[--[65.84.65.76]--]
ZYDUSLIFE
Zydus Lifesciences Ltd

1035.7 -1.60 (-0.15%)

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Historical option data for ZYDUSLIFE

22 Sep 2025 08:01 PM IST
ZYDUSLIFE 30SEP2025 920 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
22 Sept 1035.70 82.55 0 0.00 0 0 0
21 Sept 1037.30 82.55 0 0.00 0 0 0
18 Sept 1047.85 82.55 0 0.00 0 0 0
14 Sept 1044.75 82.55 0 0.00 0 0 0
17 Aug 988.80 106.45 0 - 0 0 0


For Zydus Lifesciences Ltd - strike price 920 expiring on 30SEP2025

Delta for 920 CE is 0.00

Historical price for 920 CE is as follows

On 22 Sept ZYDUSLIFE was trading at 1035.70. The strike last trading price was 82.55, 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 82.55, 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 82.55, 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 82.55, 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 106.45, 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


ZYDUSLIFE 30SEP2025 920 PE
Delta: -0.02
Vega: 0.06
Theta: -0.14
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
22 Sept 1035.70 0.35 -0.15 38.15 7 -3 33
21 Sept 1037.30 0.5 0 35.49 1 -1 37
18 Sept 1047.85 0.5 0 36.64 4 0 39
14 Sept 1044.75 0.85 0 32.02 29 -19 54
17 Aug 988.80 29.75 0 6.17 0 0 0


For Zydus Lifesciences Ltd - strike price 920 expiring on 30SEP2025

Delta for 920 PE is -0.02

Historical price for 920 PE is as follows

On 22 Sept ZYDUSLIFE was trading at 1035.70. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 38.15, the open interest changed by -3 which decreased total open position to 33


On 21 Sept ZYDUSLIFE was trading at 1037.30. The strike last trading price was 0.5, which was 0 lower than the previous day. The implied volatity was 35.49, the open interest changed by -1 which decreased total open position to 37


On 18 Sept ZYDUSLIFE was trading at 1047.85. The strike last trading price was 0.5, which was 0 lower than the previous day. The implied volatity was 36.64, the open interest changed by 0 which decreased total open position to 39


On 14 Sept ZYDUSLIFE was trading at 1044.75. The strike last trading price was 0.85, which was 0 lower than the previous day. The implied volatity was 32.02, the open interest changed by -19 which decreased total open position to 54


On 17 Aug ZYDUSLIFE was trading at 988.80. The strike last trading price was 29.75, which was 0 lower than the previous day. The implied volatity was 6.17, the open interest changed by 0 which decreased total open position to 0