[--[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 2000 CE
Delta: 0.01
Vega: 0.14
Theta: -0.09
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 1793.50 0.4 -0.3 20.97 76 -15 364
11 Dec 1807.20 0.7 0.2 20.77 66 12 379
10 Dec 1785.50 0.5 0.15 20.98 62 -19 368
9 Dec 1776.00 0.35 -0.3 20.74 42 -11 387
8 Dec 1796.20 0.7 0.1 20.31 76 -59 398
5 Dec 1805.30 0.6 -0.15 17.61 46 -2 458
4 Dec 1818.30 0.7 -0.2 16.87 40 -9 460
3 Dec 1806.70 0.9 0 18.14 103 33 468
2 Dec 1799.50 0.9 -0.1 17.61 88 10 435
1 Dec 1807.40 1 -0.4 17.21 433 -41 425
28 Nov 1831.60 1.4 0.45 15.26 516 219 473
27 Nov 1810.30 0.85 -0.35 15.51 128 76 252
26 Nov 1804.90 1.2 -0.35 16.48 160 33 176
25 Nov 1776.80 1.5 -0.2 19.99 84 25 143
24 Nov 1780.80 1.7 -0.35 18.94 38 5 119
21 Nov 1779.70 2.05 -0.65 18.73 25 -1 114
20 Nov 1777.40 2.7 -0.75 19.94 54 18 115
19 Nov 1784.10 3.6 -0.1 20.06 334 99 99


For Sun Pharmaceutical Ind L - strike price 2000 expiring on 30DEC2025

Delta for 2000 CE is 0.01

Historical price for 2000 CE is as follows

On 12 Dec SUNPHARMA was trading at 1793.50. The strike last trading price was 0.4, which was -0.3 lower than the previous day. The implied volatity was 20.97, the open interest changed by -15 which decreased total open position to 364


On 11 Dec SUNPHARMA was trading at 1807.20. The strike last trading price was 0.7, which was 0.2 higher than the previous day. The implied volatity was 20.77, the open interest changed by 12 which increased total open position to 379


On 10 Dec SUNPHARMA was trading at 1785.50. The strike last trading price was 0.5, which was 0.15 higher than the previous day. The implied volatity was 20.98, the open interest changed by -19 which decreased total open position to 368


On 9 Dec SUNPHARMA was trading at 1776.00. The strike last trading price was 0.35, which was -0.3 lower than the previous day. The implied volatity was 20.74, the open interest changed by -11 which decreased total open position to 387


On 8 Dec SUNPHARMA was trading at 1796.20. The strike last trading price was 0.7, which was 0.1 higher than the previous day. The implied volatity was 20.31, the open interest changed by -59 which decreased total open position to 398


On 5 Dec SUNPHARMA was trading at 1805.30. The strike last trading price was 0.6, which was -0.15 lower than the previous day. The implied volatity was 17.61, the open interest changed by -2 which decreased total open position to 458


On 4 Dec SUNPHARMA was trading at 1818.30. The strike last trading price was 0.7, which was -0.2 lower than the previous day. The implied volatity was 16.87, the open interest changed by -9 which decreased total open position to 460


On 3 Dec SUNPHARMA was trading at 1806.70. The strike last trading price was 0.9, which was 0 lower than the previous day. The implied volatity was 18.14, the open interest changed by 33 which increased total open position to 468


On 2 Dec SUNPHARMA was trading at 1799.50. The strike last trading price was 0.9, which was -0.1 lower than the previous day. The implied volatity was 17.61, the open interest changed by 10 which increased total open position to 435


On 1 Dec SUNPHARMA was trading at 1807.40. The strike last trading price was 1, which was -0.4 lower than the previous day. The implied volatity was 17.21, the open interest changed by -41 which decreased total open position to 425


On 28 Nov SUNPHARMA was trading at 1831.60. The strike last trading price was 1.4, which was 0.45 higher than the previous day. The implied volatity was 15.26, the open interest changed by 219 which increased total open position to 473


On 27 Nov SUNPHARMA was trading at 1810.30. The strike last trading price was 0.85, which was -0.35 lower than the previous day. The implied volatity was 15.51, the open interest changed by 76 which increased total open position to 252


