ZYDUSLIFE
Zydus Lifesciences Ltd
Historical option data for ZYDUSLIFE
20 Dec 2024 04:11 PM IST
| ZYDUSLIFE 26DEC2024 900 CE | ||||||||||
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Delta: 0.86
Vega: 0.27
Theta: -1.53
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 973.50 | 78.25 | 6.45 | 57.91 | 1 | 0 | 7 | |||
| 19 Dec | 985.60 | 71.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 979.55 | 71.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 969.90 | 71.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 987.75 | 71.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 978.50 | 71.8 | -22.20 | - | 2 | 0 | 7 | |||
| 12 Dec | 976.50 | 94 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 986.45 | 94 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 974.20 | 94 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 982.45 | 94 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 995.10 | 94 | 15.00 | - | 1 | 0 | 7 | |||
| 5 Dec | 978.00 | 79 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 970.35 | 79 | 0.15 | 28.77 | 3 | 0 | 7 | |||
| 3 Dec | 982.10 | 78.85 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 2 Dec | 974.55 | 78.85 | 2.65 | - | 6 | -1 | 7 | |||
| 29 Nov | 965.95 | 76.2 | 13.20 | 25.65 | 10 | 0 | 7 | |||
| 28 Nov | 948.70 | 63 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 27 Nov | 950.95 | 63 | -6.05 | 23.72 | 1 | 0 | 6 | |||
| 26 Nov | 953.00 | 69.05 | 2.05 | 30.21 | 4 | 1 | 7 | |||
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| 25 Nov | 964.35 | 67 | 2.40 | - | 1 | 2 | 6 | |||
| 22 Nov | 949.05 | 64.6 | -8.30 | 23.93 | 2 | 1 | 5 | |||
| 21 Nov | 944.05 | 72.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Nov | 947.60 | 72.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 947.60 | 72.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 944.70 | 72.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 957.40 | 72.9 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 13 Nov | 963.75 | 72.9 | -39.85 | 14.93 | 4 | 0 | 2 | |||
| 12 Nov | 949.75 | 112.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 967.75 | 112.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 970.35 | 112.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 973.25 | 112.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 995.10 | 112.75 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 5 Nov | 988.45 | 112.75 | -9.95 | 33.01 | 2 | 0 | 0 | |||
| 4 Nov | 1004.45 | 122.7 | - | 0 | 0 | 0 | ||||
For Zydus Lifesciences Ltd - strike price 900 expiring on 26DEC2024
Delta for 900 CE is 0.86
Historical price for 900 CE is as follows
On 20 Dec ZYDUSLIFE was trading at 973.50. The strike last trading price was 78.25, which was 6.45 higher than the previous day. The implied volatity was 57.91, the open interest changed by 0 which decreased total open position to 7
On 19 Dec ZYDUSLIFE was trading at 985.60. The strike last trading price was 71.8, 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 Dec ZYDUSLIFE was trading at 979.55. The strike last trading price was 71.8, 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 17 Dec ZYDUSLIFE was trading at 969.90. The strike last trading price was 71.8, 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 16 Dec ZYDUSLIFE was trading at 987.75. The strike last trading price was 71.8, 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 Dec ZYDUSLIFE was trading at 978.50. The strike last trading price was 71.8, which was -22.20 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 12 Dec ZYDUSLIFE was trading at 976.50. The strike last trading price was 94, 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 Dec ZYDUSLIFE was trading at 986.45. The strike last trading price was 94, 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 10 Dec ZYDUSLIFE was trading at 974.20. The strike last trading price was 94, 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 9 Dec ZYDUSLIFE was trading at 982.45. The strike last trading price was 94, 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 Dec ZYDUSLIFE was trading at 995.10. The strike last trading price was 94, which was 15.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 5 Dec ZYDUSLIFE was trading at 978.00. The strike last trading price was 79, 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 4 Dec ZYDUSLIFE was trading at 970.35. The strike last trading price was 79, which was 0.15 higher than the previous day. The implied volatity was 28.77, the open interest changed by 0 which decreased total open position to 7
