SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
24 Apr 2026 01:37 PM IST
| SUNPHARMA 28-Apr-2026 (4d) 1900 CE | ||||||||||||||||
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Delta: 0.01
Vega: 0
Theta: -0.21
Gamma: 0.00017
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 1620.60 | 0.2 | -0.09999999999999998 | 57.19 | 64 | -44 | 404 | |||||||||
| 23 Apr | 1680.10 | 0.4 | 0.10000000000000003 | 45.17 | 276 | -99 | 466 | |||||||||
| 22 Apr | 1669.80 | 0.3 | -0.10000000000000003 | 41.52 | 142 | -78 | 566 | |||||||||
| 21 Apr | 1665.20 | 0.4 | -0.04999999999999999 | 40.35 | 199 | -71 | 641 | |||||||||
| 20 Apr | 1668.60 | 0.45 | -0.2 | 38.16 | 157 | 36 | 713 | |||||||||
| 17 Apr | 1675.50 | 0.6 | -0.09999999999999998 | 32.91 | 71 | -1 | 677 | |||||||||
| 16 Apr | 1693.10 | 0.65 | -0.15000000000000002 | 29.29 | 78 | -13 | 679 | |||||||||
| 15 Apr | 1696.60 | 0.85 | 0.09999999999999998 | 28.89 | 206 | -32 | 693 | |||||||||
| 13 Apr | 1652.20 | 0.8 | -0.3999999999999999 | 32.15 | 632 | -74 | 726 | |||||||||
| 10 Apr | 1654.90 | 1.15 | -0.40000000000000013 | 31.32 | 907 | 41 | 800 | |||||||||
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| 9 Apr | 1717.10 | 1.55 | 0 | 24.16 | 312 | 28 | 756 | |||||||||
| 8 Apr | 1714.60 | 1.65 | -0.7 | 24.01 | 640 | 87 | 732 | |||||||||
| 7 Apr | 1718.00 | 2.25 | 0.1 | 23.88 | 282 | 14 | 646 | |||||||||
| 6 Apr | 1694.60 | 2.2 | -0.55 | 25.73 | 382 | 33 | 636 | |||||||||
| 2 Apr | 1693.60 | 2.7 | -2.05 | 25.25 | 503 | 11 | 605 | |||||||||
| 1 Apr | 1728.50 | 4.75 | -2.8 | 23.44 | 771 | 92 | 592 | |||||||||
| 30 Mar | 1757.20 | 8.2 | -8.6 | 22.23 | 733 | 7 | 506 | |||||||||
| 27 Mar | 1793.60 | 16.25 | 1.55 | 22.19 | 1,046 | 178 | 501 | |||||||||
| 25 Mar | 1795.40 | 15.3 | 5.45 | 20.08 | 428 | -6 | 324 | |||||||||
| 24 Mar | 1753.30 | 10 | -1.3 | 22.39 | 369 | 146 | 329 | |||||||||
| 23 Mar | 1758.40 | 10.75 | -0.3 | 23.26 | 194 | 7 | 181 | |||||||||
| 20 Mar | 1777.10 | 11 | 3.25 | 19.59 | 124 | -4 | 172 | |||||||||
| 19 Mar | 1744.40 | 8 | -4 | 19.56 | 111 | -16 | 177 | |||||||||
| 18 Mar | 1778.30 | 11.5 | -3.85 | 18.02 | 119 | 20 | 191 | |||||||||
| 17 Mar | 1794.40 | 14.95 | 0.75 | 18.09 | 38 | 13 | 172 | |||||||||
| 16 Mar | 1783.20 | 14.4 | -5.25 | 19.8 | 70 | 30 | 159 | |||||||||
| 13 Mar | 1801.60 | 19.5 | -6.4 | 18.32 | 86 | 19 | 129 | |||||||||
| 12 Mar | 1825.30 | 26 | -0.3 | 17.49 | 81 | 22 | 111 | |||||||||
| 11 Mar | 1825.90 | 26.55 | 3.6 | 17.89 | 62 | 45 | 88 | |||||||||
| 10 Mar | 1812.80 | 22.95 | -2.15 | 17.78 | 22 | 9 | 44 | |||||||||
| 9 Mar | 1807.40 | 24.4 | 4.7 | 19.08 | 13 | 6 | 35 | |||||||||
| 6 Mar | 1799.40 | 19 | 5 | 17.47 | 22 | 18 | 29 | |||||||||
| 5 Mar | 1784.50 | 14 | 2.45 | 16.07 | 15 | 7 | 11 | |||||||||
| 4 Mar | 1750.50 | 11.55 | -2.45 | 18.31 | 3 | 1 | 3 | |||||||||
| 2 Mar | 1752.50 | 14 | -2.1 | - | 1 | 1 | 1 | |||||||||
| 27 Feb | 1737.00 | 14 | -2.1 | 19 | 1 | 0 | 1 | |||||||||
For Sun Pharmaceutical Ind L - strike price 1900 expiring on 28APR2026
Delta for 1900 CE is 0.01
Historical price for 1900 CE is as follows
On 24 Apr SUNPHARMA was trading at 1620.60. The strike last trading price was 0.2, which was -0.09999999999999998 lower than the previous day. The implied volatity was 57.19, the open interest changed by -44 which decreased total open position to 404
On 23 Apr SUNPHARMA was trading at 1680.10. The strike last trading price was 0.4, which was 0.10000000000000003 higher than the previous day. The implied volatity was 45.17, the open interest changed by -99 which decreased total open position to 466
On 22 Apr SUNPHARMA was trading at 1669.80. The strike last trading price was 0.3, which was -0.10000000000000003 lower than the previous day. The implied volatity was 41.52, the open interest changed by -78 which decreased total open position to 566
On 21 Apr SUNPHARMA was trading at 1665.20. The strike last trading price was 0.4, which was -0.04999999999999999 lower than the previous day. The implied volatity was 40.35, the open interest changed by -71 which decreased total open position to 641
