SUNPHARMA
Sun Pharmaceutical Ind L
Historical option data for SUNPHARMA
06 Feb 2026 04:10 PM IST
| SUNPHARMA 24-FEB-2026 1650 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.96
Vega: 0.31
Theta: -0.5
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 6 Feb | 1695.10 | 50.5 | -11.2 | 8.31 | 67 | -4 | 2,640 | |||||||||
| 5 Feb | 1702.60 | 61.6 | 6.15 | 8.85 | 159 | -29 | 2,644 | |||||||||
| 4 Feb | 1704.40 | 53.8 | 1.4 | - | 484 | 2 | 2,673 | |||||||||
| 3 Feb | 1702.10 | 51.8 | 36.85 | - | 4,558 | -247 | 2,671 | |||||||||
| 2 Feb | 1627.90 | 14.65 | -1.55 | 12.33 | 5,160 | 1,030 | 2,910 | |||||||||
| 1 Feb | 1610.10 | 15.3 | -2.5 | 17.21 | 10,211 | 407 | 1,855 | |||||||||
| 30 Jan | 1595.30 | 17.45 | -1.45 | 20.78 | 2,502 | 902 | 1,449 | |||||||||
| 29 Jan | 1589.30 | 19.25 | -6.4 | 22.41 | 594 | -3 | 548 | |||||||||
| 28 Jan | 1610.60 | 25.25 | -15.75 | 21.33 | 911 | 191 | 550 | |||||||||
| 27 Jan | 1638.90 | 40.1 | 0.5 | 21.71 | 1,006 | 191 | 355 | |||||||||
| 23 Jan | 1631.90 | 39.4 | 0.05 | 21.08 | 364 | 98 | 164 | |||||||||
| 22 Jan | 1634.20 | 38.6 | 7.2 | 19.59 | 197 | 36 | 64 | |||||||||
| 21 Jan | 1612.90 | 30.9 | -2.45 | 20.21 | 51 | 25 | 27 | |||||||||
| 20 Jan | 1613.80 | 33.65 | -78.4 | 19.79 | 2 | 1 | 1 | |||||||||
| 19 Jan | 1675.40 | 112.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Jan | 1668.90 | 112.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Jan | 1700.70 | 112.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Jan | 1728.70 | 112.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Jan | 1736.00 | 112.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Jan | 1729.90 | 112.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jan | 1760.70 | 112.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Jan | 1782.60 | 112.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Jan | 1760.20 | 112.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jan | 1728.90 | 112.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jan | 1728.00 | 112.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jan | 1721.10 | 112.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Dec | 1719.70 | 112.05 | 0 | - | 0 | 0 | 0 | |||||||||
For Sun Pharmaceutical Ind L - strike price 1650 expiring on 24FEB2026
Delta for 1650 CE is 0.96
Historical price for 1650 CE is as follows
On 6 Feb SUNPHARMA was trading at 1695.10. The strike last trading price was 50.5, which was -11.2 lower than the previous day. The implied volatity was 8.31, the open interest changed by -4 which decreased total open position to 2640
On 5 Feb SUNPHARMA was trading at 1702.60. The strike last trading price was 61.6, which was 6.15 higher than the previous day. The implied volatity was 8.85, the open interest changed by -29 which decreased total open position to 2644
On 4 Feb SUNPHARMA was trading at 1704.40. The strike last trading price was 53.8, which was 1.4 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2673
On 3 Feb SUNPHARMA was trading at 1702.10. The strike last trading price was 51.8, which was 36.85 higher than the previous day. The implied volatity was -, the open interest changed by -247 which decreased total open position to 2671
On 2 Feb SUNPHARMA was trading at 1627.90. The strike last trading price was 14.65, which was -1.55 lower than the previous day. The implied volatity was 12.33, the open interest changed by 1030 which increased total open position to 2910
On 1 Feb SUNPHARMA was trading at 1610.10. The strike last trading price was 15.3, which was -2.5 lower than the previous day. The implied volatity was 17.21, the open interest changed by 407 which increased total open position to 1855
On 30 Jan SUNPHARMA was trading at 1595.30. The strike last trading price was 17.45, which was -1.45 lower than the previous day. The implied volatity was 20.78, the open interest changed by 902 which increased total open position to 1449
