Historical option data for ZYDUSLIFE
29 Jun 2026 10:49 AM IST
| ZYDUSLIFE 28-Jul-2026 (27d) 1110 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.59
Vega: 0.01
Theta: -0.61
Gamma: 0.00471
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 1120.90 | 41.25 | 11.25 (37.50%) | 25.87 | 26 | 2 | 39 | |||||||||
| 25 Jun | 1101.40 | 29.8 | -2.2 (-6.87%) | 23.5 | 51 | 8 | 35 | |||||||||
| 24 Jun | 1099.30 | 31.9 | -8.1 (-20.25%) | 26.45 | 38 | 15 | 26 | |||||||||
| 23 Jun | 1112.20 | 40.45 | -3.55 (-8.07%) | 26.45 | 16 | 10 | 10 | |||||||||
For Zydus Lifesciences Ltd - strike price 1110 expiring on 28JUL2026
Delta for 1110 CE is 0.59
Historical price for 1110 CE is as follows
On 29 Jun ZYDUSLIFE was trading at 1120.90. The strike last trading price was 41.25, which was 11.25 higher than the previous day. The implied volatity was 25.87, the open interest changed by 2 which increased total open position to 39
On 25 Jun ZYDUSLIFE was trading at 1101.40. The strike last trading price was 29.8, which was -2.2 lower than the previous day. The implied volatity was 23.5, the open interest changed by 8 which increased total open position to 35
On 24 Jun ZYDUSLIFE was trading at 1099.30. The strike last trading price was 31.9, which was -8.1 lower than the previous day. The implied volatity was 26.45, the open interest changed by 15 which increased total open position to 26
On 23 Jun ZYDUSLIFE was trading at 1112.20. The strike last trading price was 40.45, which was -3.55 lower than the previous day. The implied volatity was 26.45, the open interest changed by 10 which increased total open position to 10
| ZYDUSLIFE 28-Jul-2026 (27d) 1110 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.43
Vega: 0.01
Theta: -0.44
Gamma: 0.00481
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 1120.90 | 26.8 | -5.6 (-17.28%) | 25.68 | 20 | 9 | 15 |
| 25 Jun | 1101.40 | 32.4 | -1.5 (-4.42%) | 23.28 | 6 | 2 | 6 |
| 24 Jun | 1099.30 | 33.9 | 2.75 (8.83%) | 23.59 | 4 | 3 | 4 |
| 23 Jun | 1112.20 | 27.95 | -35.7 (-56.09%) | 23.08 | 5 | 2 | 2 |
For Zydus Lifesciences Ltd - strike price 1110 expiring on 28JUL2026
Delta for 1110 PE is -0.43
Historical price for 1110 PE is as follows
On 29 Jun ZYDUSLIFE was trading at 1120.90. The strike last trading price was 26.8, which was -5.6 lower than the previous day. The implied volatity was 25.68, the open interest changed by 9 which increased total open position to 15
On 25 Jun ZYDUSLIFE was trading at 1101.40. The strike last trading price was 32.4, which was -1.5 lower than the previous day. The implied volatity was 23.28, the open interest changed by 2 which increased total open position to 6
On 24 Jun ZYDUSLIFE was trading at 1099.30. The strike last trading price was 33.9, which was 2.75 higher than the previous day. The implied volatity was 23.59, the open interest changed by 3 which increased total open position to 4
On 23 Jun ZYDUSLIFE was trading at 1112.20. The strike last trading price was 27.95, which was -35.7 lower than the previous day. The implied volatity was 23.08, the open interest changed by 2 which increased total open position to 2
