Historical option data for ZYDUSLIFE
22 Jun 2026 01:19 PM IST
| ZYDUSLIFE 28-Jul-2026 (36d) 1100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.41
Vega: 0.01
Theta: -0.5
Gamma: 0.0048
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 1074.20 | 23.25 | -0.75 (-3.13%) | 23.96 | 15 | 6 | 89 | |||||||||
| 19 Jun | 1070.80 | 24.15 | -2.85 (-10.56%) | 23.8 | 35 | 14 | 83 | |||||||||
| 18 Jun | 1074.40 | 27 | 5 (22.73%) | 24.67 | 30 | 5 | 67 | |||||||||
| 17 Jun | 1061.40 | 22 | -7 (-24.14%) | 24.38 | 47 | 18 | 61 | |||||||||
| 16 Jun | 1078.70 | 29 | -5 (-14.71%) | 24.84 | 17 | -2 | 42 | |||||||||
| 15 Jun | 1088.10 | 34 | -10 (-22.73%) | 24.2 | 46 | 0 | 50 | |||||||||
| 12 Jun | 1104.70 | 44.5 | -0.5 (-1.11%) | 24.42 | 9 | -2 | 51 | |||||||||
| 11 Jun | 1105.90 | 44.75 | 1.75 (4.07%) | 24.34 | 6 | -1 | 54 | |||||||||
| 10 Jun | 1098.30 | 43.15 | -6.85 (-13.70%) | 25.05 | 13 | -1 | 55 | |||||||||
| 9 Jun | 1105.60 | 50.25 | 8.25 (19.64%) | 26.92 | 5 | 1 | 55 | |||||||||
| 8 Jun | 1087.60 | 40.75 | -3.25 (-7.39%) | 27.34 | 3 | 1 | 53 | |||||||||
| 5 Jun | 1089.00 | 44 | 0 (0.00%) | 26.99 | 8 | 0 | 52 | |||||||||
| 4 Jun | 1084.60 | 44 | 4 (10.00%) | 26.99 | 8 | 4 | 52 | |||||||||
| 3 Jun | 1076.60 | 40.3 | 5.3 (15.14%) | 27.09 | 9 | 3 | 49 | |||||||||
| 2 Jun | 1078.30 | 35.35 | -15.65 (-30.69%) | 27.73 | 13 | 4 | 47 | |||||||||
| 1 Jun | 1091.20 | 50.6 | -0.4 (-0.78%) | 26.19 | 49 | 28 | 42 | |||||||||
| 29 May | 1077.70 | 50.55 | 9.55 (23.29%) | 25.3 | 16 | 0 | 14 | |||||||||
| 27 May | 1085.80 | 41.25 | 6.25 (17.86%) | 24.5 | 6 | 2 | 13 | |||||||||
| 26 May | 1079.05 | 35.45 | 0.45 (1.29%) | 22.48 | 4 | 3 | 11 | |||||||||
| 25 May | 1072.95 | 35 | 8 (29.63%) | 23.58 | 4 | 3 | 8 | |||||||||
| 22 May | 1038.95 | 26.9 | -0.1 (-0.37%) | 26.4 | 3 | 0 | 5 | |||||||||
| 21 May | 1036.45 | 26.9 | -5.1 (-15.94%) | 26.4 | 3 | 2 | 5 | |||||||||
| 20 May | 1040.85 | 31.65 | 24.65 (352.14%) | 28.36 | 4 | 3 | 3 | |||||||||
For Zydus Lifesciences Ltd - strike price 1100 expiring on 28JUL2026
Delta for 1100 CE is 0.41
Historical price for 1100 CE is as follows
On 22 Jun ZYDUSLIFE was trading at 1074.20. The strike last trading price was 23.25, which was -0.75 lower than the previous day. The implied volatity was 23.96, the open interest changed by 6 which increased total open position to 89
On 19 Jun ZYDUSLIFE was trading at 1070.80. The strike last trading price was 24.15, which was -2.85 lower than the previous day. The implied volatity was 23.8, the open interest changed by 14 which increased total open position to 83
On 18 Jun ZYDUSLIFE was trading at 1074.40. The strike last trading price was 27, which was 5 higher than the previous day. The implied volatity was 24.67, the open interest changed by 5 which increased total open position to 67
On 17 Jun ZYDUSLIFE was trading at 1061.40. The strike last trading price was 22, which was -7 lower than the previous day. The implied volatity was 24.38, the open interest changed by 18 which increased total open position to 61
On 16 Jun ZYDUSLIFE was trading at 1078.70. The strike last trading price was 29, which was -5 lower than the previous day. The implied volatity was 24.84, the open interest changed by -2 which decreased total open position to 42
On 15 Jun ZYDUSLIFE was trading at 1088.10. The strike last trading price was 34, which was -10 lower than the previous day. The implied volatity was 24.2, the open interest changed by 0 which decreased total open position to 50
On 12 Jun ZYDUSLIFE was trading at 1104.70. The strike last trading price was 44.5, which was -0.5 lower than the previous day. The implied volatity was 24.42, the open interest changed by -2 which decreased total open position to 51
On 11 Jun ZYDUSLIFE was trading at 1105.90. The strike last trading price was 44.75, which was 1.75 higher than the previous day. The implied volatity was 24.34, the open interest changed by -1 which decreased total open position to 54
On 10 Jun ZYDUSLIFE was trading at 1098.30. The strike last trading price was 43.15, which was -6.85 lower than the previous day. The implied volatity was 25.05, the open interest changed by -1 which decreased total open position to 55
