SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
22 Sep 2025 08:00 PM IST
| SUNPHARMA 30SEP2025 1480 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 | 129.85 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 1656.00 | 129.85 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 1648.60 | 129.85 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 1616.60 | 132.9 | -0.35 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 1641.40 | 228.1 | 0 | - | 0 | 0 | 0 | |||||||||
For Sun Pharmaceutical Ind L - strike price 1480 expiring on 30SEP2025
Delta for 1480 CE is 0.00
Historical price for 1480 CE is as follows
On 22 Sept SUNPHARMA was trading at 1644.00. The strike last trading price was 129.85, 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
On 21 Sept SUNPHARMA was trading at 1656.00. The strike last trading price was 129.85, 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
On 18 Sept SUNPHARMA was trading at 1648.60. The strike last trading price was 129.85, 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
On 14 Sept SUNPHARMA was trading at 1616.60. The strike last trading price was 132.9, which was -0.35 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 228.1, 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 1480 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.10
Theta: -0.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1644.00 | 0.5 | 0.1 | 33.12 | 26 | 8 | 229 |
| 21 Sept | 1656.00 | 0.4 | -0.1 | 30.47 | 34 | -10 | 222 |
| 18 Sept | 1648.60 | 0.5 | -0.45 | 28.91 | 177 | 76 | 234 |
| 14 Sept | 1616.60 | 1.25 | -0.55 | 22.90 | 103 | -29 | 152 |
| 17 Aug | 1641.40 | 11.5 | 0 | 0.00 | 0 | 0 | 0 |
For Sun Pharmaceutical Ind L - strike price 1480 expiring on 30SEP2025
Delta for 1480 PE is -0.02
Historical price for 1480 PE is as follows
On 22 Sept SUNPHARMA was trading at 1644.00. The strike last trading price was 0.5, which was 0.1 higher than the previous day. The implied volatity was 33.12, the open interest changed by 8 which increased total open position to 229
On 21 Sept SUNPHARMA was trading at 1656.00. The strike last trading price was 0.4, which was -0.1 lower than the previous day. The implied volatity was 30.47, the open interest changed by -10 which decreased total open position to 222
On 18 Sept SUNPHARMA was trading at 1648.60. The strike last trading price was 0.5, which was -0.45 lower than the previous day. The implied volatity was 28.91, the open interest changed by 76 which increased total open position to 234
On 14 Sept SUNPHARMA was trading at 1616.60. The strike last trading price was 1.25, which was -0.55 lower than the previous day. The implied volatity was 22.90, the open interest changed by -29 which decreased total open position to 152
On 17 Aug SUNPHARMA was trading at 1641.40. The strike last trading price was 11.5, 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
