ZYDUSLIFE
Zydus Lifesciences Ltd
Historical option data for ZYDUSLIFE
22 Sep 2025 08:01 PM IST
| ZYDUSLIFE 30SEP2025 1060 CE | ||||||||||||||||
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Delta: 0.28
Vega: 0.52
Theta: -0.92
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1035.70 | 6.85 | -2.1 | 25.95 | 462 | -3 | 363 | |||||||||
| 21 Sept | 1037.30 | 9 | -5.35 | 23.10 | 636 | 25 | 370 | |||||||||
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| 18 Sept | 1047.85 | 14.8 | 4.75 | 23.52 | 518 | -6 | 339 | |||||||||
| 14 Sept | 1044.75 | 15.5 | -1.25 | 21.52 | 546 | 64 | 408 | |||||||||
| 17 Aug | 988.80 | 9.95 | -3.05 | 21.65 | 2 | 0 | 16 | |||||||||
For Zydus Lifesciences Ltd - strike price 1060 expiring on 30SEP2025
Delta for 1060 CE is 0.28
Historical price for 1060 CE is as follows
On 22 Sept ZYDUSLIFE was trading at 1035.70. The strike last trading price was 6.85, which was -2.1 lower than the previous day. The implied volatity was 25.95, the open interest changed by -3 which decreased total open position to 363
On 21 Sept ZYDUSLIFE was trading at 1037.30. The strike last trading price was 9, which was -5.35 lower than the previous day. The implied volatity was 23.10, the open interest changed by 25 which increased total open position to 370
On 18 Sept ZYDUSLIFE was trading at 1047.85. The strike last trading price was 14.8, which was 4.75 higher than the previous day. The implied volatity was 23.52, the open interest changed by -6 which decreased total open position to 339
On 14 Sept ZYDUSLIFE was trading at 1044.75. The strike last trading price was 15.5, which was -1.25 lower than the previous day. The implied volatity was 21.52, the open interest changed by 64 which increased total open position to 408
On 17 Aug ZYDUSLIFE was trading at 988.80. The strike last trading price was 9.95, which was -3.05 lower than the previous day. The implied volatity was 21.65, the open interest changed by 0 which decreased total open position to 16
| ZYDUSLIFE 30SEP2025 1060 PE | |||||||
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Delta: -0.73
Vega: 0.50
Theta: -0.53
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1035.70 | 29.65 | 1.65 | 23.93 | 52 | 0 | 108 |
| 21 Sept | 1037.30 | 28 | 6.7 | 23.38 | 35 | 3 | 109 |
| 18 Sept | 1047.85 | 21.55 | -10.1 | 23.69 | 45 | 0 | 105 |
| 14 Sept | 1044.75 | 28.75 | -1.7 | 25.31 | 100 | 27 | 99 |
| 17 Aug | 988.80 | 100 | 0 | - | 0 | 0 | 0 |
For Zydus Lifesciences Ltd - strike price 1060 expiring on 30SEP2025
Delta for 1060 PE is -0.73
Historical price for 1060 PE is as follows
On 22 Sept ZYDUSLIFE was trading at 1035.70. The strike last trading price was 29.65, which was 1.65 higher than the previous day. The implied volatity was 23.93, the open interest changed by 0 which decreased total open position to 108
On 21 Sept ZYDUSLIFE was trading at 1037.30. The strike last trading price was 28, which was 6.7 higher than the previous day. The implied volatity was 23.38, the open interest changed by 3 which increased total open position to 109
On 18 Sept ZYDUSLIFE was trading at 1047.85. The strike last trading price was 21.55, which was -10.1 lower than the previous day. The implied volatity was 23.69, the open interest changed by 0 which decreased total open position to 105
On 14 Sept ZYDUSLIFE was trading at 1044.75. The strike last trading price was 28.75, which was -1.7 lower than the previous day. The implied volatity was 25.31, the open interest changed by 27 which increased total open position to 99
On 17 Aug ZYDUSLIFE was trading at 988.80. The strike last trading price was 100, 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
