[--[65.84.65.76]--]

SUNPHARMA

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

Back to Option Chain


Historical option data for SUNPHARMA

12 Dec 2025 04:10 PM IST
SUNPHARMA 30-DEC-2025 1960 CE
Delta: 0.02
Vega: 0.22
Theta: -0.13
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 1793.50 0.65 -0.2 18.73 117 -19 766
11 Dec 1807.20 0.85 0.1 17.62 13 0 785
10 Dec 1785.50 0.7 -0.1 18.77 66 0 785
9 Dec 1776.00 0.8 -0.1 19.77 137 19 790
8 Dec 1796.20 0.9 -0.25 17.60 34 2 771
5 Dec 1805.30 1.15 -0.2 16.30 23 0 765
4 Dec 1818.30 1.35 -0.15 15.37 29 -6 765
3 Dec 1806.70 1.5 -0.25 16.39 96 -25 771
2 Dec 1799.50 1.8 0.15 16.45 81 -4 796
1 Dec 1807.40 1.7 -1.3 15.54 271 7 800
28 Nov 1831.60 3 1.2 14.29 268 10 793
27 Nov 1810.30 1.85 -0.3 14.60 357 142 785
26 Nov 1804.90 2.2 -0.25 15.24 644 517 633
25 Nov 1776.80 2.3 -0.45 18.54 52 35 116
24 Nov 1780.80 2.75 -0.6 17.64 8 1 81
21 Nov 1779.70 3.35 -0.95 17.52 26 1 80
20 Nov 1777.40 4.35 -1 18.93 105 25 80
19 Nov 1784.10 5.55 0.15 18.92 300 56 56


For Sun Pharmaceutical Ind L - strike price 1960 expiring on 30DEC2025

Delta for 1960 CE is 0.02

Historical price for 1960 CE is as follows

On 12 Dec SUNPHARMA was trading at 1793.50. The strike last trading price was 0.65, which was -0.2 lower than the previous day. The implied volatity was 18.73, the open interest changed by -19 which decreased total open position to 766


On 11 Dec SUNPHARMA was trading at 1807.20. The strike last trading price was 0.85, which was 0.1 higher than the previous day. The implied volatity was 17.62, the open interest changed by 0 which decreased total open position to 785


On 10 Dec SUNPHARMA was trading at 1785.50. The strike last trading price was 0.7, which was -0.1 lower than the previous day. The implied volatity was 18.77, the open interest changed by 0 which decreased total open position to 785


On 9 Dec SUNPHARMA was trading at 1776.00. The strike last trading price was 0.8, which was -0.1 lower than the previous day. The implied volatity was 19.77, the open interest changed by 19 which increased total open position to 790


On 8 Dec SUNPHARMA was trading at 1796.20. The strike last trading price was 0.9, which was -0.25 lower than the previous day. The implied volatity was 17.60, the open interest changed by 2 which increased total open position to 771


On 5 Dec SUNPHARMA was trading at 1805.30. The strike last trading price was 1.15, which was -0.2 lower than the previous day. The implied volatity was 16.30, the open interest changed by 0 which decreased total open position to 765


On 4 Dec SUNPHARMA was trading at 1818.30. The strike last trading price was 1.35, which was -0.15 lower than the previous day. The implied volatity was 15.37, the open interest changed by -6 which decreased total open position to 765


On 3 Dec SUNPHARMA was trading at 1806.70. The strike last trading price was 1.5, which was -0.25 lower than the previous day. The implied volatity was 16.39, the open interest changed by -25 which decreased total open position to 771


On 2 Dec SUNPHARMA was trading at 1799.50. The strike last trading price was 1.8, which was 0.15 higher than the previous day. The implied volatity was 16.45, the open interest changed by -4 which decreased total open position to 796


On 1 Dec SUNPHARMA was trading at 1807.40. The strike last trading price was 1.7, which was -1.3 lower than the previous day. The implied volatity was 15.54, the open interest changed by 7 which increased total open position to 800


On 28 Nov SUNPHARMA was trading at 1831.60. The strike last trading price was 3, which was 1.2 higher than the previous day. The implied volatity was 14.29, the open interest changed by 10 which increased total open position to 793


On 27 Nov SUNPHARMA was trading at 1810.30. The strike last trading price was 1.85, which was -0.3 lower than the previous day. The implied volatity was 14.60, the open interest changed by 142 which increased total open position to 785


