SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
22 Sep 2025 08:00 PM IST
| SUNPHARMA 30SEP2025 1680 CE | ||||||||||||||||
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Delta: 0.20
Vega: 0.67
Theta: -0.87
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1644.00 | 4.85 | -6.35 | 18.66 | 4,231 | -102 | 835 | |||||||||
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| 21 Sept | 1656.00 | 10.05 | 0 | 14.91 | 7,376 | -317 | 936 | |||||||||
| 18 Sept | 1648.60 | 9.95 | 5.4 | 16.94 | 6,986 | 413 | 1,247 | |||||||||
| 14 Sept | 1616.60 | 5.4 | -0.25 | 17.20 | 1,931 | 67 | 665 | |||||||||
| 17 Aug | 1641.40 | 24 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Sun Pharmaceutical Ind L - strike price 1680 expiring on 30SEP2025
Delta for 1680 CE is 0.20
Historical price for 1680 CE is as follows
On 22 Sept SUNPHARMA was trading at 1644.00. The strike last trading price was 4.85, which was -6.35 lower than the previous day. The implied volatity was 18.66, the open interest changed by -102 which decreased total open position to 835
On 21 Sept SUNPHARMA was trading at 1656.00. The strike last trading price was 10.05, which was 0 lower than the previous day. The implied volatity was 14.91, the open interest changed by -317 which decreased total open position to 936
On 18 Sept SUNPHARMA was trading at 1648.60. The strike last trading price was 9.95, which was 5.4 higher than the previous day. The implied volatity was 16.94, the open interest changed by 413 which increased total open position to 1247
On 14 Sept SUNPHARMA was trading at 1616.60. The strike last trading price was 5.4, which was -0.25 lower than the previous day. The implied volatity was 17.20, the open interest changed by 67 which increased total open position to 665
On 17 Aug SUNPHARMA was trading at 1641.40. The strike last trading price was 24, 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 1680 PE | |||||||
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Delta: -0.80
Vega: 0.67
Theta: -0.42
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1644.00 | 44.8 | 14.7 | 18.85 | 971 | -114 | 261 |
| 21 Sept | 1656.00 | 29.2 | -7.15 | 16.96 | 843 | 139 | 377 |
| 18 Sept | 1648.60 | 36.6 | -23 | 17.57 | 457 | 116 | 236 |
| 14 Sept | 1616.60 | 67.8 | -5.15 | 18.14 | 164 | -6 | 114 |
| 17 Aug | 1641.40 | 76.65 | 0 | - | 0 | 0 | 0 |
For Sun Pharmaceutical Ind L - strike price 1680 expiring on 30SEP2025
Delta for 1680 PE is -0.80
Historical price for 1680 PE is as follows
On 22 Sept SUNPHARMA was trading at 1644.00. The strike last trading price was 44.8, which was 14.7 higher than the previous day. The implied volatity was 18.85, the open interest changed by -114 which decreased total open position to 261
On 21 Sept SUNPHARMA was trading at 1656.00. The strike last trading price was 29.2, which was -7.15 lower than the previous day. The implied volatity was 16.96, the open interest changed by 139 which increased total open position to 377
On 18 Sept SUNPHARMA was trading at 1648.60. The strike last trading price was 36.6, which was -23 lower than the previous day. The implied volatity was 17.57, the open interest changed by 116 which increased total open position to 236
On 14 Sept SUNPHARMA was trading at 1616.60. The strike last trading price was 67.8, which was -5.15 lower than the previous day. The implied volatity was 18.14, the open interest changed by -6 which decreased total open position to 114
On 17 Aug SUNPHARMA was trading at 1641.40. The strike last trading price was 76.65, 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
