SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
22 Sep 2025 08:00 PM IST
| SUNPHARMA 30SEP2025 1720 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.08
Vega: 0.35
Theta: -0.51
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 22 Sept | 1644.00 | 1.8 | -1.85 | 22.15 | 1,514 | -259 | 620 | |||||||||
| 21 Sept | 1656.00 | 3.15 | -0.1 | 17.01 | 3,346 | 153 | 880 | |||||||||
| 18 Sept | 1648.60 | 3.35 | 1.4 | 18.45 | 2,698 | 326 | 726 | |||||||||
| 14 Sept | 1616.60 | 2.4 | -0.15 | 19.16 | 201 | 25 | 352 | |||||||||
| 17 Aug | 1641.40 | 74.9 | 0 | 2.88 | 0 | 0 | 0 | |||||||||
For Sun Pharmaceutical Ind L - strike price 1720 expiring on 30SEP2025
Delta for 1720 CE is 0.08
Historical price for 1720 CE is as follows
On 22 Sept SUNPHARMA was trading at 1644.00. The strike last trading price was 1.8, which was -1.85 lower than the previous day. The implied volatity was 22.15, the open interest changed by -259 which decreased total open position to 620
On 21 Sept SUNPHARMA was trading at 1656.00. The strike last trading price was 3.15, which was -0.1 lower than the previous day. The implied volatity was 17.01, the open interest changed by 153 which increased total open position to 880
On 18 Sept SUNPHARMA was trading at 1648.60. The strike last trading price was 3.35, which was 1.4 higher than the previous day. The implied volatity was 18.45, the open interest changed by 326 which increased total open position to 726
On 14 Sept SUNPHARMA was trading at 1616.60. The strike last trading price was 2.4, which was -0.15 lower than the previous day. The implied volatity was 19.16, the open interest changed by 25 which increased total open position to 352
On 17 Aug SUNPHARMA was trading at 1641.40. The strike last trading price was 74.9, which was 0 lower than the previous day. The implied volatity was 2.88, the open interest changed by 0 which decreased total open position to 0
| SUNPHARMA 30SEP2025 1720 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1644.00 | 63.45 | 1.8 | 0.00 | 0 | 3 | 0 |
| 21 Sept | 1656.00 | 63.45 | -6.65 | 21.93 | 151 | 3 | 84 |
| 18 Sept | 1648.60 | 69.9 | -27.2 | 19.55 | 43 | 7 | 80 |
| 14 Sept | 1616.60 | 104.3 | -5.6 | 20.18 | 112 | 21 | 74 |
| 17 Aug | 1641.40 | 97.55 | 0 | - | 0 | 0 | 0 |
For Sun Pharmaceutical Ind L - strike price 1720 expiring on 30SEP2025
Delta for 1720 PE is 0.00
Historical price for 1720 PE is as follows
On 22 Sept SUNPHARMA was trading at 1644.00. The strike last trading price was 63.45, which was 1.8 higher than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 21 Sept SUNPHARMA was trading at 1656.00. The strike last trading price was 63.45, which was -6.65 lower than the previous day. The implied volatity was 21.93, the open interest changed by 3 which increased total open position to 84
On 18 Sept SUNPHARMA was trading at 1648.60. The strike last trading price was 69.9, which was -27.2 lower than the previous day. The implied volatity was 19.55, the open interest changed by 7 which increased total open position to 80
On 14 Sept SUNPHARMA was trading at 1616.60. The strike last trading price was 104.3, which was -5.6 lower than the previous day. The implied volatity was 20.18, the open interest changed by 21 which increased total open position to 74
On 17 Aug SUNPHARMA was trading at 1641.40. The strike last trading price was 97.55, 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
