SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
22 Sep 2025 08:00 PM IST
| SUNPHARMA 30SEP2025 1880 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 0.05
Theta: -0.13
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1644.00 | 0.25 | -0.35 | 38.06 | 11 | -4 | 29 | |||||||||
| 21 Sept | 1656.00 | 0.6 | 0.1 | 33.14 | 9 | 6 | 32 | |||||||||
|
|
||||||||||||||||
| 18 Sept | 1648.60 | 0.5 | 0.15 | 32.12 | 8 | 0 | 24 | |||||||||
| 17 Aug | 1641.40 | 4 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Sun Pharmaceutical Ind L - strike price 1880 expiring on 30SEP2025
Delta for 1880 CE is 0.01
Historical price for 1880 CE is as follows
On 22 Sept SUNPHARMA was trading at 1644.00. The strike last trading price was 0.25, which was -0.35 lower than the previous day. The implied volatity was 38.06, the open interest changed by -4 which decreased total open position to 29
On 21 Sept SUNPHARMA was trading at 1656.00. The strike last trading price was 0.6, which was 0.1 higher than the previous day. The implied volatity was 33.14, the open interest changed by 6 which increased total open position to 32
On 18 Sept SUNPHARMA was trading at 1648.60. The strike last trading price was 0.5, which was 0.15 higher than the previous day. The implied volatity was 32.12, the open interest changed by 0 which decreased total open position to 24
On 17 Aug SUNPHARMA was trading at 1641.40. The strike last trading price was 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
| SUNPHARMA 30SEP2025 1880 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 | 294 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 1656.00 | 294 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 1648.60 | 294 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 1641.40 | 207.1 | 0 | - | 0 | 0 | 0 |
For Sun Pharmaceutical Ind L - strike price 1880 expiring on 30SEP2025
Delta for 1880 PE is 0.00
Historical price for 1880 PE is as follows
On 22 Sept SUNPHARMA was trading at 1644.00. The strike last trading price was 294, 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 21 Sept SUNPHARMA was trading at 1656.00. The strike last trading price was 294, 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 294, 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 207.1, 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
