[--[65.84.65.76]--]

ZYDUSLIFE

Zydus Lifesciences Ltd
917.8 -10.00 (-1.08%)
L: 916 H: 937

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Historical option data for ZYDUSLIFE

24 Dec 2025 04:10 PM IST
ZYDUSLIFE 27-JAN-2026 920 CE
Delta: 0.55
Vega: 1.11
Theta: -0.44
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
24 Dec 917.80 23.75 -8.3 18.75 162 66 150
23 Dec 927.80 33.5 8.8 20.46 98 12 81
22 Dec 918.20 24.6 -2.1 18.54 84 41 68
19 Dec 919.60 26.7 1.9 18.03 38 10 30
18 Dec 913.65 24.8 -2.4 20.20 17 16 21
17 Dec 918.10 27.2 -1.9 18.21 3 2 4
16 Dec 914.35 29.1 -8.8 22.36 1 0 1
15 Dec 921.60 37.9 -77.95 - 1 0 0
12 Dec 929.15 115.85 0 - 0 0 0
11 Dec 922.55 115.85 0 - 0 0 0
10 Dec 923.60 115.85 0 - 0 0 0
9 Dec 920.25 115.85 0 - 0 0 0
8 Dec 924.60 115.85 0 - 0 0 0
4 Dec 935.75 115.85 0 - 0 0 0
3 Dec 934.95 115.85 0 - 0 0 0
2 Dec 942.70 115.85 0 - 0 0 0
1 Dec 936.45 115.85 0 - 0 0 0
28 Nov 942.50 115.85 0 - 0 0 0
27 Nov 937.25 115.85 0 - 0 0 0
26 Nov 940.55 115.85 0 - 0 0 0
21 Nov 924.30 115.85 0 - 0 0 0
20 Nov 928.00 115.85 0 - 0 0 0
13 Nov 944.15 115.85 0 - 0 0 0
12 Nov 951.40 115.85 0 - 0 0 0
7 Nov 944.10 115.85 0 - 0 0 0
6 Nov 936.70 115.85 0 - 0 0 0
4 Nov 971.70 0 0 - 0 0 0
3 Nov 981.05 0 0 - 0 0 0
31 Oct 974.45 0 0 - 0 0 0
30 Oct 986.15 0 0 - 0 0 0


For Zydus Lifesciences Ltd - strike price 920 expiring on 27JAN2026

Delta for 920 CE is 0.55

Historical price for 920 CE is as follows

On 24 Dec ZYDUSLIFE was trading at 917.80. The strike last trading price was 23.75, which was -8.3 lower than the previous day. The implied volatity was 18.75, the open interest changed by 66 which increased total open position to 150


On 23 Dec ZYDUSLIFE was trading at 927.80. The strike last trading price was 33.5, which was 8.8 higher than the previous day. The implied volatity was 20.46, the open interest changed by 12 which increased total open position to 81


On 22 Dec ZYDUSLIFE was trading at 918.20. The strike last trading price was 24.6, which was -2.1 lower than the previous day. The implied volatity was 18.54, the open interest changed by 41 which increased total open position to 68


On 19 Dec ZYDUSLIFE was trading at 919.60. The strike last trading price was 26.7, which was 1.9 higher than the previous day. The implied volatity was 18.03, the open interest changed by 10 which increased total open position to 30


On 18 Dec ZYDUSLIFE was trading at 913.65. The strike last trading price was 24.8, which was -2.4 lower than the previous day. The implied volatity was 20.20, the open interest changed by 16 which increased total open position to 21


On 17 Dec ZYDUSLIFE was trading at 918.10. The strike last trading price was 27.2, which was -1.9 lower than the previous day. The implied volatity was 18.21, the open interest changed by 2 which increased total open position to 4


On 16 Dec ZYDUSLIFE was trading at 914.35. The strike last trading price was 29.1, which was -8.8 lower than the previous day. The implied volatity was 22.36, the open interest changed by 0 which decreased total open position to 1


