SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
22 Sep 2025 08:00 PM IST
| SUNPHARMA 30SEP2025 1400 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 | 297.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Sept | 1656.00 | 297.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Sept | 1648.60 | 297.9 | 0 | - | 0 | 0 | 0 | |||||||||
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| 14 Sept | 1616.60 | 297.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Aug | 1641.40 | 297.9 | 0 | - | 0 | 0 | 0 | |||||||||
For Sun Pharmaceutical Ind L - strike price 1400 expiring on 30SEP2025
Delta for 1400 CE is -
Historical price for 1400 CE is as follows
On 22 Sept SUNPHARMA was trading at 1644.00. The strike last trading price was 297.9, 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 297.9, 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 297.9, 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 297.9, 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 17 Aug SUNPHARMA was trading at 1641.40. The strike last trading price was 297.9, 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 1400 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 | 39.86 | 46 | 0 | 1,621 |
| 21 Sept | 1656.00 | 0.1 | 0 | 36.49 | 70 | 3 | 1,623 |
| 18 Sept | 1648.60 | 0.1 | -0.1 | 34.02 | 211 | -117 | 1,625 |
| 14 Sept | 1616.60 | 0.25 | -0.1 | 27.23 | 315 | -1 | 1,752 |
| 17 Aug | 1641.40 | 4.1 | 1.1 | 30.27 | 2 | 1 | 27 |
For Sun Pharmaceutical Ind L - strike price 1400 expiring on 30SEP2025
Delta for 1400 PE is -0.00
Historical price for 1400 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 39.86, the open interest changed by 0 which decreased total open position to 1621
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 36.49, the open interest changed by 3 which increased total open position to 1623
On 18 Sept SUNPHARMA was trading at 1648.60. The strike last trading price was 0.1, which was -0.1 lower than the previous day. The implied volatity was 34.02, the open interest changed by -117 which decreased total open position to 1625
On 14 Sept SUNPHARMA was trading at 1616.60. The strike last trading price was 0.25, which was -0.1 lower than the previous day. The implied volatity was 27.23, the open interest changed by -1 which decreased total open position to 1752
On 17 Aug SUNPHARMA was trading at 1641.40. The strike last trading price was 4.1, which was 1.1 higher than the previous day. The implied volatity was 30.27, the open interest changed by 1 which increased total open position to 27
