SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
22 Sep 2025 08:00 PM IST
| SUNPHARMA 30SEP2025 1540 CE | ||||||||||||||||
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Delta: 0.93
Vega: 0.31
Theta: -0.95
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1644.00 | 101.9 | -23.2 | 28.61 | 19 | -10 | 208 | |||||||||
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| 21 Sept | 1656.00 | 125.1 | 10.55 | 29.71 | 4 | -1 | 218 | |||||||||
| 18 Sept | 1648.60 | 114.4 | 27.35 | 21.62 | 71 | -12 | 218 | |||||||||
| 14 Sept | 1616.60 | 80.2 | 2.45 | 16.64 | 110 | 17 | 230 | |||||||||
| 17 Aug | 1641.40 | 192.35 | 0 | - | 0 | 0 | 0 | |||||||||
For Sun Pharmaceutical Ind L - strike price 1540 expiring on 30SEP2025
Delta for 1540 CE is 0.93
Historical price for 1540 CE is as follows
On 22 Sept SUNPHARMA was trading at 1644.00. The strike last trading price was 101.9, which was -23.2 lower than the previous day. The implied volatity was 28.61, the open interest changed by -10 which decreased total open position to 208
On 21 Sept SUNPHARMA was trading at 1656.00. The strike last trading price was 125.1, which was 10.55 higher than the previous day. The implied volatity was 29.71, the open interest changed by -1 which decreased total open position to 218
On 18 Sept SUNPHARMA was trading at 1648.60. The strike last trading price was 114.4, which was 27.35 higher than the previous day. The implied volatity was 21.62, the open interest changed by -12 which decreased total open position to 218
On 14 Sept SUNPHARMA was trading at 1616.60. The strike last trading price was 80.2, which was 2.45 higher than the previous day. The implied volatity was 16.64, the open interest changed by 17 which increased total open position to 230
On 17 Aug SUNPHARMA was trading at 1641.40. The strike last trading price was 192.35, 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 1540 PE | |||||||
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Delta: -0.05
Vega: 0.26
Theta: -0.40
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1644.00 | 1.4 | -0.05 | 26.39 | 167 | 12 | 1,102 |
| 21 Sept | 1656.00 | 1.45 | -0.05 | 26.53 | 309 | -13 | 1,090 |
| 18 Sept | 1648.60 | 1.45 | -0.95 | 23.96 | 890 | -142 | 1,103 |
| 14 Sept | 1616.60 | 4.1 | -1.65 | 19.25 | 1,445 | 16 | 1,743 |
| 17 Aug | 1641.40 | 10.05 | 0 | 5.70 | 0 | 0 | 0 |
For Sun Pharmaceutical Ind L - strike price 1540 expiring on 30SEP2025
Delta for 1540 PE is -0.05
Historical price for 1540 PE is as follows
On 22 Sept SUNPHARMA was trading at 1644.00. The strike last trading price was 1.4, which was -0.05 lower than the previous day. The implied volatity was 26.39, the open interest changed by 12 which increased total open position to 1102
On 21 Sept SUNPHARMA was trading at 1656.00. The strike last trading price was 1.45, which was -0.05 lower than the previous day. The implied volatity was 26.53, the open interest changed by -13 which decreased total open position to 1090
On 18 Sept SUNPHARMA was trading at 1648.60. The strike last trading price was 1.45, which was -0.95 lower than the previous day. The implied volatity was 23.96, the open interest changed by -142 which decreased total open position to 1103
On 14 Sept SUNPHARMA was trading at 1616.60. The strike last trading price was 4.1, which was -1.65 lower than the previous day. The implied volatity was 19.25, the open interest changed by 16 which increased total open position to 1743
On 17 Aug SUNPHARMA was trading at 1641.40. The strike last trading price was 10.05, which was 0 lower than the previous day. The implied volatity was 5.70, the open interest changed by 0 which decreased total open position to 0