On 20 Apr SUNPHARMA was trading at 1668.60. The strike last trading price was 0.45, which was -0.2 lower than the previous day. The implied volatity was 38.16, the open interest changed by 36 which increased total open position to 713
On 17 Apr SUNPHARMA was trading at 1675.50. The strike last trading price was 0.6, which was -0.09999999999999998 lower than the previous day. The implied volatity was 32.91, the open interest changed by -1 which decreased total open position to 677
On 16 Apr SUNPHARMA was trading at 1693.10. The strike last trading price was 0.65, which was -0.15000000000000002 lower than the previous day. The implied volatity was 29.29, the open interest changed by -13 which decreased total open position to 679
On 15 Apr SUNPHARMA was trading at 1696.60. The strike last trading price was 0.85, which was 0.09999999999999998 higher than the previous day. The implied volatity was 28.89, the open interest changed by -32 which decreased total open position to 693
On 13 Apr SUNPHARMA was trading at 1652.20. The strike last trading price was 0.8, which was -0.3999999999999999 lower than the previous day. The implied volatity was 32.15, the open interest changed by -74 which decreased total open position to 726
On 10 Apr SUNPHARMA was trading at 1654.90. The strike last trading price was 1.15, which was -0.40000000000000013 lower than the previous day. The implied volatity was 31.32, the open interest changed by 41 which increased total open position to 800
On 9 Apr SUNPHARMA was trading at 1717.10. The strike last trading price was 1.55, which was 0 lower than the previous day. The implied volatity was 24.16, the open interest changed by 28 which increased total open position to 756
On 8 Apr SUNPHARMA was trading at 1714.60. The strike last trading price was 1.65, which was -0.7 lower than the previous day. The implied volatity was 24.01, the open interest changed by 87 which increased total open position to 732
On 7 Apr SUNPHARMA was trading at 1718.00. The strike last trading price was 2.25, which was 0.1 higher than the previous day. The implied volatity was 23.88, the open interest changed by 14 which increased total open position to 646
On 6 Apr SUNPHARMA was trading at 1694.60. The strike last trading price was 2.2, which was -0.55 lower than the previous day. The implied volatity was 25.73, the open interest changed by 33 which increased total open position to 636
On 2 Apr SUNPHARMA was trading at 1693.60. The strike last trading price was 2.7, which was -2.05 lower than the previous day. The implied volatity was 25.25, the open interest changed by 11 which increased total open position to 605
On 1 Apr SUNPHARMA was trading at 1728.50. The strike last trading price was 4.75, which was -2.8 lower than the previous day. The implied volatity was 23.44, the open interest changed by 92 which increased total open position to 592
On 30 Mar SUNPHARMA was trading at 1757.20. The strike last trading price was 8.2, which was -8.6 lower than the previous day. The implied volatity was 22.23, the open interest changed by 7 which increased total open position to 506
On 27 Mar SUNPHARMA was trading at 1793.60. The strike last trading price was 16.25, which was 1.55 higher than the previous day. The implied volatity was 22.19, the open interest changed by 178 which increased total open position to 501
On 25 Mar SUNPHARMA was trading at 1795.40. The strike last trading price was 15.3, which was 5.45 higher than the previous day. The implied volatity was 20.08, the open interest changed by -6 which decreased total open position to 324
On 24 Mar SUNPHARMA was trading at 1753.30. The strike last trading price was 10, which was -1.3 lower than the previous day. The implied volatity was 22.39, the open interest changed by 146 which increased total open position to 329
On 23 Mar SUNPHARMA was trading at 1758.40. The strike last trading price was 10.75, which was -0.3 lower than the previous day. The implied volatity was 23.26, the open interest changed by 7 which increased total open position to 181
