SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
24 Apr 2026 01:37 PM IST
| SUNPHARMA 28-Apr-2026 (4d) 1920 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0
Theta: -0.21
Gamma: 0.00016
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 1620.60 | 0.2 | -0.35000000000000003 | 60.12 | 13 | -7 | 49 | |||||||||
| 23 Apr | 1680.10 | 0.55 | 0.5 | - | 0 | 0 | 56 | |||||||||
| 22 Apr | 1669.80 | 0.55 | 0.5 | - | 0 | 0 | 56 | |||||||||
| 21 Apr | 1665.20 | 0.55 | 0.5 | - | 0 | 0 | 56 | |||||||||
| 20 Apr | 1668.60 | 0.55 | 0.5 | - | 0 | 0 | 56 | |||||||||
| 17 Apr | 1675.50 | 0.55 | -0.04999999999999993 | 35.24 | 4 | 0 | 58 | |||||||||
| 16 Apr | 1693.10 | 0.6 | 0.5 | 30.05 | 0 | 0 | 58 | |||||||||
| 15 Apr | 1696.60 | 0.6 | -0.09999999999999998 | 30.05 | 45 | -27 | 58 | |||||||||
| 13 Apr | 1652.20 | 0.7 | -0.30000000000000004 | 33.79 | 13 | -7 | 85 | |||||||||
| 10 Apr | 1654.90 | 1 | -0.30000000000000004 | 32.49 | 1 | 0 | 91 | |||||||||
| 9 Apr | 1717.10 | 1.3 | -0.15 | 25.43 | 22 | 11 | 91 | |||||||||
| 8 Apr | 1714.60 | 1.6 | -0.2 | 25.9 | 28 | 2 | 78 | |||||||||
| 7 Apr | 1718.00 | 1.8 | 0.1 | 24.85 | 13 | -3 | 76 | |||||||||
| 6 Apr | 1694.60 | 1.8 | -0.4 | 26.7 | 80 | -22 | 80 | |||||||||
| 2 Apr | 1693.60 | 2.2 | -1.4 | 26.06 | 229 | -79 | 103 | |||||||||
| 1 Apr | 1728.50 | 3.5 | -2.35 | 23.73 | 309 | 27 | 181 | |||||||||
| 30 Mar | 1757.20 | 6.5 | -6.55 | 22.87 | 178 | -25 | 155 | |||||||||
| 27 Mar | 1793.60 | 12.8 | 1.55 | 22.6 | 142 | 22 | 180 | |||||||||
| 25 Mar | 1795.40 | 11.75 | 3.95 | 20.34 | 161 | 115 | 158 | |||||||||
| 24 Mar | 1753.30 | 7.8 | -1.95 | 22.69 | 32 | 23 | 43 | |||||||||
| 23 Mar | 1758.40 | 9.75 | -12.95 | 24.58 | 5 | 3 | 19 | |||||||||
| 20 Mar | 1777.10 | 22.7 | 2.7 | - | 0 | 0 | 16 | |||||||||
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| 19 Mar | 1744.40 | 22.7 | 2.7 | - | 0 | 0 | 16 | |||||||||
| 18 Mar | 1778.30 | 22.7 | 2.7 | - | 0 | 0 | 16 | |||||||||
| 17 Mar | 1794.40 | 22.7 | 2.7 | - | 0 | 0 | 16 | |||||||||
| 16 Mar | 1783.20 | 22.7 | 2.7 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 1801.60 | 22.7 | 2.7 | - | 0 | 0 | 16 | |||||||||
| 12 Mar | 1825.30 | 22.7 | 2.7 | - | 0 | 0 | 16 | |||||||||
| 11 Mar | 1825.90 | 22.7 | 2.7 | 18.75 | 6 | -1 | 14 | |||||||||
| 10 Mar | 1812.80 | 20 | -2 | 18.81 | 1 | 0 | 15 | |||||||||
| 9 Mar | 1807.40 | 22 | 5.25 | 20.44 | 3 | 2 | 15 | |||||||||
| 6 Mar | 1799.40 | 16.75 | 7.05 | 18.52 | 16 | 11 | 13 | |||||||||
| 5 Mar | 1784.50 | 9.7 | -0.85 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 1750.50 | 9.7 | -0.85 | - | 0 | 0 | 2 | |||||||||
| 2 Mar | 1752.50 | 9.7 | -0.85 | - | 2 | 2 | 0 | |||||||||
| 27 Feb | 1737.00 | 9.7 | -0.85 | 18.69 | 2 | 0 | 0 | |||||||||
For Sun Pharmaceutical Ind L - strike price 1920 expiring on 28APR2026
Delta for 1920 CE is 0.01
Historical price for 1920 CE is as follows
On 24 Apr SUNPHARMA was trading at 1620.60. The strike last trading price was 0.2, which was -0.35000000000000003 lower than the previous day. The implied volatity was 60.12, the open interest changed by -7 which decreased total open position to 49
On 23 Apr SUNPHARMA was trading at 1680.10. The strike last trading price was 0.55, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 56
On 22 Apr SUNPHARMA was trading at 1669.80. The strike last trading price was 0.55, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 56
On 21 Apr SUNPHARMA was trading at 1665.20. The strike last trading price was 0.55, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 56
On 20 Apr SUNPHARMA was trading at 1668.60. The strike last trading price was 0.55, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 56
On 17 Apr SUNPHARMA was trading at 1675.50. The strike last trading price was 0.55, which was -0.04999999999999993 lower than the previous day. The implied volatity was 35.24, the open interest changed by 0 which decreased total open position to 58
On 16 Apr SUNPHARMA was trading at 1693.10. The strike last trading price was 0.6, which was 0.5 higher than the previous day. The implied volatity was 30.05, the open interest changed by 0 which decreased total open position to 58
