ZYDUSLIFE
Zydus Lifesciences Ltd
Historical option data for ZYDUSLIFE
22 Sep 2025 08:01 PM IST
| ZYDUSLIFE 30SEP2025 1110 CE | ||||||||||||||||
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Delta: 0.07
Vega: 0.22
Theta: -0.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1035.70 | 1.6 | -0.3 | 31.78 | 55 | 9 | 170 | |||||||||
| 21 Sept | 1037.30 | 1.9 | -1.5 | 26.72 | 41 | 8 | 160 | |||||||||
| 18 Sept | 1047.85 | 3.65 | 1.1 | 26.56 | 21 | -6 | 153 | |||||||||
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| 14 Sept | 1044.75 | 4.75 | 0 | 24.59 | 105 | 22 | 141 | |||||||||
For Zydus Lifesciences Ltd - strike price 1110 expiring on 30SEP2025
Delta for 1110 CE is 0.07
Historical price for 1110 CE is as follows
On 22 Sept ZYDUSLIFE was trading at 1035.70. The strike last trading price was 1.6, which was -0.3 lower than the previous day. The implied volatity was 31.78, the open interest changed by 9 which increased total open position to 170
On 21 Sept ZYDUSLIFE was trading at 1037.30. The strike last trading price was 1.9, which was -1.5 lower than the previous day. The implied volatity was 26.72, the open interest changed by 8 which increased total open position to 160
On 18 Sept ZYDUSLIFE was trading at 1047.85. The strike last trading price was 3.65, which was 1.1 higher than the previous day. The implied volatity was 26.56, the open interest changed by -6 which decreased total open position to 153
On 14 Sept ZYDUSLIFE was trading at 1044.75. The strike last trading price was 4.75, which was 0 lower than the previous day. The implied volatity was 24.59, the open interest changed by 22 which increased total open position to 141
| ZYDUSLIFE 30SEP2025 1110 PE | |||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1035.70 | 74.3 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 1037.30 | 74.3 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 1047.85 | 74.3 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 1044.75 | 72.45 | 0.05 | 0.00 | 0 | 0 | 0 |
For Zydus Lifesciences Ltd - strike price 1110 expiring on 30SEP2025
Delta for 1110 PE is 0.00
Historical price for 1110 PE is as follows
On 22 Sept ZYDUSLIFE was trading at 1035.70. The strike last trading price was 74.3, 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 21 Sept ZYDUSLIFE was trading at 1037.30. The strike last trading price was 74.3, 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 18 Sept ZYDUSLIFE was trading at 1047.85. The strike last trading price was 74.3, 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 72.45, which was 0.05 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
