[--[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 1900 CE
Delta: 0.06
Vega: 0.50
Theta: -0.22
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 1776.00 1.75 -0.85 16.52 516 36 1,217
8 Dec 1796.20 2.45 -1.4 14.80 648 -12 1,181
5 Dec 1805.30 3.8 -1.75 14.12 887 32 1,190
4 Dec 1818.30 5.5 0.25 14.27 590 8 1,147
3 Dec 1806.70 5.05 -0.6 14.93 872 208 1,139
2 Dec 1799.50 5.95 -0.5 15.14 1,137 261 920
1 Dec 1807.40 6.45 -3.95 14.69 1,484 32 659
28 Nov 1831.60 10.8 4.3 13.53 1,789 131 627
27 Nov 1810.30 6.25 -0.85 13.33 587 41 497
26 Nov 1804.90 7.1 1.4 14.17 579 136 455
25 Nov 1776.80 5.3 -1.25 16.80 461 26 324
24 Nov 1780.80 7.05 -0.8 16.37 241 -1 292
21 Nov 1779.70 7.85 -1.6 16.06 129 19 293
20 Nov 1777.40 9.45 -1.95 17.55 157 -6 275
19 Nov 1784.10 11.95 3.35 17.69 350 93 284
18 Nov 1758.80 8.6 -1.15 18.37 49 7 191
17 Nov 1763.90 9.8 0.15 18.42 91 22 184
14 Nov 1757.10 9.65 1.65 18.53 101 69 160
13 Nov 1737.40 8 -4.5 18.91 96 91 91


For Sun Pharmaceutical Ind L - strike price 1900 expiring on 30DEC2025

Delta for 1900 CE is 0.06

Historical price for 1900 CE is as follows

On 9 Dec SUNPHARMA was trading at 1776.00. The strike last trading price was 1.75, which was -0.85 lower than the previous day. The implied volatity was 16.52, the open interest changed by 36 which increased total open position to 1217


On 8 Dec SUNPHARMA was trading at 1796.20. The strike last trading price was 2.45, which was -1.4 lower than the previous day. The implied volatity was 14.80, the open interest changed by -12 which decreased total open position to 1181


On 5 Dec SUNPHARMA was trading at 1805.30. The strike last trading price was 3.8, which was -1.75 lower than the previous day. The implied volatity was 14.12, the open interest changed by 32 which increased total open position to 1190


On 4 Dec SUNPHARMA was trading at 1818.30. The strike last trading price was 5.5, which was 0.25 higher than the previous day. The implied volatity was 14.27, the open interest changed by 8 which increased total open position to 1147


On 3 Dec SUNPHARMA was trading at 1806.70. The strike last trading price was 5.05, which was -0.6 lower than the previous day. The implied volatity was 14.93, the open interest changed by 208 which increased total open position to 1139


On 2 Dec SUNPHARMA was trading at 1799.50. The strike last trading price was 5.95, which was -0.5 lower than the previous day. The implied volatity was 15.14, the open interest changed by 261 which increased total open position to 920


On 1 Dec SUNPHARMA was trading at 1807.40. The strike last trading price was 6.45, which was -3.95 lower than the previous day. The implied volatity was 14.69, the open interest changed by 32 which increased total open position to 659


On 28 Nov SUNPHARMA was trading at 1831.60. The strike last trading price was 10.8, which was 4.3 higher than the previous day. The implied volatity was 13.53, the open interest changed by 131 which increased total open position to 627


On 27 Nov SUNPHARMA was trading at 1810.30. The strike last trading price was 6.25, which was -0.85 lower than the previous day. The implied volatity was 13.33, the open interest changed by 41 which increased total open position to 497


On 26 Nov SUNPHARMA was trading at 1804.90. The strike last trading price was 7.1, which was 1.4 higher than the previous day. The implied volatity was 14.17, the open interest changed by 136 which increased total open position to 455


On 25 Nov SUNPHARMA was trading at 1776.80. The strike last trading price was 5.3, which was -1.25 lower than the previous day. The implied volatity was 16.80, the open interest changed by 26 which increased total open position to 324


On 24 Nov SUNPHARMA was trading at 1780.80. The strike last trading price was 7.05, which was -0.8 lower than the previous day. The implied volatity was 16.37, the open interest changed by -1 which decreased total open position to 292


On 21 Nov SUNPHARMA was trading at 1779.70. The strike last trading price was 7.85, which was -1.6 lower than the previous day. The implied volatity was 16.06, the open interest changed by 19 which increased total open position to 293


On 20 Nov SUNPHARMA was trading at 1777.40. The strike last trading price was 9.45, which was -1.95 lower than the previous day. The implied volatity was 17.55, the open interest changed by -6 which decreased total open position to 275


On 19 Nov SUNPHARMA was trading at 1784.10. The strike last trading price was 11.95, which was 3.35 higher than the previous day. The implied volatity was 17.69, the open interest changed by 93 which increased total open position to 284


On 18 Nov SUNPHARMA was trading at 1758.80. The strike last trading price was 8.6, which was -1.15 lower than the previous day. The implied volatity was 18.37, the open interest changed by 7 which increased total open position to 191


On 17 Nov SUNPHARMA was trading at 1763.90. The strike last trading price was 9.8, which was 0.15 higher than the previous day. The implied volatity was 18.42, the open interest changed by 22 which increased total open position to 184


On 14 Nov SUNPHARMA was trading at 1757.10. The strike last trading price was 9.65, which was 1.65 higher than the previous day. The implied volatity was 18.53, the open interest changed by 69 which increased total open position to 160


