Historical option data for ZYDUSLIFE
29 May 2026 04:10 PM IST
| ZYDUSLIFE 30-Jun-2026 (31d) 1080 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.56
Vega: 0.01
Theta: -0.68
Gamma: 0.00391
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 May | 1077.70 | 45.5 | 9.85 (27.63%) | 31.25 | 268 | -33 | 240 | |||||||||
| 27 May | 1085.80 | 35.75 | 2.45 (7.36%) | 21.96 | 298 | 28 | 272 | |||||||||
| 26 May | 1079.05 | 33 | 1 (3.13%) | 23.31 | 602 | 78 | 243 | |||||||||
| 25 May | 1072.95 | 31.75 | 11.75 (58.75%) | 24.66 | 299 | 47 | 167 | |||||||||
| 22 May | 1038.95 | 20.25 | 0.25 (1.25%) | 24.94 | 43 | -4 | 120 | |||||||||
| 21 May | 1036.45 | 19.6 | -6.4 (-24.62%) | 25.34 | 91 | -10 | 124 | |||||||||
| 20 May | 1040.85 | 26 | 6 (30.00%) | 28.63 | 372 | 53 | 134 | |||||||||
| 19 May | 1018.90 | 19 | 7 (58.33%) | 29.29 | 35 | 12 | 81 | |||||||||
| 18 May | 991.10 | 11.65 | -3.35 (-22.33%) | 27.97 | 12 | 0 | 69 | |||||||||
| 15 May | 1011.70 | 15.05 | 3.15 (26.47%) | 25.36 | 79 | 60 | 69 | |||||||||
| 14 May | 991.70 | 11.9 | 7.4 (164.44%) | 26.06 | 16 | 0 | 1 | |||||||||
| 13 May | 939.25 | 4.5 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 12 May | 930.65 | 4.5 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 11 May | 956.95 | 4.5 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
For Zydus Lifesciences Ltd - strike price 1080 expiring on 30JUN2026
Delta for 1080 CE is 0.56
Historical price for 1080 CE is as follows
On 29 May ZYDUSLIFE was trading at 1077.70. The strike last trading price was 45.5, which was 9.85 higher than the previous day. The implied volatity was 31.25, the open interest changed by -33 which decreased total open position to 240
On 27 May ZYDUSLIFE was trading at 1085.80. The strike last trading price was 35.75, which was 2.45 higher than the previous day. The implied volatity was 21.96, the open interest changed by 28 which increased total open position to 272
On 26 May ZYDUSLIFE was trading at 1079.05. The strike last trading price was 33, which was 1 higher than the previous day. The implied volatity was 23.31, the open interest changed by 78 which increased total open position to 243
On 25 May ZYDUSLIFE was trading at 1072.95. The strike last trading price was 31.75, which was 11.75 higher than the previous day. The implied volatity was 24.66, the open interest changed by 47 which increased total open position to 167
On 22 May ZYDUSLIFE was trading at 1038.95. The strike last trading price was 20.25, which was 0.25 higher than the previous day. The implied volatity was 24.94, the open interest changed by -4 which decreased total open position to 120
On 21 May ZYDUSLIFE was trading at 1036.45. The strike last trading price was 19.6, which was -6.4 lower than the previous day. The implied volatity was 25.34, the open interest changed by -10 which decreased total open position to 124
On 20 May ZYDUSLIFE was trading at 1040.85. The strike last trading price was 26, which was 6 higher than the previous day. The implied volatity was 28.63, the open interest changed by 53 which increased total open position to 134
On 19 May ZYDUSLIFE was trading at 1018.90. The strike last trading price was 19, which was 7 higher than the previous day. The implied volatity was 29.29, the open interest changed by 12 which increased total open position to 81
On 18 May ZYDUSLIFE was trading at 991.10. The strike last trading price was 11.65, which was -3.35 lower than the previous day. The implied volatity was 27.97, the open interest changed by 0 which decreased total open position to 69
On 15 May ZYDUSLIFE was trading at 1011.70. The strike last trading price was 15.05, which was 3.15 higher than the previous day. The implied volatity was 25.36, the open interest changed by 60 which increased total open position to 69
On 14 May ZYDUSLIFE was trading at 991.70. The strike last trading price was 11.9, which was 7.4 higher than the previous day. The implied volatity was 26.06, the open interest changed by 0 which decreased total open position to 1
