SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
22 Sep 2025 08:00 PM IST
| SUNPHARMA 30SEP2025 1660 CE | ||||||||||||||||
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Delta: 0.33
Vega: 0.87
Theta: -1.10
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1644.00 | 8.9 | -9.95 | 17.50 | 6,765 | -188 | 1,702 | |||||||||
| 21 Sept | 1656.00 | 17.9 | 1.3 | 14.26 | 10,975 | 116 | 1,900 | |||||||||
| 18 Sept | 1648.60 | 16.4 | 8.65 | 16.33 | 14,877 | 107 | 1,755 | |||||||||
| 14 Sept | 1616.60 | 8.15 | -0.45 | 16.11 | 3,334 | 226 | 1,616 | |||||||||
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| 17 Aug | 1641.40 | 102.5 | 0 | 0.16 | 0 | 0 | 0 | |||||||||
For Sun Pharmaceutical Ind L - strike price 1660 expiring on 30SEP2025
Delta for 1660 CE is 0.33
Historical price for 1660 CE is as follows
On 22 Sept SUNPHARMA was trading at 1644.00. The strike last trading price was 8.9, which was -9.95 lower than the previous day. The implied volatity was 17.50, the open interest changed by -188 which decreased total open position to 1702
On 21 Sept SUNPHARMA was trading at 1656.00. The strike last trading price was 17.9, which was 1.3 higher than the previous day. The implied volatity was 14.26, the open interest changed by 116 which increased total open position to 1900
On 18 Sept SUNPHARMA was trading at 1648.60. The strike last trading price was 16.4, which was 8.65 higher than the previous day. The implied volatity was 16.33, the open interest changed by 107 which increased total open position to 1755
On 14 Sept SUNPHARMA was trading at 1616.60. The strike last trading price was 8.15, which was -0.45 lower than the previous day. The implied volatity was 16.11, the open interest changed by 226 which increased total open position to 1616
On 17 Aug SUNPHARMA was trading at 1641.40. The strike last trading price was 102.5, which was 0 lower than the previous day. The implied volatity was 0.16, the open interest changed by 0 which decreased total open position to 0
| SUNPHARMA 30SEP2025 1660 PE | |||||||
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Delta: -0.68
Vega: 0.86
Theta: -0.59
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1644.00 | 28.1 | 10.6 | 16.74 | 2,776 | -143 | 670 |
| 21 Sept | 1656.00 | 17.1 | -6.1 | 16.18 | 3,874 | 346 | 810 |
| 18 Sept | 1648.60 | 23 | -19.3 | 16.60 | 1,800 | 207 | 467 |
| 14 Sept | 1616.60 | 51.55 | -4.9 | 17.66 | 366 | 1 | 263 |
| 17 Aug | 1641.40 | 82 | 0 | 0.00 | 0 | 0 | 0 |
For Sun Pharmaceutical Ind L - strike price 1660 expiring on 30SEP2025
Delta for 1660 PE is -0.68
Historical price for 1660 PE is as follows
On 22 Sept SUNPHARMA was trading at 1644.00. The strike last trading price was 28.1, which was 10.6 higher than the previous day. The implied volatity was 16.74, the open interest changed by -143 which decreased total open position to 670
On 21 Sept SUNPHARMA was trading at 1656.00. The strike last trading price was 17.1, which was -6.1 lower than the previous day. The implied volatity was 16.18, the open interest changed by 346 which increased total open position to 810
On 18 Sept SUNPHARMA was trading at 1648.60. The strike last trading price was 23, which was -19.3 lower than the previous day. The implied volatity was 16.60, the open interest changed by 207 which increased total open position to 467
On 14 Sept SUNPHARMA was trading at 1616.60. The strike last trading price was 51.55, which was -4.9 lower than the previous day. The implied volatity was 17.66, the open interest changed by 1 which increased total open position to 263
On 17 Aug SUNPHARMA was trading at 1641.40. The strike last trading price was 82, 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
