Historical option data for ZYDUSLIFE
19 Jun 2026 04:10 PM IST
| ZYDUSLIFE 30-Jun-2026 (10d) 1070 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.53
Vega: 0.01
Theta: -0.81
Gamma: 0.00937
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 19 Jun | 1070.80 | 18.35 | -4.6 (-20.04%) | 22.48 | 472 | 38 | 244 | |||||||||
| 18 Jun | 1074.40 | 22.15 | 4.65 (26.57%) | 24.2 | 598 | 11 | 206 | |||||||||
| 17 Jun | 1061.40 | 17.9 | -9.8 (-35.38%) | 24.85 | 536 | 47 | 195 | |||||||||
| 16 Jun | 1078.70 | 27.3 | -6.95 (-20.29%) | 25.23 | 25 | 2 | 149 | |||||||||
| 15 Jun | 1088.10 | 34.25 | -13.05 (-27.59%) | 25.2 | 27 | 8 | 148 | |||||||||
| 12 Jun | 1104.70 | 46.85 | 0.3 (0.64%) | 25.62 | 8 | -1 | 140 | |||||||||
| 11 Jun | 1105.90 | 46.55 | -8.45 (-15.36%) | 23.11 | 8 | -1 | 140 | |||||||||
| 10 Jun | 1098.30 | 55 | 3.45 (6.69%) | 26.04 | 1 | -1 | 141 | |||||||||
| 9 Jun | 1105.60 | 51.55 | 11.55 (28.87%) | 27.71 | 18 | -3 | 142 | |||||||||
| 8 Jun | 1087.60 | 38.2 | -5.4 (-12.39%) | 26.55 | 28 | 5 | 145 | |||||||||
| 5 Jun | 1089.00 | 42.65 | 1.15 (2.77%) | 25.27 | 41 | -10 | 140 | |||||||||
| 4 Jun | 1084.60 | 41.85 | 5.25 (14.34%) | 27.71 | 158 | -17 | 153 | |||||||||
| 3 Jun | 1076.60 | 36.1 | -1.15 (-3.09%) | 26.3 | 422 | 73 | 171 | |||||||||
| 2 Jun | 1078.30 | 37.75 | -7.4 (-16.39%) | 25.09 | 147 | 20 | 100 | |||||||||
| 1 Jun | 1091.20 | 45.15 | 2.85 (6.74%) | 26.44 | 43 | -6 | 79 | |||||||||
| 29 May | 1077.70 | 46 | 4.35 (10.44%) | 28.4 | 125 | -12 | 87 | |||||||||
| 27 May | 1085.80 | 41.95 | 3.6 (9.39%) | 22.21 | 83 | 2 | 99 | |||||||||
| 26 May | 1079.05 | 37.7 | 0.7 (1.89%) | 22.87 | 305 | 10 | 104 | |||||||||
| 25 May | 1072.95 | 37.15 | 14.15 (61.52%) | 25.03 | 270 | 14 | 95 | |||||||||
| 22 May | 1038.95 | 23 | -1 (-4.17%) | 24.95 | 20 | -3 | 81 | |||||||||
| 21 May | 1036.45 | 23.95 | -6.05 (-20.17%) | 25.9 | 23 | 1 | 79 | |||||||||
| 20 May | 1040.85 | 29.65 | 4.65 (18.60%) | 28.59 | 246 | 76 | 77 | |||||||||
| 19 May | 1018.90 | 25 | 20 (400.00%) | 31.19 | 1 | 0 | 0 | |||||||||
| 18 May | 991.10 | 0 | -5.35 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 1011.70 | 0 | -5.35 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 991.70 | 0 | -5.35 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
For Zydus Lifesciences Ltd - strike price 1070 expiring on 30JUN2026
Delta for 1070 CE is 0.53
Historical price for 1070 CE is as follows
On 19 Jun ZYDUSLIFE was trading at 1070.80. The strike last trading price was 18.35, which was -4.6 lower than the previous day. The implied volatity was 22.48, the open interest changed by 38 which increased total open position to 244
On 18 Jun ZYDUSLIFE was trading at 1074.40. The strike last trading price was 22.15, which was 4.65 higher than the previous day. The implied volatity was 24.2, the open interest changed by 11 which increased total open position to 206
On 17 Jun ZYDUSLIFE was trading at 1061.40. The strike last trading price was 17.9, which was -9.8 lower than the previous day. The implied volatity was 24.85, the open interest changed by 47 which increased total open position to 195
On 16 Jun ZYDUSLIFE was trading at 1078.70. The strike last trading price was 27.3, which was -6.95 lower than the previous day. The implied volatity was 25.23, the open interest changed by 2 which increased total open position to 149
On 15 Jun ZYDUSLIFE was trading at 1088.10. The strike last trading price was 34.25, which was -13.05 lower than the previous day. The implied volatity was 25.2, the open interest changed by 8 which increased total open position to 148
On 12 Jun ZYDUSLIFE was trading at 1104.70. The strike last trading price was 46.85, which was 0.3 higher than the previous day. The implied volatity was 25.62, the open interest changed by -1 which decreased total open position to 140
