Historical option data for ZYDUSLIFE
26 May 2026 04:10 PM IST
| ZYDUSLIFE 30-Jun-2026 (34d) 1060 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.63
Vega: 0.01
Theta: -0.47
Gamma: 0.00486
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 26 May | 1079.05 | 43.7 | 0.7 (1.63%) | 23.08 | 134 | 2 | 169 | |||||||||
| 25 May | 1072.95 | 43 | 16 (59.26%) | 25.39 | 527 | 39 | 166 | |||||||||
| 22 May | 1038.95 | 26.8 | -0.2 (-0.74%) | 24.67 | 92 | 2 | 122 | |||||||||
| 21 May | 1036.45 | 27.25 | -6.75 (-19.85%) | 25.18 | 108 | 24 | 120 | |||||||||
| 20 May | 1040.85 | 34.45 | 8.45 (32.50%) | 29 | 278 | 62 | 95 | |||||||||
| 19 May | 1018.90 | 25.3 | 9.3 (58.13%) | 29.25 | 61 | -1 | 34 | |||||||||
| 18 May | 991.10 | 15.85 | -6.15 (-27.95%) | 27.2 | 4 | 2 | 35 | |||||||||
| 15 May | 1011.70 | 22.05 | 5.85 (36.11%) | 26.19 | 56 | 3 | 33 | |||||||||
| 14 May | 991.70 | 16.2 | 9.85 (155.12%) | 27.56 | 36 | 22 | 30 | |||||||||
| 13 May | 939.25 | 6.35 | 0.1 (1.60%) | 0 | 1 | 1 | 8 | |||||||||
| 12 May | 930.65 | 6.25 | -4.2 (-40.19%) | 0 | 7 | 3 | 8 | |||||||||
| 11 May | 956.95 | 10.8 | 4.1 (61.19%) | 27.88 | 5 | 4 | 4 | |||||||||
For Zydus Lifesciences Ltd - strike price 1060 expiring on 30JUN2026
Delta for 1060 CE is 0.63
Historical price for 1060 CE is as follows
On 26 May ZYDUSLIFE was trading at 1079.05. The strike last trading price was 43.7, which was 0.7 higher than the previous day. The implied volatity was 23.08, the open interest changed by 2 which increased total open position to 169
On 25 May ZYDUSLIFE was trading at 1072.95. The strike last trading price was 43, which was 16 higher than the previous day. The implied volatity was 25.39, the open interest changed by 39 which increased total open position to 166
On 22 May ZYDUSLIFE was trading at 1038.95. The strike last trading price was 26.8, which was -0.2 lower than the previous day. The implied volatity was 24.67, the open interest changed by 2 which increased total open position to 122
On 21 May ZYDUSLIFE was trading at 1036.45. The strike last trading price was 27.25, which was -6.75 lower than the previous day. The implied volatity was 25.18, the open interest changed by 24 which increased total open position to 120
On 20 May ZYDUSLIFE was trading at 1040.85. The strike last trading price was 34.45, which was 8.45 higher than the previous day. The implied volatity was 29, the open interest changed by 62 which increased total open position to 95
On 19 May ZYDUSLIFE was trading at 1018.90. The strike last trading price was 25.3, which was 9.3 higher than the previous day. The implied volatity was 29.25, the open interest changed by -1 which decreased total open position to 34
On 18 May ZYDUSLIFE was trading at 991.10. The strike last trading price was 15.85, which was -6.15 lower than the previous day. The implied volatity was 27.2, the open interest changed by 2 which increased total open position to 35
On 15 May ZYDUSLIFE was trading at 1011.70. The strike last trading price was 22.05, which was 5.85 higher than the previous day. The implied volatity was 26.19, the open interest changed by 3 which increased total open position to 33
On 14 May ZYDUSLIFE was trading at 991.70. The strike last trading price was 16.2, which was 9.85 higher than the previous day. The implied volatity was 27.56, the open interest changed by 22 which increased total open position to 30
On 13 May ZYDUSLIFE was trading at 939.25. The strike last trading price was 6.35, which was 0.1 higher than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 8
On 12 May ZYDUSLIFE was trading at 930.65. The strike last trading price was 6.25, which was -4.2 lower than the previous day. The implied volatity was 0, the open interest changed by 3 which increased total open position to 8
On 11 May ZYDUSLIFE was trading at 956.95. The strike last trading price was 10.8, which was 4.1 higher than the previous day. The implied volatity was 27.88, the open interest changed by 4 which increased total open position to 4
| ZYDUSLIFE 30-Jun-2026 (34d) 1060 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.37
Vega: 0.01
Theta: -0.34
Gamma: 0.00458
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 26 May | 1079.05 | 22.15 | -2.4 (-9.78%) | 24.61 | 255 | 56 | 148 |
| 25 May | 1072.95 | 24.15 | -17.85 (-42.50%) | 23.82 | 181 | 64 | 97 |
| 22 May | 1038.95 | 42 | -3.2 (-7.08%) | 25.11 | 8 | -3 | 33 |
| 21 May | 1036.45 | 45.2 | 1.2 (2.73%) | 25.68 | 23 | 1 | 36 |
| 20 May | 1040.85 | 43.75 | -11.05 (-20.16%) | 26.05 | 54 | 31 | 35 |
| 19 May | 1018.90 | 54.8 | -121.7 (-68.95%) | 24.26 | 9 | 3 | 3 |
| 18 May | 991.10 | 0 | 0 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 1011.70 | 0 | -176.5 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 991.70 | 0 | -176.5 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 939.25 | 0 | -176.5 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 930.65 | 0 | -176.5 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 956.95 | 0 | -176.5 (-100.00%) | 0 | 0 | 0 | 0 |
For Zydus Lifesciences Ltd - strike price 1060 expiring on 30JUN2026
Delta for 1060 PE is -0.37
Historical price for 1060 PE is as follows
On 26 May ZYDUSLIFE was trading at 1079.05. The strike last trading price was 22.15, which was -2.4 lower than the previous day. The implied volatity was 24.61, the open interest changed by 56 which increased total open position to 148
On 25 May ZYDUSLIFE was trading at 1072.95. The strike last trading price was 24.15, which was -17.85 lower than the previous day. The implied volatity was 23.82, the open interest changed by 64 which increased total open position to 97
On 22 May ZYDUSLIFE was trading at 1038.95. The strike last trading price was 42, which was -3.2 lower than the previous day. The implied volatity was 25.11, the open interest changed by -3 which decreased total open position to 33
On 21 May ZYDUSLIFE was trading at 1036.45. The strike last trading price was 45.2, which was 1.2 higher than the previous day. The implied volatity was 25.68, the open interest changed by 1 which increased total open position to 36
On 20 May ZYDUSLIFE was trading at 1040.85. The strike last trading price was 43.75, which was -11.05 lower than the previous day. The implied volatity was 26.05, the open interest changed by 31 which increased total open position to 35
On 19 May ZYDUSLIFE was trading at 1018.90. The strike last trading price was 54.8, which was -121.7 lower than the previous day. The implied volatity was 24.26, the open interest changed by 3 which increased total open position to 3
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 -176.5 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 -176.5 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 -176.5 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 -176.5 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 -176.5 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