On 3 Dec ZYDUSLIFE was trading at 982.10. The strike last trading price was 78.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 2 Dec ZYDUSLIFE was trading at 974.55. The strike last trading price was 78.85, which was 2.65 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 7
On 29 Nov ZYDUSLIFE was trading at 965.95. The strike last trading price was 76.2, which was 13.20 higher than the previous day. The implied volatity was 25.65, the open interest changed by 0 which decreased total open position to 7
On 28 Nov ZYDUSLIFE was trading at 948.70. The strike last trading price was 63, 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 27 Nov ZYDUSLIFE was trading at 950.95. The strike last trading price was 63, which was -6.05 lower than the previous day. The implied volatity was 23.72, the open interest changed by 0 which decreased total open position to 6
On 26 Nov ZYDUSLIFE was trading at 953.00. The strike last trading price was 69.05, which was 2.05 higher than the previous day. The implied volatity was 30.21, the open interest changed by 1 which increased total open position to 7
On 25 Nov ZYDUSLIFE was trading at 964.35. The strike last trading price was 67, which was 2.40 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 6
On 22 Nov ZYDUSLIFE was trading at 949.05. The strike last trading price was 64.6, which was -8.30 lower than the previous day. The implied volatity was 23.93, the open interest changed by 1 which increased total open position to 5
On 21 Nov ZYDUSLIFE was trading at 944.05. The strike last trading price was 72.9, 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 72.9, 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 72.9, 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 72.9, 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 72.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 13 Nov ZYDUSLIFE was trading at 963.75. The strike last trading price was 72.9, which was -39.85 lower than the previous day. The implied volatity was 14.93, 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 112.75, 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 112.75, 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 112.75, 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 112.75, 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 112.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 5 Nov ZYDUSLIFE was trading at 988.45. The strike last trading price was 112.75, which was -9.95 lower than the previous day. The implied volatity was 33.01, 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 122.7, 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 26DEC2024 900 PE | |||||||
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Delta: -0.02
Vega: 0.07
Theta: -0.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 973.50 | 0.35 | -0.20 | 31.07 | 93 | -22 | 135 |
| 19 Dec | 985.60 | 0.55 | -0.10 | 36.64 | 23 | -6 | 159 |
| 18 Dec | 979.55 | 0.65 | -0.05 | 32.45 | 45 | -4 | 173 |
| 17 Dec | 969.90 | 0.7 | 0.15 | 27.50 | 51 | 2 | 180 |
| 16 Dec | 987.75 | 0.55 | -0.20 | 30.50 | 27 | -9 | 184 |
| 13 Dec | 978.50 | 0.75 | -0.20 | 25.99 | 272 | -2 | 195 |
| 12 Dec | 976.50 | 0.95 | -0.10 | 25.47 | 91 | -2 | 200 |
| 11 Dec | 986.45 | 1.05 | -0.60 | 28.19 | 96 | -17 | 215 |
| 10 Dec | 974.20 | 1.65 | 0.25 | 27.00 | 240 | 6 | 234 |
| 9 Dec | 982.45 | 1.4 | 0.10 | 27.94 | 283 | 31 | 233 |
| 6 Dec | 995.10 | 1.3 | -0.75 | 27.63 | 223 | 16 | 203 |
| 5 Dec | 978.00 | 2.05 | -0.50 | 26.53 | 497 | -7 | 191 |
| 4 Dec | 970.35 | 2.55 | -0.20 | 24.99 | 554 | 17 | 197 |
| 3 Dec | 982.10 | 2.75 | -0.50 | 27.45 | 537 | -6 | 181 |
| 2 Dec | 974.55 | 3.25 | -0.95 | 26.93 | 428 | -16 | 188 |
| 29 Nov | 965.95 | 4.2 | -3.25 | 25.34 | 386 | 31 | 204 |
| 28 Nov | 948.70 | 7.45 | -0.70 | 26.85 | 145 | 57 | 173 |
| 27 Nov | 950.95 | 8.15 | 0.20 | 26.93 | 57 | 18 | 112 |
| 26 Nov | 953.00 | 7.95 | 0.30 | 26.50 | 77 | 16 | 84 |
