[--[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 1940 CE
Delta: 0.03
Vega: 0.30
Theta: -0.17
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 1793.50 0.95 0.15 17.90 55 -14 249
11 Dec 1807.20 0.8 -0.1 15.48 2 0 263
10 Dec 1785.50 0.75 -0.2 17.11 35 -8 264
9 Dec 1776.00 0.95 -0.25 18.48 57 0 270
8 Dec 1796.20 1.2 -0.5 16.61 46 -14 271
5 Dec 1805.30 1.7 -0.6 15.46 61 -6 287
4 Dec 1818.30 2.3 0.05 15.19 91 28 292
3 Dec 1806.70 2.2 -0.2 15.83 84 7 263
2 Dec 1799.50 2.45 -0.45 15.68 86 2 255
1 Dec 1807.40 2.75 -1.95 15.34 282 42 251
28 Nov 1831.60 4.9 2.1 14.23 319 44 209
27 Nov 1810.30 2.95 -0.3 14.38 194 2 158
26 Nov 1804.90 3.25 0.15 14.87 291 94 158
25 Nov 1776.80 2.95 -0.6 17.88 71 20 64
24 Nov 1780.80 3.6 -0.5 17.03 12 2 43
21 Nov 1779.70 4.05 -1.5 16.62 30 8 39
20 Nov 1777.40 5.55 -2.7 18.41 50 30 30
19 Nov 1784.10 0 0 - 0 -50.286 0


For Sun Pharmaceutical Ind L - strike price 1940 expiring on 30DEC2025

Delta for 1940 CE is 0.03

Historical price for 1940 CE is as follows

On 12 Dec SUNPHARMA was trading at 1793.50. The strike last trading price was 0.95, which was 0.15 higher than the previous day. The implied volatity was 17.90, the open interest changed by -14 which decreased total open position to 249


On 11 Dec SUNPHARMA was trading at 1807.20. The strike last trading price was 0.8, which was -0.1 lower than the previous day. The implied volatity was 15.48, the open interest changed by 0 which decreased total open position to 263


On 10 Dec SUNPHARMA was trading at 1785.50. The strike last trading price was 0.75, which was -0.2 lower than the previous day. The implied volatity was 17.11, the open interest changed by -8 which decreased total open position to 264


On 9 Dec SUNPHARMA was trading at 1776.00. The strike last trading price was 0.95, which was -0.25 lower than the previous day. The implied volatity was 18.48, the open interest changed by 0 which decreased total open position to 270


On 8 Dec SUNPHARMA was trading at 1796.20. The strike last trading price was 1.2, which was -0.5 lower than the previous day. The implied volatity was 16.61, the open interest changed by -14 which decreased total open position to 271


On 5 Dec SUNPHARMA was trading at 1805.30. The strike last trading price was 1.7, which was -0.6 lower than the previous day. The implied volatity was 15.46, the open interest changed by -6 which decreased total open position to 287


On 4 Dec SUNPHARMA was trading at 1818.30. The strike last trading price was 2.3, which was 0.05 higher than the previous day. The implied volatity was 15.19, the open interest changed by 28 which increased total open position to 292


On 3 Dec SUNPHARMA was trading at 1806.70. The strike last trading price was 2.2, which was -0.2 lower than the previous day. The implied volatity was 15.83, the open interest changed by 7 which increased total open position to 263


On 2 Dec SUNPHARMA was trading at 1799.50. The strike last trading price was 2.45, which was -0.45 lower than the previous day. The implied volatity was 15.68, the open interest changed by 2 which increased total open position to 255


On 1 Dec SUNPHARMA was trading at 1807.40. The strike last trading price was 2.75, which was -1.95 lower than the previous day. The implied volatity was 15.34, the open interest changed by 42 which increased total open position to 251


On 28 Nov SUNPHARMA was trading at 1831.60. The strike last trading price was 4.9, which was 2.1 higher than the previous day. The implied volatity was 14.23, the open interest changed by 44 which increased total open position to 209


On 27 Nov SUNPHARMA was trading at 1810.30. The strike last trading price was 2.95, which was -0.3 lower than the previous day. The implied volatity was 14.38, the open interest changed by 2 which increased total open position to 158


On 26 Nov SUNPHARMA was trading at 1804.90. The strike last trading price was 3.25, which was 0.15 higher than the previous day. The implied volatity was 14.87, the open interest changed by 94 which increased total open position to 158


On 25 Nov SUNPHARMA was trading at 1776.80. The strike last trading price was 2.95, which was -0.6 lower than the previous day. The implied volatity was 17.88, the open interest changed by 20 which increased total open position to 64


