SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
22 Sep 2025 08:00 PM IST
| SUNPHARMA 30SEP2025 1520 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 | 140 | 0 | 0.00 | 0 | -3 | 0 | |||||||||
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| 21 Sept | 1656.00 | 140 | 7.05 | - | 20 | -3 | 54 | |||||||||
| 18 Sept | 1648.60 | 132.95 | 27 | - | 2 | 0 | 61 | |||||||||
| 14 Sept | 1616.60 | 99.55 | 4.1 | 18.71 | 82 | 19 | 83 | |||||||||
| 17 Aug | 1641.40 | 195.95 | 0 | - | 0 | 0 | 0 | |||||||||
For Sun Pharmaceutical Ind L - strike price 1520 expiring on 30SEP2025
Delta for 1520 CE is 0.00
Historical price for 1520 CE is as follows
On 22 Sept SUNPHARMA was trading at 1644.00. The strike last trading price was 140, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 21 Sept SUNPHARMA was trading at 1656.00. The strike last trading price was 140, which was 7.05 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 54
On 18 Sept SUNPHARMA was trading at 1648.60. The strike last trading price was 132.95, which was 27 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 61
On 14 Sept SUNPHARMA was trading at 1616.60. The strike last trading price was 99.55, which was 4.1 higher than the previous day. The implied volatity was 18.71, the open interest changed by 19 which increased total open position to 83
On 17 Aug SUNPHARMA was trading at 1641.40. The strike last trading price was 195.95, 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 1520 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.04
Vega: 0.21
Theta: -0.36
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1644.00 | 1.15 | 0.2 | 29.56 | 91 | -5 | 335 |
| 21 Sept | 1656.00 | 0.9 | -0.3 | 27.65 | 45 | -9 | 344 |
| 18 Sept | 1648.60 | 1.15 | -0.55 | 26.27 | 330 | -72 | 349 |
| 14 Sept | 1616.60 | 2.8 | -1.05 | 20.59 | 217 | 16 | 549 |
| 17 Aug | 1641.40 | 21.85 | 0 | 6.61 | 0 | 0 | 0 |
For Sun Pharmaceutical Ind L - strike price 1520 expiring on 30SEP2025
Delta for 1520 PE is -0.04
Historical price for 1520 PE is as follows
On 22 Sept SUNPHARMA was trading at 1644.00. The strike last trading price was 1.15, which was 0.2 higher than the previous day. The implied volatity was 29.56, the open interest changed by -5 which decreased total open position to 335
On 21 Sept SUNPHARMA was trading at 1656.00. The strike last trading price was 0.9, which was -0.3 lower than the previous day. The implied volatity was 27.65, the open interest changed by -9 which decreased total open position to 344
On 18 Sept SUNPHARMA was trading at 1648.60. The strike last trading price was 1.15, which was -0.55 lower than the previous day. The implied volatity was 26.27, the open interest changed by -72 which decreased total open position to 349
On 14 Sept SUNPHARMA was trading at 1616.60. The strike last trading price was 2.8, which was -1.05 lower than the previous day. The implied volatity was 20.59, the open interest changed by 16 which increased total open position to 549
On 17 Aug SUNPHARMA was trading at 1641.40. The strike last trading price was 21.85, which was 0 lower than the previous day. The implied volatity was 6.61, the open interest changed by 0 which decreased total open position to 0
