[--[65.84.65.76]--]
ZYDUSLIFE
Zydus Lifesciences Ltd

975 -44.25 (-4.34%)

Back to Option Chain


Historical option data for ZYDUSLIFE

28 Sep 2025 10:07 PM IST
ZYDUSLIFE 28-OCT-2025 1020 CE
Delta: 0.32
Vega: 1.04
Theta: -0.48
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
28 Sept 975.00 14.55 -18.7 24.84 95 25 46
22 Sept 1035.70 44 0 0.00 0 0 0
21 Sept 1037.30 44 0 0.00 0 0 0
18 Sept 1047.85 44 1.3 11.50 2 0 0
14 Sept 1044.75 42.7 0 - 0 0 0
17 Aug 988.80 0 0 0.67 0 0 0


For Zydus Lifesciences Ltd - strike price 1020 expiring on 28OCT2025

Delta for 1020 CE is 0.32

Historical price for 1020 CE is as follows

On 28 Sept ZYDUSLIFE was trading at 975.00. The strike last trading price was 14.55, which was -18.7 lower than the previous day. The implied volatity was 24.84, the open interest changed by 25 which increased total open position to 46


On 22 Sept ZYDUSLIFE was trading at 1035.70. The strike last trading price was 44, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 21 Sept ZYDUSLIFE was trading at 1037.30. The strike last trading price was 44, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 18 Sept ZYDUSLIFE was trading at 1047.85. The strike last trading price was 44, which was 1.3 higher than the previous day. The implied volatity was 11.50, the open interest changed by 0 which decreased total open position to 0


On 14 Sept ZYDUSLIFE was trading at 1044.75. The strike last trading price was 42.7, 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 17 Aug ZYDUSLIFE was trading at 988.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.67, the open interest changed by 0 which decreased total open position to 0


ZYDUSLIFE 28OCT2025 1020 PE
Delta: -0.66
Vega: 1.06
Theta: -0.26
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
28 Sept 975.00 53.4 26.85 27.41 202 15 49
22 Sept 1035.70 17.75 -60.05 21.94 2 1 1
21 Sept 1037.30 77.8 0 2.44 0 0 0
18 Sept 1047.85 77.8 0 3.38 0 0 0
14 Sept 1044.75 77.8 0 2.92 0 0 0
17 Aug 988.80 0 0 - 0 0 0


For Zydus Lifesciences Ltd - strike price 1020 expiring on 28OCT2025

Delta for 1020 PE is -0.66

Historical price for 1020 PE is as follows

On 28 Sept ZYDUSLIFE was trading at 975.00. The strike last trading price was 53.4, which was 26.85 higher than the previous day. The implied volatity was 27.41, the open interest changed by 15 which increased total open position to 49


On 22 Sept ZYDUSLIFE was trading at 1035.70. The strike last trading price was 17.75, which was -60.05 lower than the previous day. The implied volatity was 21.94, the open interest changed by 1 which increased total open position to 1


On 21 Sept ZYDUSLIFE was trading at 1037.30. The strike last trading price was 77.8, which was 0 lower than the previous day. The implied volatity was 2.44, the open interest changed by 0 which decreased total open position to 0


On 18 Sept ZYDUSLIFE was trading at 1047.85. The strike last trading price was 77.8, which was 0 lower than the previous day. The implied volatity was 3.38, the open interest changed by 0 which decreased total open position to 0


On 14 Sept ZYDUSLIFE was trading at 1044.75. The strike last trading price was 77.8, which was 0 lower than the previous day. The implied volatity was 2.92, the open interest changed by 0 which decreased total open position to 0


On 17 Aug ZYDUSLIFE was trading at 988.80. The strike last trading price was 0, 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