On 11 Jun ZYDUSLIFE was trading at 1105.90. The strike last trading price was 46.55, which was -8.45 lower than the previous day. The implied volatity was 23.11, the open interest changed by -1 which decreased total open position to 140
On 10 Jun ZYDUSLIFE was trading at 1098.30. The strike last trading price was 55, which was 3.45 higher than the previous day. The implied volatity was 26.04, the open interest changed by -1 which decreased total open position to 141
On 9 Jun ZYDUSLIFE was trading at 1105.60. The strike last trading price was 51.55, which was 11.55 higher than the previous day. The implied volatity was 27.71, the open interest changed by -3 which decreased total open position to 142
On 8 Jun ZYDUSLIFE was trading at 1087.60. The strike last trading price was 38.2, which was -5.4 lower than the previous day. The implied volatity was 26.55, the open interest changed by 5 which increased total open position to 145
On 5 Jun ZYDUSLIFE was trading at 1089.00. The strike last trading price was 42.65, which was 1.15 higher than the previous day. The implied volatity was 25.27, the open interest changed by -10 which decreased total open position to 140
On 4 Jun ZYDUSLIFE was trading at 1084.60. The strike last trading price was 41.85, which was 5.25 higher than the previous day. The implied volatity was 27.71, the open interest changed by -17 which decreased total open position to 153
On 3 Jun ZYDUSLIFE was trading at 1076.60. The strike last trading price was 36.1, which was -1.15 lower than the previous day. The implied volatity was 26.3, the open interest changed by 73 which increased total open position to 171
On 2 Jun ZYDUSLIFE was trading at 1078.30. The strike last trading price was 37.75, which was -7.4 lower than the previous day. The implied volatity was 25.09, the open interest changed by 20 which increased total open position to 100
On 1 Jun ZYDUSLIFE was trading at 1091.20. The strike last trading price was 45.15, which was 2.85 higher than the previous day. The implied volatity was 26.44, the open interest changed by -6 which decreased total open position to 79
On 29 May ZYDUSLIFE was trading at 1077.70. The strike last trading price was 46, which was 4.35 higher than the previous day. The implied volatity was 28.4, the open interest changed by -12 which decreased total open position to 87
On 27 May ZYDUSLIFE was trading at 1085.80. The strike last trading price was 41.95, which was 3.6 higher than the previous day. The implied volatity was 22.21, the open interest changed by 2 which increased total open position to 99
On 26 May ZYDUSLIFE was trading at 1079.05. The strike last trading price was 37.7, which was 0.7 higher than the previous day. The implied volatity was 22.87, the open interest changed by 10 which increased total open position to 104
On 25 May ZYDUSLIFE was trading at 1072.95. The strike last trading price was 37.15, which was 14.15 higher than the previous day. The implied volatity was 25.03, the open interest changed by 14 which increased total open position to 95
On 22 May ZYDUSLIFE was trading at 1038.95. The strike last trading price was 23, which was -1 lower than the previous day. The implied volatity was 24.95, the open interest changed by -3 which decreased total open position to 81
On 21 May ZYDUSLIFE was trading at 1036.45. The strike last trading price was 23.95, which was -6.05 lower than the previous day. The implied volatity was 25.9, the open interest changed by 1 which increased total open position to 79
On 20 May ZYDUSLIFE was trading at 1040.85. The strike last trading price was 29.65, which was 4.65 higher than the previous day. The implied volatity was 28.59, the open interest changed by 76 which increased total open position to 77