On 24 Nov SUNPHARMA was trading at 1780.80. The strike last trading price was 3.6, which was -0.5 lower than the previous day. The implied volatity was 17.03, the open interest changed by 2 which increased total open position to 43


On 21 Nov SUNPHARMA was trading at 1779.70. The strike last trading price was 4.05, which was -1.5 lower than the previous day. The implied volatity was 16.62, the open interest changed by 8 which increased total open position to 39


On 20 Nov SUNPHARMA was trading at 1777.40. The strike last trading price was 5.55, which was -2.7 lower than the previous day. The implied volatity was 18.41, the open interest changed by 30 which increased total open position to 30


On 19 Nov SUNPHARMA was trading at 1784.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -50.285714285714285 which decreased total open position to 0


SUNPHARMA 30DEC2025 1940 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 1793.50 129.5 24.9 - 0 0 77
11 Dec 1807.20 129.5 24.9 - 0 0 77
10 Dec 1785.50 129.5 24.9 - 0 0 77
9 Dec 1776.00 129.5 24.9 - 0 0 0
8 Dec 1796.20 129.5 24.9 - 0 0 77
5 Dec 1805.30 129.5 24.9 - 0 0 0
4 Dec 1818.30 129.5 24.9 - 0 0 0
3 Dec 1806.70 129.5 24.9 - 0 0 0
2 Dec 1799.50 129.5 24.9 22.65 1 0 77
1 Dec 1807.40 103.85 -20.25 - 0 16 0
28 Nov 1831.60 103.85 -20.25 19.92 36 18 79
27 Nov 1810.30 123.45 -5.45 20.88 50 32 60
26 Nov 1804.90 128.65 -29.5 22.19 27 13 25
25 Nov 1776.80 158.15 -82.75 19.73 12 8 8
24 Nov 1780.80 240.9 0 - 0 0 0
21 Nov 1779.70 240.9 0 - 0 0 0
20 Nov 1777.40 240.9 0 - 0 144 0
19 Nov 1784.10 0 0 - 0 144 0


For Sun Pharmaceutical Ind L - strike price 1940 expiring on 30DEC2025

Delta for 1940 PE is -

Historical price for 1940 PE is as follows

On 12 Dec SUNPHARMA was trading at 1793.50. The strike last trading price was 129.5, which was 24.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 77


On 11 Dec SUNPHARMA was trading at 1807.20. The strike last trading price was 129.5, which was 24.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 77


On 10 Dec SUNPHARMA was trading at 1785.50. The strike last trading price was 129.5, which was 24.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 77


On 9 Dec SUNPHARMA was trading at 1776.00. The strike last trading price was 129.5, which was 24.9 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 129.5, which was 24.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 77


On 5 Dec SUNPHARMA was trading at 1805.30. The strike last trading price was 129.5, which was 24.9 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 129.5, which was 24.9 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 129.5, which was 24.9 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 129.5, which was 24.9 higher than the previous day. The implied volatity was 22.65, the open interest changed by 0 which decreased total open position to 77


On 1 Dec SUNPHARMA was trading at 1807.40. The strike last trading price was 103.85, which was -20.25 lower than the previous day. The implied volatity was -, the open interest changed by 16 which increased total open position to 0


On 28 Nov SUNPHARMA was trading at 1831.60. The strike last trading price was 103.85, which was -20.25 lower than the previous day. The implied volatity was 19.92, the open interest changed by 18 which increased total open position to 79


On 27 Nov SUNPHARMA was trading at 1810.30. The strike last trading price was 123.45, which was -5.45 lower than the previous day. The implied volatity was 20.88, the open interest changed by 32 which increased total open position to 60


On 26 Nov SUNPHARMA was trading at 1804.90. The strike last trading price was 128.65, which was -29.5 lower than the previous day. The implied volatity was 22.19, the open interest changed by 13 which increased total open position to 25


On 25 Nov SUNPHARMA was trading at 1776.80. The strike last trading price was 158.15, which was -82.75 lower than the previous day. The implied volatity was 19.73, the open interest changed by 8 which increased total open position to 8


On 24 Nov SUNPHARMA was trading at 1780.80. The strike last trading price was 240.9, 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 21 Nov SUNPHARMA was trading at 1779.70. The strike last trading price was 240.9, 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 20 Nov SUNPHARMA was trading at 1777.40. The strike last trading price was 240.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 144 which increased total open position to 0


On 19 Nov SUNPHARMA was trading at 1784.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 144 which increased total open position to 0