Historical option data for ZYDUSLIFE
20 May 2026 04:10 PM IST
| ZYDUSLIFE 26-May-2026 (5d) 1030 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.61
Vega: 0.01
Theta: -1.38
Gamma: 0.00887
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 May | 1040.85 | 23.1 | 5.1 (28.33%) | 31.65 | 1,139 | -182 | 245 | |||||||||
| 19 May | 1018.90 | 16.05 | 6.05 (60.50%) | 36.58 | 6,297 | 286 | 427 | |||||||||
| 18 May | 991.10 | 10.65 | -4.35 (-29.00%) | 40.73 | 335 | 15 | 141 | |||||||||
| 15 May | 1011.70 | 13.45 | 2.45 (22.27%) | 28.84 | 554 | -1 | 126 | |||||||||
| 14 May | 991.70 | 11 | 9 (450.00%) | 33.92 | 1,457 | 27 | 127 | |||||||||
| 13 May | 939.25 | 2.3 | -0.7 (-23.33%) | 0 | 14 | -7 | 100 | |||||||||
| 12 May | 930.65 | 2.85 | -2.15 (-43.00%) | 0 | 81 | -17 | 107 | |||||||||
| 11 May | 956.95 | 5.4 | 2.4 (80.00%) | 0 | 157 | 60 | 123 | |||||||||
| 8 May | 940.05 | 2.75 | -0.75 (-21.43%) | 29.67 | 9 | -5 | 63 | |||||||||
| 7 May | 940.30 | 3.5 | -0.1 (-2.78%) | 30.22 | 19 | -8 | 68 | |||||||||
| 6 May | 938.80 | 3.6 | 0.9 (33.33%) | 30.63 | 126 | 42 | 74 | |||||||||
| 5 May | 912.25 | 2.6 | -0.1 (-3.70%) | - | 0 | 0 | 32 | |||||||||
| 4 May | 902.35 | 2.6 | -0.1 (-3.70%) | - | 0 | 0 | 32 | |||||||||
| 30 Apr | 891.90 | 2.6 | -0.1 (-3.70%) | 30.19 | 0 | 0 | 32 | |||||||||
| 29 Apr | 910.85 | 2.6 | -1.55 (-37.35%) | 30.19 | 11 | 6 | 32 | |||||||||
| 28 Apr | 911.30 | 4.1 | -4.55 (-52.60%) | 32.77 | 42 | 10 | 25 | |||||||||
| 27 Apr | 939.65 | 7.85 | 0.8 (11.35%) | 32.3 | 18 | 8 | 14 | |||||||||
| 24 Apr | 927.40 | 7.05 | -4.95 (-41.25%) | 32.2 | 3 | 1 | 5 | |||||||||
| 23 Apr | 946.35 | 12 | 4.5 (60.00%) | 31.86 | 2 | 1 | 3 | |||||||||
| 22 Apr | 929.90 | 7.5 | -1.15 (-13.29%) | - | 0 | 0 | 2 | |||||||||
| 21 Apr | 928.60 | 7.5 | -1.15 (-13.29%) | - | 0 | 0 | 2 | |||||||||
| 20 Apr | 936.50 | 7.5 | -1.15 (-13.29%) | - | 0 | 0 | 2 | |||||||||
| 17 Apr | 943.95 | 7.5 | -1.15 (-13.29%) | 26.56 | 0 | 0 | 2 | |||||||||
| 16 Apr | 939.10 | 7.5 | 3.75 (100.00%) | 26.56 | 2 | 0 | 0 | |||||||||
For Zydus Lifesciences Ltd - strike price 1030 expiring on 26MAY2026
Delta for 1030 CE is 0.61
Historical price for 1030 CE is as follows
On 20 May ZYDUSLIFE was trading at 1040.85. The strike last trading price was 23.1, which was 5.1 higher than the previous day. The implied volatity was 31.65, the open interest changed by -182 which decreased total open position to 245
On 19 May ZYDUSLIFE was trading at 1018.90. The strike last trading price was 16.05, which was 6.05 higher than the previous day. The implied volatity was 36.58, the open interest changed by 286 which increased total open position to 427
On 18 May ZYDUSLIFE was trading at 991.10. The strike last trading price was 10.65, which was -4.35 lower than the previous day. The implied volatity was 40.73, the open interest changed by 15 which increased total open position to 141
On 15 May ZYDUSLIFE was trading at 1011.70. The strike last trading price was 13.45, which was 2.45 higher than the previous day. The implied volatity was 28.84, the open interest changed by -1 which decreased total open position to 126
On 14 May ZYDUSLIFE was trading at 991.70. The strike last trading price was 11, which was 9 higher than the previous day. The implied volatity was 33.92, the open interest changed by 27 which increased total open position to 127
On 13 May ZYDUSLIFE was trading at 939.25. The strike last trading price was 2.3, which was -0.7 lower than the previous day. The implied volatity was 0, the open interest changed by -7 which decreased total open position to 100
On 12 May ZYDUSLIFE was trading at 930.65. The strike last trading price was 2.85, which was -2.15 lower than the previous day. The implied volatity was 0, the open interest changed by -17 which decreased total open position to 107
On 11 May ZYDUSLIFE was trading at 956.95. The strike last trading price was 5.4, which was 2.4 higher than the previous day. The implied volatity was 0, the open interest changed by 60 which increased total open position to 123
On 8 May ZYDUSLIFE was trading at 940.05. The strike last trading price was 2.75, which was -0.75 lower than the previous day. The implied volatity was 29.67, the open interest changed by -5 which decreased total open position to 63