On 19 May ZYDUSLIFE was trading at 1018.90. The strike last trading price was 25, which was 20 higher than the previous day. The implied volatity was 31.19, the open interest changed by 0 which decreased total open position to 0
On 18 May ZYDUSLIFE was trading at 991.10. The strike last trading price was 0, which was -5.35 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 -5.35 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 -5.35 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
| ZYDUSLIFE 30-Jun-2026 (10d) 1070 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.45
Vega: 0.01
Theta: -0.6
Gamma: 0.0099
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 19 Jun | 1070.80 | 14 | 0 (0.00%) | 21.18 | 666 | -166 | 143 |
| 18 Jun | 1074.40 | 13.8 | -7.2 (-34.29%) | 21.17 | 609 | 188 | 310 |
| 17 Jun | 1061.40 | 20.8 | 7.35 (54.65%) | 22.56 | 546 | -48 | 122 |
| 16 Jun | 1078.70 | 13.55 | 1.6 (13.39%) | 21.85 | 334 | 37 | 171 |
| 15 Jun | 1088.10 | 11.75 | 4.25 (56.67%) | 23.32 | 287 | 0 | 134 |
| 12 Jun | 1104.70 | 8 | -0.9 (-10.11%) | 22.08 | 99 | -4 | 134 |
| 11 Jun | 1105.90 | 8.9 | -3.1 (-25.83%) | 24.12 | 134 | -1 | 138 |
| 10 Jun | 1098.30 | 11.6 | 1.65 (16.58%) | 24.31 | 130 | -22 | 140 |
| 9 Jun | 1105.60 | 10.3 | -6.35 (-38.14%) | 24.13 | 142 | 23 | 163 |
| 8 Jun | 1087.60 | 16.45 | 0.3 (1.86%) | 24.3 | 96 | 5 | 140 |
| 5 Jun | 1089.00 | 16 | -3.05 (-16.01%) | 23.12 | 92 | 4 | 136 |
| 4 Jun | 1084.60 | 19.1 | -4.4 (-18.72%) | 23.66 | 152 | -15 | 133 |
| 3 Jun | 1076.60 | 24.3 | 3.1 (14.62%) | 24.99 | 271 | 1 | 147 |
| 2 Jun | 1078.30 | 20.85 | 2.85 (15.83%) | 23.08 | 279 | 19 | 147 |
| 1 Jun | 1091.20 | 17.75 | -2.6 (-12.78%) | 23.01 | 193 | 10 | 130 |
| 29 May | 1077.70 | 18.9 | -1.55 (-7.58%) | 20.89 | 301 | -26 | 120 |
| 27 May | 1085.80 | 20.05 | -5.25 (-20.75%) | 22.78 | 152 | 75 | 147 |
| 26 May | 1079.05 | 26.6 | -2.2 (-7.64%) | 24.49 | 122 | 51 | 72 |
| 25 May | 1072.95 | 27.85 | -125.55 (-81.84%) | 23.19 | 29 | 17 | 17 |
| 22 May | 1038.95 | 0 | 0 | - | 0 | 0 | 0 |
| 21 May | 1036.45 | 0 | 0 | - | 0 | 0 | 0 |
| 20 May | 1040.85 | 0 | 0 | - | 0 | 0 | 0 |
| 19 May | 1018.90 | 0 | 0 | - | 0 | 0 | 0 |
| 18 May | 991.10 | 0 | -153.4 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 1011.70 | 0 | -153.4 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 991.70 | 0 | -153.4 (-100.00%) | 0 | 0 | 0 | 0 |
For Zydus Lifesciences Ltd - strike price 1070 expiring on 30JUN2026
Delta for 1070 PE is -0.45
Historical price for 1070 PE is as follows
On 19 Jun ZYDUSLIFE was trading at 1070.80. The strike last trading price was 14, which was 0 lower than the previous day. The implied volatity was 21.18, the open interest changed by -166 which decreased total open position to 143
On 18 Jun ZYDUSLIFE was trading at 1074.40. The strike last trading price was 13.8, which was -7.2 lower than the previous day. The implied volatity was 21.17, the open interest changed by 188 which increased total open position to 310
On 17 Jun ZYDUSLIFE was trading at 1061.40. The strike last trading price was 20.8, which was 7.35 higher than the previous day. The implied volatity was 22.56, the open interest changed by -48 which decreased total open position to 122
On 16 Jun ZYDUSLIFE was trading at 1078.70. The strike last trading price was 13.55, which was 1.6 higher than the previous day. The implied volatity was 21.85, the open interest changed by 37 which increased total open position to 171
On 15 Jun ZYDUSLIFE was trading at 1088.10. The strike last trading price was 11.75, which was 4.25 higher than the previous day. The implied volatity was 23.32, the open interest changed by 0 which decreased total open position to 134
On 12 Jun ZYDUSLIFE was trading at 1104.70. The strike last trading price was 8, which was -0.9 lower than the previous day. The implied volatity was 22.08, the open interest changed by -4 which decreased total open position to 134
