ZYDUSLIFE
Zydus Lifesciences Ltd
Historical option data for ZYDUSLIFE
22 Sep 2025 08:01 PM IST
| ZYDUSLIFE 30SEP2025 960 CE | ||||||||||||||||
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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 | 92.4 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 1037.30 | 92.4 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 1047.85 | 92.4 | 0.25 | - | 10 | -2 | 28 | |||||||||
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| 14 Sept | 1044.75 | 92.15 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 988.80 | 46.75 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Zydus Lifesciences Ltd - strike price 960 expiring on 30SEP2025
Delta for 960 CE is 0.00
Historical price for 960 CE is as follows
On 22 Sept ZYDUSLIFE was trading at 1035.70. The strike last trading price was 92.4, 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 92.4, 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 92.4, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 28
On 14 Sept ZYDUSLIFE was trading at 1044.75. The strike last trading price was 92.15, 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 46.75, 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
| ZYDUSLIFE 30SEP2025 960 PE | |||||||
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Delta: -0.03
Vega: 0.12
Theta: -0.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1035.70 | 0.6 | -0.2 | 28.63 | 1 | 0 | 107 |
| 21 Sept | 1037.30 | 0.8 | 0 | 27.05 | 12 | -6 | 107 |
| 18 Sept | 1047.85 | 0.8 | -0.35 | 28.86 | 25 | 5 | 113 |
| 14 Sept | 1044.75 | 1.55 | -0.55 | 26.22 | 35 | -2 | 117 |
| 17 Aug | 988.80 | 44.95 | 0 | 3.07 | 0 | 0 | 0 |
For Zydus Lifesciences Ltd - strike price 960 expiring on 30SEP2025
Delta for 960 PE is -0.03
Historical price for 960 PE is as follows
On 22 Sept ZYDUSLIFE was trading at 1035.70. The strike last trading price was 0.6, which was -0.2 lower than the previous day. The implied volatity was 28.63, the open interest changed by 0 which decreased total open position to 107
On 21 Sept ZYDUSLIFE was trading at 1037.30. The strike last trading price was 0.8, which was 0 lower than the previous day. The implied volatity was 27.05, the open interest changed by -6 which decreased total open position to 107
On 18 Sept ZYDUSLIFE was trading at 1047.85. The strike last trading price was 0.8, which was -0.35 lower than the previous day. The implied volatity was 28.86, the open interest changed by 5 which increased total open position to 113
On 14 Sept ZYDUSLIFE was trading at 1044.75. The strike last trading price was 1.55, which was -0.55 lower than the previous day. The implied volatity was 26.22, the open interest changed by -2 which decreased total open position to 117
On 17 Aug ZYDUSLIFE was trading at 988.80. The strike last trading price was 44.95, which was 0 lower than the previous day. The implied volatity was 3.07, the open interest changed by 0 which decreased total open position to 0
