SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
22 Sep 2025 08:00 PM IST
| SUNPHARMA 30SEP2025 1620 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.69
Vega: 0.85
Theta: -1.20
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 22 Sept | 1644.00 | 28.15 | -17.8 | 16.86 | 1,756 | -8 | 3,926 | |||||||||
| 21 Sept | 1656.00 | 44.95 | 4.9 | 12.70 | 3,096 | -9 | 3,934 | |||||||||
| 18 Sept | 1648.60 | 39.65 | 17.6 | 15.58 | 6,881 | -96 | 3,944 | |||||||||
| 14 Sept | 1616.60 | 20.8 | 0 | 15.21 | 9,255 | -67 | 4,054 | |||||||||
| 17 Aug | 1641.40 | 70.15 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Sun Pharmaceutical Ind L - strike price 1620 expiring on 30SEP2025
Delta for 1620 CE is 0.69
Historical price for 1620 CE is as follows
On 22 Sept SUNPHARMA was trading at 1644.00. The strike last trading price was 28.15, which was -17.8 lower than the previous day. The implied volatity was 16.86, the open interest changed by -8 which decreased total open position to 3926
On 21 Sept SUNPHARMA was trading at 1656.00. The strike last trading price was 44.95, which was 4.9 higher than the previous day. The implied volatity was 12.70, the open interest changed by -9 which decreased total open position to 3934
On 18 Sept SUNPHARMA was trading at 1648.60. The strike last trading price was 39.65, which was 17.6 higher than the previous day. The implied volatity was 15.58, the open interest changed by -96 which decreased total open position to 3944
On 14 Sept SUNPHARMA was trading at 1616.60. The strike last trading price was 20.8, which was 0 lower than the previous day. The implied volatity was 15.21, the open interest changed by -67 which decreased total open position to 4054
On 17 Aug SUNPHARMA was trading at 1641.40. The strike last trading price was 70.15, 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
| SUNPHARMA 30SEP2025 1620 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.30
Vega: 0.84
Theta: -0.72
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1644.00 | 7.65 | 2.7 | 16.32 | 4,015 | -132 | 1,822 |
| 21 Sept | 1656.00 | 4.65 | -2.5 | 16.59 | 3,770 | 383 | 1,951 |
| 18 Sept | 1648.60 | 7.1 | -10.05 | 16.54 | 4,736 | 842 | 1,576 |
| 14 Sept | 1616.60 | 24.1 | -4.55 | 16.24 | 2,151 | 151 | 581 |
| 17 Aug | 1641.40 | 26.25 | 0 | 1.93 | 0 | 0 | 0 |
For Sun Pharmaceutical Ind L - strike price 1620 expiring on 30SEP2025
Delta for 1620 PE is -0.30
Historical price for 1620 PE is as follows
On 22 Sept SUNPHARMA was trading at 1644.00. The strike last trading price was 7.65, which was 2.7 higher than the previous day. The implied volatity was 16.32, the open interest changed by -132 which decreased total open position to 1822
On 21 Sept SUNPHARMA was trading at 1656.00. The strike last trading price was 4.65, which was -2.5 lower than the previous day. The implied volatity was 16.59, the open interest changed by 383 which increased total open position to 1951
On 18 Sept SUNPHARMA was trading at 1648.60. The strike last trading price was 7.1, which was -10.05 lower than the previous day. The implied volatity was 16.54, the open interest changed by 842 which increased total open position to 1576
On 14 Sept SUNPHARMA was trading at 1616.60. The strike last trading price was 24.1, which was -4.55 lower than the previous day. The implied volatity was 16.24, the open interest changed by 151 which increased total open position to 581
On 17 Aug SUNPHARMA was trading at 1641.40. The strike last trading price was 26.25, which was 0 lower than the previous day. The implied volatity was 1.93, the open interest changed by 0 which decreased total open position to 0
