SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
22 Sep 2025 08:00 PM IST
| SUNPHARMA 30SEP2025 1580 CE | ||||||||||||||||
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Delta: 0.88
Vega: 0.47
Theta: -1.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1644.00 | 62.95 | -18.1 | 21.41 | 102 | 2 | 539 | |||||||||
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| 21 Sept | 1656.00 | 80.65 | 5.5 | - | 113 | -10 | 536 | |||||||||
| 18 Sept | 1648.60 | 75.2 | 24.55 | 17.01 | 444 | -59 | 547 | |||||||||
| 14 Sept | 1616.60 | 46.5 | 1.7 | 16.05 | 1,086 | -113 | 630 | |||||||||
| 17 Aug | 1641.40 | 159.4 | 0 | - | 0 | 0 | 0 | |||||||||
For Sun Pharmaceutical Ind L - strike price 1580 expiring on 30SEP2025
Delta for 1580 CE is 0.88
Historical price for 1580 CE is as follows
On 22 Sept SUNPHARMA was trading at 1644.00. The strike last trading price was 62.95, which was -18.1 lower than the previous day. The implied volatity was 21.41, the open interest changed by 2 which increased total open position to 539
On 21 Sept SUNPHARMA was trading at 1656.00. The strike last trading price was 80.65, which was 5.5 higher than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 536
On 18 Sept SUNPHARMA was trading at 1648.60. The strike last trading price was 75.2, which was 24.55 higher than the previous day. The implied volatity was 17.01, the open interest changed by -59 which decreased total open position to 547
On 14 Sept SUNPHARMA was trading at 1616.60. The strike last trading price was 46.5, which was 1.7 higher than the previous day. The implied volatity was 16.05, the open interest changed by -113 which decreased total open position to 630
On 17 Aug SUNPHARMA was trading at 1641.40. The strike last trading price was 159.4, 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 1580 PE | |||||||
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Delta: -0.10
Vega: 0.44
Theta: -0.50
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1644.00 | 2.45 | 0.3 | 20.23 | 1,334 | 73 | 1,273 |
| 21 Sept | 1656.00 | 2 | -0.55 | 20.66 | 1,630 | -77 | 1,200 |
| 18 Sept | 1648.60 | 2.45 | -3.5 | 19.14 | 2,573 | 228 | 1,278 |
| 14 Sept | 1616.60 | 9.6 | -3.35 | 16.99 | 1,833 | 79 | 1,128 |
| 17 Aug | 1641.40 | 30 | 0 | 0.00 | 0 | 0 | 0 |
For Sun Pharmaceutical Ind L - strike price 1580 expiring on 30SEP2025
Delta for 1580 PE is -0.10
Historical price for 1580 PE is as follows
On 22 Sept SUNPHARMA was trading at 1644.00. The strike last trading price was 2.45, which was 0.3 higher than the previous day. The implied volatity was 20.23, the open interest changed by 73 which increased total open position to 1273
On 21 Sept SUNPHARMA was trading at 1656.00. The strike last trading price was 2, which was -0.55 lower than the previous day. The implied volatity was 20.66, the open interest changed by -77 which decreased total open position to 1200
On 18 Sept SUNPHARMA was trading at 1648.60. The strike last trading price was 2.45, which was -3.5 lower than the previous day. The implied volatity was 19.14, the open interest changed by 228 which increased total open position to 1278
On 14 Sept SUNPHARMA was trading at 1616.60. The strike last trading price was 9.6, which was -3.35 lower than the previous day. The implied volatity was 16.99, the open interest changed by 79 which increased total open position to 1128
On 17 Aug SUNPHARMA was trading at 1641.40. The strike last trading price was 30, 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
