SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
22 Sep 2025 08:00 PM IST
| SUNPHARMA 30SEP2025 1440 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 1644.00 | 133.3 | -0.1 | 0.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 1656.00 | 133.3 | -0.1 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 1648.60 | 133.3 | -0.1 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 1616.60 | 133.3 | -0.1 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 1641.40 | 262.2 | 0 | - | 0 | 0 | 0 | |||||||||
For Sun Pharmaceutical Ind L - strike price 1440 expiring on 30SEP2025
Delta for 1440 CE is 0.00
Historical price for 1440 CE is as follows
On 22 Sept SUNPHARMA was trading at 1644.00. The strike last trading price was 133.3, which was -0.1 lower than the previous day. The implied volatity was 0.00, 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 133.3, which was -0.1 lower than the previous day. The implied volatity was 0.00, 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 133.3, which was -0.1 lower than the previous day. The implied volatity was 0.00, 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 133.3, which was -0.1 lower than the previous day. The implied volatity was 0.00, 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 262.2, 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 1440 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.05
Theta: -0.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1644.00 | 0.2 | 0 | 36.09 | 61 | -3 | 161 |
| 21 Sept | 1656.00 | 0.2 | -0.1 | 33.47 | 54 | -7 | 164 |
| 18 Sept | 1648.60 | 0.35 | -0.15 | 33.29 | 103 | -23 | 175 |
| 14 Sept | 1616.60 | 0.65 | -0.15 | 25.68 | 21 | -14 | 223 |
| 17 Aug | 1641.40 | 4.55 | 0 | 0.00 | 0 | 0 | 0 |
For Sun Pharmaceutical Ind L - strike price 1440 expiring on 30SEP2025
Delta for 1440 PE is -0.01
Historical price for 1440 PE is as follows
On 22 Sept SUNPHARMA was trading at 1644.00. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 36.09, the open interest changed by -3 which decreased total open position to 161
On 21 Sept SUNPHARMA was trading at 1656.00. The strike last trading price was 0.2, which was -0.1 lower than the previous day. The implied volatity was 33.47, the open interest changed by -7 which decreased total open position to 164
On 18 Sept SUNPHARMA was trading at 1648.60. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 33.29, the open interest changed by -23 which decreased total open position to 175
On 14 Sept SUNPHARMA was trading at 1616.60. The strike last trading price was 0.65, which was -0.15 lower than the previous day. The implied volatity was 25.68, the open interest changed by -14 which decreased total open position to 223
On 17 Aug SUNPHARMA was trading at 1641.40. The strike last trading price was 4.55, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
