ZYDUSLIFE
Zydus Lifesciences Ltd
Historical option data for ZYDUSLIFE
22 Sep 2025 08:01 PM IST
| ZYDUSLIFE 30SEP2025 1030 CE | ||||||||||||||||
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Delta: 0.57
Vega: 0.60
Theta: -1.08
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1035.70 | 18.2 | -3.65 | 24.56 | 158 | -19 | 133 | |||||||||
| 21 Sept | 1037.30 | 22.1 | -8.5 | 22.29 | 131 | 9 | 151 | |||||||||
| 18 Sept | 1047.85 | 31.2 | 9.15 | 22.77 | 384 | -44 | 145 | |||||||||
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| 14 Sept | 1044.75 | 29.8 | -2.15 | 19.65 | 109 | -23 | 157 | |||||||||
| 17 Aug | 988.80 | 27.95 | 0 | 2.43 | 0 | 0 | 0 | |||||||||
For Zydus Lifesciences Ltd - strike price 1030 expiring on 30SEP2025
Delta for 1030 CE is 0.57
Historical price for 1030 CE is as follows
On 22 Sept ZYDUSLIFE was trading at 1035.70. The strike last trading price was 18.2, which was -3.65 lower than the previous day. The implied volatity was 24.56, the open interest changed by -19 which decreased total open position to 133
On 21 Sept ZYDUSLIFE was trading at 1037.30. The strike last trading price was 22.1, which was -8.5 lower than the previous day. The implied volatity was 22.29, the open interest changed by 9 which increased total open position to 151
On 18 Sept ZYDUSLIFE was trading at 1047.85. The strike last trading price was 31.2, which was 9.15 higher than the previous day. The implied volatity was 22.77, the open interest changed by -44 which decreased total open position to 145
On 14 Sept ZYDUSLIFE was trading at 1044.75. The strike last trading price was 29.8, which was -2.15 lower than the previous day. The implied volatity was 19.65, the open interest changed by -23 which decreased total open position to 157
On 17 Aug ZYDUSLIFE was trading at 988.80. The strike last trading price was 27.95, which was 0 lower than the previous day. The implied volatity was 2.43, the open interest changed by 0 which decreased total open position to 0
| ZYDUSLIFE 30SEP2025 1030 PE | |||||||
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Delta: -0.42
Vega: 0.60
Theta: -0.75
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1035.70 | 11.3 | 0.65 | 23.23 | 163 | -2 | 196 |
| 21 Sept | 1037.30 | 11 | 2.95 | 22.29 | 150 | -8 | 197 |
| 18 Sept | 1047.85 | 8.3 | -5.6 | 23.35 | 312 | 24 | 206 |
| 14 Sept | 1044.75 | 13.25 | -0.25 | 23.81 | 162 | 9 | 169 |
| 17 Aug | 988.80 | 77.75 | 0 | - | 0 | 0 | 0 |
For Zydus Lifesciences Ltd - strike price 1030 expiring on 30SEP2025
Delta for 1030 PE is -0.42
Historical price for 1030 PE is as follows
On 22 Sept ZYDUSLIFE was trading at 1035.70. The strike last trading price was 11.3, which was 0.65 higher than the previous day. The implied volatity was 23.23, the open interest changed by -2 which decreased total open position to 196
On 21 Sept ZYDUSLIFE was trading at 1037.30. The strike last trading price was 11, which was 2.95 higher than the previous day. The implied volatity was 22.29, the open interest changed by -8 which decreased total open position to 197
On 18 Sept ZYDUSLIFE was trading at 1047.85. The strike last trading price was 8.3, which was -5.6 lower than the previous day. The implied volatity was 23.35, the open interest changed by 24 which increased total open position to 206
On 14 Sept ZYDUSLIFE was trading at 1044.75. The strike last trading price was 13.25, which was -0.25 lower than the previous day. The implied volatity was 23.81, the open interest changed by 9 which increased total open position to 169
On 17 Aug ZYDUSLIFE was trading at 988.80. The strike last trading price was 77.75, 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