On 9 Jun ZYDUSLIFE was trading at 1105.60. The strike last trading price was 50.25, which was 8.25 higher than the previous day. The implied volatity was 26.92, the open interest changed by 1 which increased total open position to 55
On 8 Jun ZYDUSLIFE was trading at 1087.60. The strike last trading price was 40.75, which was -3.25 lower than the previous day. The implied volatity was 27.34, the open interest changed by 1 which increased total open position to 53
On 5 Jun ZYDUSLIFE was trading at 1089.00. The strike last trading price was 44, which was 0 lower than the previous day. The implied volatity was 26.99, the open interest changed by 0 which decreased total open position to 52
On 4 Jun ZYDUSLIFE was trading at 1084.60. The strike last trading price was 44, which was 4 higher than the previous day. The implied volatity was 26.99, the open interest changed by 4 which increased total open position to 52
On 3 Jun ZYDUSLIFE was trading at 1076.60. The strike last trading price was 40.3, which was 5.3 higher than the previous day. The implied volatity was 27.09, the open interest changed by 3 which increased total open position to 49
On 2 Jun ZYDUSLIFE was trading at 1078.30. The strike last trading price was 35.35, which was -15.65 lower than the previous day. The implied volatity was 27.73, the open interest changed by 4 which increased total open position to 47
On 1 Jun ZYDUSLIFE was trading at 1091.20. The strike last trading price was 50.6, which was -0.4 lower than the previous day. The implied volatity was 26.19, the open interest changed by 28 which increased total open position to 42
On 29 May ZYDUSLIFE was trading at 1077.70. The strike last trading price was 50.55, which was 9.55 higher than the previous day. The implied volatity was 25.3, the open interest changed by 0 which decreased total open position to 14
On 27 May ZYDUSLIFE was trading at 1085.80. The strike last trading price was 41.25, which was 6.25 higher than the previous day. The implied volatity was 24.5, the open interest changed by 2 which increased total open position to 13
On 26 May ZYDUSLIFE was trading at 1079.05. The strike last trading price was 35.45, which was 0.45 higher than the previous day. The implied volatity was 22.48, the open interest changed by 3 which increased total open position to 11
On 25 May ZYDUSLIFE was trading at 1072.95. The strike last trading price was 35, which was 8 higher than the previous day. The implied volatity was 23.58, the open interest changed by 3 which increased total open position to 8
On 22 May ZYDUSLIFE was trading at 1038.95. The strike last trading price was 26.9, which was -0.1 lower than the previous day. The implied volatity was 26.4, the open interest changed by 0 which decreased total open position to 5
On 21 May ZYDUSLIFE was trading at 1036.45. The strike last trading price was 26.9, which was -5.1 lower than the previous day. The implied volatity was 26.4, the open interest changed by 2 which increased total open position to 5
On 20 May ZYDUSLIFE was trading at 1040.85. The strike last trading price was 31.65, which was 24.65 higher than the previous day. The implied volatity was 28.36, the open interest changed by 3 which increased total open position to 3
| ZYDUSLIFE 28-Jul-2026 (36d) 1100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.62
Vega: 0.01
Theta: -0.31
Gamma: 0.00483
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 1074.20 | 47 | 3 (6.82%) | 23.4 | 1 | 0 | 50 |
| 19 Jun | 1070.80 | 44 | 44 (-12.52%) | 23.44 | 2 | 0 | 50 |
| 18 Jun | 1074.40 | 44 | -6.3 (-12.52%) | 23.44 | 2 | 0 | 49 |
| 17 Jun | 1061.40 | 50.3 | 10.25 (25.59%) | 21.69 | 12 | 0 | 50 |
| 16 Jun | 1078.70 | 40.05 | 4.75 (13.46%) | 21.65 | 12 | -3 | 51 |
| 15 Jun | 1088.10 | 35.3 | 5.85 (19.86%) | 22.19 | 30 | 18 | 53 |
| 12 Jun | 1104.70 | 29.2 | -2.8 (-8.75%) | 22.82 | 11 | 6 | 35 |
| 11 Jun | 1105.90 | 32 | -0.45 (-1.39%) | 23.97 | 2 | 0 | 28 |
| 10 Jun | 1098.30 | 32.45 | 1.4 (4.51%) | 23.93 | 10 | 8 | 28 |
| 9 Jun | 1105.60 | 31.05 | -3.75 (-10.78%) | 23.24 | 11 | 7 | 16 |
| 8 Jun | 1087.60 | 34.8 | 34.8 | - | 9 | 0 | 9 |
| 5 Jun | 1089.00 | 34.8 | 34.8 | - | 9 | 0 | 9 |
| 4 Jun | 1084.60 | 34.8 | 34.8 | - | 9 | 0 | 9 |
| 3 Jun | 1076.60 | 34.8 | 34.8 | - | 9 | 0 | 9 |
| 2 Jun | 1078.30 | 34.8 | 34.8 (-80.68%) | 19.75 | 9 | 0 | 9 |
