ZYDUSLIFE
Zydus Lifesciences Ltd
Historical option data for ZYDUSLIFE
03 Dec 2024 04:11 PM IST
| ZYDUSLIFE 26DEC2024 1100 CE | ||||||||||
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Delta: 0.06
Vega: 0.27
Theta: -0.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 982.10 | 1.5 | -0.20 | 26.65 | 487 | 48 | 345 | |||
| 2 Dec | 974.55 | 1.7 | 0.35 | 27.81 | 160 | 30 | 296 | |||
| 29 Nov | 965.95 | 1.35 | 0.15 | 26.63 | 271 | 40 | 264 | |||
| 28 Nov | 948.70 | 1.2 | -0.05 | 27.89 | 176 | 94 | 224 | |||
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| 27 Nov | 950.95 | 1.25 | -0.35 | 27.89 | 53 | 19 | 130 | |||
| 26 Nov | 953.00 | 1.6 | -0.70 | 28.55 | 67 | -2 | 112 | |||
| 25 Nov | 964.35 | 2.3 | 0.05 | 28.51 | 70 | 18 | 115 | |||
| 22 Nov | 949.05 | 2.25 | -0.05 | 28.94 | 42 | 15 | 112 | |||
| 21 Nov | 944.05 | 2.3 | -0.05 | 29.94 | 50 | 6 | 100 | |||
| 20 Nov | 947.60 | 2.35 | 0.00 | 28.03 | 130 | -1 | 94 | |||
| 19 Nov | 947.60 | 2.35 | -0.40 | 28.03 | 130 | -1 | 94 | |||
| 18 Nov | 944.70 | 2.75 | -0.80 | 29.00 | 91 | 24 | 94 | |||
| 14 Nov | 957.40 | 3.55 | -1.95 | 26.99 | 121 | 14 | 71 | |||
| 13 Nov | 963.75 | 5.5 | 0.50 | 29.36 | 360 | 10 | 47 | |||
| 12 Nov | 949.75 | 5 | -2.55 | 30.35 | 103 | 2 | 37 | |||
| 11 Nov | 967.75 | 7.55 | -3.05 | 30.10 | 23 | -8 | 36 | |||
| 8 Nov | 970.35 | 10.6 | -3.25 | 32.73 | 63 | 26 | 44 | |||
| 7 Nov | 973.25 | 13.85 | -4.15 | 34.33 | 11 | -1 | 17 | |||
| 6 Nov | 995.10 | 18 | -0.25 | 33.14 | 5 | 2 | 18 | |||
| 5 Nov | 988.45 | 18.25 | 34.48 | 21 | 16 | 16 | ||||
For Zydus Lifesciences Ltd - strike price 1100 expiring on 26DEC2024
Delta for 1100 CE is 0.06
Historical price for 1100 CE is as follows
On 3 Dec ZYDUSLIFE was trading at 982.10. The strike last trading price was 1.5, which was -0.20 lower than the previous day. The implied volatity was 26.65, the open interest changed by 48 which increased total open position to 345
On 2 Dec ZYDUSLIFE was trading at 974.55. The strike last trading price was 1.7, which was 0.35 higher than the previous day. The implied volatity was 27.81, the open interest changed by 30 which increased total open position to 296
On 29 Nov ZYDUSLIFE was trading at 965.95. The strike last trading price was 1.35, which was 0.15 higher than the previous day. The implied volatity was 26.63, the open interest changed by 40 which increased total open position to 264
On 28 Nov ZYDUSLIFE was trading at 948.70. The strike last trading price was 1.2, which was -0.05 lower than the previous day. The implied volatity was 27.89, the open interest changed by 94 which increased total open position to 224
On 27 Nov ZYDUSLIFE was trading at 950.95. The strike last trading price was 1.25, which was -0.35 lower than the previous day. The implied volatity was 27.89, the open interest changed by 19 which increased total open position to 130
On 26 Nov ZYDUSLIFE was trading at 953.00. The strike last trading price was 1.6, which was -0.70 lower than the previous day. The implied volatity was 28.55, the open interest changed by -2 which decreased total open position to 112
On 25 Nov ZYDUSLIFE was trading at 964.35. The strike last trading price was 2.3, which was 0.05 higher than the previous day. The implied volatity was 28.51, the open interest changed by 18 which increased total open position to 115
On 22 Nov ZYDUSLIFE was trading at 949.05. The strike last trading price was 2.25, which was -0.05 lower than the previous day. The implied volatity was 28.94, the open interest changed by 15 which increased total open position to 112
On 21 Nov ZYDUSLIFE was trading at 944.05. The strike last trading price was 2.3, which was -0.05 lower than the previous day. The implied volatity was 29.94, the open interest changed by 6 which increased total open position to 100
On 20 Nov ZYDUSLIFE was trading at 947.60. The strike last trading price was 2.35, which was 0.00 lower than the previous day. The implied volatity was 28.03, the open interest changed by -1 which decreased total open position to 94
On 19 Nov ZYDUSLIFE was trading at 947.60. The strike last trading price was 2.35, which was -0.40 lower than the previous day. The implied volatity was 28.03, the open interest changed by -1 which decreased total open position to 94
On 18 Nov ZYDUSLIFE was trading at 944.70. The strike last trading price was 2.75, which was -0.80 lower than the previous day. The implied volatity was 29.00, the open interest changed by 24 which increased total open position to 94
On 14 Nov ZYDUSLIFE was trading at 957.40. The strike last trading price was 3.55, which was -1.95 lower than the previous day. The implied volatity was 26.99, the open interest changed by 14 which increased total open position to 71
On 13 Nov ZYDUSLIFE was trading at 963.75. The strike last trading price was 5.5, which was 0.50 higher than the previous day. The implied volatity was 29.36, the open interest changed by 10 which increased total open position to 47
On 12 Nov ZYDUSLIFE was trading at 949.75. The strike last trading price was 5, which was -2.55 lower than the previous day. The implied volatity was 30.35, the open interest changed by 2 which increased total open position to 37