On 13 Nov SUNPHARMA was trading at 1737.40. The strike last trading price was 8, which was -4.5 lower than the previous day. The implied volatity was 18.91, the open interest changed by 91 which increased total open position to 91


SUNPHARMA 30DEC2025 1900 PE
Delta: -0.92
Vega: 0.65
Theta: 0.19
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 1776.00 117.8 19.75 18.52 9 -3 194
8 Dec 1796.20 97 5 15.99 5 -2 197
5 Dec 1805.30 92 12.2 19.50 1 0 200
4 Dec 1818.30 81.5 -10.65 16.81 15 4 201
3 Dec 1806.70 92.35 0.55 18.46 4 0 196
2 Dec 1799.50 90.7 -1.5 18.34 32 2 197
1 Dec 1807.40 91.45 20.35 20.84 79 16 194
28 Nov 1831.60 70.3 -17.9 17.94 185 40 182
27 Nov 1810.30 88.15 -5.35 18.76 73 36 141
26 Nov 1804.90 93.5 -21.75 20.04 51 28 105
25 Nov 1776.80 115.25 -4.75 11.79 3 1 76
24 Nov 1780.80 120 1.85 24.89 3 2 74
21 Nov 1779.70 118.2 1.35 23.98 8 6 71
20 Nov 1777.40 116.85 1.65 20.58 71 30 64
19 Nov 1784.10 112 -20 21.93 39 30 33
18 Nov 1758.80 132 1.5 21.39 2 0 1
17 Nov 1763.90 130.5 -75.1 22.58 1 0 0
14 Nov 1757.10 205.6 0 - 0 0 0
13 Nov 1737.40 205.6 0 - 0 0 0


For Sun Pharmaceutical Ind L - strike price 1900 expiring on 30DEC2025

Delta for 1900 PE is -0.92

Historical price for 1900 PE is as follows

On 9 Dec SUNPHARMA was trading at 1776.00. The strike last trading price was 117.8, which was 19.75 higher than the previous day. The implied volatity was 18.52, the open interest changed by -3 which decreased total open position to 194


On 8 Dec SUNPHARMA was trading at 1796.20. The strike last trading price was 97, which was 5 higher than the previous day. The implied volatity was 15.99, the open interest changed by -2 which decreased total open position to 197


On 5 Dec SUNPHARMA was trading at 1805.30. The strike last trading price was 92, which was 12.2 higher than the previous day. The implied volatity was 19.50, the open interest changed by 0 which decreased total open position to 200


On 4 Dec SUNPHARMA was trading at 1818.30. The strike last trading price was 81.5, which was -10.65 lower than the previous day. The implied volatity was 16.81, the open interest changed by 4 which increased total open position to 201


On 3 Dec SUNPHARMA was trading at 1806.70. The strike last trading price was 92.35, which was 0.55 higher than the previous day. The implied volatity was 18.46, the open interest changed by 0 which decreased total open position to 196


On 2 Dec SUNPHARMA was trading at 1799.50. The strike last trading price was 90.7, which was -1.5 lower than the previous day. The implied volatity was 18.34, the open interest changed by 2 which increased total open position to 197


On 1 Dec SUNPHARMA was trading at 1807.40. The strike last trading price was 91.45, which was 20.35 higher than the previous day. The implied volatity was 20.84, the open interest changed by 16 which increased total open position to 194


On 28 Nov SUNPHARMA was trading at 1831.60. The strike last trading price was 70.3, which was -17.9 lower than the previous day. The implied volatity was 17.94, the open interest changed by 40 which increased total open position to 182


On 27 Nov SUNPHARMA was trading at 1810.30. The strike last trading price was 88.15, which was -5.35 lower than the previous day. The implied volatity was 18.76, the open interest changed by 36 which increased total open position to 141


On 26 Nov SUNPHARMA was trading at 1804.90. The strike last trading price was 93.5, which was -21.75 lower than the previous day. The implied volatity was 20.04, the open interest changed by 28 which increased total open position to 105


On 25 Nov SUNPHARMA was trading at 1776.80. The strike last trading price was 115.25, which was -4.75 lower than the previous day. The implied volatity was 11.79, the open interest changed by 1 which increased total open position to 76


On 24 Nov SUNPHARMA was trading at 1780.80. The strike last trading price was 120, which was 1.85 higher than the previous day. The implied volatity was 24.89, the open interest changed by 2 which increased total open position to 74


On 21 Nov SUNPHARMA was trading at 1779.70. The strike last trading price was 118.2, which was 1.35 higher than the previous day. The implied volatity was 23.98, the open interest changed by 6 which increased total open position to 71


On 20 Nov SUNPHARMA was trading at 1777.40. The strike last trading price was 116.85, which was 1.65 higher than the previous day. The implied volatity was 20.58, the open interest changed by 30 which increased total open position to 64


On 19 Nov SUNPHARMA was trading at 1784.10. The strike last trading price was 112, which was -20 lower than the previous day. The implied volatity was 21.93, the open interest changed by 30 which increased total open position to 33


On 18 Nov SUNPHARMA was trading at 1758.80. The strike last trading price was 132, which was 1.5 higher than the previous day. The implied volatity was 21.39, the open interest changed by 0 which decreased total open position to 1


On 17 Nov SUNPHARMA was trading at 1763.90. The strike last trading price was 130.5, which was -75.1 lower than the previous day. The implied volatity was 22.58, 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 205.6, 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 205.6, 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