ZYDUSLIFE
Zydus Lifesciences Ltd
Historical option data for ZYDUSLIFE
20 Dec 2024 04:11 PM IST
| ZYDUSLIFE 26DEC2024 1020 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 0.15
Theta: -0.31
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 973.50 | 0.75 | -3.35 | 23.41 | 1,790 | -137 | 789 | |||
| 19 Dec | 985.60 | 4.1 | 1.50 | 25.79 | 1,588 | 70 | 931 | |||
| 18 Dec | 979.55 | 2.6 | -0.10 | 24.45 | 1,373 | -1 | 863 | |||
| 17 Dec | 969.90 | 2.7 | -2.05 | 28.10 | 904 | 103 | 866 | |||
| 16 Dec | 987.75 | 4.75 | 1.35 | 23.21 | 1,258 | 7 | 768 | |||
| 13 Dec | 978.50 | 3.4 | -1.10 | 21.20 | 1,209 | 32 | 759 | |||
| 12 Dec | 976.50 | 4.5 | -2.80 | 23.73 | 1,107 | 35 | 736 | |||
| 11 Dec | 986.45 | 7.3 | 1.30 | 22.79 | 668 | 9 | 709 | |||
| 10 Dec | 974.20 | 6 | -2.30 | 24.61 | 1,407 | 87 | 704 | |||
| 9 Dec | 982.45 | 8.3 | -4.20 | 23.08 | 1,900 | 31 | 620 | |||
| 6 Dec | 995.10 | 12.5 | 4.60 | 22.16 | 1,331 | 37 | 593 | |||
| 5 Dec | 978.00 | 7.9 | 0.55 | 21.63 | 607 | 31 | 559 | |||
| 4 Dec | 970.35 | 7.35 | -2.90 | 23.78 | 519 | 75 | 529 | |||
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| 3 Dec | 982.10 | 10.25 | 0.00 | 23.27 | 1,124 | 82 | 456 | |||
| 2 Dec | 974.55 | 10.25 | 1.80 | 24.51 | 571 | 63 | 370 | |||
| 29 Nov | 965.95 | 8.45 | 1.70 | 23.67 | 851 | 249 | 309 | |||
| 28 Nov | 948.70 | 6.75 | -0.05 | 24.69 | 85 | 18 | 63 | |||
| 27 Nov | 950.95 | 6.8 | -1.55 | 24.75 | 48 | 9 | 46 | |||
| 26 Nov | 953.00 | 8.35 | -2.35 | 26.06 | 48 | 17 | 41 | |||
| 25 Nov | 964.35 | 10.7 | 2.70 | 24.40 | 54 | 23 | 23 | |||
| 22 Nov | 949.05 | 8 | -39.20 | 24.30 | 8 | 7 | 7 | |||
| 21 Nov | 944.05 | 47.2 | 0.00 | 6.19 | 0 | 0 | 0 | |||
| 20 Nov | 947.60 | 47.2 | 0.00 | 5.43 | 0 | 0 | 0 | |||
| 19 Nov | 947.60 | 47.2 | 0.00 | 5.43 | 0 | 0 | 0 | |||
| 18 Nov | 944.70 | 47.2 | 0.00 | 5.53 | 0 | 0 | 0 | |||
| 14 Nov | 957.40 | 47.2 | 0.00 | 4.19 | 0 | 0 | 0 | |||
| 13 Nov | 963.75 | 47.2 | 0.00 | 3.89 | 0 | 0 | 0 | |||
| 12 Nov | 949.75 | 47.2 | 0.00 | 4.78 | 0 | 0 | 0 | |||
| 11 Nov | 967.75 | 47.2 | 0.00 | 3.19 | 0 | 0 | 0 | |||
| 8 Nov | 970.35 | 47.2 | 0.00 | 3.12 | 0 | 0 | 0 | |||
| 7 Nov | 973.25 | 47.2 | 0.00 | 2.47 | 0 | 0 | 0 | |||
| 6 Nov | 995.10 | 47.2 | 0.00 | 0.94 | 0 | 0 | 0 | |||
| 5 Nov | 988.45 | 47.2 | 1.52 | 0 | 0 | 0 | ||||
For Zydus Lifesciences Ltd - strike price 1020 expiring on 26DEC2024
Delta for 1020 CE is 0.06
Historical price for 1020 CE is as follows
On 20 Dec ZYDUSLIFE was trading at 973.50. The strike last trading price was 0.75, which was -3.35 lower than the previous day. The implied volatity was 23.41, the open interest changed by -137 which decreased total open position to 789
On 19 Dec ZYDUSLIFE was trading at 985.60. The strike last trading price was 4.1, which was 1.50 higher than the previous day. The implied volatity was 25.79, the open interest changed by 70 which increased total open position to 931
On 18 Dec ZYDUSLIFE was trading at 979.55. The strike last trading price was 2.6, which was -0.10 lower than the previous day. The implied volatity was 24.45, the open interest changed by -1 which decreased total open position to 863
On 17 Dec ZYDUSLIFE was trading at 969.90. The strike last trading price was 2.7, which was -2.05 lower than the previous day. The implied volatity was 28.10, the open interest changed by 103 which increased total open position to 866
On 16 Dec ZYDUSLIFE was trading at 987.75. The strike last trading price was 4.75, which was 1.35 higher than the previous day. The implied volatity was 23.21, the open interest changed by 7 which increased total open position to 768
On 13 Dec ZYDUSLIFE was trading at 978.50. The strike last trading price was 3.4, which was -1.10 lower than the previous day. The implied volatity was 21.20, the open interest changed by 32 which increased total open position to 759
