ZYDUSLIFE
Zydus Lifesciences Ltd
Historical option data for ZYDUSLIFE
22 Sep 2025 08:01 PM IST
| ZYDUSLIFE 30SEP2025 1140 CE | ||||||||||||||||
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Delta: 0.03
Vega: 0.09
Theta: -0.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1035.70 | 0.5 | -0.3 | 32.94 | 42 | -2 | 253 | |||||||||
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| 21 Sept | 1037.30 | 0.8 | -0.65 | 29.16 | 60 | -16 | 256 | |||||||||
| 18 Sept | 1047.85 | 1.55 | 0.4 | 28.52 | 50 | -2 | 271 | |||||||||
| 14 Sept | 1044.75 | 2.1 | -0.1 | 25.72 | 101 | 9 | 268 | |||||||||
For Zydus Lifesciences Ltd - strike price 1140 expiring on 30SEP2025
Delta for 1140 CE is 0.03
Historical price for 1140 CE is as follows
On 22 Sept ZYDUSLIFE was trading at 1035.70. The strike last trading price was 0.5, which was -0.3 lower than the previous day. The implied volatity was 32.94, the open interest changed by -2 which decreased total open position to 253
On 21 Sept ZYDUSLIFE was trading at 1037.30. The strike last trading price was 0.8, which was -0.65 lower than the previous day. The implied volatity was 29.16, the open interest changed by -16 which decreased total open position to 256
On 18 Sept ZYDUSLIFE was trading at 1047.85. The strike last trading price was 1.55, which was 0.4 higher than the previous day. The implied volatity was 28.52, the open interest changed by -2 which decreased total open position to 271
On 14 Sept ZYDUSLIFE was trading at 1044.75. The strike last trading price was 2.1, which was -0.1 lower than the previous day. The implied volatity was 25.72, the open interest changed by 9 which increased total open position to 268
| ZYDUSLIFE 30SEP2025 1140 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 | 96.8 | 7.95 | - | 4 | 0 | 2 |
| 21 Sept | 1037.30 | 88.85 | -69.15 | - | 1 | 1 | 1 |
| 18 Sept | 1047.85 | 158 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 1044.75 | 158 | 0 | 0.00 | 0 | 0 | 0 |
For Zydus Lifesciences Ltd - strike price 1140 expiring on 30SEP2025
Delta for 1140 PE is -
Historical price for 1140 PE is as follows
On 22 Sept ZYDUSLIFE was trading at 1035.70. The strike last trading price was 96.8, which was 7.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 21 Sept ZYDUSLIFE was trading at 1037.30. The strike last trading price was 88.85, which was -69.15 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 18 Sept ZYDUSLIFE was trading at 1047.85. The strike last trading price was 158, 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 158, 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
