which decreased total open position to 47


On 25 Nov SUNPHARMA was trading at 1776.80. The strike last trading price was 103.75, which was 3.35 higher than the previous day. The implied volatity was 17.94, the open interest changed by 3 which increased total open position to 42


On 24 Nov SUNPHARMA was trading at 1780.80. The strike last trading price was 100.4, which was 0.55 higher than the previous day. The implied volatity was 22.38, the open interest changed by 0 which decreased total open position to 38


On 21 Nov SUNPHARMA was trading at 1779.70. The strike last trading price was 99.85, which was 0.5 higher than the previous day. The implied volatity was 22.05, the open interest changed by 5 which increased total open position to 37


On 20 Nov SUNPHARMA was trading at 1777.40. The strike last trading price was 100.05, which was -168.4 lower than the previous day. The implied volatity was -, the open interest changed by 32 which increased total open position to 0


On 19 Nov SUNPHARMA was trading at 1784.10. The strike last trading price was 100.05, which was -168.4 lower than the previous day. The implied volatity was 23.22, the open interest changed by 30 which increased total open position to 30


On 18 Nov SUNPHARMA was trading at 1758.80. The strike last trading price was 268.45, 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 268.45, 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 268.45, 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 268.45, 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 268.45, 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 Oct SUNPHARMA was trading at 1689.90. 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 21 Oct SUNPHARMA was trading at 1690.50. 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 20 Oct SUNPHARMA was trading at 1688.60. 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