[--[65.84.65.76]--]

SUNPHARMA

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

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Historical option data for SUNPHARMA

12 Dec 2025 04:10 PM IST
SUNPHARMA 30-DEC-2025 2040 CE
Delta: 0.01
Vega: 0.13
Theta: -0.09
Gamma: 0.00
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
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
Delta: -
Vega: -
Theta: -
Gamma: -
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