SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
28 Sep 2025 10:07 PM IST
| SUNPHARMA 28-OCT-2025 1600 CE | ||||||||||||||||
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Delta: 0.51
Vega: 1.87
Theta: -0.80
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 1586.70 | 37.35 | -22.75 | 20.22 | 4,954 | 1,091 | 1,206 | |||||||||
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| 22 Sept | 1644.00 | 74 | -10.05 | 21.29 | 23 | -1 | 123 | |||||||||
| 21 Sept | 1656.00 | 83.85 | 4.45 | 16.07 | 55 | -4 | 124 | |||||||||
| 18 Sept | 1648.60 | 78.5 | 18.5 | 17.08 | 128 | -4 | 128 | |||||||||
| 14 Sept | 1616.60 | 57.4 | 2.7 | 17.93 | 38 | 1 | 108 | |||||||||
| 17 Aug | 1641.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sun Pharmaceutical Ind L - strike price 1600 expiring on 28OCT2025
Delta for 1600 CE is 0.51
Historical price for 1600 CE is as follows
On 28 Sept SUNPHARMA was trading at 1586.70. The strike last trading price was 37.35, which was -22.75 lower than the previous day. The implied volatity was 20.22, the open interest changed by 1091 which increased total open position to 1206
On 22 Sept SUNPHARMA was trading at 1644.00. The strike last trading price was 74, which was -10.05 lower than the previous day. The implied volatity was 21.29, the open interest changed by -1 which decreased total open position to 123
On 21 Sept SUNPHARMA was trading at 1656.00. The strike last trading price was 83.85, which was 4.45 higher than the previous day. The implied volatity was 16.07, the open interest changed by -4 which decreased total open position to 124
On 18 Sept SUNPHARMA was trading at 1648.60. The strike last trading price was 78.5, which was 18.5 higher than the previous day. The implied volatity was 17.08, the open interest changed by -4 which decreased total open position to 128
On 14 Sept SUNPHARMA was trading at 1616.60. The strike last trading price was 57.4, which was 2.7 higher than the previous day. The implied volatity was 17.93, the open interest changed by 1 which increased total open position to 108
On 17 Aug SUNPHARMA was trading at 1641.40. The strike last trading price was 0, 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 28OCT2025 1600 PE | |||||||
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Delta: -0.49
Vega: 1.87
Theta: -0.47
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 1586.70 | 45.15 | 25.6 | 23.84 | 4,291 | 618 | 1,037 |
| 22 Sept | 1644.00 | 18.9 | 4.5 | 19.66 | 334 | 131 | 358 |
| 21 Sept | 1656.00 | 15.05 | -1.85 | 20.08 | 83 | 15 | 226 |
| 18 Sept | 1648.60 | 16.9 | -8.7 | 19.63 | 109 | 34 | 211 |
| 14 Sept | 1616.60 | 30 | -3.65 | 19.24 | 38 | -10 | 48 |
| 17 Aug | 1641.40 | 29.65 | 0 | 2.63 | 0 | 0 | 0 |
For Sun Pharmaceutical Ind L - strike price 1600 expiring on 28OCT2025
Delta for 1600 PE is -0.49
Historical price for 1600 PE is as follows
On 28 Sept SUNPHARMA was trading at 1586.70. The strike last trading price was 45.15, which was 25.6 higher than the previous day. The implied volatity was 23.84, the open interest changed by 618 which increased total open position to 1037
On 22 Sept SUNPHARMA was trading at 1644.00. The strike last trading price was 18.9, which was 4.5 higher than the previous day. The implied volatity was 19.66, the open interest changed by 131 which increased total open position to 358
On 21 Sept SUNPHARMA was trading at 1656.00. The strike last trading price was 15.05, which was -1.85 lower than the previous day. The implied volatity was 20.08, the open interest changed by 15 which increased total open position to 226
On 18 Sept SUNPHARMA was trading at 1648.60. The strike last trading price was 16.9, which was -8.7 lower than the previous day. The implied volatity was 19.63, the open interest changed by 34 which increased total open position to 211
On 14 Sept SUNPHARMA was trading at 1616.60. The strike last trading price was 30, which was -3.65 lower than the previous day. The implied volatity was 19.24, the open interest changed by -10 which decreased total open position to 48
On 17 Aug SUNPHARMA was trading at 1641.40. The strike last trading price was 29.65, which was 0 lower than the previous day. The implied volatity was 2.63, the open interest changed by 0 which decreased total open position to 0
