[--[65.84.65.76]--]

SUNPHARMA

Sun Pharmaceutical Ind L
1793.5 -13.70 (-0.76%)
L: 1791 H: 1811.8

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Historical option data for SUNPHARMA

12 Dec 2025 04:10 PM IST
SUNPHARMA 30-DEC-2025 1920 CE
Delta: 0.05
Vega: 0.39
Theta: -0.20
Gamma: 0.00
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
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
Delta: -
Vega: -
Theta: -
Gamma: -
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