Historical option data for ZYDUSLIFE
27 May 2026 04:10 PM IST
| ZYDUSLIFE 30-Jun-2026 (33d) 1070 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.63
Vega: 0.01
Theta: -0.47
Gamma: 0.00508
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 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 0.63
Historical price for 1070 CE is as follows
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 (33d) 1070 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.37
Vega: 0.01
Theta: -0.32
Gamma: 0.00497
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 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 -0.37
Historical price for 1070 PE is as follows
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