On 11 Nov ZYDUSLIFE was trading at 967.75. The strike last trading price was 7.55, which was -3.05 lower than the previous day. The implied volatity was 30.10, the open interest changed by -8 which decreased total open position to 36
On 8 Nov ZYDUSLIFE was trading at 970.35. The strike last trading price was 10.6, which was -3.25 lower than the previous day. The implied volatity was 32.73, the open interest changed by 26 which increased total open position to 44
On 7 Nov ZYDUSLIFE was trading at 973.25. The strike last trading price was 13.85, which was -4.15 lower than the previous day. The implied volatity was 34.33, the open interest changed by -1 which decreased total open position to 17
On 6 Nov ZYDUSLIFE was trading at 995.10. The strike last trading price was 18, which was -0.25 lower than the previous day. The implied volatity was 33.14, the open interest changed by 2 which increased total open position to 18
On 5 Nov ZYDUSLIFE was trading at 988.45. The strike last trading price was 18.25, which was lower than the previous day. The implied volatity was 34.48, the open interest changed by 16 which increased total open position to 16
| ZYDUSLIFE 26DEC2024 1100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 982.10 | 125.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 974.55 | 125.25 | 0.00 | 0.00 | 0 | 4 | 0 |
| 29 Nov | 965.95 | 125.25 | -16.75 | - | 15 | 4 | 163 |
| 28 Nov | 948.70 | 142 | -2.00 | 31.62 | 83 | 81 | 157 |
| 27 Nov | 950.95 | 144 | 6.00 | 34.74 | 35 | 32 | 73 |
| 26 Nov | 953.00 | 138 | -3.00 | - | 31 | 30 | 40 |
| 25 Nov | 964.35 | 141 | -9.00 | 43.12 | 6 | 5 | 9 |
| 22 Nov | 949.05 | 150 | 0.00 | 0.00 | 0 | 3 | 0 |
| 21 Nov | 944.05 | 150 | 9.00 | 33.57 | 3 | 1 | 2 |
| 20 Nov | 947.60 | 141 | 0.00 | 15.80 | 1 | 1 | 0 |
| 19 Nov | 947.60 | 141 | 33.95 | 15.80 | 1 | 0 | 0 |
| 18 Nov | 944.70 | 107.05 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 957.40 | 107.05 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 963.75 | 107.05 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 949.75 | 107.05 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 967.75 | 107.05 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 970.35 | 107.05 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 973.25 | 107.05 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 995.10 | 107.05 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 988.45 | 107.05 | - | 0 | 0 | 0 | |
For Zydus Lifesciences Ltd - strike price 1100 expiring on 26DEC2024
Delta for 1100 PE is 0.00
Historical price for 1100 PE is as follows
On 3 Dec ZYDUSLIFE was trading at 982.10. The strike last trading price was 125.25, 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 2 Dec ZYDUSLIFE was trading at 974.55. The strike last trading price was 125.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 29 Nov ZYDUSLIFE was trading at 965.95. The strike last trading price was 125.25, which was -16.75 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 163
On 28 Nov ZYDUSLIFE was trading at 948.70. The strike last trading price was 142, which was -2.00 lower than the previous day. The implied volatity was 31.62, the open interest changed by 81 which increased total open position to 157
On 27 Nov ZYDUSLIFE was trading at 950.95. The strike last trading price was 144, which was 6.00 higher than the previous day. The implied volatity was 34.74, the open interest changed by 32 which increased total open position to 73
On 26 Nov ZYDUSLIFE was trading at 953.00. The strike last trading price was 138, which was -3.00 lower than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 40
On 25 Nov ZYDUSLIFE was trading at 964.35. The strike last trading price was 141, which was -9.00 lower than the previous day. The implied volatity was 43.12, the open interest changed by 5 which increased total open position to 9
On 22 Nov ZYDUSLIFE was trading at 949.05. The strike last trading price was 150, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 21 Nov ZYDUSLIFE was trading at 944.05. The strike last trading price was 150, which was 9.00 higher than the previous day. The implied volatity was 33.57, the open interest changed by 1 which increased total open position to 2
On 20 Nov ZYDUSLIFE was trading at 947.60. The strike last trading price was 141, which was 0.00 lower than the previous day. The implied volatity was 15.80, the open interest changed by 1 which increased total open position to 0
On 19 Nov ZYDUSLIFE was trading at 947.60. The strike last trading price was 141, which was 33.95 higher than the previous day. The implied volatity was 15.80, 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 107.05, 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 14 Nov ZYDUSLIFE was trading at 957.40. The strike last trading price was 107.05, 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 Nov ZYDUSLIFE was trading at 963.75. The strike last trading price was 107.05, 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 107.05, 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 107.05, 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 107.05, 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 107.05, 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 107.05, 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 107.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
