ZYDUSLIFE
Zydus Lifesciences Ltd
Historical option data for ZYDUSLIFE
02 Jan 2025 04:11 PM IST
ZYDUSLIFE 30JAN2025 1040 CE | ||||||||||
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Delta: 0.27
Vega: 0.90
Theta: -0.43
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
2 Jan | 990.75 | 9.8 | 3.55 | 22.64 | 1,292 | 109 | 360 | |||
1 Jan | 973.80 | 6.25 | 0.35 | 22.91 | 333 | 55 | 253 | |||
31 Dec | 971.70 | 5.9 | 0.80 | 22.29 | 442 | 61 | 197 | |||
30 Dec | 956.95 | 5.1 | -1.65 | 22.52 | 506 | 5 | 137 | |||
27 Dec | 972.40 | 6.75 | 1.25 | 21.25 | 400 | 54 | 133 | |||
26 Dec | 957.65 | 5.5 | -1.95 | 22.42 | 127 | 37 | 82 | |||
24 Dec | 964.80 | 7.45 | -2.75 | 22.90 | 21 | 1 | 44 | |||
23 Dec | 973.35 | 10.2 | -1.30 | 23.89 | 36 | 2 | 43 | |||
20 Dec | 973.50 | 11.5 | -4.40 | 24.14 | 11 | -2 | 40 | |||
19 Dec | 985.60 | 15.9 | 0.85 | 23.39 | 26 | 6 | 41 | |||
18 Dec | 979.55 | 15.05 | 2.65 | 24.81 | 11 | 5 | 34 | |||
17 Dec | 969.90 | 12.4 | -3.15 | 25.03 | 61 | 22 | 25 | |||
16 Dec | 987.75 | 15.55 | 0.00 | 22.48 | 1 | 0 | 2 | |||
13 Dec | 978.50 | 15.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
12 Dec | 976.50 | 15.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
11 Dec | 986.45 | 15.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
10 Dec | 974.20 | 15.55 | -5.90 | 23.90 | 1 | 0 | 2 | |||
9 Dec | 982.45 | 21.45 | 5.70 | 25.81 | 1 | 0 | 1 | |||
6 Dec | 995.10 | 15.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
5 Dec | 978.00 | 15.75 | 0.00 | 0.00 | 0 | 1 | 0 | |||
4 Dec | 970.35 | 15.75 | -39.90 | 23.40 | 1 | 0 | 0 | |||
3 Dec | 982.10 | 55.65 | 0.00 | 3.06 | 0 | 0 | 0 | |||
28 Nov | 948.70 | 55.65 | 0.00 | 4.99 | 0 | 0 | 0 | |||
27 Nov | 950.95 | 55.65 | 0.00 | 4.54 | 0 | 0 | 0 | |||
26 Nov | 953.00 | 55.65 | 0.00 | 4.46 | 0 | 0 | 0 | |||
25 Nov | 964.35 | 55.65 | 0.00 | 3.85 | 0 | 0 | 0 | |||
22 Nov | 949.05 | 55.65 | 0.00 | 4.63 | 0 | 0 | 0 | |||
21 Nov | 944.05 | 55.65 | 0.00 | 4.92 | 0 | 0 | 0 | |||
20 Nov | 947.60 | 55.65 | 0.00 | 4.46 | 0 | 0 | 0 | |||
19 Nov | 947.60 | 55.65 | 0.00 | 4.46 | 0 | 0 | 0 | |||
18 Nov | 944.70 | 55.65 | 55.65 | 4.58 | 0 | 0 | 0 | |||
12 Nov | 949.75 | 0 | 0.00 | 4.05 | 0 | 0 | 0 | |||
11 Nov | 967.75 | 0 | 0.00 | 3.00 | 0 | 0 | 0 | |||
8 Nov | 970.35 | 0 | 0.00 | 2.61 | 0 | 0 | 0 | |||
7 Nov | 973.25 | 0 | 0.00 | 2.61 | 0 | 0 | 0 | |||
6 Nov | 995.10 | 0 | 0.00 | 1.28 | 0 | 0 | 0 | |||
5 Nov | 988.45 | 0 | 0.00 | 1.67 | 0 | 0 | 0 | |||
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4 Nov | 1004.45 | 0 | 0.62 | 0 | 0 | 0 |
For Zydus Lifesciences Ltd - strike price 1040 expiring on 30JAN2025
Delta for 1040 CE is 0.27
Historical price for 1040 CE is as follows
On 2 Jan ZYDUSLIFE was trading at 990.75. The strike last trading price was 9.8, which was 3.55 higher than the previous day. The implied volatity was 22.64, the open interest changed by 109 which increased total open position to 360
On 1 Jan ZYDUSLIFE was trading at 973.80. The strike last trading price was 6.25, which was 0.35 higher than the previous day. The implied volatity was 22.91, the open interest changed by 55 which increased total open position to 253
On 31 Dec ZYDUSLIFE was trading at 971.70. The strike last trading price was 5.9, which was 0.80 higher than the previous day. The implied volatity was 22.29, the open interest changed by 61 which increased total open position to 197
On 30 Dec ZYDUSLIFE was trading at 956.95. The strike last trading price was 5.1, which was -1.65 lower than the previous day. The implied volatity was 22.52, the open interest changed by 5 which increased total open position to 137
On 27 Dec ZYDUSLIFE was trading at 972.40. The strike last trading price was 6.75, which was 1.25 higher than the previous day. The implied volatity was 21.25, the open interest changed by 54 which increased total open position to 133
On 26 Dec ZYDUSLIFE was trading at 957.65. The strike last trading price was 5.5, which was -1.95 lower than the previous day. The implied volatity was 22.42, the open interest changed by 37 which increased total open position to 82
On 24 Dec ZYDUSLIFE was trading at 964.80. The strike last trading price was 7.45, which was -2.75 lower than the previous day. The implied volatity was 22.90, the open interest changed by 1 which increased total open position to 44
