ZYDUSLIFE
Zydus Lifesciences Ltd
Historical option data for ZYDUSLIFE
22 Sep 2025 08:01 PM IST
| ZYDUSLIFE 30SEP2025 1010 CE | ||||||||||||||||
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Delta: 0.75
Vega: 0.49
Theta: -1.03
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 1035.70 | 32.5 | -4.3 | 26.96 | 16 | -1 | 79 | |||||||||
| 21 Sept | 1037.30 | 36.8 | -8.3 | 23.94 | 17 | -8 | 81 | |||||||||
| 18 Sept | 1047.85 | 44.85 | 3.8 | 18.21 | 24 | -6 | 87 | |||||||||
| 14 Sept | 1044.75 | 45.9 | -1.7 | 21.84 | 26 | -2 | 96 | |||||||||
| 17 Aug | 988.80 | 24 | -10.9 | 20.55 | 4 | 4 | 0 | |||||||||
For Zydus Lifesciences Ltd - strike price 1010 expiring on 30SEP2025
Delta for 1010 CE is 0.75
Historical price for 1010 CE is as follows
On 22 Sept ZYDUSLIFE was trading at 1035.70. The strike last trading price was 32.5, which was -4.3 lower than the previous day. The implied volatity was 26.96, the open interest changed by -1 which decreased total open position to 79
On 21 Sept ZYDUSLIFE was trading at 1037.30. The strike last trading price was 36.8, which was -8.3 lower than the previous day. The implied volatity was 23.94, the open interest changed by -8 which decreased total open position to 81
On 18 Sept ZYDUSLIFE was trading at 1047.85. The strike last trading price was 44.85, which was 3.8 higher than the previous day. The implied volatity was 18.21, the open interest changed by -6 which decreased total open position to 87
On 14 Sept ZYDUSLIFE was trading at 1044.75. The strike last trading price was 45.9, which was -1.7 lower than the previous day. The implied volatity was 21.84, the open interest changed by -2 which decreased total open position to 96
On 17 Aug ZYDUSLIFE was trading at 988.80. The strike last trading price was 24, which was -10.9 lower than the previous day. The implied volatity was 20.55, the open interest changed by 4 which increased total open position to 0
| ZYDUSLIFE 30SEP2025 1010 PE | |||||||
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Delta: -0.22
Vega: 0.46
Theta: -0.60
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1035.70 | 4.7 | -0.1 | 23.31 | 254 | -41 | 279 |
| 21 Sept | 1037.30 | 4.55 | 0.9 | 21.64 | 130 | 9 | 321 |
| 18 Sept | 1047.85 | 3.7 | -2.7 | 23.40 | 108 | 9 | 312 |
| 14 Sept | 1044.75 | 7.15 | -0.7 | 23.65 | 198 | 42 | 226 |
| 17 Aug | 988.80 | 64.85 | 0 | - | 0 | 0 | 0 |
For Zydus Lifesciences Ltd - strike price 1010 expiring on 30SEP2025
Delta for 1010 PE is -0.22
Historical price for 1010 PE is as follows
On 22 Sept ZYDUSLIFE was trading at 1035.70. The strike last trading price was 4.7, which was -0.1 lower than the previous day. The implied volatity was 23.31, the open interest changed by -41 which decreased total open position to 279
On 21 Sept ZYDUSLIFE was trading at 1037.30. The strike last trading price was 4.55, which was 0.9 higher than the previous day. The implied volatity was 21.64, the open interest changed by 9 which increased total open position to 321
On 18 Sept ZYDUSLIFE was trading at 1047.85. The strike last trading price was 3.7, which was -2.7 lower than the previous day. The implied volatity was 23.40, the open interest changed by 9 which increased total open position to 312
On 14 Sept ZYDUSLIFE was trading at 1044.75. The strike last trading price was 7.15, which was -0.7 lower than the previous day. The implied volatity was 23.65, the open interest changed by 42 which increased total open position to 226
On 17 Aug ZYDUSLIFE was trading at 988.80. The strike last trading price was 64.85, 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