On 20 Mar SUNPHARMA was trading at 1777.10. The strike last trading price was 11, which was 3.25 higher than the previous day. The implied volatity was 19.59, the open interest changed by -4 which decreased total open position to 172
On 19 Mar SUNPHARMA was trading at 1744.40. The strike last trading price was 8, which was -4 lower than the previous day. The implied volatity was 19.56, the open interest changed by -16 which decreased total open position to 177
On 18 Mar SUNPHARMA was trading at 1778.30. The strike last trading price was 11.5, which was -3.85 lower than the previous day. The implied volatity was 18.02, the open interest changed by 20 which increased total open position to 191
On 17 Mar SUNPHARMA was trading at 1794.40. The strike last trading price was 14.95, which was 0.75 higher than the previous day. The implied volatity was 18.09, the open interest changed by 13 which increased total open position to 172
On 16 Mar SUNPHARMA was trading at 1783.20. The strike last trading price was 14.4, which was -5.25 lower than the previous day. The implied volatity was 19.8, the open interest changed by 30 which increased total open position to 159
On 13 Mar SUNPHARMA was trading at 1801.60. The strike last trading price was 19.5, which was -6.4 lower than the previous day. The implied volatity was 18.32, the open interest changed by 19 which increased total open position to 129
On 12 Mar SUNPHARMA was trading at 1825.30. The strike last trading price was 26, which was -0.3 lower than the previous day. The implied volatity was 17.49, the open interest changed by 22 which increased total open position to 111
On 11 Mar SUNPHARMA was trading at 1825.90. The strike last trading price was 26.55, which was 3.6 higher than the previous day. The implied volatity was 17.89, the open interest changed by 45 which increased total open position to 88
On 10 Mar SUNPHARMA was trading at 1812.80. The strike last trading price was 22.95, which was -2.15 lower than the previous day. The implied volatity was 17.78, the open interest changed by 9 which increased total open position to 44
On 9 Mar SUNPHARMA was trading at 1807.40. The strike last trading price was 24.4, which was 4.7 higher than the previous day. The implied volatity was 19.08, the open interest changed by 6 which increased total open position to 35
On 6 Mar SUNPHARMA was trading at 1799.40. The strike last trading price was 19, which was 5 higher than the previous day. The implied volatity was 17.47, the open interest changed by 18 which increased total open position to 29
On 5 Mar SUNPHARMA was trading at 1784.50. The strike last trading price was 14, which was 2.45 higher than the previous day. The implied volatity was 16.07, the open interest changed by 7 which increased total open position to 11
On 4 Mar SUNPHARMA was trading at 1750.50. The strike last trading price was 11.55, which was -2.45 lower than the previous day. The implied volatity was 18.31, the open interest changed by 1 which increased total open position to 3
On 2 Mar SUNPHARMA was trading at 1752.50. The strike last trading price was 14, which was -2.1 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 27 Feb SUNPHARMA was trading at 1737.00. The strike last trading price was 14, which was -2.1 lower than the previous day. The implied volatity was 19, the open interest changed by 0 which decreased total open position to 1
| SUNPHARMA 28-Apr-2026 (4d) 1900 PE | |||||||
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Delta: -0.95
Vega: 0
Theta: -1.49
Gamma: 0.00069
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 1620.60 | 280 | 49.25 | 84.17 | 10 | 0 | 44 |
| 23 Apr | 1680.10 | 230.75 | 230.75 | - | 0 | 0 | 44 |
| 22 Apr | 1669.80 | 230.75 | 230.75 | 56.48 | 0 | 0 | 44 |
| 21 Apr | 1665.20 | 230.75 | 36.30000000000001 | 56.48 | 4 | 0 | 44 |
| 20 Apr | 1668.60 | 194.45 | 194.45 | - | 0 | 0 | 44 |
| 17 Apr | 1675.50 | 194.45 | 194.45 | - | 0 | 0 | 44 |
| 16 Apr | 1693.10 | 194.45 | 194.45 | - | 0 | 0 | 44 |
| 15 Apr | 1696.60 | 194.45 | 194.45 | - | 0 | 0 | 44 |
| 13 Apr | 1652.20 | 194.45 | 194.45 | - | 0 | 0 | 44 |
