SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
17 Aug 2025 12:54 AM IST
| SUNPHARMA 30SEP2025 1600 CE | ||||||||||||||||
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Delta: 0.72
Vega: 1.97
Theta: -0.69
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 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 0.72
Historical price for 1600 CE is as follows
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: -0.31
Vega: 2.07
Theta: -0.30
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.31
Historical price for 1600 PE is as follows
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
