ZYDUSLIFE
Zydus Lifesciences Ltd
Historical option data for ZYDUSLIFE
21 Nov 2024 04:11 PM IST
| ZYDUSLIFE 28NOV2024 1020 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.04
Vega: 0.11
Theta: -0.26
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 944.05 | 0.65 | 0.10 | 31.83 | 439 | -68 | 426 | |||
| 20 Nov | 947.60 | 0.55 | 0.00 | 25.03 | 329 | -13 | 502 | |||
| 19 Nov | 947.60 | 0.55 | -0.35 | 25.03 | 329 | -5 | 502 | |||
| 18 Nov | 944.70 | 0.9 | -1.10 | 26.74 | 744 | -13 | 516 | |||
| 14 Nov | 957.40 | 2 | -1.60 | 23.01 | 879 | 17 | 529 | |||
|
|
||||||||||
| 13 Nov | 963.75 | 3.6 | -0.75 | 25.29 | 1,964 | -2 | 513 | |||
| 12 Nov | 949.75 | 4.35 | -5.95 | 29.89 | 4,900 | -2 | 519 | |||
| 11 Nov | 967.75 | 10.3 | 0.00 | 32.49 | 1,111 | 136 | 519 | |||
| 8 Nov | 970.35 | 10.3 | -4.50 | 30.09 | 477 | 7 | 391 | |||
| 7 Nov | 973.25 | 14.8 | -7.90 | 32.96 | 379 | 7 | 382 | |||
| 6 Nov | 995.10 | 22.7 | 0.25 | 31.76 | 495 | 50 | 375 | |||
| 5 Nov | 988.45 | 22.45 | -7.80 | 33.65 | 573 | 54 | 325 | |||
| 4 Nov | 1004.45 | 30.25 | -0.70 | 34.11 | 570 | 62 | 270 | |||
| 1 Nov | 1004.00 | 30.95 | -2.00 | 33.03 | 89 | 16 | 207 | |||
| 31 Oct | 1001.25 | 32.95 | 5.70 | - | 348 | 84 | 190 | |||
| 30 Oct | 985.35 | 27.25 | -5.35 | - | 152 | 43 | 106 | |||
| 29 Oct | 1002.20 | 32.6 | -4.85 | - | 120 | 23 | 62 | |||
| 28 Oct | 1006.30 | 37.45 | 9.80 | - | 102 | 15 | 38 | |||
| 25 Oct | 990.60 | 27.65 | -3.90 | - | 5 | 3 | 23 | |||
| 24 Oct | 1005.70 | 31.55 | 0.65 | - | 10 | 3 | 20 | |||
| 23 Oct | 1001.00 | 30.9 | 5.90 | - | 32 | 11 | 16 | |||
| 22 Oct | 988.20 | 25 | -67.75 | - | 6 | 5 | 5 | |||
| 21 Oct | 1005.70 | 92.75 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 1022.45 | 92.75 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 1020.85 | 92.75 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 1020.10 | 92.75 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 1058.15 | 92.75 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 1062.35 | 92.75 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 1064.40 | 92.75 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 1057.00 | 92.75 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 1065.35 | 92.75 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 1054.65 | 92.75 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 1050.65 | 92.75 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 1057.35 | 92.75 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 1069.05 | 92.75 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 1080.35 | 92.75 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 1068.55 | 92.75 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 1075.95 | 92.75 | - | 0 | 0 | 0 | ||||
For Zydus Lifesciences Ltd - strike price 1020 expiring on 28NOV2024
Delta for 1020 CE is 0.04
Historical price for 1020 CE is as follows
On 21 Nov ZYDUSLIFE was trading at 944.05. The strike last trading price was 0.65, which was 0.10 higher than the previous day. The implied volatity was 31.83, the open interest changed by -68 which decreased total open position to 426
On 20 Nov ZYDUSLIFE was trading at 947.60. The strike last trading price was 0.55, which was 0.00 lower than the previous day. The implied volatity was 25.03, the open interest changed by -13 which decreased total open position to 502
On 19 Nov ZYDUSLIFE was trading at 947.60. The strike last trading price was 0.55, which was -0.35 lower than the previous day. The implied volatity was 25.03, the open interest changed by -5 which decreased total open position to 502
On 18 Nov ZYDUSLIFE was trading at 944.70. The strike last trading price was 0.9, which was -1.10 lower than the previous day. The implied volatity was 26.74, the open interest changed by -13 which decreased total open position to 516
On 14 Nov ZYDUSLIFE was trading at 957.40. The strike last trading price was 2, which was -1.60 lower than the previous day. The implied volatity was 23.01, the open interest changed by 17 which increased total open position to 529
On 13 Nov ZYDUSLIFE was trading at 963.75. The strike last trading price was 3.6, which was -0.75 lower than the previous day. The implied volatity was 25.29, the open interest changed by -2 which decreased total open position to 513
On 12 Nov ZYDUSLIFE was trading at 949.75. The strike last trading price was 4.35, which was -5.95 lower than the previous day. The implied volatity was 29.89, the open interest changed by -2 which decreased total open position to 519