| 10 Apr | 1654.90 | 194.45 | 194.45 | - | 0 | 0 | 44 |
| 9 Apr | 1717.10 | 194.45 | 12.6 | - | 0 | -3 | 0 |
| 8 Apr | 1714.60 | 194.45 | 12.6 | 44.9 | 5 | -3 | 44 |
| 7 Apr | 1718.00 | 181.85 | -15.45 | 38.62 | 1 | 0 | 46 |
| 6 Apr | 1694.60 | 195.75 | -6.35 | 32.52 | 10 | -2 | 47 |
| 2 Apr | 1693.60 | 198.65 | 61.8 | 27.72 | 10 | -1 | 50 |
| 1 Apr | 1728.50 | 136.85 | 11.55 | 20.06 | 6 | 1 | 49 |
| 30 Mar | 1757.20 | 125.3 | 6.2 | 15.86 | 11 | -2 | 53 |
| 27 Mar | 1793.60 | 119.1 | 9.1 | 29.86 | 42 | 20 | 56 |
| 25 Mar | 1795.40 | 110 | -32.25 | 26.79 | 7 | 5 | 35 |
| 24 Mar | 1753.30 | 142.25 | 7.25 | 24.67 | 13 | 12 | 29 |
| 23 Mar | 1758.40 | 135 | -109.65 | 12.32 | 17 | 5 | 5 |
| 20 Mar | 1777.10 | 244.65 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 1744.40 | 244.65 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 1778.30 | 244.65 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 1794.40 | 244.65 | 0 | - | 0 | 0 | 0 |
| 16 Mar | 1783.20 | 244.65 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 1801.60 | 244.65 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 1825.30 | 244.65 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 1825.90 | 244.65 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 1812.80 | 244.65 | 0 | - | 0 | 0 | 0 |
| 9 Mar | 1807.40 | 244.65 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 1799.40 | 244.65 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 1784.50 | 244.65 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 1750.50 | 244.65 | 0 | - | 0 | 0 | 0 |
| 2 Mar | 1752.50 | 244.65 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 1737.00 | 244.65 | 0 | - | 0 | 0 | 0 |
For Sun Pharmaceutical Ind L - strike price 1900 expiring on 28APR2026
Delta for 1900 PE is -0.95
Historical price for 1900 PE is as follows
On 24 Apr SUNPHARMA was trading at 1620.60. The strike last trading price was 280, which was 49.25 higher than the previous day. The implied volatity was 84.17, the open interest changed by 0 which decreased total open position to 44
On 23 Apr SUNPHARMA was trading at 1680.10. The strike last trading price was 230.75, which was 230.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 44
On 22 Apr SUNPHARMA was trading at 1669.80. The strike last trading price was 230.75, which was 230.75 higher than the previous day. The implied volatity was 56.48, the open interest changed by 0 which decreased total open position to 44
On 21 Apr SUNPHARMA was trading at 1665.20. The strike last trading price was 230.75, which was 36.30000000000001 higher than the previous day. The implied volatity was 56.48, the open interest changed by 0 which decreased total open position to 44
On 20 Apr SUNPHARMA was trading at 1668.60. The strike last trading price was 194.45, which was 194.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 44
On 17 Apr SUNPHARMA was trading at 1675.50. The strike last trading price was 194.45, which was 194.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 44
On 16 Apr SUNPHARMA was trading at 1693.10. The strike last trading price was 194.45, which was 194.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 44
On 15 Apr SUNPHARMA was trading at 1696.60. The strike last trading price was 194.45, which was 194.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 44
On 13 Apr SUNPHARMA was trading at 1652.20. The strike last trading price was 194.45, which was 194.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 44
On 10 Apr SUNPHARMA was trading at 1654.90. The strike last trading price was 194.45, which was 194.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 44
On 9 Apr SUNPHARMA was trading at 1717.10. The strike last trading price was 194.45, which was 12.6 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 0
On 8 Apr SUNPHARMA was trading at 1714.60. The strike last trading price was 194.45, which was 12.6 higher than the previous day. The implied volatity was 44.9, the open interest changed by -3 which decreased total open position to 44