On 12 Dec ZYDUSLIFE was trading at 976.50. The strike last trading price was 4.5, which was -2.80 lower than the previous day. The implied volatity was 23.73, the open interest changed by 35 which increased total open position to 736
On 11 Dec ZYDUSLIFE was trading at 986.45. The strike last trading price was 7.3, which was 1.30 higher than the previous day. The implied volatity was 22.79, the open interest changed by 9 which increased total open position to 709
On 10 Dec ZYDUSLIFE was trading at 974.20. The strike last trading price was 6, which was -2.30 lower than the previous day. The implied volatity was 24.61, the open interest changed by 87 which increased total open position to 704
On 9 Dec ZYDUSLIFE was trading at 982.45. The strike last trading price was 8.3, which was -4.20 lower than the previous day. The implied volatity was 23.08, the open interest changed by 31 which increased total open position to 620
On 6 Dec ZYDUSLIFE was trading at 995.10. The strike last trading price was 12.5, which was 4.60 higher than the previous day. The implied volatity was 22.16, the open interest changed by 37 which increased total open position to 593
On 5 Dec ZYDUSLIFE was trading at 978.00. The strike last trading price was 7.9, which was 0.55 higher than the previous day. The implied volatity was 21.63, the open interest changed by 31 which increased total open position to 559
On 4 Dec ZYDUSLIFE was trading at 970.35. The strike last trading price was 7.35, which was -2.90 lower than the previous day. The implied volatity was 23.78, the open interest changed by 75 which increased total open position to 529
On 3 Dec ZYDUSLIFE was trading at 982.10. The strike last trading price was 10.25, which was 0.00 lower than the previous day. The implied volatity was 23.27, the open interest changed by 82 which increased total open position to 456
On 2 Dec ZYDUSLIFE was trading at 974.55. The strike last trading price was 10.25, which was 1.80 higher than the previous day. The implied volatity was 24.51, the open interest changed by 63 which increased total open position to 370
On 29 Nov ZYDUSLIFE was trading at 965.95. The strike last trading price was 8.45, which was 1.70 higher than the previous day. The implied volatity was 23.67, the open interest changed by 249 which increased total open position to 309
On 28 Nov ZYDUSLIFE was trading at 948.70. The strike last trading price was 6.75, which was -0.05 lower than the previous day. The implied volatity was 24.69, the open interest changed by 18 which increased total open position to 63
On 27 Nov ZYDUSLIFE was trading at 950.95. The strike last trading price was 6.8, which was -1.55 lower than the previous day. The implied volatity was 24.75, the open interest changed by 9 which increased total open position to 46
On 26 Nov ZYDUSLIFE was trading at 953.00. The strike last trading price was 8.35, which was -2.35 lower than the previous day. The implied volatity was 26.06, the open interest changed by 17 which increased total open position to 41
On 25 Nov ZYDUSLIFE was trading at 964.35. The strike last trading price was 10.7, which was 2.70 higher than the previous day. The implied volatity was 24.40, the open interest changed by 23 which increased total open position to 23
On 22 Nov ZYDUSLIFE was trading at 949.05. The strike last trading price was 8, which was -39.20 lower than the previous day. The implied volatity was 24.30, the open interest changed by 7 which increased total open position to 7
On 21 Nov ZYDUSLIFE was trading at 944.05. The strike last trading price was 47.2, which was 0.00 lower than the previous day. The implied volatity was 6.19, the open interest changed by 0 which decreased total open position to 0
