SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
22 Sep 2025 08:00 PM IST
| SUNPHARMA 30SEP2025 1360 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1644.00 | 334.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Sept | 1656.00 | 334.85 | 0 | - | 0 | 0 | 0 | |||||||||
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| 18 Sept | 1648.60 | 334.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Sept | 1616.60 | 334.85 | 0 | - | 0 | 0 | 0 | |||||||||
For Sun Pharmaceutical Ind L - strike price 1360 expiring on 30SEP2025
Delta for 1360 CE is -
Historical price for 1360 CE is as follows
On 22 Sept SUNPHARMA was trading at 1644.00. The strike last trading price was 334.85, 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 Sept SUNPHARMA was trading at 1656.00. The strike last trading price was 334.85, 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 18 Sept SUNPHARMA was trading at 1648.60. The strike last trading price was 334.85, 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 14 Sept SUNPHARMA was trading at 1616.60. The strike last trading price was 334.85, 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
| SUNPHARMA 30SEP2025 1360 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.00
Vega: 0.02
Theta: -0.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1644.00 | 0.1 | 0 | 46.43 | 1 | 0 | 140 |
| 21 Sept | 1656.00 | 0.1 | 0 | 42.20 | 4 | 1 | 139 |
| 18 Sept | 1648.60 | 0.1 | 0 | 39.37 | 2 | 0 | 141 |
| 14 Sept | 1616.60 | 0.15 | -0.1 | 30.68 | 4 | -2 | 142 |
For Sun Pharmaceutical Ind L - strike price 1360 expiring on 30SEP2025
Delta for 1360 PE is -0.00
Historical price for 1360 PE is as follows
On 22 Sept SUNPHARMA was trading at 1644.00. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 46.43, the open interest changed by 0 which decreased total open position to 140
On 21 Sept SUNPHARMA was trading at 1656.00. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 42.20, the open interest changed by 1 which increased total open position to 139
On 18 Sept SUNPHARMA was trading at 1648.60. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 39.37, the open interest changed by 0 which decreased total open position to 141
On 14 Sept SUNPHARMA was trading at 1616.60. The strike last trading price was 0.15, which was -0.1 lower than the previous day. The implied volatity was 30.68, the open interest changed by -2 which decreased total open position to 142
