ZYDUSLIFE
Zydus Lifesciences Ltd
Historical option data for ZYDUSLIFE
28 Sep 2025 10:07 PM IST
ZYDUSLIFE 28-OCT-2025 1020 CE | ||||||||||||||||
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Delta: 0.32
Vega: 1.04
Theta: -0.48
Gamma: 0.01
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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 | |||||||||
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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 | |||||||
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Delta: -0.66
Vega: 1.06
Theta: -0.26
Gamma: 0.00
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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