On 13 May ZYDUSLIFE was trading at 939.25. The strike last trading price was 4.5, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 12 May ZYDUSLIFE was trading at 930.65. The strike last trading price was 4.5, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 11 May ZYDUSLIFE was trading at 956.95. The strike last trading price was 4.5, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
| ZYDUSLIFE 30-Jun-2026 (31d) 1080 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.45
Vega: 0.01
Theta: -0.26
Gamma: 0.00683
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 May | 1077.70 | 20.55 | -4.55 (-18.13%) | 18.05 | 349 | -9 | 236 |
| 27 May | 1085.80 | 24.35 | -5.7 (-18.97%) | 22.86 | 271 | 91 | 245 |
| 26 May | 1079.05 | 30.6 | -3.45 (-10.13%) | 24.24 | 247 | 114 | 154 |
| 25 May | 1072.95 | 34.4 | -19.6 (-36.30%) | 24.8 | 52 | 15 | 39 |
| 22 May | 1038.95 | 54 | -6.1 (-10.15%) | 24.01 | 11 | -2 | 24 |
| 21 May | 1036.45 | 60.1 | 11.85 (24.56%) | 25.28 | 1 | -1 | 26 |
| 20 May | 1040.85 | 48.25 | -24.45 (-33.63%) | 26.79 | 47 | 24 | 27 |
| 19 May | 1018.90 | 72.7 | -7.3 (-9.12%) | 25 | 1 | 1 | 3 |
| 18 May | 991.10 | 80 | 80 (0.00%) | - | 0 | 0 | 2 |
| 15 May | 1011.70 | 80 | -114.55 (-58.88%) | 29.01 | 2 | 0 | 0 |
| 14 May | 991.70 | 0 | -194.55 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 939.25 | 0 | -194.55 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 930.65 | 0 | -194.55 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 956.95 | 0 | -194.55 (-100.00%) | 0 | 0 | 0 | 0 |
For Zydus Lifesciences Ltd - strike price 1080 expiring on 30JUN2026
Delta for 1080 PE is -0.45
Historical price for 1080 PE is as follows
On 29 May ZYDUSLIFE was trading at 1077.70. The strike last trading price was 20.55, which was -4.55 lower than the previous day. The implied volatity was 18.05, the open interest changed by -9 which decreased total open position to 236
On 27 May ZYDUSLIFE was trading at 1085.80. The strike last trading price was 24.35, which was -5.7 lower than the previous day. The implied volatity was 22.86, the open interest changed by 91 which increased total open position to 245
On 26 May ZYDUSLIFE was trading at 1079.05. The strike last trading price was 30.6, which was -3.45 lower than the previous day. The implied volatity was 24.24, the open interest changed by 114 which increased total open position to 154
On 25 May ZYDUSLIFE was trading at 1072.95. The strike last trading price was 34.4, which was -19.6 lower than the previous day. The implied volatity was 24.8, the open interest changed by 15 which increased total open position to 39
On 22 May ZYDUSLIFE was trading at 1038.95. The strike last trading price was 54, which was -6.1 lower than the previous day. The implied volatity was 24.01, the open interest changed by -2 which decreased total open position to 24
On 21 May ZYDUSLIFE was trading at 1036.45. The strike last trading price was 60.1, which was 11.85 higher than the previous day. The implied volatity was 25.28, the open interest changed by -1 which decreased total open position to 26
On 20 May ZYDUSLIFE was trading at 1040.85. The strike last trading price was 48.25, which was -24.45 lower than the previous day. The implied volatity was 26.79, the open interest changed by 24 which increased total open position to 27
On 19 May ZYDUSLIFE was trading at 1018.90. The strike last trading price was 72.7, which was -7.3 lower than the previous day. The implied volatity was 25, the open interest changed by 1 which increased total open position to 3
On 18 May ZYDUSLIFE was trading at 991.10. The strike last trading price was 80, which was 80 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 15 May ZYDUSLIFE was trading at 1011.70. The strike last trading price was 80, which was -114.55 lower than the previous day. The implied volatity was 29.01, 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 -194.55 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 -194.55 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 -194.55 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 -194.55 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
