SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
22 Sep 2025 08:00 PM IST
| SUNPHARMA 30SEP2025 1740 CE | ||||||||||||||||
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Delta: 0.05
Vega: 0.24
Theta: -0.38
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1644.00 | 1.15 | -1.05 | 23.82 | 629 | -52 | 380 | |||||||||
| 21 Sept | 1656.00 | 1.95 | -0.05 | 18.49 | 1,523 | -32 | 432 | |||||||||
| 18 Sept | 1648.60 | 2 | 0.65 | 19.43 | 1,240 | 226 | 462 | |||||||||
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| 14 Sept | 1616.60 | 1.65 | -0.1 | 20.16 | 93 | -5 | 228 | |||||||||
| 17 Aug | 1641.40 | 10.35 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Sun Pharmaceutical Ind L - strike price 1740 expiring on 30SEP2025
Delta for 1740 CE is 0.05
Historical price for 1740 CE is as follows
On 22 Sept SUNPHARMA was trading at 1644.00. The strike last trading price was 1.15, which was -1.05 lower than the previous day. The implied volatity was 23.82, the open interest changed by -52 which decreased total open position to 380
On 21 Sept SUNPHARMA was trading at 1656.00. The strike last trading price was 1.95, which was -0.05 lower than the previous day. The implied volatity was 18.49, the open interest changed by -32 which decreased total open position to 432
On 18 Sept SUNPHARMA was trading at 1648.60. The strike last trading price was 2, which was 0.65 higher than the previous day. The implied volatity was 19.43, the open interest changed by 226 which increased total open position to 462
On 14 Sept SUNPHARMA was trading at 1616.60. The strike last trading price was 1.65, which was -0.1 lower than the previous day. The implied volatity was 20.16, the open interest changed by -5 which decreased total open position to 228
On 17 Aug SUNPHARMA was trading at 1641.40. The strike last trading price was 10.35, 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 1740 PE | |||||||
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Delta: -0.97
Vega: 0.17
Theta: 0.24
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1644.00 | 100.3 | 18.5 | 21.20 | 84 | 40 | 65 |
| 21 Sept | 1656.00 | 82.9 | -32.7 | 25.71 | 4 | 0 | 25 |
| 18 Sept | 1648.60 | 115.3 | -0.3 | 0.00 | 0 | -1 | 0 |
| 14 Sept | 1616.60 | 130.25 | 0.7 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 1641.40 | 112.75 | 0 | 0.00 | 0 | 0 | 0 |
For Sun Pharmaceutical Ind L - strike price 1740 expiring on 30SEP2025
Delta for 1740 PE is -0.97
Historical price for 1740 PE is as follows
On 22 Sept SUNPHARMA was trading at 1644.00. The strike last trading price was 100.3, which was 18.5 higher than the previous day. The implied volatity was 21.20, the open interest changed by 40 which increased total open position to 65
On 21 Sept SUNPHARMA was trading at 1656.00. The strike last trading price was 82.9, which was -32.7 lower than the previous day. The implied volatity was 25.71, the open interest changed by 0 which decreased total open position to 25
On 18 Sept SUNPHARMA was trading at 1648.60. The strike last trading price was 115.3, which was -0.3 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 14 Sept SUNPHARMA was trading at 1616.60. The strike last trading price was 130.25, which was 0.7 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 17 Aug SUNPHARMA was trading at 1641.40. The strike last trading price was 112.75, 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
