SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
09 Dec 2025 04:10 PM IST
| SUNPHARMA 30-DEC-2025 1900 CE | ||||||||||||||||
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Delta: 0.06
Vega: 0.50
Theta: -0.22
Gamma: 0.00
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| 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 | |||||||||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.92
Vega: 0.65
Theta: 0.19
Gamma: 0.00
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| 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































































































































































































































