ZYDUSLIFE
Zydus Lifesciences Ltd
Historical option data for ZYDUSLIFE
22 Sep 2025 08:01 PM IST
| ZYDUSLIFE 30SEP2025 1070 CE | ||||||||||||||||
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Delta: 0.21
Vega: 0.44
Theta: -0.79
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1035.70 | 4.75 | -1.75 | 26.43 | 316 | 16 | 275 | |||||||||
| 21 Sept | 1037.30 | 6.45 | -4.6 | 23.51 | 442 | -50 | 259 | |||||||||
| 18 Sept | 1047.85 | 11.3 | 3.7 | 24.06 | 302 | 57 | 308 | |||||||||
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| 14 Sept | 1044.75 | 12.35 | -0.85 | 22.20 | 205 | -4 | 188 | |||||||||
| 17 Aug | 988.80 | 8 | -9.45 | 21.47 | 1 | 1 | 0 | |||||||||
For Zydus Lifesciences Ltd - strike price 1070 expiring on 30SEP2025
Delta for 1070 CE is 0.21
Historical price for 1070 CE is as follows
On 22 Sept ZYDUSLIFE was trading at 1035.70. The strike last trading price was 4.75, which was -1.75 lower than the previous day. The implied volatity was 26.43, the open interest changed by 16 which increased total open position to 275
On 21 Sept ZYDUSLIFE was trading at 1037.30. The strike last trading price was 6.45, which was -4.6 lower than the previous day. The implied volatity was 23.51, the open interest changed by -50 which decreased total open position to 259
On 18 Sept ZYDUSLIFE was trading at 1047.85. The strike last trading price was 11.3, which was 3.7 higher than the previous day. The implied volatity was 24.06, the open interest changed by 57 which increased total open position to 308
On 14 Sept ZYDUSLIFE was trading at 1044.75. The strike last trading price was 12.35, which was -0.85 lower than the previous day. The implied volatity was 22.20, the open interest changed by -4 which decreased total open position to 188
On 17 Aug ZYDUSLIFE was trading at 988.80. The strike last trading price was 8, which was -9.45 lower than the previous day. The implied volatity was 21.47, the open interest changed by 1 which increased total open position to 0
| ZYDUSLIFE 30SEP2025 1070 PE | |||||||
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Delta: -0.82
Vega: 0.40
Theta: -0.35
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1035.70 | 37.3 | 0.75 | 23.47 | 27 | 1 | 37 |
| 21 Sept | 1037.30 | 36.55 | 8.25 | 25.73 | 17 | -4 | 35 |
| 18 Sept | 1047.85 | 27.65 | -10.25 | 23.73 | 30 | 13 | 40 |
| 14 Sept | 1044.75 | 33.6 | 0.55 | 23.93 | 26 | 2 | 27 |
| 17 Aug | 988.80 | 106.8 | 0 | - | 0 | 0 | 0 |
For Zydus Lifesciences Ltd - strike price 1070 expiring on 30SEP2025
Delta for 1070 PE is -0.82
Historical price for 1070 PE is as follows
On 22 Sept ZYDUSLIFE was trading at 1035.70. The strike last trading price was 37.3, which was 0.75 higher than the previous day. The implied volatity was 23.47, the open interest changed by 1 which increased total open position to 37
On 21 Sept ZYDUSLIFE was trading at 1037.30. The strike last trading price was 36.55, which was 8.25 higher than the previous day. The implied volatity was 25.73, the open interest changed by -4 which decreased total open position to 35
On 18 Sept ZYDUSLIFE was trading at 1047.85. The strike last trading price was 27.65, which was -10.25 lower than the previous day. The implied volatity was 23.73, the open interest changed by 13 which increased total open position to 40
On 14 Sept ZYDUSLIFE was trading at 1044.75. The strike last trading price was 33.6, which was 0.55 higher than the previous day. The implied volatity was 23.93, the open interest changed by 2 which increased total open position to 27
On 17 Aug ZYDUSLIFE was trading at 988.80. The strike last trading price was 106.8, 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
