Sunny's brother Sandeep Vohra revealed, "My sister told me 'Penthouse asked me what my stage name is going to be', and then she is like 'Don't laugh, don't be mad. My stage name is Sunny.' Explaining further she said, 'Your name was the first thing that popped into my head'. To that, I said, 'That's freaking cool.' I don't mind'." by Stuti Srivastava