SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
12 Dec 2025 04:10 PM IST
| SUNPHARMA 30-DEC-2025 1960 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.22
Theta: -0.13
Gamma: 0.00
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| 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 | |||||||||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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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 | 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































































































































































































