On 29 Jan SUNPHARMA was trading at 1589.30. The strike last trading price was 19.25, which was -6.4 lower than the previous day. The implied volatity was 22.41, the open interest changed by -3 which decreased total open position to 548
On 28 Jan SUNPHARMA was trading at 1610.60. The strike last trading price was 25.25, which was -15.75 lower than the previous day. The implied volatity was 21.33, the open interest changed by 191 which increased total open position to 550
On 27 Jan SUNPHARMA was trading at 1638.90. The strike last trading price was 40.1, which was 0.5 higher than the previous day. The implied volatity was 21.71, the open interest changed by 191 which increased total open position to 355
On 23 Jan SUNPHARMA was trading at 1631.90. The strike last trading price was 39.4, which was 0.05 higher than the previous day. The implied volatity was 21.08, the open interest changed by 98 which increased total open position to 164
On 22 Jan SUNPHARMA was trading at 1634.20. The strike last trading price was 38.6, which was 7.2 higher than the previous day. The implied volatity was 19.59, the open interest changed by 36 which increased total open position to 64
On 21 Jan SUNPHARMA was trading at 1612.90. The strike last trading price was 30.9, which was -2.45 lower than the previous day. The implied volatity was 20.21, the open interest changed by 25 which increased total open position to 27
On 20 Jan SUNPHARMA was trading at 1613.80. The strike last trading price was 33.65, which was -78.4 lower than the previous day. The implied volatity was 19.79, the open interest changed by 1 which increased total open position to 1
On 19 Jan SUNPHARMA was trading at 1675.40. The strike last trading price was 112.05, 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 16 Jan SUNPHARMA was trading at 1668.90. The strike last trading price was 112.05, 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 Jan SUNPHARMA was trading at 1700.70. The strike last trading price was 112.05, 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 13 Jan SUNPHARMA was trading at 1728.70. The strike last trading price was 112.05, 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 12 Jan SUNPHARMA was trading at 1736.00. The strike last trading price was 112.05, 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 9 Jan SUNPHARMA was trading at 1729.90. The strike last trading price was 112.05, 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 8 Jan SUNPHARMA was trading at 1760.70. The strike last trading price was 112.05, 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 7 Jan SUNPHARMA was trading at 1782.60. The strike last trading price was 112.05, 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 6 Jan SUNPHARMA was trading at 1760.20. The strike last trading price was 112.05, 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 5 Jan SUNPHARMA was trading at 1728.90. The strike last trading price was 112.05, 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 2 Jan SUNPHARMA was trading at 1728.00. The strike last trading price was 112.05, 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 1 Jan SUNPHARMA was trading at 1721.10. The strike last trading price was 112.05, 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 31 Dec SUNPHARMA was trading at 1719.70. The strike last trading price was 112.05, 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
| SUNPHARMA 24FEB2026 1650 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.2
Vega: 1.04
Theta: -0.4
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 6 Feb | 1695.10 | 7.05 | -0.35 | 16.98 | 527 | 54 | 943 |
| 5 Feb | 1702.60 | 7.55 | -1.95 | 18.61 | 1,065 | -29 | 892 |
| 4 Feb | 1704.40 | 9.9 | 0.8 | 20.32 | 1,576 | 88 | 919 |
| 3 Feb | 1702.10 | 9.35 | -31.55 | 19.29 | 3,680 | 661 | 829 |