On 11 Nov ZYDUSLIFE was trading at 967.75. The strike last trading price was 10.3, which was 0.00 lower than the previous day. The implied volatity was 32.49, the open interest changed by 136 which increased total open position to 519
On 8 Nov ZYDUSLIFE was trading at 970.35. The strike last trading price was 10.3, which was -4.50 lower than the previous day. The implied volatity was 30.09, the open interest changed by 7 which increased total open position to 391
On 7 Nov ZYDUSLIFE was trading at 973.25. The strike last trading price was 14.8, which was -7.90 lower than the previous day. The implied volatity was 32.96, the open interest changed by 7 which increased total open position to 382
On 6 Nov ZYDUSLIFE was trading at 995.10. The strike last trading price was 22.7, which was 0.25 higher than the previous day. The implied volatity was 31.76, the open interest changed by 50 which increased total open position to 375
On 5 Nov ZYDUSLIFE was trading at 988.45. The strike last trading price was 22.45, which was -7.80 lower than the previous day. The implied volatity was 33.65, the open interest changed by 54 which increased total open position to 325
On 4 Nov ZYDUSLIFE was trading at 1004.45. The strike last trading price was 30.25, which was -0.70 lower than the previous day. The implied volatity was 34.11, the open interest changed by 62 which increased total open position to 270
On 1 Nov ZYDUSLIFE was trading at 1004.00. The strike last trading price was 30.95, which was -2.00 lower than the previous day. The implied volatity was 33.03, the open interest changed by 16 which increased total open position to 207
On 31 Oct ZYDUSLIFE was trading at 1001.25. The strike last trading price was 32.95, which was 5.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct ZYDUSLIFE was trading at 985.35. The strike last trading price was 27.25, which was -5.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct ZYDUSLIFE was trading at 1002.20. The strike last trading price was 32.6, which was -4.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct ZYDUSLIFE was trading at 1006.30. The strike last trading price was 37.45, which was 9.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct ZYDUSLIFE was trading at 990.60. The strike last trading price was 27.65, which was -3.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct ZYDUSLIFE was trading at 1005.70. The strike last trading price was 31.55, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct ZYDUSLIFE was trading at 1001.00. The strike last trading price was 30.9, which was 5.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct ZYDUSLIFE was trading at 988.20. The strike last trading price was 25, which was -67.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct ZYDUSLIFE was trading at 1005.70. The strike last trading price was 92.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct ZYDUSLIFE was trading at 1022.45. The strike last trading price was 92.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct ZYDUSLIFE was trading at 1020.85. The strike last trading price was 92.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct ZYDUSLIFE was trading at 1020.10. The strike last trading price was 92.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct ZYDUSLIFE was trading at 1058.15. The strike last trading price was 92.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct ZYDUSLIFE was trading at 1062.35. The strike last trading price was 92.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct ZYDUSLIFE was trading at 1064.40. The strike last trading price was 92.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct ZYDUSLIFE was trading at 1057.00. The strike last trading price was 92.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct ZYDUSLIFE was trading at 1065.35. The strike last trading price was 92.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct ZYDUSLIFE was trading at 1054.65. The strike last trading price was 92.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct ZYDUSLIFE was trading at 1050.65. The strike last trading price was 92.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct ZYDUSLIFE was trading at 1057.35. The strike last trading price was 92.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct ZYDUSLIFE was trading at 1069.05. The strike last trading price was 92.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct ZYDUSLIFE was trading at 1080.35. The strike last trading price was 92.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept ZYDUSLIFE was trading at 1068.55. The strike last trading price was 92.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept ZYDUSLIFE was trading at 1075.95. The strike last trading price was 92.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ZYDUSLIFE 28NOV2024 1020 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.98
