SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
22 Sep 2025 08:00 PM IST
| SUNPHARMA 30SEP2025 1700 CE | ||||||||||||||||
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Delta: 0.12
Vega: 0.48
Theta: -0.66
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1644.00 | 2.8 | -3.6 | 20.21 | 4,160 | -345 | 1,471 | |||||||||
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| 21 Sept | 1656.00 | 5.7 | -0.15 | 16.03 | 7,200 | -116 | 1,813 | |||||||||
| 18 Sept | 1648.60 | 5.9 | 2.95 | 17.78 | 8,575 | -374 | 1,907 | |||||||||
| 14 Sept | 1616.60 | 3.6 | -0.25 | 18.22 | 1,503 | -35 | 2,131 | |||||||||
| 17 Aug | 1641.40 | 25.45 | 0.65 | 17.84 | 49 | 3 | 31 | |||||||||
For Sun Pharmaceutical Ind L - strike price 1700 expiring on 30SEP2025
Delta for 1700 CE is 0.12
Historical price for 1700 CE is as follows
On 22 Sept SUNPHARMA was trading at 1644.00. The strike last trading price was 2.8, which was -3.6 lower than the previous day. The implied volatity was 20.21, the open interest changed by -345 which decreased total open position to 1471
On 21 Sept SUNPHARMA was trading at 1656.00. The strike last trading price was 5.7, which was -0.15 lower than the previous day. The implied volatity was 16.03, the open interest changed by -116 which decreased total open position to 1813
On 18 Sept SUNPHARMA was trading at 1648.60. The strike last trading price was 5.9, which was 2.95 higher than the previous day. The implied volatity was 17.78, the open interest changed by -374 which decreased total open position to 1907
On 14 Sept SUNPHARMA was trading at 1616.60. The strike last trading price was 3.6, which was -0.25 lower than the previous day. The implied volatity was 18.22, the open interest changed by -35 which decreased total open position to 2131
On 17 Aug SUNPHARMA was trading at 1641.40. The strike last trading price was 25.45, which was 0.65 higher than the previous day. The implied volatity was 17.84, the open interest changed by 3 which increased total open position to 31
| SUNPHARMA 30SEP2025 1700 PE | |||||||
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Delta: -0.90
Vega: 0.43
Theta: -0.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1644.00 | 62 | 16.8 | 18.94 | 355 | -26 | 347 |
| 21 Sept | 1656.00 | 46.5 | -6 | 20.34 | 288 | 50 | 373 |
| 18 Sept | 1648.60 | 53.6 | -25.15 | 19.82 | 226 | 33 | 321 |
| 14 Sept | 1616.60 | 86 | -4.95 | 19.54 | 84 | -5 | 277 |
| 17 Aug | 1641.40 | 74.95 | -13.05 | 22.23 | 5 | 4 | 5 |
For Sun Pharmaceutical Ind L - strike price 1700 expiring on 30SEP2025
Delta for 1700 PE is -0.90
Historical price for 1700 PE is as follows
On 22 Sept SUNPHARMA was trading at 1644.00. The strike last trading price was 62, which was 16.8 higher than the previous day. The implied volatity was 18.94, the open interest changed by -26 which decreased total open position to 347
On 21 Sept SUNPHARMA was trading at 1656.00. The strike last trading price was 46.5, which was -6 lower than the previous day. The implied volatity was 20.34, the open interest changed by 50 which increased total open position to 373
On 18 Sept SUNPHARMA was trading at 1648.60. The strike last trading price was 53.6, which was -25.15 lower than the previous day. The implied volatity was 19.82, the open interest changed by 33 which increased total open position to 321
On 14 Sept SUNPHARMA was trading at 1616.60. The strike last trading price was 86, which was -4.95 lower than the previous day. The implied volatity was 19.54, the open interest changed by -5 which decreased total open position to 277
On 17 Aug SUNPHARMA was trading at 1641.40. The strike last trading price was 74.95, which was -13.05 lower than the previous day. The implied volatity was 22.23, the open interest changed by 4 which increased total open position to 5