On 15 Apr SUNPHARMA was trading at 1696.60. The strike last trading price was 0.6, which was -0.09999999999999998 lower than the previous day. The implied volatity was 30.05, the open interest changed by -27 which decreased total open position to 58
On 13 Apr SUNPHARMA was trading at 1652.20. The strike last trading price was 0.7, which was -0.30000000000000004 lower than the previous day. The implied volatity was 33.79, the open interest changed by -7 which decreased total open position to 85
On 10 Apr SUNPHARMA was trading at 1654.90. The strike last trading price was 1, which was -0.30000000000000004 lower than the previous day. The implied volatity was 32.49, the open interest changed by 0 which decreased total open position to 91
On 9 Apr SUNPHARMA was trading at 1717.10. The strike last trading price was 1.3, which was -0.15 lower than the previous day. The implied volatity was 25.43, the open interest changed by 11 which increased total open position to 91
On 8 Apr SUNPHARMA was trading at 1714.60. The strike last trading price was 1.6, which was -0.2 lower than the previous day. The implied volatity was 25.9, the open interest changed by 2 which increased total open position to 78
On 7 Apr SUNPHARMA was trading at 1718.00. The strike last trading price was 1.8, which was 0.1 higher than the previous day. The implied volatity was 24.85, the open interest changed by -3 which decreased total open position to 76
On 6 Apr SUNPHARMA was trading at 1694.60. The strike last trading price was 1.8, which was -0.4 lower than the previous day. The implied volatity was 26.7, the open interest changed by -22 which decreased total open position to 80
On 2 Apr SUNPHARMA was trading at 1693.60. The strike last trading price was 2.2, which was -1.4 lower than the previous day. The implied volatity was 26.06, the open interest changed by -79 which decreased total open position to 103
On 1 Apr SUNPHARMA was trading at 1728.50. The strike last trading price was 3.5, which was -2.35 lower than the previous day. The implied volatity was 23.73, the open interest changed by 27 which increased total open position to 181
On 30 Mar SUNPHARMA was trading at 1757.20. The strike last trading price was 6.5, which was -6.55 lower than the previous day. The implied volatity was 22.87, the open interest changed by -25 which decreased total open position to 155
On 27 Mar SUNPHARMA was trading at 1793.60. The strike last trading price was 12.8, which was 1.55 higher than the previous day. The implied volatity was 22.6, the open interest changed by 22 which increased total open position to 180
On 25 Mar SUNPHARMA was trading at 1795.40. The strike last trading price was 11.75, which was 3.95 higher than the previous day. The implied volatity was 20.34, the open interest changed by 115 which increased total open position to 158
On 24 Mar SUNPHARMA was trading at 1753.30. The strike last trading price was 7.8, which was -1.95 lower than the previous day. The implied volatity was 22.69, the open interest changed by 23 which increased total open position to 43
On 23 Mar SUNPHARMA was trading at 1758.40. The strike last trading price was 9.75, which was -12.95 lower than the previous day. The implied volatity was 24.58, the open interest changed by 3 which increased total open position to 19
On 20 Mar SUNPHARMA was trading at 1777.10. The strike last trading price was 22.7, which was 2.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 19 Mar SUNPHARMA was trading at 1744.40. The strike last trading price was 22.7, which was 2.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 18 Mar SUNPHARMA was trading at 1778.30. The strike last trading price was 22.7, which was 2.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 17 Mar SUNPHARMA was trading at 1794.40. The strike last trading price was 22.7, which was 2.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 16 Mar SUNPHARMA was trading at 1783.20. The strike last trading price was 22.7, which was 2.7 higher 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 22.7, which was 2.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 12 Mar SUNPHARMA was trading at 1825.30. The strike last trading price was 22.7, which was 2.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 11 Mar SUNPHARMA was trading at 1825.90. The strike last trading price was 22.7, which was 2.7 higher than the previous day. The implied volatity was 18.75, the open interest changed by -1 which decreased total open position to 14