On 26 Nov SUNPHARMA was trading at 1804.90. The strike last trading price was 1.2, which was -0.35 lower than the previous day. The implied volatity was 16.48, the open interest changed by 33 which increased total open position to 176


On 25 Nov SUNPHARMA was trading at 1776.80. The strike last trading price was 1.5, which was -0.2 lower than the previous day. The implied volatity was 19.99, the open interest changed by 25 which increased total open position to 143


On 24 Nov SUNPHARMA was trading at 1780.80. The strike last trading price was 1.7, which was -0.35 lower than the previous day. The implied volatity was 18.94, the open interest changed by 5 which increased total open position to 119


On 21 Nov SUNPHARMA was trading at 1779.70. The strike last trading price was 2.05, which was -0.65 lower than the previous day. The implied volatity was 18.73, the open interest changed by -1 which decreased total open position to 114


On 20 Nov SUNPHARMA was trading at 1777.40. The strike last trading price was 2.7, which was -0.75 lower than the previous day. The implied volatity was 19.94, the open interest changed by 18 which increased total open position to 115


On 19 Nov SUNPHARMA was trading at 1784.10. The strike last trading price was 3.6, which was -0.1 lower than the previous day. The implied volatity was 20.06, the open interest changed by 99 which increased total open position to 99


SUNPHARMA 30DEC2025 2000 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 1793.50 379.1 0 - 0 0 0
11 Dec 1807.20 379.1 0 - 0 0 0
10 Dec 1785.50 379.1 0 - 0 0 0
9 Dec 1776.00 379.1 0 - 0 0 0
8 Dec 1796.20 379.1 0 - 0 0 0
5 Dec 1805.30 379.1 0 - 0 0 0
4 Dec 1818.30 379.1 0 - 0 0 0
3 Dec 1806.70 379.1 0 - 0 0 0
2 Dec 1799.50 379.1 0 - 0 0 0
1 Dec 1807.40 379.1 0 - 0 0 0
28 Nov 1831.60 379.1 0 - 0 0 0
27 Nov 1810.30 379.1 0 - 0 0 0
26 Nov 1804.90 379.1 0 - 0 0 0
25 Nov 1776.80 379.1 0 - 0 0 0
24 Nov 1780.80 379.1 0 - 0 0 0
21 Nov 1779.70 379.1 0 - 0 0 0
20 Nov 1777.40 379.1 0 - 0 0 0
19 Nov 1784.10 379.1 0 - 0 0 0


For Sun Pharmaceutical Ind L - strike price 2000 expiring on 30DEC2025

Delta for 2000 PE is -

Historical price for 2000 PE is as follows

On 12 Dec SUNPHARMA was trading at 1793.50. The strike last trading price was 379.1, 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 11 Dec SUNPHARMA was trading at 1807.20. The strike last trading price was 379.1, 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 10 Dec SUNPHARMA was trading at 1785.50. The strike last trading price was 379.1, 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 9 Dec SUNPHARMA was trading at 1776.00. The strike last trading price was 379.1, 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 8 Dec SUNPHARMA was trading at 1796.20. The strike last trading price was 379.1, 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 5 Dec SUNPHARMA was trading at 1805.30. The strike last trading price was 379.1, 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 4 Dec SUNPHARMA was trading at 1818.30. The strike last trading price was 379.1, 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 3 Dec SUNPHARMA was trading at 1806.70. The strike last trading price was 379.1, 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 2 Dec SUNPHARMA was trading at 1799.50. The strike last trading price was 379.1, 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 1 Dec SUNPHARMA was trading at 1807.40. The strike last trading price was 379.1, 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 28 Nov SUNPHARMA was trading at 1831.60. The strike last trading price was 379.1, 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 27 Nov SUNPHARMA was trading at 1810.30. The strike last trading price was 379.1, 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 26 Nov SUNPHARMA was trading at 1804.90. The strike last trading price was 379.1, 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 25 Nov SUNPHARMA was trading at 1776.80. The strike last trading price was 379.1, 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 24 Nov SUNPHARMA was trading at 1780.80. The strike last trading price was 379.1, 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 379.1, 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 379.1, 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 379.1, 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