SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
09 Dec 2025 04:10 PM IST
| SUNPHARMA 30-DEC-2025 1880 CE | ||||||||||||||||
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Delta: 0.09
Vega: 0.67
Theta: -0.29
Gamma: 0.00
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| 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 | |||||||||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.86
Vega: 0.93
Theta: 0.02
Gamma: 0.00
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| 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































































































































































































































