ZYDUSLIFE
Zydus Lifesciences Ltd
Historical option data for ZYDUSLIFE
22 Sep 2025 08:01 PM IST
| ZYDUSLIFE 30SEP2025 980 CE | ||||||||||||||||
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Delta: 0.88
Vega: 0.30
Theta: -0.84
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1035.70 | 58.9 | -3.15 | 32.32 | 17 | 0 | 36 | |||||||||
| 21 Sept | 1037.30 | 62.05 | -10.55 | 22.84 | 6 | 0 | 36 | |||||||||
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| 18 Sept | 1047.85 | 72.55 | 13.4 | - | 5 | 0 | 37 | |||||||||
| 14 Sept | 1044.75 | 69.75 | -3.85 | - | 12 | -1 | 36 | |||||||||
| 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 0.88
Historical price for 980 CE is as follows
On 22 Sept ZYDUSLIFE was trading at 1035.70. The strike last trading price was 58.9, which was -3.15 lower than the previous day. The implied volatity was 32.32, the open interest changed by 0 which decreased total open position to 36
On 21 Sept ZYDUSLIFE was trading at 1037.30. The strike last trading price was 62.05, which was -10.55 lower than the previous day. The implied volatity was 22.84, the open interest changed by 0 which decreased total open position to 36
On 18 Sept ZYDUSLIFE was trading at 1047.85. The strike last trading price was 72.55, which was 13.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 37
On 14 Sept ZYDUSLIFE was trading at 1044.75. The strike last trading price was 69.75, which was -3.85 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 36
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: -0.07
Vega: 0.20
Theta: -0.29
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1035.70 | 1.15 | -0.3 | 25.36 | 39 | -11 | 108 |
| 21 Sept | 1037.30 | 1.45 | 0.2 | 24.33 | 47 | -15 | 119 |
| 18 Sept | 1047.85 | 1.25 | -0.95 | 25.77 | 103 | -7 | 135 |
| 14 Sept | 1044.75 | 2.7 | -0.65 | 24.60 | 108 | -6 | 153 |
| 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 -0.07
Historical price for 980 PE 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 25.36, the open interest changed by -11 which decreased total open position to 108
On 21 Sept ZYDUSLIFE was trading at 1037.30. The strike last trading price was 1.45, which was 0.2 higher than the previous day. The implied volatity was 24.33, the open interest changed by -15 which decreased total open position to 119
On 18 Sept ZYDUSLIFE was trading at 1047.85. The strike last trading price was 1.25, which was -0.95 lower than the previous day. The implied volatity was 25.77, the open interest changed by -7 which decreased total open position to 135
On 14 Sept ZYDUSLIFE was trading at 1044.75. The strike last trading price was 2.7, which was -0.65 lower than the previous day. The implied volatity was 24.60, the open interest changed by -6 which decreased total open position to 153
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
