`
[--[65.84.65.76]--]
ZYDUSLIFE
Zydus Lifesciences Ltd

944.05 -3.55 (-0.37%)

Back to Option Chain


Historical option data for ZYDUSLIFE

21 Nov 2024 04:11 PM IST
ZYDUSLIFE 28NOV2024 840 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 944.05 135.85 0.00 0.00 0 0 0
20 Nov 947.60 135.85 0.00 0.00 0 0 0
19 Nov 947.60 135.85 0.00 0.00 0 0 0
18 Nov 944.70 135.85 0.00 0.00 0 0 0
14 Nov 957.40 135.85 0.00 0.00 0 0 0
13 Nov 963.75 135.85 0.00 0.00 0 0 0
12 Nov 949.75 135.85 0.00 0.00 0 0 0
11 Nov 967.75 135.85 0.00 0.00 0 0 0
8 Nov 970.35 135.85 0.00 0.00 0 0 0
7 Nov 973.25 135.85 0.00 0.00 0 0 0
6 Nov 995.10 135.85 0.00 0.00 0 1 0
5 Nov 988.45 135.85 -173.45 - 1 0 0
4 Nov 1004.45 309.3 - 0 0 0


For Zydus Lifesciences Ltd - strike price 840 expiring on 28NOV2024

Delta for 840 CE is 0.00

Historical price for 840 CE is as follows

On 21 Nov ZYDUSLIFE was trading at 944.05. The strike last trading price was 135.85, 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 20 Nov ZYDUSLIFE was trading at 947.60. The strike last trading price was 135.85, 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 19 Nov ZYDUSLIFE was trading at 947.60. The strike last trading price was 135.85, 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 18 Nov ZYDUSLIFE was trading at 944.70. The strike last trading price was 135.85, 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 14 Nov ZYDUSLIFE was trading at 957.40. The strike last trading price was 135.85, 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 13 Nov ZYDUSLIFE was trading at 963.75. The strike last trading price was 135.85, 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 12 Nov ZYDUSLIFE was trading at 949.75. The strike last trading price was 135.85, 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 11 Nov ZYDUSLIFE was trading at 967.75. The strike last trading price was 135.85, 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 8 Nov ZYDUSLIFE was trading at 970.35. The strike last trading price was 135.85, 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 7 Nov ZYDUSLIFE was trading at 973.25. The strike last trading price was 135.85, 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 6 Nov ZYDUSLIFE was trading at 995.10. The strike last trading price was 135.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 5 Nov ZYDUSLIFE was trading at 988.45. The strike last trading price was 135.85, which was -173.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Nov ZYDUSLIFE was trading at 1004.45. The strike last trading price was 309.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


ZYDUSLIFE 28NOV2024 840 PE
Delta: -0.03
Vega: 0.09
Theta: -0.28
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 944.05 0.7 0.20 45.21 113 6 266
20 Nov 947.60 0.5 0.00 39.09 21 2 260
19 Nov 947.60 0.5 -0.15 39.09 21 2 260
18 Nov 944.70 0.65 0.25 38.87 113 -6 259
14 Nov 957.40 0.4 -0.55 33.25 54 -5 267
13 Nov 963.75 0.95 -0.60 37.75 201 -17 271
12 Nov 949.75 1.55 -0.30 37.30 865 66 331
11 Nov 967.75 1.85 0.40 42.15 208 74 277
8 Nov 970.35 1.45 -0.15 36.93 140 -16 206
7 Nov 973.25 1.6 0.15 38.03 410 87 221
6 Nov 995.10 1.45 -0.55 40.69 116 3 136
5 Nov 988.45 2 -0.85 41.07 400 78 133
4 Nov 1004.45 2.85 46.34 164 26 53


For Zydus Lifesciences Ltd - strike price 840 expiring on 28NOV2024

Delta for 840 PE is -0.03

Historical price for 840 PE is as follows

On 21 Nov ZYDUSLIFE was trading at 944.05. The strike last trading price was 0.7, which was 0.20 higher than the previous day. The implied volatity was 45.21, the open interest changed by 6 which increased total open position to 266


On 20 Nov ZYDUSLIFE was trading at 947.60. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 39.09, the open interest changed by 2 which increased total open position to 260


On 19 Nov ZYDUSLIFE was trading at 947.60. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 39.09, the open interest changed by 2 which increased total open position to 260


On 18 Nov ZYDUSLIFE was trading at 944.70. The strike last trading price was 0.65, which was 0.25 higher than the previous day. The implied volatity was 38.87, the open interest changed by -6 which decreased total open position to 259


On 14 Nov ZYDUSLIFE was trading at 957.40. The strike last trading price was 0.4, which was -0.55 lower than the previous day. The implied volatity was 33.25, the open interest changed by -5 which decreased total open position to 267


On 13 Nov ZYDUSLIFE was trading at 963.75. The strike last trading price was 0.95, which was -0.60 lower than the previous day. The implied volatity was 37.75, the open interest changed by -17 which decreased total open position to 271


On 12 Nov ZYDUSLIFE was trading at 949.75. The strike last trading price was 1.55, which was -0.30 lower than the previous day. The implied volatity was 37.30, the open interest changed by 66 which increased total open position to 331


On 11 Nov ZYDUSLIFE was trading at 967.75. The strike last trading price was 1.85, which was 0.40 higher than the previous day. The implied volatity was 42.15, the open interest changed by 74 which increased total open position to 277


On 8 Nov ZYDUSLIFE was trading at 970.35. The strike last trading price was 1.45, which was -0.15 lower than the previous day. The implied volatity was 36.93, the open interest changed by -16 which decreased total open position to 206


On 7 Nov ZYDUSLIFE was trading at 973.25. The strike last trading price was 1.6, which was 0.15 higher than the previous day. The implied volatity was 38.03, the open interest changed by 87 which increased total open position to 221


On 6 Nov ZYDUSLIFE was trading at 995.10. The strike last trading price was 1.45, which was -0.55 lower than the previous day. The implied volatity was 40.69, the open interest changed by 3 which increased total open position to 136


On 5 Nov ZYDUSLIFE was trading at 988.45. The strike last trading price was 2, which was -0.85 lower than the previous day. The implied volatity was 41.07, the open interest changed by 78 which increased total open position to 133


On 4 Nov ZYDUSLIFE was trading at 1004.45. The strike last trading price was 2.85, which was lower than the previous day. The implied volatity was 46.34, the open interest changed by 26 which increased total open position to 53