SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
22 Sep 2025 08:00 PM IST
| SUNPHARMA 30SEP2025 1460 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 | |||||||||
| 22 Sept | 1644.00 | 115.3 | 0.4 | 0.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 1656.00 | 115.3 | 0.4 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 1648.60 | 115.3 | 0.4 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 1616.60 | 115.3 | 0.4 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 1641.40 | 264.5 | 0 | - | 0 | 0 | 0 | |||||||||
For Sun Pharmaceutical Ind L - strike price 1460 expiring on 30SEP2025
Delta for 1460 CE is 0.00
Historical price for 1460 CE is as follows
On 22 Sept SUNPHARMA was trading at 1644.00. The strike last trading price was 115.3, which was 0.4 higher 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 115.3, which was 0.4 higher 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 115.3, which was 0.4 higher 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 115.3, which was 0.4 higher 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 264.5, 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 1460 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.06
Theta: -0.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1644.00 | 0.25 | -0.15 | 33.58 | 2 | 0 | 118 |
| 21 Sept | 1656.00 | 0.4 | -0.05 | 33.41 | 72 | -26 | 116 |
| 18 Sept | 1648.60 | 0.4 | -0.25 | 30.97 | 78 | -42 | 144 |
| 14 Sept | 1616.60 | 0.9 | -0.3 | 24.31 | 103 | 29 | 255 |
| 17 Aug | 1641.40 | 10.5 | -0.6 | 0.00 | 0 | 0 | 0 |
For Sun Pharmaceutical Ind L - strike price 1460 expiring on 30SEP2025
Delta for 1460 PE is -0.01
Historical price for 1460 PE is as follows
On 22 Sept SUNPHARMA was trading at 1644.00. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 33.58, the open interest changed by 0 which decreased total open position to 118
On 21 Sept SUNPHARMA was trading at 1656.00. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 33.41, the open interest changed by -26 which decreased total open position to 116
On 18 Sept SUNPHARMA was trading at 1648.60. The strike last trading price was 0.4, which was -0.25 lower than the previous day. The implied volatity was 30.97, the open interest changed by -42 which decreased total open position to 144
On 14 Sept SUNPHARMA was trading at 1616.60. The strike last trading price was 0.9, which was -0.3 lower than the previous day. The implied volatity was 24.31, the open interest changed by 29 which increased total open position to 255
On 17 Aug SUNPHARMA was trading at 1641.40. The strike last trading price was 10.5, which was -0.6 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
