ZYDUSLIFE
Zydus Lifesciences Ltd
Historical option data for ZYDUSLIFE
22 Sep 2025 08:01 PM IST
| ZYDUSLIFE 30SEP2025 1020 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.67
Vega: 0.55
Theta: -1.05
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 22 Sept | 1035.70 | 24.5 | -2.95 | 24.95 | 36 | 1 | 154 | |||||||||
| 21 Sept | 1037.30 | 27.45 | -10.65 | 20.45 | 72 | -28 | 152 | |||||||||
| 18 Sept | 1047.85 | 39 | 10.05 | 23.56 | 129 | -12 | 181 | |||||||||
| 14 Sept | 1044.75 | 36.3 | -2.25 | 18.97 | 90 | -15 | 185 | |||||||||
| 17 Aug | 988.80 | 25 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Zydus Lifesciences Ltd - strike price 1020 expiring on 30SEP2025
Delta for 1020 CE is 0.67
Historical price for 1020 CE is as follows
On 22 Sept ZYDUSLIFE was trading at 1035.70. The strike last trading price was 24.5, which was -2.95 lower than the previous day. The implied volatity was 24.95, the open interest changed by 1 which increased total open position to 154
On 21 Sept ZYDUSLIFE was trading at 1037.30. The strike last trading price was 27.45, which was -10.65 lower than the previous day. The implied volatity was 20.45, the open interest changed by -28 which decreased total open position to 152
On 18 Sept ZYDUSLIFE was trading at 1047.85. The strike last trading price was 39, which was 10.05 higher than the previous day. The implied volatity was 23.56, the open interest changed by -12 which decreased total open position to 181
On 14 Sept ZYDUSLIFE was trading at 1044.75. The strike last trading price was 36.3, which was -2.25 lower than the previous day. The implied volatity was 18.97, the open interest changed by -15 which decreased total open position to 185
On 17 Aug ZYDUSLIFE was trading at 988.80. The strike last trading price was 25, 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
| ZYDUSLIFE 30SEP2025 1020 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.32
Vega: 0.55
Theta: -0.70
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1035.70 | 7.45 | 0.25 | 23.19 | 303 | 103 | 359 |
| 21 Sept | 1037.30 | 7.05 | 1.6 | 21.56 | 177 | -33 | 257 |
| 18 Sept | 1047.85 | 5.35 | -4.45 | 22.83 | 248 | 55 | 290 |
| 14 Sept | 1044.75 | 9.65 | -0.45 | 23.45 | 157 | -25 | 246 |
| 17 Aug | 988.80 | 75.15 | 0 | - | 0 | 0 | 0 |
For Zydus Lifesciences Ltd - strike price 1020 expiring on 30SEP2025
Delta for 1020 PE is -0.32
Historical price for 1020 PE is as follows
On 22 Sept ZYDUSLIFE was trading at 1035.70. The strike last trading price was 7.45, which was 0.25 higher than the previous day. The implied volatity was 23.19, the open interest changed by 103 which increased total open position to 359
On 21 Sept ZYDUSLIFE was trading at 1037.30. The strike last trading price was 7.05, which was 1.6 higher than the previous day. The implied volatity was 21.56, the open interest changed by -33 which decreased total open position to 257
On 18 Sept ZYDUSLIFE was trading at 1047.85. The strike last trading price was 5.35, which was -4.45 lower than the previous day. The implied volatity was 22.83, the open interest changed by 55 which increased total open position to 290
On 14 Sept ZYDUSLIFE was trading at 1044.75. The strike last trading price was 9.65, which was -0.45 lower than the previous day. The implied volatity was 23.45, the open interest changed by -25 which decreased total open position to 246
On 17 Aug ZYDUSLIFE was trading at 988.80. The strike last trading price was 75.15, 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