| 1 Jun | 1091.20 | 34.8 | -145.35 (-80.68%) | 19.75 | 9 | 9 | 9 |
| 29 May | 1077.70 | 0 | 0 | - | 0 | 0 | 0 |
| 27 May | 1085.80 | 0 | 0 | - | 0 | 0 | 0 |
| 26 May | 1079.05 | 0 | 0 | - | 0 | 0 | 0 |
| 25 May | 1072.95 | 0 | 0 | - | 0 | 0 | 0 |
| 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 |
For Zydus Lifesciences Ltd - strike price 1100 expiring on 28JUL2026
Delta for 1100 PE is -0.62
Historical price for 1100 PE is as follows
On 22 Jun ZYDUSLIFE was trading at 1074.20. The strike last trading price was 47, which was 3 higher than the previous day. The implied volatity was 23.4, the open interest changed by 0 which decreased total open position to 50
On 19 Jun ZYDUSLIFE was trading at 1070.80. The strike last trading price was 44, which was 44 higher than the previous day. The implied volatity was 23.44, the open interest changed by 0 which decreased total open position to 50
On 18 Jun ZYDUSLIFE was trading at 1074.40. The strike last trading price was 44, which was -6.3 lower than the previous day. The implied volatity was 23.44, the open interest changed by 0 which decreased total open position to 49
On 17 Jun ZYDUSLIFE was trading at 1061.40. The strike last trading price was 50.3, which was 10.25 higher than the previous day. The implied volatity was 21.69, the open interest changed by 0 which decreased total open position to 50
On 16 Jun ZYDUSLIFE was trading at 1078.70. The strike last trading price was 40.05, which was 4.75 higher than the previous day. The implied volatity was 21.65, the open interest changed by -3 which decreased total open position to 51
On 15 Jun ZYDUSLIFE was trading at 1088.10. The strike last trading price was 35.3, which was 5.85 higher than the previous day. The implied volatity was 22.19, the open interest changed by 18 which increased total open position to 53
On 12 Jun ZYDUSLIFE was trading at 1104.70. The strike last trading price was 29.2, which was -2.8 lower than the previous day. The implied volatity was 22.82, the open interest changed by 6 which increased total open position to 35
On 11 Jun ZYDUSLIFE was trading at 1105.90. The strike last trading price was 32, which was -0.45 lower than the previous day. The implied volatity was 23.97, the open interest changed by 0 which decreased total open position to 28
On 10 Jun ZYDUSLIFE was trading at 1098.30. The strike last trading price was 32.45, which was 1.4 higher than the previous day. The implied volatity was 23.93, the open interest changed by 8 which increased total open position to 28
On 9 Jun ZYDUSLIFE was trading at 1105.60. The strike last trading price was 31.05, which was -3.75 lower than the previous day. The implied volatity was 23.24, the open interest changed by 7 which increased total open position to 16
On 8 Jun ZYDUSLIFE was trading at 1087.60. The strike last trading price was 34.8, which was 34.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 5 Jun ZYDUSLIFE was trading at 1089.00. The strike last trading price was 34.8, which was 34.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 4 Jun ZYDUSLIFE was trading at 1084.60. The strike last trading price was 34.8, which was 34.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 3 Jun ZYDUSLIFE was trading at 1076.60. The strike last trading price was 34.8, which was 34.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 2 Jun ZYDUSLIFE was trading at 1078.30. The strike last trading price was 34.8, which was 34.8 higher than the previous day. The implied volatity was 19.75, the open interest changed by 0 which decreased total open position to 9
On 1 Jun ZYDUSLIFE was trading at 1091.20. The strike last trading price was 34.8, which was -145.35 lower than the previous day. The implied volatity was 19.75, the open interest changed by 9 which increased total open position to 9
On 29 May ZYDUSLIFE was trading at 1077.70. 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 27 May ZYDUSLIFE was trading at 1085.80. 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 26 May ZYDUSLIFE was trading at 1079.05. 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 25 May ZYDUSLIFE was trading at 1072.95. 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 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