On 11 Jun ZYDUSLIFE was trading at 1105.90. The strike last trading price was 8.9, which was -3.1 lower than the previous day. The implied volatity was 24.12, the open interest changed by -1 which decreased total open position to 138
On 10 Jun ZYDUSLIFE was trading at 1098.30. The strike last trading price was 11.6, which was 1.65 higher than the previous day. The implied volatity was 24.31, the open interest changed by -22 which decreased total open position to 140
On 9 Jun ZYDUSLIFE was trading at 1105.60. The strike last trading price was 10.3, which was -6.35 lower than the previous day. The implied volatity was 24.13, the open interest changed by 23 which increased total open position to 163
On 8 Jun ZYDUSLIFE was trading at 1087.60. The strike last trading price was 16.45, which was 0.3 higher than the previous day. The implied volatity was 24.3, the open interest changed by 5 which increased total open position to 140
On 5 Jun ZYDUSLIFE was trading at 1089.00. The strike last trading price was 16, which was -3.05 lower than the previous day. The implied volatity was 23.12, the open interest changed by 4 which increased total open position to 136
On 4 Jun ZYDUSLIFE was trading at 1084.60. The strike last trading price was 19.1, which was -4.4 lower than the previous day. The implied volatity was 23.66, the open interest changed by -15 which decreased total open position to 133
On 3 Jun ZYDUSLIFE was trading at 1076.60. The strike last trading price was 24.3, which was 3.1 higher than the previous day. The implied volatity was 24.99, the open interest changed by 1 which increased total open position to 147
On 2 Jun ZYDUSLIFE was trading at 1078.30. The strike last trading price was 20.85, which was 2.85 higher than the previous day. The implied volatity was 23.08, the open interest changed by 19 which increased total open position to 147
On 1 Jun ZYDUSLIFE was trading at 1091.20. The strike last trading price was 17.75, which was -2.6 lower than the previous day. The implied volatity was 23.01, the open interest changed by 10 which increased total open position to 130
On 29 May ZYDUSLIFE was trading at 1077.70. The strike last trading price was 18.9, which was -1.55 lower than the previous day. The implied volatity was 20.89, the open interest changed by -26 which decreased total open position to 120
On 27 May ZYDUSLIFE was trading at 1085.80. The strike last trading price was 20.05, which was -5.25 lower than the previous day. The implied volatity was 22.78, the open interest changed by 75 which increased total open position to 147
On 26 May ZYDUSLIFE was trading at 1079.05. The strike last trading price was 26.6, which was -2.2 lower than the previous day. The implied volatity was 24.49, the open interest changed by 51 which increased total open position to 72
On 25 May ZYDUSLIFE was trading at 1072.95. The strike last trading price was 27.85, which was -125.55 lower than the previous day. The implied volatity was 23.19, the open interest changed by 17 which increased total open position to 17
On 22 May ZYDUSLIFE was trading at 1038.95. 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 21 May ZYDUSLIFE was trading at 1036.45. 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 May ZYDUSLIFE was trading at 1040.85. 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 19 May ZYDUSLIFE was trading at 1018.90. 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 18 May ZYDUSLIFE was trading at 991.10. The strike last trading price was 0, which was -153.4 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 -153.4 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 -153.4 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