On 7 May ZYDUSLIFE was trading at 940.30. The strike last trading price was 3.5, which was -0.1 lower than the previous day. The implied volatity was 30.22, the open interest changed by -8 which decreased total open position to 68
On 6 May ZYDUSLIFE was trading at 938.80. The strike last trading price was 3.6, which was 0.9 higher than the previous day. The implied volatity was 30.63, the open interest changed by 42 which increased total open position to 74
On 5 May ZYDUSLIFE was trading at 912.25. The strike last trading price was 2.6, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 32
On 4 May ZYDUSLIFE was trading at 902.35. The strike last trading price was 2.6, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 32
On 30 Apr ZYDUSLIFE was trading at 891.90. The strike last trading price was 2.6, which was -0.1 lower than the previous day. The implied volatity was 30.19, the open interest changed by 0 which decreased total open position to 32
On 29 Apr ZYDUSLIFE was trading at 910.85. The strike last trading price was 2.6, which was -1.55 lower than the previous day. The implied volatity was 30.19, the open interest changed by 6 which increased total open position to 32
On 28 Apr ZYDUSLIFE was trading at 911.30. The strike last trading price was 4.1, which was -4.55 lower than the previous day. The implied volatity was 32.77, the open interest changed by 10 which increased total open position to 25
On 27 Apr ZYDUSLIFE was trading at 939.65. The strike last trading price was 7.85, which was 0.8 higher than the previous day. The implied volatity was 32.3, the open interest changed by 8 which increased total open position to 14
On 24 Apr ZYDUSLIFE was trading at 927.40. The strike last trading price was 7.05, which was -4.95 lower than the previous day. The implied volatity was 32.2, the open interest changed by 1 which increased total open position to 5
On 23 Apr ZYDUSLIFE was trading at 946.35. The strike last trading price was 12, which was 4.5 higher than the previous day. The implied volatity was 31.86, the open interest changed by 1 which increased total open position to 3
On 22 Apr ZYDUSLIFE was trading at 929.90. The strike last trading price was 7.5, which was -1.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 21 Apr ZYDUSLIFE was trading at 928.60. The strike last trading price was 7.5, which was -1.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 20 Apr ZYDUSLIFE was trading at 936.50. The strike last trading price was 7.5, which was -1.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 17 Apr ZYDUSLIFE was trading at 943.95. The strike last trading price was 7.5, which was -1.15 lower than the previous day. The implied volatity was 26.56, the open interest changed by 0 which decreased total open position to 2
On 16 Apr ZYDUSLIFE was trading at 939.10. The strike last trading price was 7.5, which was 3.75 higher than the previous day. The implied volatity was 26.56, the open interest changed by 0 which decreased total open position to 0
| ZYDUSLIFE 26-May-2026 (5d) 1030 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.37
Vega: 0.01
Theta: -1.03
Gamma: 0.01011
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 May | 1040.85 | 9.9 | -13.95 (-58.49%) | 27.34 | 3,704 | 108 | 270 |
| 19 May | 1018.90 | 25.05 | -126.15 (-83.43%) | 32.75 | 2,012 | 162 | 162 |
| 18 May | 991.10 | 0 | 0 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 1011.70 | 0 | -151.2 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 991.70 | 0 | -151.2 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 939.25 | 0 | -151.2 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 930.65 | 0 | -151.2 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 956.95 | 0 | -151.2 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 940.05 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 940.30 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 938.80 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 912.25 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 902.35 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 891.90 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 910.85 | 0 | 0 | - | 0 | 0 | 0 |
