SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
12 Dec 2025 04:10 PM IST
| SUNPHARMA 30-DEC-2025 1940 CE | ||||||||||||||||
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Delta: 0.03
Vega: 0.30
Theta: -0.17
Gamma: 0.00
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| 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 | |||||||||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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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 | 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































































































































































































































