ZYDUSLIFE
Zydus Lifesciences Ltd
Historical option data for ZYDUSLIFE
22 Sep 2025 08:01 PM IST
| ZYDUSLIFE 30SEP2025 1100 CE | ||||||||||||||||
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Delta: 0.10
Vega: 0.26
Theta: -0.53
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1035.70 | 2.1 | -0.55 | 30.59 | 374 | 8 | 1,288 | |||||||||
| 21 Sept | 1037.30 | 2.75 | -1.8 | 26.42 | 882 | 239 | 1,278 | |||||||||
| 18 Sept | 1047.85 | 4.7 | 1.3 | 25.60 | 1,205 | -115 | 1,046 | |||||||||
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| 14 Sept | 1044.75 | 6.05 | -0.35 | 24.01 | 1,019 | 132 | 1,231 | |||||||||
| 17 Aug | 988.80 | 5 | -0.3 | 22.96 | 44 | 20 | 39 | |||||||||
For Zydus Lifesciences Ltd - strike price 1100 expiring on 30SEP2025
Delta for 1100 CE is 0.10
Historical price for 1100 CE is as follows
On 22 Sept ZYDUSLIFE was trading at 1035.70. The strike last trading price was 2.1, which was -0.55 lower than the previous day. The implied volatity was 30.59, the open interest changed by 8 which increased total open position to 1288
On 21 Sept ZYDUSLIFE was trading at 1037.30. The strike last trading price was 2.75, which was -1.8 lower than the previous day. The implied volatity was 26.42, the open interest changed by 239 which increased total open position to 1278
On 18 Sept ZYDUSLIFE was trading at 1047.85. The strike last trading price was 4.7, which was 1.3 higher than the previous day. The implied volatity was 25.60, the open interest changed by -115 which decreased total open position to 1046
On 14 Sept ZYDUSLIFE was trading at 1044.75. The strike last trading price was 6.05, which was -0.35 lower than the previous day. The implied volatity was 24.01, the open interest changed by 132 which increased total open position to 1231
On 17 Aug ZYDUSLIFE was trading at 988.80. The strike last trading price was 5, which was -0.3 lower than the previous day. The implied volatity was 22.96, the open interest changed by 20 which increased total open position to 39
| ZYDUSLIFE 30SEP2025 1100 PE | |||||||
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Delta: -0.95
Vega: 0.16
Theta: 0.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1035.70 | 64.5 | 3.25 | 24.25 | 25 | -1 | 34 |
| 21 Sept | 1037.30 | 60.75 | 8.1 | 24.39 | 17 | -10 | 37 |
| 18 Sept | 1047.85 | 52.85 | -11.45 | 28.75 | 49 | -28 | 44 |
| 14 Sept | 1044.75 | 59.45 | 1.35 | 29.48 | 22 | -6 | 76 |
| 17 Aug | 988.80 | 105.8 | 0 | 0.00 | 0 | 0 | 0 |
For Zydus Lifesciences Ltd - strike price 1100 expiring on 30SEP2025
Delta for 1100 PE is -0.95
Historical price for 1100 PE is as follows
On 22 Sept ZYDUSLIFE was trading at 1035.70. The strike last trading price was 64.5, which was 3.25 higher than the previous day. The implied volatity was 24.25, the open interest changed by -1 which decreased total open position to 34
On 21 Sept ZYDUSLIFE was trading at 1037.30. The strike last trading price was 60.75, which was 8.1 higher than the previous day. The implied volatity was 24.39, the open interest changed by -10 which decreased total open position to 37
On 18 Sept ZYDUSLIFE was trading at 1047.85. The strike last trading price was 52.85, which was -11.45 lower than the previous day. The implied volatity was 28.75, the open interest changed by -28 which decreased total open position to 44
On 14 Sept ZYDUSLIFE was trading at 1044.75. The strike last trading price was 59.45, which was 1.35 higher than the previous day. The implied volatity was 29.48, the open interest changed by -6 which decreased total open position to 76
On 17 Aug ZYDUSLIFE was trading at 988.80. The strike last trading price was 105.8, 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