On 26 Nov SUNPHARMA was trading at 1804.90. The strike last trading price was 2.2, which was -0.25 lower than the previous day. The implied volatity was 15.24, the open interest changed by 517 which increased total open position to 633


On 25 Nov SUNPHARMA was trading at 1776.80. The strike last trading price was 2.3, which was -0.45 lower than the previous day. The implied volatity was 18.54, the open interest changed by 35 which increased total open position to 116


On 24 Nov SUNPHARMA was trading at 1780.80. The strike last trading price was 2.75, which was -0.6 lower than the previous day. The implied volatity was 17.64, the open interest changed by 1 which increased total open position to 81


On 21 Nov SUNPHARMA was trading at 1779.70. The strike last trading price was 3.35, which was -0.95 lower than the previous day. The implied volatity was 17.52, the open interest changed by 1 which increased total open position to 80


On 20 Nov SUNPHARMA was trading at 1777.40. The strike last trading price was 4.35, which was -1 lower than the previous day. The implied volatity was 18.93, the open interest changed by 25 which increased total open position to 80


On 19 Nov SUNPHARMA was trading at 1784.10. The strike last trading price was 5.55, which was 0.15 higher than the previous day. The implied volatity was 18.92, the open interest changed by 56 which increased total open position to 56


SUNPHARMA 30DEC2025 1960 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 1793.50 149.15 -19.55 - 0 0 6
11 Dec 1807.20 149.15 -19.55 - 0 0 6
10 Dec 1785.50 149.15 -19.55 - 0 0 6
9 Dec 1776.00 149.15 -19.55 - 0 0 0
8 Dec 1796.20 149.15 -19.55 - 0 0 6
5 Dec 1805.30 149.15 -19.55 - 0 0 0
4 Dec 1818.30 149.15 -19.55 - 0 5 0
3 Dec 1806.70 149.15 -19.55 23.25 11 6 7
2 Dec 1799.50 168.7 -172.75 - 0 0 0
1 Dec 1807.40 168.7 -172.75 - 0 0 0
28 Nov 1831.60 168.7 -172.75 - 0 0 0
27 Nov 1810.30 168.7 -172.75 - 0 0 0
26 Nov 1804.90 168.7 -172.75 - 0 1 0
25 Nov 1776.80 168.7 -172.75 - 1 0 0
24 Nov 1780.80 341.45 0 - 0 0 0
21 Nov 1779.70 341.45 0 - 0 0 0
20 Nov 1777.40 341.45 0 - 0 0 0
19 Nov 1784.10 341.45 0 - 0 0 0


For Sun Pharmaceutical Ind L - strike price 1960 expiring on 30DEC2025

Delta for 1960 PE is -

Historical price for 1960 PE is as follows

On 12 Dec SUNPHARMA was trading at 1793.50. The strike last trading price was 149.15, which was -19.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6


On 11 Dec SUNPHARMA was trading at 1807.20. The strike last trading price was 149.15, which was -19.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6


On 10 Dec SUNPHARMA was trading at 1785.50. The strike last trading price was 149.15, which was -19.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6


On 9 Dec SUNPHARMA was trading at 1776.00. The strike last trading price was 149.15, which was -19.55 lower 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 149.15, which was -19.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6


On 5 Dec SUNPHARMA was trading at 1805.30. The strike last trading price was 149.15, which was -19.55 lower 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 149.15, which was -19.55 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0


On 3 Dec SUNPHARMA was trading at 1806.70. The strike last trading price was 149.15, which was -19.55 lower than the previous day. The implied volatity was 23.25, the open interest changed by 6 which increased total open position to 7


On 2 Dec SUNPHARMA was trading at 1799.50. The strike last trading price was 168.7, which was -172.75 lower 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 168.7, which was -172.75 lower 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 168.7, which was -172.75 lower 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 168.7, which was -172.75 lower 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 168.7, which was -172.75 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 25 Nov SUNPHARMA was trading at 1776.80. The strike last trading price was 168.7, which was -172.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Nov SUNPHARMA was trading at 1780.80. The strike last trading price was 341.45, 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 341.45, 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 341.45, 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 19 Nov SUNPHARMA was trading at 1784.10. The strike last trading price was 341.45, 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