On 10 Mar SUNPHARMA was trading at 1812.80. The strike last trading price was 20, which was -2 lower than the previous day. The implied volatity was 18.81, the open interest changed by 0 which decreased total open position to 15
On 9 Mar SUNPHARMA was trading at 1807.40. The strike last trading price was 22, which was 5.25 higher than the previous day. The implied volatity was 20.44, the open interest changed by 2 which increased total open position to 15
On 6 Mar SUNPHARMA was trading at 1799.40. The strike last trading price was 16.75, which was 7.05 higher than the previous day. The implied volatity was 18.52, the open interest changed by 11 which increased total open position to 13
On 5 Mar SUNPHARMA was trading at 1784.50. The strike last trading price was 9.7, which was -0.85 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 9.7, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 2 Mar SUNPHARMA was trading at 1752.50. The strike last trading price was 9.7, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 27 Feb SUNPHARMA was trading at 1737.00. The strike last trading price was 9.7, which was -0.85 lower than the previous day. The implied volatity was 18.69, the open interest changed by 0 which decreased total open position to 0
| SUNPHARMA 28-Apr-2026 (4d) 1920 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.92
Vega: 0
Theta: -2.73
Gamma: 0.0008
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 1620.60 | 300 | 94.5 | 101.73 | 1 | 0 | 44 |
| 23 Apr | 1680.10 | 205.5 | 205.5 | - | 0 | 0 | 44 |
| 22 Apr | 1669.80 | 205.5 | 205.5 | - | 0 | 0 | 44 |
| 21 Apr | 1665.20 | 205.5 | 205.5 | - | 0 | 0 | 44 |
| 20 Apr | 1668.60 | 205.5 | 205.5 | - | 0 | 0 | 44 |
| 17 Apr | 1675.50 | 205.5 | 205.5 | - | 0 | 0 | 44 |
| 16 Apr | 1693.10 | 205.5 | 205.5 | - | 0 | 0 | 44 |
| 15 Apr | 1696.60 | 205.5 | 205.5 | - | 0 | 0 | 44 |
| 13 Apr | 1652.20 | 205.5 | 205.5 | - | 0 | 0 | 44 |
| 10 Apr | 1654.90 | 205.5 | 205.5 | - | 0 | 0 | 44 |
| 9 Apr | 1717.10 | 205.5 | 77.8 | - | 0 | 0 | 0 |
| 8 Apr | 1714.60 | 205.5 | 77.8 | - | 0 | 0 | 44 |
| 7 Apr | 1718.00 | 205.5 | 77.8 | 44.97 | 40 | 0 | 4 |
| 6 Apr | 1694.60 | 127.7 | 17.7 | - | 0 | 0 | 4 |
| 2 Apr | 1693.60 | 127.7 | 17.7 | - | 0 | 0 | 4 |
| 1 Apr | 1728.50 | 127.7 | 17.7 | - | 0 | 0 | 4 |
| 30 Mar | 1757.20 | 127.7 | 17.7 | - | 0 | 3 | 0 |
| 27 Mar | 1793.60 | 127.7 | 17.7 | 26.23 | 6 | 3 | 4 |
| 25 Mar | 1795.40 | 110 | -44.2 | - | 0 | 0 | 1 |
| 24 Mar | 1753.30 | 110 | -44.2 | - | 0 | 0 | 1 |
| 23 Mar | 1758.40 | 110 | -44.2 | - | 0 | 0 | 1 |
| 20 Mar | 1777.10 | 110 | -44.2 | - | 0 | 0 | 1 |
| 19 Mar | 1744.40 | 110 | -44.2 | - | 0 | 0 | 1 |
| 18 Mar | 1778.30 | 110 | -44.2 | - | 0 | 0 | 1 |
| 17 Mar | 1794.40 | 110 | -44.2 | - | 0 | 0 | 1 |
| 16 Mar | 1783.20 | 110 | -44.2 | - | 0 | 0 | 0 |
| 13 Mar | 1801.60 | 110 | -44.2 | - | 0 | 0 | 1 |
| 12 Mar | 1825.30 | 110 | -44.2 | - | 0 | 0 | 1 |
| 11 Mar | 1825.90 | 110 | -44.2 | - | 0 | 0 | 1 |
| 10 Mar | 1812.80 | 110 | -44.2 | - | 4 | 0 | 1 |
| 9 Mar | 1807.40 | 110 | -44.2 | 19.63 | 4 | -3 | 0 |
| 6 Mar | 1799.40 | 154.2 | -108.05 | - | 0 | 0 | 0 |
| 5 Mar | 1784.50 | 154.2 | -108.05 | - | 0 | 0 | 0 |
| 4 Mar | 1750.50 | 154.2 | -108.05 | - | 0 | 0 | 3 |
| 2 Mar | 1752.50 | 154.2 | -108.05 | - | 3 | 3 | 0 |
| 27 Feb | 1737.00 | 154.2 | -108.05 | 17.58 | 3 | 0 | 0 |
For Sun Pharmaceutical Ind L - strike price 1920 expiring on 28APR2026
Delta for 1920 PE is -0.92
Historical price for 1920 PE is as follows
On 24 Apr SUNPHARMA was trading at 1620.60. The strike last trading price was 300, which was 94.5 higher than the previous day. The implied volatity was 101.73, 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 205.5, which was 205.5 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 205.5, which was 205.5 higher than the previous day. The implied volatity was -, 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 205.5, which was 205.5 higher than the previous day. The implied volatity was -, 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 205.5, which was 205.5 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 205.5, which was 205.5 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 205.5, which was 205.5 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 205.5, which was 205.5 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 205.5, which was 205.5 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 205.5, which was 205.5 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 205.5, which was 77.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Apr SUNPHARMA was trading at 1714.60. The strike last trading price was 205.5, which was 77.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 44