| 2 Feb | 1627.90 | 40.95 | -22.95 | 21.91 | 129 | 13 | 168 |
| 1 Feb | 1610.10 | 63.5 | -10.45 | 28.65 | 765 | -32 | 156 |
| 30 Jan | 1595.30 | 74.7 | -3.8 | 29.51 | 204 | 82 | 188 |
| 29 Jan | 1589.30 | 78.65 | 11.85 | 29.83 | 53 | -1 | 105 |
| 28 Jan | 1610.60 | 67.55 | 16.5 | 29.75 | 138 | 29 | 106 |
| 27 Jan | 1638.90 | 50.85 | -6.05 | 28.54 | 176 | 35 | 74 |
| 23 Jan | 1631.90 | 57.1 | 2.05 | 28.91 | 39 | 17 | 39 |
| 22 Jan | 1634.20 | 54.85 | -11.1 | 28.06 | 18 | 11 | 22 |
| 21 Jan | 1612.90 | 65.95 | 27.85 | 28.08 | 12 | 7 | 10 |
| 20 Jan | 1613.80 | 38.2 | 11.6 | - | 0 | 0 | 3 |
| 19 Jan | 1675.40 | 38.2 | 11.6 | - | 0 | 0 | 3 |
| 16 Jan | 1668.90 | 38.2 | 11.6 | 25.72 | 3 | 2 | 2 |
| 14 Jan | 1700.70 | 26.6 | 0 | 3.73 | 0 | 0 | 0 |
| 13 Jan | 1728.70 | 26.6 | 0 | 4.7 | 0 | 0 | 0 |
| 12 Jan | 1736.00 | 26.6 | 0 | 4.95 | 0 | 0 | 0 |
| 9 Jan | 1729.90 | 26.6 | 0 | 4.65 | 0 | 0 | 0 |
| 8 Jan | 1760.70 | 26.6 | 0 | 5.51 | 0 | 0 | 0 |
| 7 Jan | 1782.60 | 26.6 | 0 | 6.34 | 0 | 0 | 0 |
| 6 Jan | 1760.20 | 26.6 | 0 | 5.4 | 0 | 0 | 0 |
| 5 Jan | 1728.90 | 26.6 | 0 | 4.15 | 0 | 0 | 0 |
| 2 Jan | 1728.00 | 26.6 | 0 | 4.14 | 0 | 0 | 0 |
| 1 Jan | 1721.10 | 26.6 | 0 | 4.01 | 0 | 0 | 0 |
| 31 Dec | 1719.70 | 26.6 | 0 | 3.8 | 0 | 0 | 0 |
For Sun Pharmaceutical Ind L - strike price 1650 expiring on 24FEB2026
Delta for 1650 PE is -0.2
Historical price for 1650 PE is as follows
On 6 Feb SUNPHARMA was trading at 1695.10. The strike last trading price was 7.05, which was -0.35 lower than the previous day. The implied volatity was 16.98, the open interest changed by 54 which increased total open position to 943
On 5 Feb SUNPHARMA was trading at 1702.60. The strike last trading price was 7.55, which was -1.95 lower than the previous day. The implied volatity was 18.61, the open interest changed by -29 which decreased total open position to 892
On 4 Feb SUNPHARMA was trading at 1704.40. The strike last trading price was 9.9, which was 0.8 higher than the previous day. The implied volatity was 20.32, the open interest changed by 88 which increased total open position to 919
On 3 Feb SUNPHARMA was trading at 1702.10. The strike last trading price was 9.35, which was -31.55 lower than the previous day. The implied volatity was 19.29, the open interest changed by 661 which increased total open position to 829
On 2 Feb SUNPHARMA was trading at 1627.90. The strike last trading price was 40.95, which was -22.95 lower than the previous day. The implied volatity was 21.91, the open interest changed by 13 which increased total open position to 168
On 1 Feb SUNPHARMA was trading at 1610.10. The strike last trading price was 63.5, which was -10.45 lower than the previous day. The implied volatity was 28.65, the open interest changed by -32 which decreased total open position to 156
On 30 Jan SUNPHARMA was trading at 1595.30. The strike last trading price was 74.7, which was -3.8 lower than the previous day. The implied volatity was 29.51, the open interest changed by 82 which increased total open position to 188
On 29 Jan SUNPHARMA was trading at 1589.30. The strike last trading price was 78.65, which was 11.85 higher than the previous day. The implied volatity was 29.83, the open interest changed by -1 which decreased total open position to 105
On 28 Jan SUNPHARMA was trading at 1610.60. The strike last trading price was 67.55, which was 16.5 higher than the previous day. The implied volatity was 29.75, the open interest changed by 29 which increased total open position to 106
On 27 Jan SUNPHARMA was trading at 1638.90. The strike last trading price was 50.85, which was -6.05 lower than the previous day. The implied volatity was 28.54, the open interest changed by 35 which increased total open position to 74
