Historical option data for SUNPHARMA
29 Jun 2026 10:48 AM IST
| SUNPHARMA 28-Jul-2026 (27d) 1880 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.59
Vega: 0.02
Theta: -0.76
Gamma: 0.00396
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 1891.50 | 49 | 14 (40.00%) | 18.29 | 641 | -29 | 430 | |||||||||
| 25 Jun | 1862.80 | 34.5 | -6.5 (-15.85%) | 17.28 | 616 | 134 | 452 | |||||||||
| 24 Jun | 1874.40 | 41.85 | 2.85 (7.31%) | 17.43 | 406 | 138 | 318 | |||||||||
| 23 Jun | 1868.00 | 39.1 | 4.1 (11.71%) | 17.5 | 568 | 126 | 181 | |||||||||
| 22 Jun | 1862.90 | 35.7 | 7.7 (27.50%) | 16.49 | 84 | 24 | 59 | |||||||||
| 19 Jun | 1838.30 | 29.95 | 3.95 (15.19%) | 17.63 | 12 | -4 | 35 | |||||||||
| 18 Jun | 1824.80 | 25.85 | 1.85 (7.71%) | 18.19 | 24 | 2 | 39 | |||||||||
| 17 Jun | 1820.40 | 25.05 | 1.05 (4.38%) | 18.09 | 47 | 21 | 37 | |||||||||
| 16 Jun | 1800.70 | 23.55 | -0.45 (-1.87%) | 19.79 | 1 | -1 | 16 | |||||||||
| 15 Jun | 1806.00 | 23.5 | -0.5 (-2.08%) | - | 11 | 0 | 17 | |||||||||
| 12 Jun | 1807.70 | 23.5 | -0.5 (-2.08%) | 18.38 | 11 | 0 | 17 | |||||||||
| 11 Jun | 1794.20 | 23.5 | -0.5 (-2.08%) | 18.38 | 11 | 0 | 17 | |||||||||
| 10 Jun | 1786.40 | 23.5 | -25.5 (-52.04%) | 20.01 | 16 | 6 | 7 | |||||||||
| 9 Jun | 1779.00 | 48.75 | -0.25 (-0.51%) | - | 1 | 0 | 1 | |||||||||
| 8 Jun | 1788.80 | 48.75 | -0.25 (-0.51%) | - | 1 | 0 | 1 | |||||||||
| 5 Jun | 1782.20 | 48.75 | -0.25 (-0.51%) | - | 1 | 0 | 1 | |||||||||
| 4 Jun | 1780.10 | 48.75 | -0.25 (-0.51%) | - | 1 | 0 | 1 | |||||||||
| 3 Jun | 1788.50 | 48.75 | -0.25 (-0.51%) | - | 1 | 0 | 1 | |||||||||
| 2 Jun | 1789.90 | 48.75 | -0.25 (-0.51%) | - | 1 | 0 | 1 | |||||||||
| 1 Jun | 1796.50 | 48.75 | -0.25 (-0.51%) | - | 1 | 0 | 1 | |||||||||
| 29 May | 1799.20 | 48.75 | -0.25 (-0.51%) | - | 1 | 0 | 1 | |||||||||
| 27 May | 1844.30 | 48.75 | -0.25 (-0.51%) | 19.5 | 1 | 1 | 1 | |||||||||
For Sun Pharmaceutical Ind L - strike price 1880 expiring on 28JUL2026
Delta for 1880 CE is 0.59
Historical price for 1880 CE is as follows
On 29 Jun SUNPHARMA was trading at 1891.50. The strike last trading price was 49, which was 14 higher than the previous day. The implied volatity was 18.29, the open interest changed by -29 which decreased total open position to 430
On 25 Jun SUNPHARMA was trading at 1862.80. The strike last trading price was 34.5, which was -6.5 lower than the previous day. The implied volatity was 17.28, the open interest changed by 134 which increased total open position to 452
On 24 Jun SUNPHARMA was trading at 1874.40. The strike last trading price was 41.85, which was 2.85 higher than the previous day. The implied volatity was 17.43, the open interest changed by 138 which increased total open position to 318
On 23 Jun SUNPHARMA was trading at 1868.00. The strike last trading price was 39.1, which was 4.1 higher than the previous day. The implied volatity was 17.5, the open interest changed by 126 which increased total open position to 181
On 22 Jun SUNPHARMA was trading at 1862.90. The strike last trading price was 35.7, which was 7.7 higher than the previous day. The implied volatity was 16.49, the open interest changed by 24 which increased total open position to 59
On 19 Jun SUNPHARMA was trading at 1838.30. The strike last trading price was 29.95, which was 3.95 higher than the previous day. The implied volatity was 17.63, the open interest changed by -4 which decreased total open position to 35
On 18 Jun SUNPHARMA was trading at 1824.80. The strike last trading price was 25.85, which was 1.85 higher than the previous day. The implied volatity was 18.19, the open interest changed by 2 which increased total open position to 39
On 17 Jun SUNPHARMA was trading at 1820.40. The strike last trading price was 25.05, which was 1.05 higher than the previous day. The implied volatity was 18.09, the open interest changed by 21 which increased total open position to 37
On 16 Jun SUNPHARMA was trading at 1800.70. The strike last trading price was 23.55, which was -0.45 lower than the previous day. The implied volatity was 19.79, the open interest changed by -1 which decreased total open position to 16