On 23 Dec ZYDUSLIFE was trading at 973.35. The strike last trading price was 10.2, which was -1.30 lower than the previous day. The implied volatity was 23.89, the open interest changed by 2 which increased total open position to 43
On 20 Dec ZYDUSLIFE was trading at 973.50. The strike last trading price was 11.5, which was -4.40 lower than the previous day. The implied volatity was 24.14, the open interest changed by -2 which decreased total open position to 40
On 19 Dec ZYDUSLIFE was trading at 985.60. The strike last trading price was 15.9, which was 0.85 higher than the previous day. The implied volatity was 23.39, the open interest changed by 6 which increased total open position to 41
On 18 Dec ZYDUSLIFE was trading at 979.55. The strike last trading price was 15.05, which was 2.65 higher than the previous day. The implied volatity was 24.81, the open interest changed by 5 which increased total open position to 34
On 17 Dec ZYDUSLIFE was trading at 969.90. The strike last trading price was 12.4, which was -3.15 lower than the previous day. The implied volatity was 25.03, the open interest changed by 22 which increased total open position to 25
On 16 Dec ZYDUSLIFE was trading at 987.75. The strike last trading price was 15.55, which was 0.00 lower than the previous day. The implied volatity was 22.48, the open interest changed by 0 which decreased total open position to 2
On 13 Dec ZYDUSLIFE was trading at 978.50. The strike last trading price was 15.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 12 Dec ZYDUSLIFE was trading at 976.50. The strike last trading price was 15.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 11 Dec ZYDUSLIFE was trading at 986.45. The strike last trading price was 15.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 10 Dec ZYDUSLIFE was trading at 974.20. The strike last trading price was 15.55, which was -5.90 lower than the previous day. The implied volatity was 23.90, the open interest changed by 0 which decreased total open position to 2
On 9 Dec ZYDUSLIFE was trading at 982.45. The strike last trading price was 21.45, which was 5.70 higher than the previous day. The implied volatity was 25.81, the open interest changed by 0 which decreased total open position to 1
On 6 Dec ZYDUSLIFE was trading at 995.10. The strike last trading price was 15.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 5 Dec ZYDUSLIFE was trading at 978.00. The strike last trading price was 15.75, 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 4 Dec ZYDUSLIFE was trading at 970.35. The strike last trading price was 15.75, which was -39.90 lower than the previous day. The implied volatity was 23.40, the open interest changed by 0 which decreased total open position to 0
On 3 Dec ZYDUSLIFE was trading at 982.10. The strike last trading price was 55.65, which was 0.00 lower than the previous day. The implied volatity was 3.06, the open interest changed by 0 which decreased total open position to 0
On 28 Nov ZYDUSLIFE was trading at 948.70. The strike last trading price was 55.65, which was 0.00 lower than the previous day. The implied volatity was 4.99, the open interest changed by 0 which decreased total open position to 0
On 27 Nov ZYDUSLIFE was trading at 950.95. The strike last trading price was 55.65, which was 0.00 lower than the previous day. The implied volatity was 4.54, the open interest changed by 0 which decreased total open position to 0
On 26 Nov ZYDUSLIFE was trading at 953.00. The strike last trading price was 55.65, which was 0.00 lower than the previous day. The implied volatity was 4.46, the open interest changed by 0 which decreased total open position to 0
On 25 Nov ZYDUSLIFE was trading at 964.35. The strike last trading price was 55.65, which was 0.00 lower than the previous day. The implied volatity was 3.85, the open interest changed by 0 which decreased total open position to 0
On 22 Nov ZYDUSLIFE was trading at 949.05. The strike last trading price was 55.65, which was 0.00 lower than the previous day. The implied volatity was 4.63, the open interest changed by 0 which decreased total open position to 0
