ZYDUSLIFE
Zydus Lifesciences Ltd
Historical option data for ZYDUSLIFE
17 Aug 2025 12:55 AM IST
ZYDUSLIFE 30SEP2025 980 CE | ||||||||||||||||
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Delta: 0.61
Vega: 1.36
Theta: -0.47
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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17 Aug | 988.80 | 40.5 | -1.5 | 21.92 | 3 | 0 | 3 |
For Zydus Lifesciences Ltd - strike price 980 expiring on 30SEP2025
Delta for 980 CE is 0.61
Historical price for 980 CE is as follows
On 17 Aug ZYDUSLIFE was trading at 988.80. The strike last trading price was 40.5, which was -1.5 lower than the previous day. The implied volatity was 21.92, the open interest changed by 0 which decreased total open position to 3
ZYDUSLIFE 30SEP2025 980 PE | |||||||
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Delta: -0.39
Vega: 1.36
Theta: -0.19
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
17 Aug | 988.80 | 21.15 | -10.85 | 20.96 | 2 | 1 | 1 |
For Zydus Lifesciences Ltd - strike price 980 expiring on 30SEP2025
Delta for 980 PE is -0.39
Historical price for 980 PE is as follows
On 17 Aug ZYDUSLIFE was trading at 988.80. The strike last trading price was 21.15, which was -10.85 lower than the previous day. The implied volatity was 20.96, the open interest changed by 1 which increased total open position to 1