ZYDUSLIFE
Zydus Lifesciences Ltd
Historical option data for ZYDUSLIFE
22 Sep 2025 08:01 PM IST
| ZYDUSLIFE 30SEP2025 990 CE | ||||||||||||||||
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Delta: 0.87
Vega: 0.32
Theta: -0.79
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1035.70 | 48.8 | -4.6 | 27.69 | 21 | -2 | 39 | |||||||||
| 21 Sept | 1037.30 | 54.2 | -8.9 | 26.48 | 2 | -1 | 42 | |||||||||
| 18 Sept | 1047.85 | 62.85 | 12.7 | - | 17 | -4 | 41 | |||||||||
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| 14 Sept | 1044.75 | 60.2 | -2.65 | 13.86 | 14 | -8 | 48 | |||||||||
| 17 Aug | 988.80 | 43 | 0 | - | 0 | 0 | 0 | |||||||||
For Zydus Lifesciences Ltd - strike price 990 expiring on 30SEP2025
Delta for 990 CE is 0.87
Historical price for 990 CE is as follows
On 22 Sept ZYDUSLIFE was trading at 1035.70. The strike last trading price was 48.8, which was -4.6 lower than the previous day. The implied volatity was 27.69, the open interest changed by -2 which decreased total open position to 39
On 21 Sept ZYDUSLIFE was trading at 1037.30. The strike last trading price was 54.2, which was -8.9 lower than the previous day. The implied volatity was 26.48, the open interest changed by -1 which decreased total open position to 42
On 18 Sept ZYDUSLIFE was trading at 1047.85. The strike last trading price was 62.85, which was 12.7 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 41
On 14 Sept ZYDUSLIFE was trading at 1044.75. The strike last trading price was 60.2, which was -2.65 lower than the previous day. The implied volatity was 13.86, the open interest changed by -8 which decreased total open position to 48
On 17 Aug ZYDUSLIFE was trading at 988.80. The strike last trading price was 43, 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 990 PE | |||||||
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Delta: -0.09
Vega: 0.26
Theta: -0.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1035.70 | 1.6 | -0.45 | 23.61 | 46 | -11 | 193 |
| 21 Sept | 1037.30 | 2 | 0.2 | 23.01 | 73 | -15 | 205 |
| 18 Sept | 1047.85 | 1.75 | -1.6 | 24.78 | 94 | -14 | 219 |
| 14 Sept | 1044.75 | 3.65 | -0.7 | 23.98 | 189 | 63 | 230 |
| 17 Aug | 988.80 | 53.15 | 0 | 0.78 | 0 | 0 | 0 |
For Zydus Lifesciences Ltd - strike price 990 expiring on 30SEP2025
Delta for 990 PE is -0.09
Historical price for 990 PE is as follows
On 22 Sept ZYDUSLIFE was trading at 1035.70. The strike last trading price was 1.6, which was -0.45 lower than the previous day. The implied volatity was 23.61, the open interest changed by -11 which decreased total open position to 193
On 21 Sept ZYDUSLIFE was trading at 1037.30. The strike last trading price was 2, which was 0.2 higher than the previous day. The implied volatity was 23.01, the open interest changed by -15 which decreased total open position to 205
On 18 Sept ZYDUSLIFE was trading at 1047.85. The strike last trading price was 1.75, which was -1.6 lower than the previous day. The implied volatity was 24.78, the open interest changed by -14 which decreased total open position to 219
On 14 Sept ZYDUSLIFE was trading at 1044.75. The strike last trading price was 3.65, which was -0.7 lower than the previous day. The implied volatity was 23.98, the open interest changed by 63 which increased total open position to 230
On 17 Aug ZYDUSLIFE was trading at 988.80. The strike last trading price was 53.15, which was 0 lower than the previous day. The implied volatity was 0.78, the open interest changed by 0 which decreased total open position to 0
