SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
12 Dec 2025 04:10 PM IST
| SUNPHARMA 30-DEC-2025 1920 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 0.39
Theta: -0.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 1793.50 | 1.25 | -0.35 | 16.64 | 177 | 59 | 566 | |||||||||
| 11 Dec | 1807.20 | 1.6 | 0.6 | 15.41 | 126 | -55 | 507 | |||||||||
| 10 Dec | 1785.50 | 1 | -0.3 | 15.99 | 59 | 7 | 563 | |||||||||
| 9 Dec | 1776.00 | 1.35 | -0.4 | 17.71 | 197 | 44 | 556 | |||||||||
| 8 Dec | 1796.20 | 1.8 | -0.7 | 15.91 | 147 | 25 | 514 | |||||||||
| 5 Dec | 1805.30 | 2.5 | -1.1 | 14.75 | 140 | 5 | 487 | |||||||||
| 4 Dec | 1818.30 | 3.5 | 0 | 14.66 | 120 | -12 | 481 | |||||||||
| 3 Dec | 1806.70 | 3.25 | -0.45 | 15.27 | 196 | 24 | 493 | |||||||||
| 2 Dec | 1799.50 | 3.8 | -0.55 | 15.36 | 373 | -82 | 470 | |||||||||
| 1 Dec | 1807.40 | 4.4 | -2.65 | 15.18 | 314 | -5 | 546 | |||||||||
| 28 Nov | 1831.60 | 7.4 | 3.15 | 13.94 | 441 | 53 | 548 | |||||||||
| 27 Nov | 1810.30 | 4.25 | -0.55 | 13.82 | 511 | 261 | 495 | |||||||||
| 26 Nov | 1804.90 | 4.8 | 0.6 | 14.50 | 226 | 70 | 239 | |||||||||
| 25 Nov | 1776.80 | 4 | -0.8 | 17.40 | 117 | 8 | 171 | |||||||||
| 24 Nov | 1780.80 | 4.8 | -0.95 | 16.47 | 53 | -14 | 160 | |||||||||
| 21 Nov | 1779.70 | 5.85 | -1.4 | 16.52 | 19 | -4 | 173 | |||||||||
| 20 Nov | 1777.40 | 7.2 | -1.45 | 17.95 | 24 | 5 | 174 | |||||||||
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| 19 Nov | 1784.10 | 9.1 | 2.5 | 18.00 | 283 | 134 | 169 | |||||||||
| 18 Nov | 1758.80 | 6.6 | -1.05 | 18.72 | 19 | 2 | 34 | |||||||||
| 17 Nov | 1763.90 | 7.75 | 0.15 | 18.90 | 35 | 24 | 30 | |||||||||
| 14 Nov | 1757.10 | 7.6 | -0.25 | 18.92 | 15 | 3 | 3 | |||||||||
For Sun Pharmaceutical Ind L - strike price 1920 expiring on 30DEC2025
Delta for 1920 CE is 0.05
Historical price for 1920 CE is as follows
On 12 Dec SUNPHARMA was trading at 1793.50. The strike last trading price was 1.25, which was -0.35 lower than the previous day. The implied volatity was 16.64, the open interest changed by 59 which increased total open position to 566
On 11 Dec SUNPHARMA was trading at 1807.20. The strike last trading price was 1.6, which was 0.6 higher than the previous day. The implied volatity was 15.41, the open interest changed by -55 which decreased total open position to 507
On 10 Dec SUNPHARMA was trading at 1785.50. The strike last trading price was 1, which was -0.3 lower than the previous day. The implied volatity was 15.99, the open interest changed by 7 which increased total open position to 563
On 9 Dec SUNPHARMA was trading at 1776.00. The strike last trading price was 1.35, which was -0.4 lower than the previous day. The implied volatity was 17.71, the open interest changed by 44 which increased total open position to 556
On 8 Dec SUNPHARMA was trading at 1796.20. The strike last trading price was 1.8, which was -0.7 lower than the previous day. The implied volatity was 15.91, the open interest changed by 25 which increased total open position to 514
On 5 Dec SUNPHARMA was trading at 1805.30. The strike last trading price was 2.5, which was -1.1 lower than the previous day. The implied volatity was 14.75, the open interest changed by 5 which increased total open position to 487
On 4 Dec SUNPHARMA was trading at 1818.30. The strike last trading price was 3.5, which was 0 lower than the previous day. The implied volatity was 14.66, the open interest changed by -12 which decreased total open position to 481
On 3 Dec SUNPHARMA was trading at 1806.70. The strike last trading price was 3.25, which was -0.45 lower than the previous day. The implied volatity was 15.27, the open interest changed by 24 which increased total open position to 493
On 2 Dec SUNPHARMA was trading at 1799.50. The strike last trading price was 3.8, which was -0.55 lower than the previous day. The implied volatity was 15.36, the open interest changed by -82 which decreased total open position to 470