On 21 Nov ZYDUSLIFE was trading at 944.05. The strike last trading price was 55.65, which was 0.00 lower than the previous day. The implied volatity was 4.92, 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 55.65, which was 0.00 lower than the previous day. The implied volatity was 4.46, 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 55.65, which was 0.00 lower than the previous day. The implied volatity was 4.46, 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 55.65, which was 55.65 higher than the previous day. The implied volatity was 4.58, 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 0, which was 0.00 lower than the previous day. The implied volatity was 4.05, 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 0, which was 0.00 lower than the previous day. The implied volatity was 3.00, 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 0, which was 0.00 lower than the previous day. The implied volatity was 2.61, 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 0, which was 0.00 lower than the previous day. The implied volatity was 2.61, 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 0, which was 0.00 lower than the previous day. The implied volatity was 1.28, 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 0, which was 0.00 lower than the previous day. The implied volatity was 1.67, the open interest changed by 0 which decreased total open position to 0
On 4 Nov ZYDUSLIFE was trading at 1004.45. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.62, the open interest changed by 0 which decreased total open position to 0
ZYDUSLIFE 30JAN2025 1040 PE | |||||||
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Delta: -0.73
Vega: 0.91
Theta: -0.17
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
2 Jan | 990.75 | 51.8 | -24.05 | 23.30 | 15 | -3 | 27 |
1 Jan | 973.80 | 75.85 | 0.00 | 0.00 | 0 | 0 | 0 |
31 Dec | 971.70 | 75.85 | 0.00 | 0.00 | 0 | 10 | 0 |
30 Dec | 956.95 | 75.85 | 9.60 | 26.65 | 15 | 10 | 30 |
27 Dec | 972.40 | 66.25 | -7.95 | 23.90 | 7 | 3 | 18 |
26 Dec | 957.65 | 74.2 | 6.20 | 19.57 | 9 | 5 | 11 |
24 Dec | 964.80 | 68 | 6.00 | 17.55 | 1 | 0 | 5 |
23 Dec | 973.35 | 62 | 0.00 | 0.00 | 0 | 5 | 0 |
20 Dec | 973.50 | 62 | -13.70 | 17.49 | 5 | 3 | 3 |
19 Dec | 985.60 | 75.7 | 0.00 | - | 0 | 0 | 0 |
18 Dec | 979.55 | 75.7 | 0.00 | - | 0 | 0 | 0 |
17 Dec | 969.90 | 75.7 | 0.00 | - | 0 | 0 | 0 |
16 Dec | 987.75 | 75.7 | 0.00 | - | 0 | 0 | 0 |
13 Dec | 978.50 | 75.7 | 0.00 | - | 0 | 0 | 0 |
12 Dec | 976.50 | 75.7 | 0.00 | - | 0 | 0 | 0 |
11 Dec | 986.45 | 75.7 | 0.00 | - | 0 | 0 | 0 |
10 Dec | 974.20 | 75.7 | 0.00 | - | 0 | 0 | 0 |
9 Dec | 982.45 | 75.7 | 0.00 | - | 0 | 0 | 0 |
6 Dec | 995.10 | 75.7 | 0.00 | - | 0 | 0 | 0 |
5 Dec | 978.00 | 75.7 | 0.00 | - | 0 | 0 | 0 |
4 Dec | 970.35 | 75.7 | 0.00 | - | 0 | 0 | 0 |
3 Dec | 982.10 | 75.7 | 0.00 | - | 0 | 0 | 0 |
28 Nov | 948.70 | 75.7 | 0.00 | - | 0 | 0 | 0 |
27 Nov | 950.95 | 75.7 | 0.00 | - | 0 | 0 | 0 |
26 Nov | 953.00 | 75.7 | 0.00 | - | 0 | 0 | 0 |
25 Nov | 964.35 | 75.7 | 0.00 | - | 0 | 0 | 0 |
22 Nov | 949.05 | 75.7 | 0.00 | - | 0 | 0 | 0 |
21 Nov | 944.05 | 75.7 | 75.70 | - | 0 | 0 | 0 |
20 Nov | 947.60 | 0 | 0.00 | - | 0 | 0 | 0 |
19 Nov | 947.60 | 0 | 0.00 | - | 0 | 0 | 0 |
18 Nov | 944.70 | 0 | 0.00 | - | 0 | 0 | 0 |
12 Nov | 949.75 | 0 | 0.00 | - | 0 | 0 | 0 |
11 Nov | 967.75 | 0 | 0.00 | - | 0 | 0 | 0 |
8 Nov | 970.35 | 0 | 0.00 | - | 0 | 0 | 0 |
7 Nov | 973.25 | 0 | 0.00 | - | 0 | 0 | 0 |
6 Nov | 995.10 | 0 | 0.00 | - | 0 | 0 | 0 |
5 Nov | 988.45 | 0 | 0.00 | - | 0 | 0 | 0 |
4 Nov | 1004.45 | 0 | - | 0 | 0 | 0 |
For Zydus Lifesciences Ltd - strike price 1040 expiring on 30JAN2025
Delta for 1040 PE is -0.73
Historical price for 1040 PE is as follows
On 2 Jan ZYDUSLIFE was trading at 990.75. The strike last trading price was 51.8, which was -24.05 lower than the previous day. The implied volatity was 23.30, the open interest changed by -3 which decreased total open position to 27
On 1 Jan ZYDUSLIFE was trading at 973.80. The strike last trading price was 75.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 31 Dec ZYDUSLIFE was trading at 971.70. The strike last trading price was 75.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0
