ZYDUSLIFE
Zydus Lifesciences Ltd
Historical option data for ZYDUSLIFE
22 Sep 2025 08:01 PM IST
| ZYDUSLIFE 30SEP2025 1050 CE | ||||||||||||||||
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Delta: 0.37
Vega: 0.58
Theta: -1.04
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1035.70 | 9.9 | -2.25 | 25.82 | 848 | 92 | 709 | |||||||||
| 21 Sept | 1037.30 | 12.2 | -6.55 | 22.49 | 902 | 98 | 618 | |||||||||
| 18 Sept | 1047.85 | 19.15 | 5.95 | 22.98 | 1,287 | -40 | 522 | |||||||||
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| 14 Sept | 1044.75 | 19.75 | -1.35 | 21.25 | 1,153 | -13 | 445 | |||||||||
| 17 Aug | 988.80 | 13.2 | -0.8 | 22.37 | 4 | 3 | 11 | |||||||||
For Zydus Lifesciences Ltd - strike price 1050 expiring on 30SEP2025
Delta for 1050 CE is 0.37
Historical price for 1050 CE is as follows
On 22 Sept ZYDUSLIFE was trading at 1035.70. The strike last trading price was 9.9, which was -2.25 lower than the previous day. The implied volatity was 25.82, the open interest changed by 92 which increased total open position to 709
On 21 Sept ZYDUSLIFE was trading at 1037.30. The strike last trading price was 12.2, which was -6.55 lower than the previous day. The implied volatity was 22.49, the open interest changed by 98 which increased total open position to 618
On 18 Sept ZYDUSLIFE was trading at 1047.85. The strike last trading price was 19.15, which was 5.95 higher than the previous day. The implied volatity was 22.98, the open interest changed by -40 which decreased total open position to 522
On 14 Sept ZYDUSLIFE was trading at 1044.75. The strike last trading price was 19.75, which was -1.35 lower than the previous day. The implied volatity was 21.25, the open interest changed by -13 which decreased total open position to 445
On 17 Aug ZYDUSLIFE was trading at 988.80. The strike last trading price was 13.2, which was -0.8 lower than the previous day. The implied volatity was 22.37, the open interest changed by 3 which increased total open position to 11
| ZYDUSLIFE 30SEP2025 1050 PE | |||||||
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Delta: -0.65
Vega: 0.57
Theta: -0.61
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1035.70 | 21.9 | 1.05 | 22.60 | 135 | 20 | 197 |
| 21 Sept | 1037.30 | 21.15 | 5.05 | 22.65 | 199 | 6 | 179 |
| 18 Sept | 1047.85 | 16 | -8.9 | 23.24 | 159 | 24 | 170 |
| 14 Sept | 1044.75 | 22.7 | 0.2 | 24.61 | 226 | -9 | 148 |
| 17 Aug | 988.80 | 91.75 | 0 | - | 0 | 0 | 0 |
For Zydus Lifesciences Ltd - strike price 1050 expiring on 30SEP2025
Delta for 1050 PE is -0.65
Historical price for 1050 PE is as follows
On 22 Sept ZYDUSLIFE was trading at 1035.70. The strike last trading price was 21.9, which was 1.05 higher than the previous day. The implied volatity was 22.60, the open interest changed by 20 which increased total open position to 197
On 21 Sept ZYDUSLIFE was trading at 1037.30. The strike last trading price was 21.15, which was 5.05 higher than the previous day. The implied volatity was 22.65, the open interest changed by 6 which increased total open position to 179
On 18 Sept ZYDUSLIFE was trading at 1047.85. The strike last trading price was 16, which was -8.9 lower than the previous day. The implied volatity was 23.24, the open interest changed by 24 which increased total open position to 170
On 14 Sept ZYDUSLIFE was trading at 1044.75. The strike last trading price was 22.7, which was 0.2 higher than the previous day. The implied volatity was 24.61, the open interest changed by -9 which decreased total open position to 148
On 17 Aug ZYDUSLIFE was trading at 988.80. The strike last trading price was 91.75, 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
