SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
22 Sep 2025 08:00 PM IST
| SUNPHARMA 30SEP2025 1800 CE | ||||||||||||||||
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Delta: 0.02
Vega: 0.11
Theta: -0.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1644.00 | 0.45 | -0.25 | 29.55 | 122 | -2 | 494 | |||||||||
| 21 Sept | 1656.00 | 0.65 | -0.05 | 23.22 | 277 | 33 | 496 | |||||||||
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| 18 Sept | 1648.60 | 0.65 | 0.05 | 23.53 | 264 | 54 | 463 | |||||||||
| 14 Sept | 1616.60 | 0.75 | 0.05 | 23.89 | 15 | 2 | 397 | |||||||||
| 17 Aug | 1641.40 | 6.25 | -1.65 | 18.64 | 999 | -12 | 57 | |||||||||
For Sun Pharmaceutical Ind L - strike price 1800 expiring on 30SEP2025
Delta for 1800 CE is 0.02
Historical price for 1800 CE is as follows
On 22 Sept SUNPHARMA was trading at 1644.00. The strike last trading price was 0.45, which was -0.25 lower than the previous day. The implied volatity was 29.55, the open interest changed by -2 which decreased total open position to 494
On 21 Sept SUNPHARMA was trading at 1656.00. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was 23.22, the open interest changed by 33 which increased total open position to 496
On 18 Sept SUNPHARMA was trading at 1648.60. The strike last trading price was 0.65, which was 0.05 higher than the previous day. The implied volatity was 23.53, the open interest changed by 54 which increased total open position to 463
On 14 Sept SUNPHARMA was trading at 1616.60. The strike last trading price was 0.75, which was 0.05 higher than the previous day. The implied volatity was 23.89, the open interest changed by 2 which increased total open position to 397
On 17 Aug SUNPHARMA was trading at 1641.40. The strike last trading price was 6.25, which was -1.65 lower than the previous day. The implied volatity was 18.64, the open interest changed by -12 which decreased total open position to 57
| SUNPHARMA 30SEP2025 1800 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 | 158.15 | 8.15 | - | 24 | 3 | 53 |
| 21 Sept | 1656.00 | 150 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 1648.60 | 150 | -65.6 | 34.58 | 2 | -1 | 49 |
| 14 Sept | 1616.60 | 215.6 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 1641.40 | 200 | 0 | 0.00 | 0 | 0 | 0 |
For Sun Pharmaceutical Ind L - strike price 1800 expiring on 30SEP2025
Delta for 1800 PE is -
Historical price for 1800 PE is as follows
On 22 Sept SUNPHARMA was trading at 1644.00. The strike last trading price was 158.15, which was 8.15 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 53
On 21 Sept SUNPHARMA was trading at 1656.00. The strike last trading price was 150, 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 150, which was -65.6 lower than the previous day. The implied volatity was 34.58, the open interest changed by -1 which decreased total open position to 49
On 14 Sept SUNPHARMA was trading at 1616.60. The strike last trading price was 215.6, 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 200, 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