On 30 Dec ZYDUSLIFE was trading at 956.95. The strike last trading price was 75.85, which was 9.60 higher than the previous day. The implied volatity was 26.65, the open interest changed by 10 which increased total open position to 30
On 27 Dec ZYDUSLIFE was trading at 972.40. The strike last trading price was 66.25, which was -7.95 lower than the previous day. The implied volatity was 23.90, the open interest changed by 3 which increased total open position to 18
On 26 Dec ZYDUSLIFE was trading at 957.65. The strike last trading price was 74.2, which was 6.20 higher than the previous day. The implied volatity was 19.57, the open interest changed by 5 which increased total open position to 11
On 24 Dec ZYDUSLIFE was trading at 964.80. The strike last trading price was 68, which was 6.00 higher than the previous day. The implied volatity was 17.55, the open interest changed by 0 which decreased total open position to 5
On 23 Dec ZYDUSLIFE was trading at 973.35. The strike last trading price was 62, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 20 Dec ZYDUSLIFE was trading at 973.50. The strike last trading price was 62, which was -13.70 lower than the previous day. The implied volatity was 17.49, the open interest changed by 3 which increased total open position to 3
On 19 Dec ZYDUSLIFE was trading at 985.60. The strike last trading price was 75.7, 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 18 Dec ZYDUSLIFE was trading at 979.55. The strike last trading price was 75.7, 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 17 Dec ZYDUSLIFE was trading at 969.90. The strike last trading price was 75.7, 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 16 Dec ZYDUSLIFE was trading at 987.75. The strike last trading price was 75.7, 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 Dec ZYDUSLIFE was trading at 978.50. The strike last trading price was 75.7, 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 Dec ZYDUSLIFE was trading at 976.50. The strike last trading price was 75.7, 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 Dec ZYDUSLIFE was trading at 986.45. The strike last trading price was 75.7, 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 10 Dec ZYDUSLIFE was trading at 974.20. The strike last trading price was 75.7, 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 9 Dec ZYDUSLIFE was trading at 982.45. The strike last trading price was 75.7, 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 Dec ZYDUSLIFE was trading at 995.10. The strike last trading price was 75.7, 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 Dec ZYDUSLIFE was trading at 978.00. The strike last trading price was 75.7, 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 4 Dec ZYDUSLIFE was trading at 970.35. The strike last trading price was 75.7, 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 3 Dec ZYDUSLIFE was trading at 982.10. The strike last trading price was 75.7, 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 28 Nov ZYDUSLIFE was trading at 948.70. The strike last trading price was 75.7, 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 27 Nov ZYDUSLIFE was trading at 950.95. The strike last trading price was 75.7, 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 26 Nov ZYDUSLIFE was trading at 953.00. The strike last trading price was 75.7, 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 25 Nov ZYDUSLIFE was trading at 964.35. The strike last trading price was 75.7, 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 22 Nov ZYDUSLIFE was trading at 949.05. The strike last trading price was 75.7, 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 21 Nov ZYDUSLIFE was trading at 944.05. The strike last trading price was 75.7, which was 75.70 higher than the previous day. The implied volatity was -, 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 0, 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 19 Nov ZYDUSLIFE was trading at 947.60. The strike last trading price was 0, 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 18 Nov ZYDUSLIFE was trading at 944.70. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 4 Nov ZYDUSLIFE was trading at 1004.45. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0