SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
22 Sep 2025 08:00 PM IST
| SUNPHARMA 28OCT2025 1640 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.56
Vega: 2.02
Theta: -0.76
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1644.00 | 44.4 | -11 | 18.49 | 39 | -1 | 102 | |||||||||
| 21 Sept | 1656.00 | 55.5 | 2.85 | 16.35 | 127 | -12 | 104 | |||||||||
| 18 Sept | 1648.60 | 52.45 | 15.25 | 17.51 | 194 | 26 | 115 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 1616.60 | 35 | 0.15 | 17.26 | 33 | 14 | 37 | |||||||||
| 17 Aug | 1641.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sun Pharmaceutical Ind L - strike price 1640 expiring on 28OCT2025
Delta for 1640 CE is 0.56
Historical price for 1640 CE is as follows
On 22 Sept SUNPHARMA was trading at 1644.00. The strike last trading price was 44.4, which was -11 lower than the previous day. The implied volatity was 18.49, the open interest changed by -1 which decreased total open position to 102
On 21 Sept SUNPHARMA was trading at 1656.00. The strike last trading price was 55.5, which was 2.85 higher than the previous day. The implied volatity was 16.35, the open interest changed by -12 which decreased total open position to 104
On 18 Sept SUNPHARMA was trading at 1648.60. The strike last trading price was 52.45, which was 15.25 higher than the previous day. The implied volatity was 17.51, the open interest changed by 26 which increased total open position to 115
On 14 Sept SUNPHARMA was trading at 1616.60. The strike last trading price was 35, which was 0.15 higher than the previous day. The implied volatity was 17.26, the open interest changed by 14 which increased total open position to 37
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 1640 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.44
Vega: 2.03
Theta: -0.36
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1644.00 | 35 | 8 | 20.07 | 55 | 14 | 59 |
| 21 Sept | 1656.00 | 27 | -1.4 | 19.82 | 17 | 5 | 45 |
| 18 Sept | 1648.60 | 28.4 | -13.6 | 18.63 | 43 | 37 | 39 |
| 14 Sept | 1616.60 | 45.3 | 3.6 | 18.99 | 1 | 1 | 0 |
| 17 Aug | 1641.40 | 0 | 0 | 1.29 | 0 | 0 | 0 |
For Sun Pharmaceutical Ind L - strike price 1640 expiring on 28OCT2025
Delta for 1640 PE is -0.44
Historical price for 1640 PE is as follows
On 22 Sept SUNPHARMA was trading at 1644.00. The strike last trading price was 35, which was 8 higher than the previous day. The implied volatity was 20.07, the open interest changed by 14 which increased total open position to 59
On 21 Sept SUNPHARMA was trading at 1656.00. The strike last trading price was 27, which was -1.4 lower than the previous day. The implied volatity was 19.82, the open interest changed by 5 which increased total open position to 45
On 18 Sept SUNPHARMA was trading at 1648.60. The strike last trading price was 28.4, which was -13.6 lower than the previous day. The implied volatity was 18.63, the open interest changed by 37 which increased total open position to 39
On 14 Sept SUNPHARMA was trading at 1616.60. The strike last trading price was 45.3, which was 3.6 higher than the previous day. The implied volatity was 18.99, the open interest changed by 1 which increased total open position to 0
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 1.29, the open interest changed by 0 which decreased total open position to 0
