[--[65.84.65.76]--]

SUNPHARMA

Sun Pharmaceutical Ind L
1695.1 -7.50 (-0.44%)
L: 1689.6 H: 1709

Back to Option Chain


Historical option data for SUNPHARMA

06 Feb 2026 04:10 PM IST
SUNPHARMA 24-FEB-2026 1650 CE
Delta: 0.96
Vega: 0.31
Theta: -0.5
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
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
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