SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
22 Sep 2025 08:00 PM IST
| SUNPHARMA 30SEP2025 1780 CE | ||||||||||||||||
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Delta: 0.03
Vega: 0.14
Theta: -0.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1644.00 | 0.65 | -0.4 | 28.06 | 46 | 3 | 100 | |||||||||
| 21 Sept | 1656.00 | 1 | 0.05 | 22.07 | 84 | 17 | 98 | |||||||||
| 18 Sept | 1648.60 | 0.95 | 0.25 | 22.32 | 69 | 17 | 81 | |||||||||
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| 14 Sept | 1616.60 | 1 | 0 | 22.13 | 4 | -2 | 66 | |||||||||
| 17 Aug | 1641.40 | 7 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Sun Pharmaceutical Ind L - strike price 1780 expiring on 30SEP2025
Delta for 1780 CE is 0.03
Historical price for 1780 CE is as follows
On 22 Sept SUNPHARMA was trading at 1644.00. The strike last trading price was 0.65, which was -0.4 lower than the previous day. The implied volatity was 28.06, the open interest changed by 3 which increased total open position to 100
On 21 Sept SUNPHARMA was trading at 1656.00. The strike last trading price was 1, which was 0.05 higher than the previous day. The implied volatity was 22.07, the open interest changed by 17 which increased total open position to 98
On 18 Sept SUNPHARMA was trading at 1648.60. The strike last trading price was 0.95, which was 0.25 higher than the previous day. The implied volatity was 22.32, the open interest changed by 17 which increased total open position to 81
On 14 Sept SUNPHARMA was trading at 1616.60. The strike last trading price was 1, which was 0 lower than the previous day. The implied volatity was 22.13, the open interest changed by -2 which decreased total open position to 66
On 17 Aug SUNPHARMA was trading at 1641.40. The strike last trading price was 7, 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 1780 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 | 99.4 | 0 | - | 0 | 0 | 0 |
| 21 Sept | 1656.00 | 99.4 | 0 | - | 0 | 0 | 0 |
| 18 Sept | 1648.60 | 99.4 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 1616.60 | 99.4 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 1641.40 | 99.4 | 0 | - | 0 | 0 | 0 |
For Sun Pharmaceutical Ind L - strike price 1780 expiring on 30SEP2025
Delta for 1780 PE is -
Historical price for 1780 PE is as follows
On 22 Sept SUNPHARMA was trading at 1644.00. The strike last trading price was 99.4, 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
On 21 Sept SUNPHARMA was trading at 1656.00. The strike last trading price was 99.4, 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
On 18 Sept SUNPHARMA was trading at 1648.60. The strike last trading price was 99.4, 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
On 14 Sept SUNPHARMA was trading at 1616.60. The strike last trading price was 99.4, 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 99.4, 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