| 28 Apr | 911.30 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Apr | 939.65 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Apr | 927.40 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Apr | 946.35 | 0 | 0 | - | 0 | 0 | 0 |
| 22 Apr | 929.90 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Apr | 928.60 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Apr | 936.50 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Apr | 943.95 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 939.10 | 0 | 0 | - | 0 | 0 | 0 |
For Zydus Lifesciences Ltd - strike price 1030 expiring on 26MAY2026
Delta for 1030 PE is -0.37
Historical price for 1030 PE is as follows
On 20 May ZYDUSLIFE was trading at 1040.85. The strike last trading price was 9.9, which was -13.95 lower than the previous day. The implied volatity was 27.34, the open interest changed by 108 which increased total open position to 270
On 19 May ZYDUSLIFE was trading at 1018.90. The strike last trading price was 25.05, which was -126.15 lower than the previous day. The implied volatity was 32.75, the open interest changed by 162 which increased total open position to 162
On 18 May ZYDUSLIFE was trading at 991.10. The strike last trading price was 0, 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
On 15 May ZYDUSLIFE was trading at 1011.70. The strike last trading price was 0, which was -151.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May ZYDUSLIFE was trading at 991.70. The strike last trading price was 0, which was -151.2 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May ZYDUSLIFE was trading at 939.25. The strike last trading price was 0, which was -151.2 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May ZYDUSLIFE was trading at 930.65. The strike last trading price was 0, which was -151.2 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May ZYDUSLIFE was trading at 956.95. The strike last trading price was 0, which was -151.2 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May ZYDUSLIFE was trading at 940.05. The strike last trading price was 0, 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
On 7 May ZYDUSLIFE was trading at 940.30. The strike last trading price was 0, 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
On 6 May ZYDUSLIFE was trading at 938.80. The strike last trading price was 0, 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
On 5 May ZYDUSLIFE was trading at 912.25. The strike last trading price was 0, 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
On 4 May ZYDUSLIFE was trading at 902.35. The strike last trading price was 0, 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
On 30 Apr ZYDUSLIFE was trading at 891.90. The strike last trading price was 0, 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
On 29 Apr ZYDUSLIFE was trading at 910.85. The strike last trading price was 0, 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
On 28 Apr ZYDUSLIFE was trading at 911.30. The strike last trading price was 0, 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
On 27 Apr ZYDUSLIFE was trading at 939.65. The strike last trading price was 0, 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
On 24 Apr ZYDUSLIFE was trading at 927.40. The strike last trading price was 0, 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
On 23 Apr ZYDUSLIFE was trading at 946.35. The strike last trading price was 0, 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
On 22 Apr ZYDUSLIFE was trading at 929.90. The strike last trading price was 0, 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
On 21 Apr ZYDUSLIFE was trading at 928.60. The strike last trading price was 0, 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
On 20 Apr ZYDUSLIFE was trading at 936.50. The strike last trading price was 0, 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
On 17 Apr ZYDUSLIFE was trading at 943.95. The strike last trading price was 0, 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
On 16 Apr ZYDUSLIFE was trading at 939.10. The strike last trading price was 0, 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
