ZYDUSLIFE
Zydus Lifesciences Ltd
Historical option data for ZYDUSLIFE
22 Sep 2025 08:01 PM IST
| ZYDUSLIFE 30SEP2025 1080 CE | ||||||||||||||||
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Delta: 0.16
Vega: 0.37
Theta: -0.69
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1035.70 | 3.55 | -1.05 | 27.76 | 252 | 54 | 511 | |||||||||
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| 21 Sept | 1037.30 | 4.9 | -3.2 | 24.62 | 568 | -46 | 456 | |||||||||
| 18 Sept | 1047.85 | 8.6 | 2.75 | 24.71 | 627 | 38 | 508 | |||||||||
| 14 Sept | 1044.75 | 9.7 | -0.65 | 22.73 | 530 | 131 | 410 | |||||||||
| 17 Aug | 988.80 | 9 | -23.95 | 24.37 | 1 | 1 | 0 | |||||||||
For Zydus Lifesciences Ltd - strike price 1080 expiring on 30SEP2025
Delta for 1080 CE is 0.16
Historical price for 1080 CE is as follows
On 22 Sept ZYDUSLIFE was trading at 1035.70. The strike last trading price was 3.55, which was -1.05 lower than the previous day. The implied volatity was 27.76, the open interest changed by 54 which increased total open position to 511
On 21 Sept ZYDUSLIFE was trading at 1037.30. The strike last trading price was 4.9, which was -3.2 lower than the previous day. The implied volatity was 24.62, the open interest changed by -46 which decreased total open position to 456
On 18 Sept ZYDUSLIFE was trading at 1047.85. The strike last trading price was 8.6, which was 2.75 higher than the previous day. The implied volatity was 24.71, the open interest changed by 38 which increased total open position to 508
On 14 Sept ZYDUSLIFE was trading at 1044.75. The strike last trading price was 9.7, which was -0.65 lower than the previous day. The implied volatity was 22.73, the open interest changed by 131 which increased total open position to 410
On 17 Aug ZYDUSLIFE was trading at 988.80. The strike last trading price was 9, which was -23.95 lower than the previous day. The implied volatity was 24.37, the open interest changed by 1 which increased total open position to 0
| ZYDUSLIFE 30SEP2025 1080 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1035.70 | 40.75 | -4.25 | - | 15 | -3 | 11 |
| 21 Sept | 1037.30 | 45 | -2.5 | 27.19 | 9 | 1 | 14 |
| 18 Sept | 1047.85 | 47.5 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 1044.75 | 43 | 2.65 | 27.11 | 13 | -2 | 14 |
| 17 Aug | 988.80 | 113.7 | 0 | - | 0 | 0 | 0 |
For Zydus Lifesciences Ltd - strike price 1080 expiring on 30SEP2025
Delta for 1080 PE is -
Historical price for 1080 PE is as follows
On 22 Sept ZYDUSLIFE was trading at 1035.70. The strike last trading price was 40.75, which was -4.25 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 11
On 21 Sept ZYDUSLIFE was trading at 1037.30. The strike last trading price was 45, which was -2.5 lower than the previous day. The implied volatity was 27.19, the open interest changed by 1 which increased total open position to 14
On 18 Sept ZYDUSLIFE was trading at 1047.85. The strike last trading price was 47.5, 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
On 14 Sept ZYDUSLIFE was trading at 1044.75. The strike last trading price was 43, which was 2.65 higher than the previous day. The implied volatity was 27.11, the open interest changed by -2 which decreased total open position to 14
On 17 Aug ZYDUSLIFE was trading at 988.80. The strike last trading price was 113.7, 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
