ZYDUSLIFE
Zydus Lifesciences Ltd
Historical option data for ZYDUSLIFE
22 Sep 2025 08:01 PM IST
| ZYDUSLIFE 30SEP2025 1120 CE | ||||||||||||||||
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Delta: 0.06
Vega: 0.17
Theta: -0.36
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 1035.70 | 1.15 | -0.3 | 32.49 | 129 | -8 | 281 | |||||||||
| 21 Sept | 1037.30 | 1.4 | -1.25 | 27.47 | 247 | -18 | 308 | |||||||||
| 18 Sept | 1047.85 | 2.85 | 0.85 | 27.52 | 237 | -16 | 305 | |||||||||
| 14 Sept | 1044.75 | 3.7 | -0.1 | 25.11 | 252 | -21 | 308 | |||||||||
For Zydus Lifesciences Ltd - strike price 1120 expiring on 30SEP2025
Delta for 1120 CE is 0.06
Historical price for 1120 CE is as follows
On 22 Sept ZYDUSLIFE was trading at 1035.70. The strike last trading price was 1.15, which was -0.3 lower than the previous day. The implied volatity was 32.49, the open interest changed by -8 which decreased total open position to 281
On 21 Sept ZYDUSLIFE was trading at 1037.30. The strike last trading price was 1.4, which was -1.25 lower than the previous day. The implied volatity was 27.47, the open interest changed by -18 which decreased total open position to 308
On 18 Sept ZYDUSLIFE was trading at 1047.85. The strike last trading price was 2.85, which was 0.85 higher than the previous day. The implied volatity was 27.52, the open interest changed by -16 which decreased total open position to 305
On 14 Sept ZYDUSLIFE was trading at 1044.75. The strike last trading price was 3.7, which was -0.1 lower than the previous day. The implied volatity was 25.11, the open interest changed by -21 which decreased total open position to 308
| ZYDUSLIFE 30SEP2025 1120 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 | 82.95 | 3.35 | - | 7 | 0 | 19 |
| 21 Sept | 1037.30 | 79.6 | -0.55 | 25.42 | 22 | -13 | 20 |
| 18 Sept | 1047.85 | 80.55 | 0.4 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 1044.75 | 76.15 | 1 | 30.46 | 40 | -21 | 35 |
For Zydus Lifesciences Ltd - strike price 1120 expiring on 30SEP2025
Delta for 1120 PE is -
Historical price for 1120 PE is as follows
On 22 Sept ZYDUSLIFE was trading at 1035.70. The strike last trading price was 82.95, which was 3.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19
On 21 Sept ZYDUSLIFE was trading at 1037.30. The strike last trading price was 79.6, which was -0.55 lower than the previous day. The implied volatity was 25.42, the open interest changed by -13 which decreased total open position to 20
On 18 Sept ZYDUSLIFE was trading at 1047.85. The strike last trading price was 80.55, which was 0.4 higher 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 76.15, which was 1 higher than the previous day. The implied volatity was 30.46, the open interest changed by -21 which decreased total open position to 35
