SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
22 Sep 2025 08:00 PM IST
| SUNPHARMA 30SEP2025 1500 CE | ||||||||||||||||
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Delta: 0.96
Vega: 0.19
Theta: -0.80
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1644.00 | 141 | -20.2 | 34.08 | 22 | -10 | 109 | |||||||||
| 21 Sept | 1656.00 | 159.4 | 6.05 | - | 43 | -20 | 120 | |||||||||
| 18 Sept | 1648.60 | 152.2 | 27.85 | - | 35 | -2 | 141 | |||||||||
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| 14 Sept | 1616.60 | 118.05 | 3.3 | 16.92 | 68 | 4 | 102 | |||||||||
| 17 Aug | 1641.40 | 227.55 | 0 | - | 0 | 0 | 0 | |||||||||
For Sun Pharmaceutical Ind L - strike price 1500 expiring on 30SEP2025
Delta for 1500 CE is 0.96
Historical price for 1500 CE is as follows
On 22 Sept SUNPHARMA was trading at 1644.00. The strike last trading price was 141, which was -20.2 lower than the previous day. The implied volatity was 34.08, the open interest changed by -10 which decreased total open position to 109
On 21 Sept SUNPHARMA was trading at 1656.00. The strike last trading price was 159.4, which was 6.05 higher than the previous day. The implied volatity was -, the open interest changed by -20 which decreased total open position to 120
On 18 Sept SUNPHARMA was trading at 1648.60. The strike last trading price was 152.2, which was 27.85 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 141
On 14 Sept SUNPHARMA was trading at 1616.60. The strike last trading price was 118.05, which was 3.3 higher than the previous day. The implied volatity was 16.92, the open interest changed by 4 which increased total open position to 102
On 17 Aug SUNPHARMA was trading at 1641.40. The strike last trading price was 227.55, 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 1500 PE | |||||||
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Delta: -0.03
Vega: 0.16
Theta: -0.31
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1644.00 | 0.9 | 0.2 | 32.30 | 75 | -18 | 872 |
| 21 Sept | 1656.00 | 0.7 | -0.2 | 29.79 | 735 | -517 | 890 |
| 18 Sept | 1648.60 | 0.9 | -0.35 | 28.40 | 430 | -184 | 1,407 |
| 14 Sept | 1616.60 | 2 | -0.75 | 22.08 | 360 | -24 | 1,655 |
| 17 Aug | 1641.40 | 9.25 | 2 | 25.17 | 9 | -3 | 58 |
For Sun Pharmaceutical Ind L - strike price 1500 expiring on 30SEP2025
Delta for 1500 PE is -0.03
Historical price for 1500 PE is as follows
On 22 Sept SUNPHARMA was trading at 1644.00. The strike last trading price was 0.9, which was 0.2 higher than the previous day. The implied volatity was 32.30, the open interest changed by -18 which decreased total open position to 872
On 21 Sept SUNPHARMA was trading at 1656.00. The strike last trading price was 0.7, which was -0.2 lower than the previous day. The implied volatity was 29.79, the open interest changed by -517 which decreased total open position to 890
On 18 Sept SUNPHARMA was trading at 1648.60. The strike last trading price was 0.9, which was -0.35 lower than the previous day. The implied volatity was 28.40, the open interest changed by -184 which decreased total open position to 1407
On 14 Sept SUNPHARMA was trading at 1616.60. The strike last trading price was 2, which was -0.75 lower than the previous day. The implied volatity was 22.08, the open interest changed by -24 which decreased total open position to 1655
On 17 Aug SUNPHARMA was trading at 1641.40. The strike last trading price was 9.25, which was 2 higher than the previous day. The implied volatity was 25.17, the open interest changed by -3 which decreased total open position to 58
