SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
12 Dec 2025 04:10 PM IST
| SUNPHARMA 30-DEC-2025 2040 CE | ||||||||||||||||
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Delta: 0.01
Vega: 0.13
Theta: -0.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 1793.50 | 0.4 | -0.05 | 24.37 | 7 | 0 | 62 | |||||||||
| 11 Dec | 1807.20 | 0.45 | -0.15 | - | 0 | 0 | 62 | |||||||||
| 10 Dec | 1785.50 | 0.45 | -0.15 | 23.98 | 10 | -9 | 62 | |||||||||
| 9 Dec | 1776.00 | 0.6 | 0.25 | 25.58 | 16 | 0 | 74 | |||||||||
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| 8 Dec | 1796.20 | 0.35 | -0.25 | 21.34 | 5 | -1 | 76 | |||||||||
| 5 Dec | 1805.30 | 0.6 | -0.05 | 20.64 | 1 | 0 | 77 | |||||||||
| 2 Dec | 1799.50 | 0.65 | -0.05 | 19.62 | 4 | -2 | 77 | |||||||||
| 1 Dec | 1807.40 | 0.65 | -0.15 | 18.91 | 76 | 40 | 63 | |||||||||
| 28 Nov | 1831.60 | 0.85 | 0.55 | 16.92 | 38 | 20 | 22 | |||||||||
For Sun Pharmaceutical Ind L - strike price 2040 expiring on 30DEC2025
Delta for 2040 CE is 0.01
Historical price for 2040 CE is as follows
On 12 Dec SUNPHARMA was trading at 1793.50. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 24.37, the open interest changed by 0 which decreased total open position to 62
On 11 Dec SUNPHARMA was trading at 1807.20. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 62
On 10 Dec SUNPHARMA was trading at 1785.50. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 23.98, the open interest changed by -9 which decreased total open position to 62
On 9 Dec SUNPHARMA was trading at 1776.00. The strike last trading price was 0.6, which was 0.25 higher than the previous day. The implied volatity was 25.58, the open interest changed by 0 which decreased total open position to 74
On 8 Dec SUNPHARMA was trading at 1796.20. The strike last trading price was 0.35, which was -0.25 lower than the previous day. The implied volatity was 21.34, the open interest changed by -1 which decreased total open position to 76
On 5 Dec SUNPHARMA was trading at 1805.30. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 20.64, the open interest changed by 0 which decreased total open position to 77
On 2 Dec SUNPHARMA was trading at 1799.50. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was 19.62, the open interest changed by -2 which decreased total open position to 77
On 1 Dec SUNPHARMA was trading at 1807.40. The strike last trading price was 0.65, which was -0.15 lower than the previous day. The implied volatity was 18.91, the open interest changed by 40 which increased total open position to 63
On 28 Nov SUNPHARMA was trading at 1831.60. The strike last trading price was 0.85, which was 0.55 higher than the previous day. The implied volatity was 16.92, the open interest changed by 20 which increased total open position to 22
| SUNPHARMA 30DEC2025 2040 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 | 417.3 | 0 | - | 0 | 0 | 0 |
| 11 Dec | 1807.20 | 417.3 | 0 | - | 0 | 0 | 0 |
| 10 Dec | 1785.50 | 417.3 | 0 | - | 0 | 0 | 0 |
| 9 Dec | 1776.00 | 417.3 | 0 | - | 0 | 0 | 0 |
| 8 Dec | 1796.20 | 417.3 | 0 | - | 0 | 0 | 0 |
| 5 Dec | 1805.30 | 417.3 | 0 | - | 0 | 0 | 0 |
| 2 Dec | 1799.50 | 417.3 | 0 | - | 0 | 0 | 0 |
| 1 Dec | 1807.40 | 417.3 | 0 | - | 0 | 0 | 0 |
| 28 Nov | 1831.60 | 417.3 | 0 | - | 0 | 0 | 0 |
For Sun Pharmaceutical Ind L - strike price 2040 expiring on 30DEC2025
Delta for 2040 PE is -
Historical price for 2040 PE is as follows
On 12 Dec SUNPHARMA was trading at 1793.50. The strike last trading price was 417.3, 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 417.3, 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 417.3, 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 417.3, 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 417.3, 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 417.3, 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 417.3, 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 417.3, 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 417.3, 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































































































































































































































