SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
22 Sep 2025 08:00 PM IST
| SUNPHARMA 30SEP2025 1600 CE | ||||||||||||||||
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Delta: 0.83
Vega: 0.60
Theta: -1.02
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1644.00 | 43.8 | -18.9 | 17.50 | 979 | -17 | 3,078 | |||||||||
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| 21 Sept | 1656.00 | 62 | 5.2 | - | 870 | -11 | 3,095 | |||||||||
| 18 Sept | 1648.60 | 56.7 | 21.75 | 15.97 | 3,949 | -67 | 3,106 | |||||||||
| 14 Sept | 1616.60 | 31.6 | 0.25 | 15.06 | 5,119 | -135 | 3,222 | |||||||||
| 17 Aug | 1641.40 | 78 | 0 | 18.25 | 1 | -1 | 18 | |||||||||
For Sun Pharmaceutical Ind L - strike price 1600 expiring on 30SEP2025
Delta for 1600 CE is 0.83
Historical price for 1600 CE is as follows
On 22 Sept SUNPHARMA was trading at 1644.00. The strike last trading price was 43.8, which was -18.9 lower than the previous day. The implied volatity was 17.50, the open interest changed by -17 which decreased total open position to 3078
On 21 Sept SUNPHARMA was trading at 1656.00. The strike last trading price was 62, which was 5.2 higher than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 3095
On 18 Sept SUNPHARMA was trading at 1648.60. The strike last trading price was 56.7, which was 21.75 higher than the previous day. The implied volatity was 15.97, the open interest changed by -67 which decreased total open position to 3106
On 14 Sept SUNPHARMA was trading at 1616.60. The strike last trading price was 31.6, which was 0.25 higher than the previous day. The implied volatity was 15.06, the open interest changed by -135 which decreased total open position to 3222
On 17 Aug SUNPHARMA was trading at 1641.40. The strike last trading price was 78, which was 0 lower than the previous day. The implied volatity was 18.25, the open interest changed by -1 which decreased total open position to 18
| SUNPHARMA 30SEP2025 1600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.17
Vega: 0.61
Theta: -0.59
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1644.00 | 3.8 | 0.9 | 17.51 | 2,975 | 9 | 2,211 |
| 21 Sept | 1656.00 | 2.8 | -1.2 | 18.29 | 3,789 | -262 | 2,200 |
| 18 Sept | 1648.60 | 4 | -6.3 | 17.60 | 5,433 | 680 | 2,463 |
| 14 Sept | 1616.60 | 15.4 | -3.85 | 16.45 | 3,587 | 118 | 1,346 |
| 17 Aug | 1641.40 | 24.5 | -1.2 | 20.19 | 60 | 9 | 61 |
For Sun Pharmaceutical Ind L - strike price 1600 expiring on 30SEP2025
Delta for 1600 PE is -0.17
Historical price for 1600 PE is as follows
On 22 Sept SUNPHARMA was trading at 1644.00. The strike last trading price was 3.8, which was 0.9 higher than the previous day. The implied volatity was 17.51, the open interest changed by 9 which increased total open position to 2211
On 21 Sept SUNPHARMA was trading at 1656.00. The strike last trading price was 2.8, which was -1.2 lower than the previous day. The implied volatity was 18.29, the open interest changed by -262 which decreased total open position to 2200
On 18 Sept SUNPHARMA was trading at 1648.60. The strike last trading price was 4, which was -6.3 lower than the previous day. The implied volatity was 17.60, the open interest changed by 680 which increased total open position to 2463
On 14 Sept SUNPHARMA was trading at 1616.60. The strike last trading price was 15.4, which was -3.85 lower than the previous day. The implied volatity was 16.45, the open interest changed by 118 which increased total open position to 1346
On 17 Aug SUNPHARMA was trading at 1641.40. The strike last trading price was 24.5, which was -1.2 lower than the previous day. The implied volatity was 20.19, the open interest changed by 9 which increased total open position to 61
