ZYDUSLIFE
Zydus Lifesciences Ltd
Historical option data for ZYDUSLIFE
22 Sep 2025 08:01 PM IST
| ZYDUSLIFE 30SEP2025 1040 CE | ||||||||||||||||
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Delta: 0.47
Vega: 0.61
Theta: -1.07
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1035.70 | 13.3 | -3.05 | 24.78 | 714 | 10 | 395 | |||||||||
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| 21 Sept | 1037.30 | 16.55 | -7.35 | 22.24 | 427 | -14 | 385 | |||||||||
| 18 Sept | 1047.85 | 24.55 | 7.45 | 22.63 | 1,095 | -57 | 401 | |||||||||
| 14 Sept | 1044.75 | 24.8 | -1.4 | 20.97 | 746 | -137 | 320 | |||||||||
| 17 Aug | 988.80 | 14.7 | -1.45 | 21.56 | 13 | 4 | 36 | |||||||||
For Zydus Lifesciences Ltd - strike price 1040 expiring on 30SEP2025
Delta for 1040 CE is 0.47
Historical price for 1040 CE is as follows
On 22 Sept ZYDUSLIFE was trading at 1035.70. The strike last trading price was 13.3, which was -3.05 lower than the previous day. The implied volatity was 24.78, the open interest changed by 10 which increased total open position to 395
On 21 Sept ZYDUSLIFE was trading at 1037.30. The strike last trading price was 16.55, which was -7.35 lower than the previous day. The implied volatity was 22.24, the open interest changed by -14 which decreased total open position to 385
On 18 Sept ZYDUSLIFE was trading at 1047.85. The strike last trading price was 24.55, which was 7.45 higher than the previous day. The implied volatity was 22.63, the open interest changed by -57 which decreased total open position to 401
On 14 Sept ZYDUSLIFE was trading at 1044.75. The strike last trading price was 24.8, which was -1.4 lower than the previous day. The implied volatity was 20.97, the open interest changed by -137 which decreased total open position to 320
On 17 Aug ZYDUSLIFE was trading at 988.80. The strike last trading price was 14.7, which was -1.45 lower than the previous day. The implied volatity was 21.56, the open interest changed by 4 which increased total open position to 36
| ZYDUSLIFE 30SEP2025 1040 PE | |||||||
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Delta: -0.54
Vega: 0.61
Theta: -0.72
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1035.70 | 16.15 | 0.9 | 23.10 | 226 | 5 | 150 |
| 21 Sept | 1037.30 | 14.8 | 3.4 | 21.38 | 328 | 5 | 145 |
| 18 Sept | 1047.85 | 11.2 | -7.55 | 22.60 | 211 | 10 | 141 |
| 14 Sept | 1044.75 | 17.6 | 0.2 | 24.20 | 278 | -14 | 126 |
| 17 Aug | 988.80 | 89 | 0 | 0.00 | 0 | 0 | 0 |
For Zydus Lifesciences Ltd - strike price 1040 expiring on 30SEP2025
Delta for 1040 PE is -0.54
Historical price for 1040 PE is as follows
On 22 Sept ZYDUSLIFE was trading at 1035.70. The strike last trading price was 16.15, which was 0.9 higher than the previous day. The implied volatity was 23.10, the open interest changed by 5 which increased total open position to 150
On 21 Sept ZYDUSLIFE was trading at 1037.30. The strike last trading price was 14.8, which was 3.4 higher than the previous day. The implied volatity was 21.38, the open interest changed by 5 which increased total open position to 145
On 18 Sept ZYDUSLIFE was trading at 1047.85. The strike last trading price was 11.2, which was -7.55 lower than the previous day. The implied volatity was 22.60, the open interest changed by 10 which increased total open position to 141
On 14 Sept ZYDUSLIFE was trading at 1044.75. The strike last trading price was 17.6, which was 0.2 higher than the previous day. The implied volatity was 24.20, the open interest changed by -14 which decreased total open position to 126
On 17 Aug ZYDUSLIFE was trading at 988.80. The strike last trading price was 89, 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