On 7 Apr SUNPHARMA was trading at 1718.00. The strike last trading price was 181.85, which was -15.45 lower than the previous day. The implied volatity was 38.62, the open interest changed by 0 which decreased total open position to 46
On 6 Apr SUNPHARMA was trading at 1694.60. The strike last trading price was 195.75, which was -6.35 lower than the previous day. The implied volatity was 32.52, the open interest changed by -2 which decreased total open position to 47
On 2 Apr SUNPHARMA was trading at 1693.60. The strike last trading price was 198.65, which was 61.8 higher than the previous day. The implied volatity was 27.72, the open interest changed by -1 which decreased total open position to 50
On 1 Apr SUNPHARMA was trading at 1728.50. The strike last trading price was 136.85, which was 11.55 higher than the previous day. The implied volatity was 20.06, the open interest changed by 1 which increased total open position to 49
On 30 Mar SUNPHARMA was trading at 1757.20. The strike last trading price was 125.3, which was 6.2 higher than the previous day. The implied volatity was 15.86, the open interest changed by -2 which decreased total open position to 53
On 27 Mar SUNPHARMA was trading at 1793.60. The strike last trading price was 119.1, which was 9.1 higher than the previous day. The implied volatity was 29.86, the open interest changed by 20 which increased total open position to 56
On 25 Mar SUNPHARMA was trading at 1795.40. The strike last trading price was 110, which was -32.25 lower than the previous day. The implied volatity was 26.79, the open interest changed by 5 which increased total open position to 35
On 24 Mar SUNPHARMA was trading at 1753.30. The strike last trading price was 142.25, which was 7.25 higher than the previous day. The implied volatity was 24.67, the open interest changed by 12 which increased total open position to 29
On 23 Mar SUNPHARMA was trading at 1758.40. The strike last trading price was 135, which was -109.65 lower than the previous day. The implied volatity was 12.32, the open interest changed by 5 which increased total open position to 5
On 20 Mar SUNPHARMA was trading at 1777.10. The strike last trading price was 244.65, 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 Mar SUNPHARMA was trading at 1744.40. The strike last trading price was 244.65, 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 Mar SUNPHARMA was trading at 1778.30. The strike last trading price was 244.65, 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 Mar SUNPHARMA was trading at 1794.40. The strike last trading price was 244.65, 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 Mar SUNPHARMA was trading at 1783.20. The strike last trading price was 244.65, 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 Mar SUNPHARMA was trading at 1801.60. The strike last trading price was 244.65, 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 Mar SUNPHARMA was trading at 1825.30. The strike last trading price was 244.65, 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 Mar SUNPHARMA was trading at 1825.90. The strike last trading price was 244.65, 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 Mar SUNPHARMA was trading at 1812.80. The strike last trading price was 244.65, 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 Mar SUNPHARMA was trading at 1807.40. The strike last trading price was 244.65, 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 6 Mar SUNPHARMA was trading at 1799.40. The strike last trading price was 244.65, 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 Mar SUNPHARMA was trading at 1784.50. The strike last trading price was 244.65, 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 Mar SUNPHARMA was trading at 1750.50. The strike last trading price was 244.65, 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 Mar SUNPHARMA was trading at 1752.50. The strike last trading price was 244.65, 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 Feb SUNPHARMA was trading at 1737.00. The strike last trading price was 244.65, 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
