`
[--[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 860 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 944.05 106 0.00 0.00 0 0 0
20 Nov 947.60 106 0.00 0.00 0 0 0
19 Nov 947.60 106 0.00 0.00 0 0 0
18 Nov 944.70 106 0.00 0.00 0 0 0
14 Nov 957.40 106 0.00 0.00 0 1 0
13 Nov 963.75 106 8.55 35.29 1 0 2
12 Nov 949.75 97.45 -124.05 42.01 4 1 1
11 Nov 967.75 221.5 0.00 - 0 0 0
8 Nov 970.35 221.5 0.00 - 0 0 0
7 Nov 973.25 221.5 0.00 - 0 0 0
6 Nov 995.10 221.5 0.00 - 0 0 0
5 Nov 988.45 221.5 0.00 - 0 0 0
4 Nov 1004.45 221.5 - 0 0 0


For Zydus Lifesciences Ltd - strike price 860 expiring on 28NOV2024

Delta for 860 CE is 0.00

Historical price for 860 CE is as follows

On 21 Nov ZYDUSLIFE was trading at 944.05. The strike last trading price was 106, 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 106, 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 106, 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 106, 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 106, 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 13 Nov ZYDUSLIFE was trading at 963.75. The strike last trading price was 106, which was 8.55 higher than the previous day. The implied volatity was 35.29, the open interest changed by 0 which decreased total open position to 2


On 12 Nov ZYDUSLIFE was trading at 949.75. The strike last trading price was 97.45, which was -124.05 lower than the previous day. The implied volatity was 42.01, the open interest changed by 1 which increased total open position to 1


On 11 Nov ZYDUSLIFE was trading at 967.75. The strike last trading price was 221.5, 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 221.5, 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 221.5, 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 221.5, 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 221.5, 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 4 Nov ZYDUSLIFE was trading at 1004.45. The strike last trading price was 221.5, 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 860 PE
Delta: -0.04
Vega: 0.12
Theta: -0.32
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 944.05 0.9 -0.10 39.25 244 0 113
20 Nov 947.60 1 0.00 37.64 33 -9 112
19 Nov 947.60 1 0.10 37.64 33 -10 112
18 Nov 944.70 0.9 0.25 34.38 149 12 122
14 Nov 957.40 0.65 -0.60 30.55 117 -5 111
13 Nov 963.75 1.25 -1.15 34.12 335 -13 115
12 Nov 949.75 2.4 -0.40 34.98 961 57 145
11 Nov 967.75 2.8 0.65 40.28 272 27 88
8 Nov 970.35 2.15 -0.25 34.84 50 1 66
7 Nov 973.25 2.4 0.40 36.26 82 8 66
6 Nov 995.10 2 -1.35 38.52 29 2 57
5 Nov 988.45 3.35 -0.30 40.87 140 -5 50
4 Nov 1004.45 3.65 44.01 279 55 56


For Zydus Lifesciences Ltd - strike price 860 expiring on 28NOV2024

Delta for 860 PE is -0.04

Historical price for 860 PE is as follows

On 21 Nov ZYDUSLIFE was trading at 944.05. The strike last trading price was 0.9, which was -0.10 lower than the previous day. The implied volatity was 39.25, the open interest changed by 0 which decreased total open position to 113


On 20 Nov ZYDUSLIFE was trading at 947.60. The strike last trading price was 1, which was 0.00 lower than the previous day. The implied volatity was 37.64, the open interest changed by -9 which decreased total open position to 112


On 19 Nov ZYDUSLIFE was trading at 947.60. The strike last trading price was 1, which was 0.10 higher than the previous day. The implied volatity was 37.64, the open interest changed by -10 which decreased total open position to 112


On 18 Nov ZYDUSLIFE was trading at 944.70. The strike last trading price was 0.9, which was 0.25 higher than the previous day. The implied volatity was 34.38, the open interest changed by 12 which increased total open position to 122


On 14 Nov ZYDUSLIFE was trading at 957.40. The strike last trading price was 0.65, which was -0.60 lower than the previous day. The implied volatity was 30.55, the open interest changed by -5 which decreased total open position to 111


On 13 Nov ZYDUSLIFE was trading at 963.75. The strike last trading price was 1.25, which was -1.15 lower than the previous day. The implied volatity was 34.12, the open interest changed by -13 which decreased total open position to 115


On 12 Nov ZYDUSLIFE was trading at 949.75. The strike last trading price was 2.4, which was -0.40 lower than the previous day. The implied volatity was 34.98, the open interest changed by 57 which increased total open position to 145


On 11 Nov ZYDUSLIFE was trading at 967.75. The strike last trading price was 2.8, which was 0.65 higher than the previous day. The implied volatity was 40.28, the open interest changed by 27 which increased total open position to 88


On 8 Nov ZYDUSLIFE was trading at 970.35. The strike last trading price was 2.15, which was -0.25 lower than the previous day. The implied volatity was 34.84, the open interest changed by 1 which increased total open position to 66


On 7 Nov ZYDUSLIFE was trading at 973.25. The strike last trading price was 2.4, which was 0.40 higher than the previous day. The implied volatity was 36.26, the open interest changed by 8 which increased total open position to 66


On 6 Nov ZYDUSLIFE was trading at 995.10. The strike last trading price was 2, which was -1.35 lower than the previous day. The implied volatity was 38.52, the open interest changed by 2 which increased total open position to 57


On 5 Nov ZYDUSLIFE was trading at 988.45. The strike last trading price was 3.35, which was -0.30 lower than the previous day. The implied volatity was 40.87, the open interest changed by -5 which decreased total open position to 50


On 4 Nov ZYDUSLIFE was trading at 1004.45. The strike last trading price was 3.65, which was lower than the previous day. The implied volatity was 44.01, the open interest changed by 55 which increased total open position to 56