ZYDUSLIFE
Zydus Lifesciences Ltd
Historical option data for ZYDUSLIFE
22 Sep 2025 08:01 PM IST
| ZYDUSLIFE 30SEP2025 1000 CE | ||||||||||||||||
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Delta: 0.81
Vega: 0.41
Theta: -0.93
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 1035.70 | 40.5 | -3.25 | 27.71 | 50 | -4 | 187 | |||||||||
| 21 Sept | 1037.30 | 45 | -10.1 | 24.53 | 42 | -9 | 191 | |||||||||
| 18 Sept | 1047.85 | 56.05 | 13.95 | 24.92 | 80 | -17 | 200 | |||||||||
| 14 Sept | 1044.75 | 51.6 | -2.95 | 16.78 | 73 | -10 | 221 | |||||||||
| 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 0.81
Historical price for 1000 CE is as follows
On 22 Sept ZYDUSLIFE was trading at 1035.70. The strike last trading price was 40.5, which was -3.25 lower than the previous day. The implied volatity was 27.71, the open interest changed by -4 which decreased total open position to 187
On 21 Sept ZYDUSLIFE was trading at 1037.30. The strike last trading price was 45, which was -10.1 lower than the previous day. The implied volatity was 24.53, the open interest changed by -9 which decreased total open position to 191
On 18 Sept ZYDUSLIFE was trading at 1047.85. The strike last trading price was 56.05, which was 13.95 higher than the previous day. The implied volatity was 24.92, the open interest changed by -17 which decreased total open position to 200
On 14 Sept ZYDUSLIFE was trading at 1044.75. The strike last trading price was 51.6, which was -2.95 lower than the previous day. The implied volatity was 16.78, the open interest changed by -10 which decreased total open position to 221
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: -0.15
Vega: 0.36
Theta: -0.48
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1035.70 | 2.8 | -0.3 | 23.40 | 305 | 8 | 395 |
| 21 Sept | 1037.30 | 2.9 | 0.4 | 21.98 | 364 | -53 | 388 |
| 18 Sept | 1047.85 | 2.55 | -2 | 24.07 | 285 | 3 | 441 |
| 14 Sept | 1044.75 | 5.2 | -0.5 | 23.87 | 269 | 43 | 446 |
| 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 -0.15
Historical price for 1000 PE is as follows
On 22 Sept ZYDUSLIFE was trading at 1035.70. The strike last trading price was 2.8, which was -0.3 lower than the previous day. The implied volatity was 23.40, the open interest changed by 8 which increased total open position to 395
On 21 Sept ZYDUSLIFE was trading at 1037.30. The strike last trading price was 2.9, which was 0.4 higher than the previous day. The implied volatity was 21.98, the open interest changed by -53 which decreased total open position to 388
On 18 Sept ZYDUSLIFE was trading at 1047.85. The strike last trading price was 2.55, which was -2 lower than the previous day. The implied volatity was 24.07, the open interest changed by 3 which increased total open position to 441
On 14 Sept ZYDUSLIFE was trading at 1044.75. The strike last trading price was 5.2, which was -0.5 lower than the previous day. The implied volatity was 23.87, the open interest changed by 43 which increased total open position to 446
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
