ZYDUSLIFE
Zydus Lifesciences Ltd
Historical option data for ZYDUSLIFE
17 Aug 2025 12:55 AM IST
| ZYDUSLIFE 30SEP2025 1000 CE | ||||||||||||||||
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Delta: 0.51
Vega: 1.41
Theta: -0.45
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 988.80 | 29.6 | -3.15 | 21.57 | 9 | 1 | 44 | |||||||||
For Zydus Lifesciences Ltd - strike price 1000 expiring on 30SEP2025
Delta for 1000 CE is 0.51
Historical price for 1000 CE is as follows
On 17 Aug ZYDUSLIFE was trading at 988.80. The strike last trading price was 29.6, which was -3.15 lower than the previous day. The implied volatity was 21.57, the open interest changed by 1 which increased total open position to 44
| ZYDUSLIFE 30SEP2025 1000 PE | |||||||
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Delta: -0.49
Vega: 1.41
Theta: -0.19
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 988.80 | 32.5 | 0.5 | 22.41 | 2 | 2 | 4 |
For Zydus Lifesciences Ltd - strike price 1000 expiring on 30SEP2025
Delta for 1000 PE is -0.49
Historical price for 1000 PE is as follows
On 17 Aug ZYDUSLIFE was trading at 988.80. The strike last trading price was 32.5, which was 0.5 higher than the previous day. The implied volatity was 22.41, the open interest changed by 2 which increased total open position to 4