Vega: 0.06
Theta: 0.15
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 944.05 | 77 | 4.00 | 27.26 | 6 | -3 | 77 |
| 20 Nov | 947.60 | 73 | 0.00 | 38.27 | 5 | -4 | 81 |
| 19 Nov | 947.60 | 73 | 1.15 | 38.27 | 5 | -3 | 81 |
| 18 Nov | 944.70 | 71.85 | 8.60 | 21.89 | 14 | -5 | 84 |
| 14 Nov | 957.40 | 63.25 | 1.70 | 30.82 | 10 | -2 | 89 |
| 13 Nov | 963.75 | 61.55 | -12.40 | 31.55 | 40 | -14 | 92 |
| 12 Nov | 949.75 | 73.95 | 13.20 | 35.87 | 156 | -4 | 107 |
| 11 Nov | 967.75 | 60.75 | 1.55 | 37.21 | 1 | 0 | 111 |
| 8 Nov | 970.35 | 59.2 | 2.85 | 32.01 | 38 | 3 | 112 |
| 7 Nov | 973.25 | 56.35 | 15.70 | 33.26 | 46 | 1 | 109 |
| 6 Nov | 995.10 | 40.65 | -10.20 | 30.79 | 111 | 3 | 108 |
| 5 Nov | 988.45 | 50.85 | 9.05 | 36.57 | 123 | 10 | 105 |
| 4 Nov | 1004.45 | 41.8 | -2.20 | 35.32 | 134 | 25 | 93 |
| 1 Nov | 1004.00 | 44 | 2.95 | 35.32 | 14 | 0 | 68 |
| 31 Oct | 1001.25 | 41.05 | -18.15 | - | 30 | 12 | 68 |
| 30 Oct | 985.35 | 59.2 | 16.60 | - | 40 | 20 | 55 |
| 29 Oct | 1002.20 | 42.6 | 0.95 | - | 12 | 5 | 34 |
| 28 Oct | 1006.30 | 41.65 | -4.35 | - | 8 | 6 | 29 |
| 25 Oct | 990.60 | 46 | 8.45 | - | 10 | 4 | 23 |
| 24 Oct | 1005.70 | 37.55 | -3.45 | - | 6 | 1 | 18 |
| 23 Oct | 1001.00 | 41 | -10.90 | - | 13 | 4 | 16 |
| 22 Oct | 988.20 | 51.9 | 17.75 | - | 6 | 2 | 12 |
| 21 Oct | 1005.70 | 34.15 | 4.50 | - | 2 | 1 | 9 |
| 18 Oct | 1022.45 | 29.65 | 0.10 | - | 8 | 0 | 8 |
| 17 Oct | 1020.85 | 29.55 | -2.20 | - | 9 | 3 | 7 |
| 16 Oct | 1020.10 | 31.75 | 14.45 | - | 11 | 0 | 4 |
| 15 Oct | 1058.15 | 17.3 | 0.00 | - | 0 | 1 | 0 |
| 14 Oct | 1062.35 | 17.3 | -3.10 | - | 1 | 0 | 3 |
| 11 Oct | 1064.40 | 20.4 | 0.00 | - | 0 | 1 | 0 |
| 10 Oct | 1057.00 | 20.4 | -1.15 | - | 1 | 0 | 2 |
| 9 Oct | 1065.35 | 21.55 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 1054.65 | 21.55 | -1.45 | - | 1 | 0 | 2 |
| 7 Oct | 1050.65 | 23 | -8.95 | - | 2 | 1 | 1 |
| 4 Oct | 1057.35 | 31.95 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 1069.05 | 31.95 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 1080.35 | 31.95 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 1068.55 | 31.95 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 1075.95 | 31.95 | - | 0 | 0 | 0 | |
For Zydus Lifesciences Ltd - strike price 1020 expiring on 28NOV2024
Delta for 1020 PE is -0.98
Historical price for 1020 PE is as follows
On 21 Nov ZYDUSLIFE was trading at 944.05. The strike last trading price was 77, which was 4.00 higher than the previous day. The implied volatity was 27.26, the open interest changed by -3 which decreased total open position to 77
On 20 Nov ZYDUSLIFE was trading at 947.60. The strike last trading price was 73, which was 0.00 lower than the previous day. The implied volatity was 38.27, the open interest changed by -4 which decreased total open position to 81
On 19 Nov ZYDUSLIFE was trading at 947.60. The strike last trading price was 73, which was 1.15 higher than the previous day. The implied volatity was 38.27, the open interest changed by -3 which decreased total open position to 81
On 18 Nov ZYDUSLIFE was trading at 944.70. The strike last trading price was 71.85, which was 8.60 higher than the previous day. The implied volatity was 21.89, the open interest changed by -5 which decreased total open position to 84
On 14 Nov ZYDUSLIFE was trading at 957.40. The strike last trading price was 63.25, which was 1.70 higher than the previous day. The implied volatity was 30.82, the open interest changed by -2 which decreased total open position to 89
On 13 Nov ZYDUSLIFE was trading at 963.75. The strike last trading price was 61.55, which was -12.40 lower than the previous day. The implied volatity was 31.55, the open interest changed by -14 which decreased total open position to 92
On 12 Nov ZYDUSLIFE was trading at 949.75. The strike last trading price was 73.95, which was 13.20 higher than the previous day. The implied volatity was 35.87, the open interest changed by -4 which decreased total open position to 107
On 11 Nov ZYDUSLIFE was trading at 967.75. The strike last trading price was 60.75, which was 1.55 higher than the previous day. The implied volatity was 37.21, the open interest changed by 0 which decreased total open position to 111
On 8 Nov ZYDUSLIFE was trading at 970.35. The strike last trading price was 59.2, which was 2.85 higher than the previous day. The implied volatity was 32.01, the open interest changed by 3 which increased total open position to 112