| 25 Nov | 964.35 | 7.65 | -2.85 | 29.18 | 80 | 31 | 67 |
| 22 Nov | 949.05 | 10.5 | -1.55 | 27.77 | 20 | 5 | 41 |
| 21 Nov | 944.05 | 12.05 | -0.15 | 27.20 | 17 | 1 | 37 |
| 20 Nov | 947.60 | 12.2 | 0.00 | 28.46 | 40 | 8 | 36 |
| 19 Nov | 947.60 | 12.2 | -0.95 | 28.46 | 40 | 8 | 36 |
| 18 Nov | 944.70 | 13.15 | 1.25 | 28.58 | 31 | 8 | 27 |
| 14 Nov | 957.40 | 11.9 | -0.10 | 29.05 | 16 | 3 | 18 |
| 13 Nov | 963.75 | 12 | -4.00 | 29.53 | 13 | 3 | 14 |
| 12 Nov | 949.75 | 16 | 2.55 | 30.48 | 14 | 6 | 10 |
| 11 Nov | 967.75 | 13.45 | 0.85 | 32.00 | 5 | 4 | 5 |
| 8 Nov | 970.35 | 12.6 | 1.15 | 30.07 | 1 | 0 | 0 |
| 7 Nov | 973.25 | 11.45 | 0.00 | 6.76 | 0 | 0 | 0 |
| 6 Nov | 995.10 | 11.45 | 0.00 | 8.12 | 0 | 0 | 0 |
| 5 Nov | 988.45 | 11.45 | 0.00 | 7.62 | 0 | 0 | 0 |
| 4 Nov | 1004.45 | 11.45 | 8.51 | 0 | 0 | 0 | |
For Zydus Lifesciences Ltd - strike price 900 expiring on 26DEC2024
Delta for 900 PE is -0.02
Historical price for 900 PE is as follows
On 20 Dec ZYDUSLIFE was trading at 973.50. The strike last trading price was 0.35, which was -0.20 lower than the previous day. The implied volatity was 31.07, the open interest changed by -22 which decreased total open position to 135
On 19 Dec ZYDUSLIFE was trading at 985.60. The strike last trading price was 0.55, which was -0.10 lower than the previous day. The implied volatity was 36.64, the open interest changed by -6 which decreased total open position to 159
On 18 Dec ZYDUSLIFE was trading at 979.55. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was 32.45, the open interest changed by -4 which decreased total open position to 173
On 17 Dec ZYDUSLIFE was trading at 969.90. The strike last trading price was 0.7, which was 0.15 higher than the previous day. The implied volatity was 27.50, the open interest changed by 2 which increased total open position to 180
On 16 Dec ZYDUSLIFE was trading at 987.75. The strike last trading price was 0.55, which was -0.20 lower than the previous day. The implied volatity was 30.50, the open interest changed by -9 which decreased total open position to 184
On 13 Dec ZYDUSLIFE was trading at 978.50. The strike last trading price was 0.75, which was -0.20 lower than the previous day. The implied volatity was 25.99, the open interest changed by -2 which decreased total open position to 195
On 12 Dec ZYDUSLIFE was trading at 976.50. The strike last trading price was 0.95, which was -0.10 lower than the previous day. The implied volatity was 25.47, the open interest changed by -2 which decreased total open position to 200
On 11 Dec ZYDUSLIFE was trading at 986.45. The strike last trading price was 1.05, which was -0.60 lower than the previous day. The implied volatity was 28.19, the open interest changed by -17 which decreased total open position to 215
On 10 Dec ZYDUSLIFE was trading at 974.20. The strike last trading price was 1.65, which was 0.25 higher than the previous day. The implied volatity was 27.00, the open interest changed by 6 which increased total open position to 234
On 9 Dec ZYDUSLIFE was trading at 982.45. The strike last trading price was 1.4, which was 0.10 higher than the previous day. The implied volatity was 27.94, the open interest changed by 31 which increased total open position to 233
On 6 Dec ZYDUSLIFE was trading at 995.10. The strike last trading price was 1.3, which was -0.75 lower than the previous day. The implied volatity was 27.63, the open interest changed by 16 which increased total open position to 203
On 5 Dec ZYDUSLIFE was trading at 978.00. The strike last trading price was 2.05, which was -0.50 lower than the previous day. The implied volatity was 26.53, the open interest changed by -7 which decreased total open position to 191
On 4 Dec ZYDUSLIFE was trading at 970.35. The strike last trading price was 2.55, which was -0.20 lower than the previous day. The implied volatity was 24.99, the open interest changed by 17 which increased total open position to 197
On 3 Dec ZYDUSLIFE was trading at 982.10. The strike last trading price was 2.75, which was -0.50 lower than the previous day. The implied volatity was 27.45, the open interest changed by -6 which decreased total open position to 181