On 20 Nov ZYDUSLIFE was trading at 947.60. The strike last trading price was 47.2, which was 0.00 lower than the previous day. The implied volatity was 5.43, the open interest changed by 0 which decreased total open position to 0
On 19 Nov ZYDUSLIFE was trading at 947.60. The strike last trading price was 47.2, which was 0.00 lower than the previous day. The implied volatity was 5.43, the open interest changed by 0 which decreased total open position to 0
On 18 Nov ZYDUSLIFE was trading at 944.70. The strike last trading price was 47.2, which was 0.00 lower than the previous day. The implied volatity was 5.53, the open interest changed by 0 which decreased total open position to 0
On 14 Nov ZYDUSLIFE was trading at 957.40. The strike last trading price was 47.2, which was 0.00 lower than the previous day. The implied volatity was 4.19, the open interest changed by 0 which decreased total open position to 0
On 13 Nov ZYDUSLIFE was trading at 963.75. The strike last trading price was 47.2, which was 0.00 lower than the previous day. The implied volatity was 3.89, the open interest changed by 0 which decreased total open position to 0
On 12 Nov ZYDUSLIFE was trading at 949.75. The strike last trading price was 47.2, which was 0.00 lower than the previous day. The implied volatity was 4.78, the open interest changed by 0 which decreased total open position to 0
On 11 Nov ZYDUSLIFE was trading at 967.75. The strike last trading price was 47.2, which was 0.00 lower than the previous day. The implied volatity was 3.19, the open interest changed by 0 which decreased total open position to 0
On 8 Nov ZYDUSLIFE was trading at 970.35. The strike last trading price was 47.2, which was 0.00 lower than the previous day. The implied volatity was 3.12, the open interest changed by 0 which decreased total open position to 0
On 7 Nov ZYDUSLIFE was trading at 973.25. The strike last trading price was 47.2, which was 0.00 lower than the previous day. The implied volatity was 2.47, the open interest changed by 0 which decreased total open position to 0
On 6 Nov ZYDUSLIFE was trading at 995.10. The strike last trading price was 47.2, which was 0.00 lower than the previous day. The implied volatity was 0.94, the open interest changed by 0 which decreased total open position to 0
On 5 Nov ZYDUSLIFE was trading at 988.45. The strike last trading price was 47.2, which was lower than the previous day. The implied volatity was 1.52, the open interest changed by 0 which decreased total open position to 0
| ZYDUSLIFE 26DEC2024 1020 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.77
Vega: 0.38
Theta: -1.27
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 973.50 | 54.4 | 20.50 | 47.45 | 37 | 0 | 56 |
| 19 Dec | 985.60 | 33.9 | -9.70 | 26.18 | 35 | -7 | 57 |
| 18 Dec | 979.55 | 43.6 | -5.70 | 30.22 | 22 | -7 | 64 |
| 17 Dec | 969.90 | 49.3 | 14.50 | - | 23 | 2 | 70 |
| 16 Dec | 987.75 | 34.8 | -10.20 | 22.88 | 27 | -5 | 69 |
| 13 Dec | 978.50 | 45 | -0.85 | 25.64 | 31 | -1 | 74 |
| 12 Dec | 976.50 | 45.85 | 8.50 | 21.60 | 20 | 5 | 76 |
| 11 Dec | 986.45 | 37.35 | -9.80 | 23.45 | 15 | -4 | 70 |
| 10 Dec | 974.20 | 47.15 | 3.55 | 23.60 | 11 | 6 | 74 |
| 9 Dec | 982.45 | 43.6 | 9.30 | 29.83 | 52 | 22 | 69 |
| 6 Dec | 995.10 | 34.3 | -10.55 | 24.85 | 28 | 2 | 47 |
| 5 Dec | 978.00 | 44.85 | -7.70 | 25.17 | 9 | -1 | 45 |
| 4 Dec | 970.35 | 52.55 | 7.95 | 24.77 | 10 | 2 | 47 |
| 3 Dec | 982.10 | 44.6 | -5.35 | 24.39 | 31 | 2 | 45 |
| 2 Dec | 974.55 | 49.95 | -6.05 | 25.90 | 28 | 3 | 43 |
| 29 Nov | 965.95 | 56 | -12.00 | 24.00 | 40 | 11 | 39 |
| 28 Nov | 948.70 | 68 | -0.55 | 25.90 | 3 | 2 | 27 |
| 27 Nov | 950.95 | 68.55 | 0.55 | 24.50 | 13 | 12 | 24 |
| 26 Nov | 953.00 | 68 | -7.00 | 24.58 | 3 | 2 | 13 |