On 7 Nov ZYDUSLIFE was trading at 973.25. The strike last trading price was 56.35, which was 15.70 higher than the previous day. The implied volatity was 33.26, the open interest changed by 1 which increased total open position to 109
On 6 Nov ZYDUSLIFE was trading at 995.10. The strike last trading price was 40.65, which was -10.20 lower than the previous day. The implied volatity was 30.79, the open interest changed by 3 which increased total open position to 108
On 5 Nov ZYDUSLIFE was trading at 988.45. The strike last trading price was 50.85, which was 9.05 higher than the previous day. The implied volatity was 36.57, the open interest changed by 10 which increased total open position to 105
On 4 Nov ZYDUSLIFE was trading at 1004.45. The strike last trading price was 41.8, which was -2.20 lower than the previous day. The implied volatity was 35.32, the open interest changed by 25 which increased total open position to 93
On 1 Nov ZYDUSLIFE was trading at 1004.00. The strike last trading price was 44, which was 2.95 higher than the previous day. The implied volatity was 35.32, the open interest changed by 0 which decreased total open position to 68
On 31 Oct ZYDUSLIFE was trading at 1001.25. The strike last trading price was 41.05, which was -18.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct ZYDUSLIFE was trading at 985.35. The strike last trading price was 59.2, which was 16.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct ZYDUSLIFE was trading at 1002.20. The strike last trading price was 42.6, which was 0.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct ZYDUSLIFE was trading at 1006.30. The strike last trading price was 41.65, which was -4.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct ZYDUSLIFE was trading at 990.60. The strike last trading price was 46, which was 8.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct ZYDUSLIFE was trading at 1005.70. The strike last trading price was 37.55, which was -3.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct ZYDUSLIFE was trading at 1001.00. The strike last trading price was 41, which was -10.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct ZYDUSLIFE was trading at 988.20. The strike last trading price was 51.9, which was 17.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct ZYDUSLIFE was trading at 1005.70. The strike last trading price was 34.15, which was 4.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct ZYDUSLIFE was trading at 1022.45. The strike last trading price was 29.65, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct ZYDUSLIFE was trading at 1020.85. The strike last trading price was 29.55, which was -2.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct ZYDUSLIFE was trading at 1020.10. The strike last trading price was 31.75, which was 14.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct ZYDUSLIFE was trading at 1058.15. The strike last trading price was 17.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct ZYDUSLIFE was trading at 1062.35. The strike last trading price was 17.3, which was -3.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct ZYDUSLIFE was trading at 1064.40. The strike last trading price was 20.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct ZYDUSLIFE was trading at 1057.00. The strike last trading price was 20.4, which was -1.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct ZYDUSLIFE was trading at 1065.35. The strike last trading price was 21.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct ZYDUSLIFE was trading at 1054.65. The strike last trading price was 21.55, which was -1.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct ZYDUSLIFE was trading at 1050.65. The strike last trading price was 23, which was -8.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct ZYDUSLIFE was trading at 1057.35. The strike last trading price was 31.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct ZYDUSLIFE was trading at 1069.05. The strike last trading price was 31.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct ZYDUSLIFE was trading at 1080.35. The strike last trading price was 31.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept ZYDUSLIFE was trading at 1068.55. The strike last trading price was 31.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept ZYDUSLIFE was trading at 1075.95. The strike last trading price was 31.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