On 15 Jun SUNPHARMA was trading at 1806.00. The strike last trading price was 23.5, which was -0.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 12 Jun SUNPHARMA was trading at 1807.70. The strike last trading price was 23.5, which was -0.5 lower than the previous day. The implied volatity was 18.38, the open interest changed by 0 which decreased total open position to 17
On 11 Jun SUNPHARMA was trading at 1794.20. The strike last trading price was 23.5, which was -0.5 lower than the previous day. The implied volatity was 18.38, the open interest changed by 0 which decreased total open position to 17
On 10 Jun SUNPHARMA was trading at 1786.40. The strike last trading price was 23.5, which was -25.5 lower than the previous day. The implied volatity was 20.01, the open interest changed by 6 which increased total open position to 7
On 9 Jun SUNPHARMA was trading at 1779.00. The strike last trading price was 48.75, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 8 Jun SUNPHARMA was trading at 1788.80. The strike last trading price was 48.75, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Jun SUNPHARMA was trading at 1782.20. The strike last trading price was 48.75, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 4 Jun SUNPHARMA was trading at 1780.10. The strike last trading price was 48.75, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 3 Jun SUNPHARMA was trading at 1788.50. The strike last trading price was 48.75, which was -0.25 lower than the previous day. The implied volatity was -, 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 48.75, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 1 Jun SUNPHARMA was trading at 1796.50. The strike last trading price was 48.75, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 29 May SUNPHARMA was trading at 1799.20. The strike last trading price was 48.75, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 27 May SUNPHARMA was trading at 1844.30. The strike last trading price was 48.75, which was -0.25 lower than the previous day. The implied volatity was 19.5, the open interest changed by 1 which increased total open position to 1
| SUNPHARMA 28-Jul-2026 (27d) 1880 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.42
Vega: 0.02
Theta: -0.55
Gamma: 0.00359
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 1891.50 | 34.95 | -10.7 (-23.44%) | 20.29 | 566 | 157 | 361 |
| 25 Jun | 1862.80 | 45.7 | 1.8 (4.10%) | 18.6 | 327 | 127 | 204 |
| 24 Jun | 1874.40 | 43.3 | -1.3 (-2.91%) | 19.73 | 100 | 52 | 76 |
| 23 Jun | 1868.00 | 44.4 | -110.05 (-71.25%) | 18.49 | 54 | 24 | 24 |
| 22 Jun | 1862.90 | 0 | 0 | - | 0 | 0 | 0 |
| 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 |
| 1 Jun | 1796.50 | 0 | 0 | - | 0 | 0 | 0 |
| 29 May | 1799.20 | 0 | 0 | - | 0 | 0 | 0 |
| 27 May | 1844.30 | 0 | 0 | - | 0 | 0 | 0 |
For Sun Pharmaceutical Ind L - strike price 1880 expiring on 28JUL2026
Delta for 1880 PE is -0.42
Historical price for 1880 PE is as follows
On 29 Jun SUNPHARMA was trading at 1891.50. The strike last trading price was 34.95, which was -10.7 lower than the previous day. The implied volatity was 20.29, the open interest changed by 157 which increased total open position to 361
On 25 Jun SUNPHARMA was trading at 1862.80. The strike last trading price was 45.7, which was 1.8 higher than the previous day. The implied volatity was 18.6, the open interest changed by 127 which increased total open position to 204
On 24 Jun SUNPHARMA was trading at 1874.40. The strike last trading price was 43.3, which was -1.3 lower than the previous day. The implied volatity was 19.73, the open interest changed by 52 which increased total open position to 76
On 23 Jun SUNPHARMA was trading at 1868.00. The strike last trading price was 44.4, which was -110.05 lower than the previous day. The implied volatity was 18.49, the open interest changed by 24 which increased total open position to 24
On 22 Jun SUNPHARMA was trading at 1862.90. 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 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
On 1 Jun SUNPHARMA was trading at 1796.50. 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 29 May SUNPHARMA was trading at 1799.20. 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 27 May SUNPHARMA was trading at 1844.30. 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