On 1 Dec SUNPHARMA was trading at 1807.40. The strike last trading price was 4.4, which was -2.65 lower than the previous day. The implied volatity was 15.18, the open interest changed by -5 which decreased total open position to 546
On 28 Nov SUNPHARMA was trading at 1831.60. The strike last trading price was 7.4, which was 3.15 higher than the previous day. The implied volatity was 13.94, the open interest changed by 53 which increased total open position to 548
On 27 Nov SUNPHARMA was trading at 1810.30. The strike last trading price was 4.25, which was -0.55 lower than the previous day. The implied volatity was 13.82, the open interest changed by 261 which increased total open position to 495
On 26 Nov SUNPHARMA was trading at 1804.90. The strike last trading price was 4.8, which was 0.6 higher than the previous day. The implied volatity was 14.50, the open interest changed by 70 which increased total open position to 239
On 25 Nov SUNPHARMA was trading at 1776.80. The strike last trading price was 4, which was -0.8 lower than the previous day. The implied volatity was 17.40, the open interest changed by 8 which increased total open position to 171
On 24 Nov SUNPHARMA was trading at 1780.80. The strike last trading price was 4.8, which was -0.95 lower than the previous day. The implied volatity was 16.47, the open interest changed by -14 which decreased total open position to 160
On 21 Nov SUNPHARMA was trading at 1779.70. The strike last trading price was 5.85, which was -1.4 lower than the previous day. The implied volatity was 16.52, the open interest changed by -4 which decreased total open position to 173
On 20 Nov SUNPHARMA was trading at 1777.40. The strike last trading price was 7.2, which was -1.45 lower than the previous day. The implied volatity was 17.95, the open interest changed by 5 which increased total open position to 174
On 19 Nov SUNPHARMA was trading at 1784.10. The strike last trading price was 9.1, which was 2.5 higher than the previous day. The implied volatity was 18.00, the open interest changed by 134 which increased total open position to 169
On 18 Nov SUNPHARMA was trading at 1758.80. The strike last trading price was 6.6, which was -1.05 lower than the previous day. The implied volatity was 18.72, the open interest changed by 2 which increased total open position to 34
On 17 Nov SUNPHARMA was trading at 1763.90. The strike last trading price was 7.75, which was 0.15 higher than the previous day. The implied volatity was 18.90, the open interest changed by 24 which increased total open position to 30
On 14 Nov SUNPHARMA was trading at 1757.10. The strike last trading price was 7.6, which was -0.25 lower than the previous day. The implied volatity was 18.92, the open interest changed by 3 which increased total open position to 3
| SUNPHARMA 30DEC2025 1920 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 1793.50 | 138.95 | 6.8 | - | 0 | 0 | 11 |
| 11 Dec | 1807.20 | 138.95 | 6.8 | - | 0 | 0 | 11 |
| 10 Dec | 1785.50 | 138.95 | 6.8 | - | 0 | 0 | 11 |
| 9 Dec | 1776.00 | 138.95 | 6.8 | - | 0 | 0 | 0 |
| 8 Dec | 1796.20 | 138.95 | 6.8 | - | 0 | 0 | 11 |
| 5 Dec | 1805.30 | 138.95 | 6.8 | - | 0 | 0 | 0 |
| 4 Dec | 1818.30 | 138.95 | 6.8 | - | 0 | 0 | 0 |
| 3 Dec | 1806.70 | 138.95 | 6.8 | - | 0 | 0 | 0 |
| 2 Dec | 1799.50 | 138.95 | 6.8 | - | 0 | 0 | 0 |
| 1 Dec | 1807.40 | 138.95 | 6.8 | - | 0 | 0 | 0 |
| 28 Nov | 1831.60 | 138.95 | 6.8 | - | 0 | 0 | 0 |
| 27 Nov | 1810.30 | 138.95 | 6.8 | - | 0 | 0 | 0 |
| 26 Nov | 1804.90 | 138.95 | 6.8 | - | 0 | 9 | 0 |
| 25 Nov | 1776.80 | 138.95 | 6.8 | 18.53 | 10 | 6 | 8 |
| 24 Nov | 1780.80 | 132.15 | 0.05 | - | 0 | 1 | 0 |
| 21 Nov | 1779.70 | 132.15 | 0.05 | 22.94 | 1 | 0 | 1 |
| 20 Nov | 1777.40 | 132.1 | -172.4 | - | 0 | 1 | 0 |