| 25 Nov | 964.35 | 75 | 0.00 | 0.00 | 0 | 1 | 0 |
| 22 Nov | 949.05 | 75 | -6.40 | 30.30 | 5 | 4 | 10 |
| 21 Nov | 944.05 | 81.4 | 9.40 | 32.27 | 1 | 0 | 5 |
| 20 Nov | 947.60 | 72 | 0.00 | 25.84 | 5 | 5 | 4 |
| 19 Nov | 947.60 | 72 | 17.35 | 25.84 | 5 | 4 | 4 |
| 18 Nov | 944.70 | 54.65 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 957.40 | 54.65 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 963.75 | 54.65 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 949.75 | 54.65 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 967.75 | 54.65 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 970.35 | 54.65 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 973.25 | 54.65 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 995.10 | 54.65 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 988.45 | 54.65 | - | 0 | 0 | 0 | |
For Zydus Lifesciences Ltd - strike price 1020 expiring on 26DEC2024
Delta for 1020 PE is -0.77
Historical price for 1020 PE is as follows
On 20 Dec ZYDUSLIFE was trading at 973.50. The strike last trading price was 54.4, which was 20.50 higher than the previous day. The implied volatity was 47.45, the open interest changed by 0 which decreased total open position to 56
On 19 Dec ZYDUSLIFE was trading at 985.60. The strike last trading price was 33.9, which was -9.70 lower than the previous day. The implied volatity was 26.18, the open interest changed by -7 which decreased total open position to 57
On 18 Dec ZYDUSLIFE was trading at 979.55. The strike last trading price was 43.6, which was -5.70 lower than the previous day. The implied volatity was 30.22, the open interest changed by -7 which decreased total open position to 64
On 17 Dec ZYDUSLIFE was trading at 969.90. The strike last trading price was 49.3, which was 14.50 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 70
On 16 Dec ZYDUSLIFE was trading at 987.75. The strike last trading price was 34.8, which was -10.20 lower than the previous day. The implied volatity was 22.88, the open interest changed by -5 which decreased total open position to 69
On 13 Dec ZYDUSLIFE was trading at 978.50. The strike last trading price was 45, which was -0.85 lower than the previous day. The implied volatity was 25.64, the open interest changed by -1 which decreased total open position to 74
On 12 Dec ZYDUSLIFE was trading at 976.50. The strike last trading price was 45.85, which was 8.50 higher than the previous day. The implied volatity was 21.60, the open interest changed by 5 which increased total open position to 76
On 11 Dec ZYDUSLIFE was trading at 986.45. The strike last trading price was 37.35, which was -9.80 lower than the previous day. The implied volatity was 23.45, the open interest changed by -4 which decreased total open position to 70
On 10 Dec ZYDUSLIFE was trading at 974.20. The strike last trading price was 47.15, which was 3.55 higher than the previous day. The implied volatity was 23.60, the open interest changed by 6 which increased total open position to 74
On 9 Dec ZYDUSLIFE was trading at 982.45. The strike last trading price was 43.6, which was 9.30 higher than the previous day. The implied volatity was 29.83, the open interest changed by 22 which increased total open position to 69
On 6 Dec ZYDUSLIFE was trading at 995.10. The strike last trading price was 34.3, which was -10.55 lower than the previous day. The implied volatity was 24.85, the open interest changed by 2 which increased total open position to 47
On 5 Dec ZYDUSLIFE was trading at 978.00. The strike last trading price was 44.85, which was -7.70 lower than the previous day. The implied volatity was 25.17, the open interest changed by -1 which decreased total open position to 45