On 2 Dec ZYDUSLIFE was trading at 974.55. The strike last trading price was 3.25, which was -0.95 lower than the previous day. The implied volatity was 26.93, the open interest changed by -16 which decreased total open position to 188
On 29 Nov ZYDUSLIFE was trading at 965.95. The strike last trading price was 4.2, which was -3.25 lower than the previous day. The implied volatity was 25.34, the open interest changed by 31 which increased total open position to 204
On 28 Nov ZYDUSLIFE was trading at 948.70. The strike last trading price was 7.45, which was -0.70 lower than the previous day. The implied volatity was 26.85, the open interest changed by 57 which increased total open position to 173
On 27 Nov ZYDUSLIFE was trading at 950.95. The strike last trading price was 8.15, which was 0.20 higher than the previous day. The implied volatity was 26.93, the open interest changed by 18 which increased total open position to 112
On 26 Nov ZYDUSLIFE was trading at 953.00. The strike last trading price was 7.95, which was 0.30 higher than the previous day. The implied volatity was 26.50, the open interest changed by 16 which increased total open position to 84
On 25 Nov ZYDUSLIFE was trading at 964.35. The strike last trading price was 7.65, which was -2.85 lower than the previous day. The implied volatity was 29.18, the open interest changed by 31 which increased total open position to 67
On 22 Nov ZYDUSLIFE was trading at 949.05. The strike last trading price was 10.5, which was -1.55 lower than the previous day. The implied volatity was 27.77, the open interest changed by 5 which increased total open position to 41
On 21 Nov ZYDUSLIFE was trading at 944.05. The strike last trading price was 12.05, which was -0.15 lower than the previous day. The implied volatity was 27.20, the open interest changed by 1 which increased total open position to 37
On 20 Nov ZYDUSLIFE was trading at 947.60. The strike last trading price was 12.2, which was 0.00 lower than the previous day. The implied volatity was 28.46, the open interest changed by 8 which increased total open position to 36
On 19 Nov ZYDUSLIFE was trading at 947.60. The strike last trading price was 12.2, which was -0.95 lower than the previous day. The implied volatity was 28.46, the open interest changed by 8 which increased total open position to 36
On 18 Nov ZYDUSLIFE was trading at 944.70. The strike last trading price was 13.15, which was 1.25 higher than the previous day. The implied volatity was 28.58, the open interest changed by 8 which increased total open position to 27
On 14 Nov ZYDUSLIFE was trading at 957.40. The strike last trading price was 11.9, which was -0.10 lower than the previous day. The implied volatity was 29.05, the open interest changed by 3 which increased total open position to 18
On 13 Nov ZYDUSLIFE was trading at 963.75. The strike last trading price was 12, which was -4.00 lower than the previous day. The implied volatity was 29.53, the open interest changed by 3 which increased total open position to 14
On 12 Nov ZYDUSLIFE was trading at 949.75. The strike last trading price was 16, which was 2.55 higher than the previous day. The implied volatity was 30.48, the open interest changed by 6 which increased total open position to 10
On 11 Nov ZYDUSLIFE was trading at 967.75. The strike last trading price was 13.45, which was 0.85 higher than the previous day. The implied volatity was 32.00, the open interest changed by 4 which increased total open position to 5
On 8 Nov ZYDUSLIFE was trading at 970.35. The strike last trading price was 12.6, which was 1.15 higher than the previous day. The implied volatity was 30.07, 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 11.45, which was 0.00 lower than the previous day. The implied volatity was 6.76, 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 11.45, which was 0.00 lower than the previous day. The implied volatity was 8.12, 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 11.45, which was 0.00 lower than the previous day. The implied volatity was 7.62, 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 11.45, which was lower than the previous day. The implied volatity was 8.51, the open interest changed by 0 which decreased total open position to 0