| 19 Nov | 1784.10 | 132.1 | -172.4 | 24.45 | 1 | 0 | 0 |
| 18 Nov | 1758.80 | 304.5 | 0 | - | 0 | 0 | 0 |
| 17 Nov | 1763.90 | 304.5 | 0 | - | 0 | 0 | 0 |
| 14 Nov | 1757.10 | 304.5 | 0 | - | 0 | 0 | 0 |
For Sun Pharmaceutical Ind L - strike price 1920 expiring on 30DEC2025
Delta for 1920 PE is -
Historical price for 1920 PE is as follows
On 12 Dec SUNPHARMA was trading at 1793.50. The strike last trading price was 138.95, which was 6.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 11 Dec SUNPHARMA was trading at 1807.20. The strike last trading price was 138.95, which was 6.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 10 Dec SUNPHARMA was trading at 1785.50. The strike last trading price was 138.95, which was 6.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 9 Dec SUNPHARMA was trading at 1776.00. The strike last trading price was 138.95, which was 6.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Dec SUNPHARMA was trading at 1796.20. The strike last trading price was 138.95, which was 6.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 5 Dec SUNPHARMA was trading at 1805.30. The strike last trading price was 138.95, which was 6.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec SUNPHARMA was trading at 1818.30. The strike last trading price was 138.95, which was 6.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec SUNPHARMA was trading at 1806.70. The strike last trading price was 138.95, which was 6.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec SUNPHARMA was trading at 1799.50. The strike last trading price was 138.95, which was 6.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Dec SUNPHARMA was trading at 1807.40. The strike last trading price was 138.95, which was 6.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov SUNPHARMA was trading at 1831.60. The strike last trading price was 138.95, which was 6.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Nov SUNPHARMA was trading at 1810.30. The strike last trading price was 138.95, which was 6.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov SUNPHARMA was trading at 1804.90. The strike last trading price was 138.95, which was 6.8 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 0
On 25 Nov SUNPHARMA was trading at 1776.80. The strike last trading price was 138.95, which was 6.8 higher than the previous day. The implied volatity was 18.53, the open interest changed by 6 which increased total open position to 8
On 24 Nov SUNPHARMA was trading at 1780.80. The strike last trading price was 132.15, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 21 Nov SUNPHARMA was trading at 1779.70. The strike last trading price was 132.15, which was 0.05 higher than the previous day. The implied volatity was 22.94, the open interest changed by 0 which decreased total open position to 1
On 20 Nov SUNPHARMA was trading at 1777.40. The strike last trading price was 132.1, which was -172.4 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 19 Nov SUNPHARMA was trading at 1784.10. The strike last trading price was 132.1, which was -172.4 lower than the previous day. The implied volatity was 24.45, the open interest changed by 0 which decreased total open position to 0
On 18 Nov SUNPHARMA was trading at 1758.80. The strike last trading price was 304.5, 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 Nov SUNPHARMA was trading at 1763.90. The strike last trading price was 304.5, 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 14 Nov SUNPHARMA was trading at 1757.10. The strike last trading price was 304.5, 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































































































































































































































