ZYDUSLIFE
Zydus Lifesciences Ltd
Historical option data for ZYDUSLIFE
22 Sep 2025 08:01 PM IST
| ZYDUSLIFE 28OCT2025 1030 CE | ||||||||||||||||
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Delta: 0.59
Vega: 1.26
Theta: -0.57
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1035.70 | 38 | 5.65 | 23.72 | 19 | 11 | 11 | |||||||||
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| 21 Sept | 1037.30 | 32.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Sept | 1047.85 | 32.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Sept | 1044.75 | 32.35 | 0 | - | 0 | 0 | 0 | |||||||||
For Zydus Lifesciences Ltd - strike price 1030 expiring on 28OCT2025
Delta for 1030 CE is 0.59
Historical price for 1030 CE is as follows
On 22 Sept ZYDUSLIFE was trading at 1035.70. The strike last trading price was 38, which was 5.65 higher than the previous day. The implied volatity was 23.72, the open interest changed by 11 which increased total open position to 11
On 21 Sept ZYDUSLIFE was trading at 1037.30. The strike last trading price was 32.35, 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 18 Sept ZYDUSLIFE was trading at 1047.85. The strike last trading price was 32.35, 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 14 Sept ZYDUSLIFE was trading at 1044.75. The strike last trading price was 32.35, 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
| ZYDUSLIFE 28OCT2025 1030 PE | |||||||
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Delta: -0.41
Vega: 1.26
Theta: -0.26
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1035.70 | 21.35 | -51.95 | 21.59 | 2 | 1 | 1 |
| 21 Sept | 1037.30 | 73.3 | 0 | 1.74 | 0 | 0 | 0 |
| 18 Sept | 1047.85 | 73.3 | 0 | 2.57 | 0 | 0 | 0 |
| 14 Sept | 1044.75 | 73.3 | 0 | 2.17 | 0 | 0 | 0 |
For Zydus Lifesciences Ltd - strike price 1030 expiring on 28OCT2025
Delta for 1030 PE is -0.41
Historical price for 1030 PE is as follows
On 22 Sept ZYDUSLIFE was trading at 1035.70. The strike last trading price was 21.35, which was -51.95 lower than the previous day. The implied volatity was 21.59, 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 73.3, which was 0 lower than the previous day. The implied volatity was 1.74, 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 73.3, which was 0 lower than the previous day. The implied volatity was 2.57, 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 73.3, which was 0 lower than the previous day. The implied volatity was 2.17, the open interest changed by 0 which decreased total open position to 0