On 7 Apr SUNPHARMA was trading at 1718.00. The strike last trading price was 205.5, which was 77.8 higher than the previous day. The implied volatity was 44.97, the open interest changed by 0 which decreased total open position to 4
On 6 Apr SUNPHARMA was trading at 1694.60. The strike last trading price was 127.7, which was 17.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 2 Apr SUNPHARMA was trading at 1693.60. The strike last trading price was 127.7, which was 17.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 1 Apr SUNPHARMA was trading at 1728.50. The strike last trading price was 127.7, which was 17.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 30 Mar SUNPHARMA was trading at 1757.20. The strike last trading price was 127.7, which was 17.7 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 27 Mar SUNPHARMA was trading at 1793.60. The strike last trading price was 127.7, which was 17.7 higher than the previous day. The implied volatity was 26.23, the open interest changed by 3 which increased total open position to 4
On 25 Mar SUNPHARMA was trading at 1795.40. The strike last trading price was 110, which was -44.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 24 Mar SUNPHARMA was trading at 1753.30. The strike last trading price was 110, which was -44.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 23 Mar SUNPHARMA was trading at 1758.40. The strike last trading price was 110, which was -44.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 20 Mar SUNPHARMA was trading at 1777.10. The strike last trading price was 110, which was -44.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 Mar SUNPHARMA was trading at 1744.40. The strike last trading price was 110, which was -44.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 Mar SUNPHARMA was trading at 1778.30. The strike last trading price was 110, which was -44.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 17 Mar SUNPHARMA was trading at 1794.40. The strike last trading price was 110, which was -44.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Mar SUNPHARMA was trading at 1783.20. The strike last trading price was 110, which was -44.2 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 110, which was -44.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 12 Mar SUNPHARMA was trading at 1825.30. The strike last trading price was 110, which was -44.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Mar SUNPHARMA was trading at 1825.90. The strike last trading price was 110, which was -44.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Mar SUNPHARMA was trading at 1812.80. The strike last trading price was 110, which was -44.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Mar SUNPHARMA was trading at 1807.40. The strike last trading price was 110, which was -44.2 lower than the previous day. The implied volatity was 19.63, the open interest changed by -3 which decreased total open position to 0
On 6 Mar SUNPHARMA was trading at 1799.40. The strike last trading price was 154.2, which was -108.05 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 154.2, which was -108.05 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 154.2, which was -108.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 2 Mar SUNPHARMA was trading at 1752.50. The strike last trading price was 154.2, which was -108.05 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 27 Feb SUNPHARMA was trading at 1737.00. The strike last trading price was 154.2, which was -108.05 lower than the previous day. The implied volatity was 17.58, the open interest changed by 0 which decreased total open position to 0
