ZYDUSLIFE
Zydus Lifesciences Ltd
Historical option data for ZYDUSLIFE
22 Sep 2025 08:01 PM IST
| ZYDUSLIFE 30SEP2025 1090 CE | ||||||||||||||||
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Delta: 0.12
Vega: 0.31
Theta: -0.59
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1035.70 | 2.6 | -0.75 | 28.82 | 198 | 61 | 268 | |||||||||
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| 21 Sept | 1037.30 | 3.5 | -2.6 | 25.14 | 207 | 80 | 205 | |||||||||
| 18 Sept | 1047.85 | 6.6 | 2.2 | 25.51 | 115 | -10 | 127 | |||||||||
| 14 Sept | 1044.75 | 7.85 | -0.2 | 23.63 | 111 | -14 | 112 | |||||||||
| 17 Aug | 988.80 | 13.5 | 0 | 6.56 | 0 | 0 | 0 | |||||||||
For Zydus Lifesciences Ltd - strike price 1090 expiring on 30SEP2025
Delta for 1090 CE is 0.12
Historical price for 1090 CE is as follows
On 22 Sept ZYDUSLIFE was trading at 1035.70. The strike last trading price was 2.6, which was -0.75 lower than the previous day. The implied volatity was 28.82, the open interest changed by 61 which increased total open position to 268
On 21 Sept ZYDUSLIFE was trading at 1037.30. The strike last trading price was 3.5, which was -2.6 lower than the previous day. The implied volatity was 25.14, the open interest changed by 80 which increased total open position to 205
On 18 Sept ZYDUSLIFE was trading at 1047.85. The strike last trading price was 6.6, which was 2.2 higher than the previous day. The implied volatity was 25.51, the open interest changed by -10 which decreased total open position to 127
On 14 Sept ZYDUSLIFE was trading at 1044.75. The strike last trading price was 7.85, which was -0.2 lower than the previous day. The implied volatity was 23.63, the open interest changed by -14 which decreased total open position to 112
On 17 Aug ZYDUSLIFE was trading at 988.80. The strike last trading price was 13.5, which was 0 lower than the previous day. The implied volatity was 6.56, the open interest changed by 0 which decreased total open position to 0
| ZYDUSLIFE 30SEP2025 1090 PE | |||||||
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Delta: -0.99
Vega: 0.02
Theta: 0.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1035.70 | 53.8 | 2.3 | 13.46 | 14 | -1 | 4 |
| 21 Sept | 1037.30 | 51.5 | -4.25 | 23.37 | 8 | -3 | 5 |
| 18 Sept | 1047.85 | 55.75 | 0 | 0.00 | 0 | -1 | 0 |
| 14 Sept | 1044.75 | 81.75 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 988.80 | 122.65 | 0 | - | 0 | 0 | 0 |
For Zydus Lifesciences Ltd - strike price 1090 expiring on 30SEP2025
Delta for 1090 PE is -0.99
Historical price for 1090 PE is as follows
On 22 Sept ZYDUSLIFE was trading at 1035.70. The strike last trading price was 53.8, which was 2.3 higher than the previous day. The implied volatity was 13.46, the open interest changed by -1 which decreased total open position to 4
On 21 Sept ZYDUSLIFE was trading at 1037.30. The strike last trading price was 51.5, which was -4.25 lower than the previous day. The implied volatity was 23.37, the open interest changed by -3 which decreased total open position to 5
On 18 Sept ZYDUSLIFE was trading at 1047.85. The strike last trading price was 55.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 14 Sept ZYDUSLIFE was trading at 1044.75. The strike last trading price was 81.75, 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 17 Aug ZYDUSLIFE was trading at 988.80. The strike last trading price was 122.65, 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
