SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
22 Sep 2025 08:00 PM IST
| SUNPHARMA 30SEP2025 1760 CE | ||||||||||||||||
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Delta: 0.03
Vega: 0.18
Theta: -0.30
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1644.00 | 0.8 | -0.65 | 25.69 | 164 | -23 | 669 | |||||||||
| 21 Sept | 1656.00 | 1.25 | -0.05 | 19.92 | 840 | 13 | 696 | |||||||||
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| 18 Sept | 1648.60 | 1.3 | 0.45 | 20.71 | 526 | -30 | 681 | |||||||||
| 14 Sept | 1616.60 | 1.2 | 0 | 21.29 | 69 | -10 | 714 | |||||||||
| 17 Aug | 1641.40 | 11.65 | -1.1 | 18.53 | 289 | 15 | 83 | |||||||||
For Sun Pharmaceutical Ind L - strike price 1760 expiring on 30SEP2025
Delta for 1760 CE is 0.03
Historical price for 1760 CE is as follows
On 22 Sept SUNPHARMA was trading at 1644.00. The strike last trading price was 0.8, which was -0.65 lower than the previous day. The implied volatity was 25.69, the open interest changed by -23 which decreased total open position to 669
On 21 Sept SUNPHARMA was trading at 1656.00. The strike last trading price was 1.25, which was -0.05 lower than the previous day. The implied volatity was 19.92, the open interest changed by 13 which increased total open position to 696
On 18 Sept SUNPHARMA was trading at 1648.60. The strike last trading price was 1.3, which was 0.45 higher than the previous day. The implied volatity was 20.71, the open interest changed by -30 which decreased total open position to 681
On 14 Sept SUNPHARMA was trading at 1616.60. The strike last trading price was 1.2, which was 0 lower than the previous day. The implied volatity was 21.29, the open interest changed by -10 which decreased total open position to 714
On 17 Aug SUNPHARMA was trading at 1641.40. The strike last trading price was 11.65, which was -1.1 lower than the previous day. The implied volatity was 18.53, the open interest changed by 15 which increased total open position to 83
| SUNPHARMA 30SEP2025 1760 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1644.00 | 118.55 | -51.8 | - | 5 | 1 | 18 |
| 21 Sept | 1656.00 | 170.35 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 1648.60 | 170.35 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 1616.60 | 170.35 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 1641.40 | 121.25 | 0 | - | 0 | 0 | 0 |
For Sun Pharmaceutical Ind L - strike price 1760 expiring on 30SEP2025
Delta for 1760 PE is -
Historical price for 1760 PE is as follows
On 22 Sept SUNPHARMA was trading at 1644.00. The strike last trading price was 118.55, which was -51.8 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 18
On 21 Sept SUNPHARMA was trading at 1656.00. The strike last trading price was 170.35, 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
On 18 Sept SUNPHARMA was trading at 1648.60. The strike last trading price was 170.35, 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
On 14 Sept SUNPHARMA was trading at 1616.60. The strike last trading price was 170.35, 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
On 17 Aug SUNPHARMA was trading at 1641.40. The strike last trading price was 121.25, 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