On 4 Dec ZYDUSLIFE was trading at 970.35. The strike last trading price was 52.55, which was 7.95 higher than the previous day. The implied volatity was 24.77, the open interest changed by 2 which increased total open position to 47
On 3 Dec ZYDUSLIFE was trading at 982.10. The strike last trading price was 44.6, which was -5.35 lower than the previous day. The implied volatity was 24.39, the open interest changed by 2 which increased total open position to 45
On 2 Dec ZYDUSLIFE was trading at 974.55. The strike last trading price was 49.95, which was -6.05 lower than the previous day. The implied volatity was 25.90, the open interest changed by 3 which increased total open position to 43
On 29 Nov ZYDUSLIFE was trading at 965.95. The strike last trading price was 56, which was -12.00 lower than the previous day. The implied volatity was 24.00, the open interest changed by 11 which increased total open position to 39
On 28 Nov ZYDUSLIFE was trading at 948.70. The strike last trading price was 68, which was -0.55 lower than the previous day. The implied volatity was 25.90, the open interest changed by 2 which increased total open position to 27
On 27 Nov ZYDUSLIFE was trading at 950.95. The strike last trading price was 68.55, which was 0.55 higher than the previous day. The implied volatity was 24.50, the open interest changed by 12 which increased total open position to 24
On 26 Nov ZYDUSLIFE was trading at 953.00. The strike last trading price was 68, which was -7.00 lower than the previous day. The implied volatity was 24.58, the open interest changed by 2 which increased total open position to 13
On 25 Nov ZYDUSLIFE was trading at 964.35. The strike last trading price was 75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 22 Nov ZYDUSLIFE was trading at 949.05. The strike last trading price was 75, which was -6.40 lower than the previous day. The implied volatity was 30.30, the open interest changed by 4 which increased total open position to 10
On 21 Nov ZYDUSLIFE was trading at 944.05. The strike last trading price was 81.4, which was 9.40 higher than the previous day. The implied volatity was 32.27, the open interest changed by 0 which decreased total open position to 5
On 20 Nov ZYDUSLIFE was trading at 947.60. The strike last trading price was 72, which was 0.00 lower than the previous day. The implied volatity was 25.84, the open interest changed by 5 which increased total open position to 4
On 19 Nov ZYDUSLIFE was trading at 947.60. The strike last trading price was 72, which was 17.35 higher than the previous day. The implied volatity was 25.84, the open interest changed by 4 which increased total open position to 4
On 18 Nov ZYDUSLIFE was trading at 944.70. The strike last trading price was 54.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov ZYDUSLIFE was trading at 957.40. The strike last trading price was 54.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov ZYDUSLIFE was trading at 963.75. The strike last trading price was 54.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov ZYDUSLIFE was trading at 949.75. The strike last trading price was 54.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov ZYDUSLIFE was trading at 967.75. The strike last trading price was 54.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Nov ZYDUSLIFE was trading at 970.35. The strike last trading price was 54.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov ZYDUSLIFE was trading at 973.25. The strike last trading price was 54.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov ZYDUSLIFE was trading at 995.10. The strike last trading price was 54.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Nov ZYDUSLIFE was trading at 988.45. The strike last trading price was 54.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