On 23 Jan SUNPHARMA was trading at 1631.90. The strike last trading price was 57.1, which was 2.05 higher than the previous day. The implied volatity was 28.91, the open interest changed by 17 which increased total open position to 39
On 22 Jan SUNPHARMA was trading at 1634.20. The strike last trading price was 54.85, which was -11.1 lower than the previous day. The implied volatity was 28.06, the open interest changed by 11 which increased total open position to 22
On 21 Jan SUNPHARMA was trading at 1612.90. The strike last trading price was 65.95, which was 27.85 higher than the previous day. The implied volatity was 28.08, the open interest changed by 7 which increased total open position to 10
On 20 Jan SUNPHARMA was trading at 1613.80. The strike last trading price was 38.2, which was 11.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 19 Jan SUNPHARMA was trading at 1675.40. The strike last trading price was 38.2, which was 11.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 16 Jan SUNPHARMA was trading at 1668.90. The strike last trading price was 38.2, which was 11.6 higher than the previous day. The implied volatity was 25.72, the open interest changed by 2 which increased total open position to 2
On 14 Jan SUNPHARMA was trading at 1700.70. The strike last trading price was 26.6, which was 0 lower than the previous day. The implied volatity was 3.73, the open interest changed by 0 which decreased total open position to 0
On 13 Jan SUNPHARMA was trading at 1728.70. The strike last trading price was 26.6, which was 0 lower than the previous day. The implied volatity was 4.7, the open interest changed by 0 which decreased total open position to 0
On 12 Jan SUNPHARMA was trading at 1736.00. The strike last trading price was 26.6, which was 0 lower than the previous day. The implied volatity was 4.95, the open interest changed by 0 which decreased total open position to 0
On 9 Jan SUNPHARMA was trading at 1729.90. The strike last trading price was 26.6, which was 0 lower than the previous day. The implied volatity was 4.65, the open interest changed by 0 which decreased total open position to 0
On 8 Jan SUNPHARMA was trading at 1760.70. The strike last trading price was 26.6, which was 0 lower than the previous day. The implied volatity was 5.51, the open interest changed by 0 which decreased total open position to 0
On 7 Jan SUNPHARMA was trading at 1782.60. The strike last trading price was 26.6, which was 0 lower than the previous day. The implied volatity was 6.34, the open interest changed by 0 which decreased total open position to 0
On 6 Jan SUNPHARMA was trading at 1760.20. The strike last trading price was 26.6, which was 0 lower than the previous day. The implied volatity was 5.4, the open interest changed by 0 which decreased total open position to 0
On 5 Jan SUNPHARMA was trading at 1728.90. The strike last trading price was 26.6, which was 0 lower than the previous day. The implied volatity was 4.15, the open interest changed by 0 which decreased total open position to 0
On 2 Jan SUNPHARMA was trading at 1728.00. The strike last trading price was 26.6, which was 0 lower than the previous day. The implied volatity was 4.14, the open interest changed by 0 which decreased total open position to 0
On 1 Jan SUNPHARMA was trading at 1721.10. The strike last trading price was 26.6, which was 0 lower than the previous day. The implied volatity was 4.01, the open interest changed by 0 which decreased total open position to 0
On 31 Dec SUNPHARMA was trading at 1719.70. The strike last trading price was 26.6, which was 0 lower than the previous day. The implied volatity was 3.8, the open interest changed by 0 which decreased total open position to 0






























































































































































































































