SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
22 Sep 2025 08:00 PM IST
| SUNPHARMA 30SEP2025 1640 CE | ||||||||||||||||
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Delta: 0.51
Vega: 0.97
Theta: -1.21
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1644.00 | 15.85 | -14.45 | 16.35 | 4,878 | 169 | 1,952 | |||||||||
| 21 Sept | 1656.00 | 30 | 3.45 | 14.02 | 7,250 | -63 | 1,783 | |||||||||
| 18 Sept | 1648.60 | 25.6 | 12.3 | 14.99 | 15,292 | -108 | 1,848 | |||||||||
| 14 Sept | 1616.60 | 13 | -0.35 | 15.46 | 4,568 | -251 | 1,614 | |||||||||
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| 17 Aug | 1641.40 | 48 | -5 | 16.04 | 10 | 1 | 27 | |||||||||
For Sun Pharmaceutical Ind L - strike price 1640 expiring on 30SEP2025
Delta for 1640 CE is 0.51
Historical price for 1640 CE is as follows
On 22 Sept SUNPHARMA was trading at 1644.00. The strike last trading price was 15.85, which was -14.45 lower than the previous day. The implied volatity was 16.35, the open interest changed by 169 which increased total open position to 1952
On 21 Sept SUNPHARMA was trading at 1656.00. The strike last trading price was 30, which was 3.45 higher than the previous day. The implied volatity was 14.02, the open interest changed by -63 which decreased total open position to 1783
On 18 Sept SUNPHARMA was trading at 1648.60. The strike last trading price was 25.6, which was 12.3 higher than the previous day. The implied volatity was 14.99, the open interest changed by -108 which decreased total open position to 1848
On 14 Sept SUNPHARMA was trading at 1616.60. The strike last trading price was 13, which was -0.35 lower than the previous day. The implied volatity was 15.46, the open interest changed by -251 which decreased total open position to 1614
On 17 Aug SUNPHARMA was trading at 1641.40. The strike last trading price was 48, which was -5 lower than the previous day. The implied volatity was 16.04, the open interest changed by 1 which increased total open position to 27
| SUNPHARMA 30SEP2025 1640 PE | |||||||
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Delta: -0.49
Vega: 0.97
Theta: -0.80
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1644.00 | 16.3 | 6.7 | 16.91 | 5,551 | -317 | 903 |
| 21 Sept | 1656.00 | 9.3 | -4 | 16.27 | 4,735 | 361 | 1,209 |
| 18 Sept | 1648.60 | 13.1 | -15 | 16.21 | 4,528 | 549 | 866 |
| 14 Sept | 1616.60 | 36.3 | -4.85 | 16.63 | 998 | -21 | 315 |
| 17 Aug | 1641.40 | 41 | 3 | 20.48 | 3 | 2 | 7 |
For Sun Pharmaceutical Ind L - strike price 1640 expiring on 30SEP2025
Delta for 1640 PE is -0.49
Historical price for 1640 PE is as follows
On 22 Sept SUNPHARMA was trading at 1644.00. The strike last trading price was 16.3, which was 6.7 higher than the previous day. The implied volatity was 16.91, the open interest changed by -317 which decreased total open position to 903
On 21 Sept SUNPHARMA was trading at 1656.00. The strike last trading price was 9.3, which was -4 lower than the previous day. The implied volatity was 16.27, the open interest changed by 361 which increased total open position to 1209
On 18 Sept SUNPHARMA was trading at 1648.60. The strike last trading price was 13.1, which was -15 lower than the previous day. The implied volatity was 16.21, the open interest changed by 549 which increased total open position to 866
On 14 Sept SUNPHARMA was trading at 1616.60. The strike last trading price was 36.3, which was -4.85 lower than the previous day. The implied volatity was 16.63, the open interest changed by -21 which decreased total open position to 315
On 17 Aug SUNPHARMA was trading at 1641.40. The strike last trading price was 41, which was 3 higher than the previous day. The implied volatity was 20.48, the open interest changed by 2 which increased total open position to 7
