SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
22 Sep 2025 08:00 PM IST
| SUNPHARMA 30SEP2025 1560 CE | ||||||||||||||||
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Delta: 0.91
Vega: 0.38
Theta: -0.98
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 1644.00 | 82.35 | -19.45 | 25.09 | 99 | -17 | 242 | |||||||||
| 21 Sept | 1656.00 | 100.3 | 5.7 | - | 79 | -11 | 260 | |||||||||
| 18 Sept | 1648.60 | 93.75 | 25.15 | 13.78 | 165 | -13 | 271 | |||||||||
| 14 Sept | 1616.60 | 62.5 | 2.2 | 16.25 | 432 | -1 | 296 | |||||||||
| 17 Aug | 1641.40 | 166.25 | 0 | - | 0 | 0 | 0 | |||||||||
For Sun Pharmaceutical Ind L - strike price 1560 expiring on 30SEP2025
Delta for 1560 CE is 0.91
Historical price for 1560 CE is as follows
On 22 Sept SUNPHARMA was trading at 1644.00. The strike last trading price was 82.35, which was -19.45 lower than the previous day. The implied volatity was 25.09, the open interest changed by -17 which decreased total open position to 242
On 21 Sept SUNPHARMA was trading at 1656.00. The strike last trading price was 100.3, which was 5.7 higher than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 260
On 18 Sept SUNPHARMA was trading at 1648.60. The strike last trading price was 93.75, which was 25.15 higher than the previous day. The implied volatity was 13.78, the open interest changed by -13 which decreased total open position to 271
On 14 Sept SUNPHARMA was trading at 1616.60. The strike last trading price was 62.5, which was 2.2 higher than the previous day. The implied volatity was 16.25, the open interest changed by -1 which decreased total open position to 296
On 17 Aug SUNPHARMA was trading at 1641.40. The strike last trading price was 166.25, 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 1560 PE | |||||||
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Delta: -0.07
Vega: 0.33
Theta: -0.46
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1644.00 | 1.85 | 0.15 | 23.45 | 568 | 25 | 1,412 |
| 21 Sept | 1656.00 | 1.7 | -0.1 | 23.67 | 1,088 | -152 | 1,387 |
| 18 Sept | 1648.60 | 1.7 | -1.95 | 21.15 | 2,044 | 96 | 1,553 |
| 14 Sept | 1616.60 | 6.2 | -2.35 | 18.04 | 1,643 | 114 | 1,704 |
| 17 Aug | 1641.40 | 32 | 0 | 0.00 | 0 | 0 | 0 |
For Sun Pharmaceutical Ind L - strike price 1560 expiring on 30SEP2025
Delta for 1560 PE is -0.07
Historical price for 1560 PE is as follows
On 22 Sept SUNPHARMA was trading at 1644.00. The strike last trading price was 1.85, which was 0.15 higher than the previous day. The implied volatity was 23.45, the open interest changed by 25 which increased total open position to 1412
On 21 Sept SUNPHARMA was trading at 1656.00. The strike last trading price was 1.7, which was -0.1 lower than the previous day. The implied volatity was 23.67, the open interest changed by -152 which decreased total open position to 1387
On 18 Sept SUNPHARMA was trading at 1648.60. The strike last trading price was 1.7, which was -1.95 lower than the previous day. The implied volatity was 21.15, the open interest changed by 96 which increased total open position to 1553
On 14 Sept SUNPHARMA was trading at 1616.60. The strike last trading price was 6.2, which was -2.35 lower than the previous day. The implied volatity was 18.04, the open interest changed by 114 which increased total open position to 1704
On 17 Aug SUNPHARMA was trading at 1641.40. The strike last trading price was 32, 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