On 15 Dec ZYDUSLIFE was trading at 921.60. The strike last trading price was 37.9, which was -77.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Dec ZYDUSLIFE was trading at 929.15. The strike last trading price was 115.85, 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 11 Dec ZYDUSLIFE was trading at 922.55. The strike last trading price was 115.85, 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 10 Dec ZYDUSLIFE was trading at 923.60. The strike last trading price was 115.85, 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 9 Dec ZYDUSLIFE was trading at 920.25. The strike last trading price was 115.85, 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 8 Dec ZYDUSLIFE was trading at 924.60. The strike last trading price was 115.85, 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 4 Dec ZYDUSLIFE was trading at 935.75. The strike last trading price was 115.85, 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 3 Dec ZYDUSLIFE was trading at 934.95. The strike last trading price was 115.85, 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 2 Dec ZYDUSLIFE was trading at 942.70. The strike last trading price was 115.85, 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 1 Dec ZYDUSLIFE was trading at 936.45. The strike last trading price was 115.85, 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 28 Nov ZYDUSLIFE was trading at 942.50. The strike last trading price was 115.85, 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 Nov ZYDUSLIFE was trading at 937.25. The strike last trading price was 115.85, 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 Nov ZYDUSLIFE was trading at 940.55. The strike last trading price was 115.85, 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 Nov ZYDUSLIFE was trading at 924.30. The strike last trading price was 115.85, 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 Nov ZYDUSLIFE was trading at 928.00. The strike last trading price was 115.85, 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 13 Nov ZYDUSLIFE was trading at 944.15. The strike last trading price was 115.85, 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 12 Nov ZYDUSLIFE was trading at 951.40. The strike last trading price was 115.85, 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 7 Nov ZYDUSLIFE was trading at 944.10. The strike last trading price was 115.85, 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 6 Nov ZYDUSLIFE was trading at 936.70. The strike last trading price was 115.85, 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 4 Nov ZYDUSLIFE was trading at 971.70. 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 3 Nov ZYDUSLIFE was trading at 981.05. 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 31 Oct ZYDUSLIFE was trading at 974.45. 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 30 Oct ZYDUSLIFE was trading at 986.15. 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


ZYDUSLIFE 27JAN2026 920 PE
Delta: -0.45
Vega: 1.11
Theta: -0.23
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
24 Dec 917.80 21.2 6.6 21.44 103 56 69
23 Dec 927.80 14.5 -7.5 19.75 16 3 8
22 Dec 918.20 22 1.5 - 0 0 5
19 Dec 919.60 22 1.5 - 0 0 5
18 Dec 913.65 22 1.5 19.90 1 0 4
17 Dec 918.10 20.5 -2.95 - 0 0 4
16 Dec 914.35 20.5 -2.95 - 0 0 4
15 Dec 921.60 20.5 -2.95 - 0 0 0
12 Dec 929.15 20.5 -2.95 22.32 1 0 4
11 Dec 922.55 23.45 2.95 - 0 0 4
10 Dec 923.60 23.45 2.95 - 0 0 4
9 Dec 920.25 23.45 2.95 21.42 4 0 3
8 Dec 924.60 20.5 2.5 - 0 0 3
4 Dec 935.75 20.5 2.5 - 0 0 0
3 Dec 934.95 20.5 2.5 - 0 0 0
2 Dec 942.70 20.5 2.5 - 0 1 0
1 Dec 936.45 20.5 2.5 23.27 1 0 2
28 Nov 942.50 18 -8 22.06 3 2 3
27 Nov 937.25 26 5.35 - 0 0 0
26 Nov 940.55 26 5.35 - 0 0 0
21 Nov 924.30 26 5.35 22.92 1 0 0
20 Nov 928.00 20.65 0 - 0 0 0
13 Nov 944.15 20.65 0 3.01 0 0 0
12 Nov 951.40 20.65 0 3.42 0 0 0
7 Nov 944.10 20.65 0 2.89 0 0 0
6 Nov 936.70 20.65 0 - 0 0 0
4 Nov 971.70 20.65 0 4.58 0 0 0
3 Nov 981.05 20.65 0 5.10 0 0 0
31 Oct 974.45 20.65 0 - 0 0 0
30 Oct 986.15 20.65 0 - 0 0 0


For Zydus Lifesciences Ltd - strike price 920 expiring on 27JAN2026

Delta for 920 PE is -0.45

Historical price for 920 PE is as follows

On 24 Dec ZYDUSLIFE was trading at 917.80. The strike last trading price was 21.2, which was 6.6 higher than the previous day. The implied volatity was 21.44, the open interest changed by 56 which increased total open position to 69


On 23 Dec ZYDUSLIFE was trading at 927.80. The strike last trading price was 14.5, which was -7.5 lower than the previous day. The implied volatity was 19.75, the open interest changed by 3 which increased total open position to 8


On 22 Dec ZYDUSLIFE was trading at 918.20. The strike last trading price was 22, which was 1.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 19 Dec ZYDUSLIFE was trading at 919.60. The strike last trading price was 22, which was 1.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 18 Dec ZYDUSLIFE was trading at 913.65. The strike last trading price was 22, which was 1.5 higher than the previous day. The implied volatity was 19.90, the open interest changed by 0 which decreased total open position to 4


On 17 Dec ZYDUSLIFE was trading at 918.10. The strike last trading price was 20.5, which was -2.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 16 Dec ZYDUSLIFE was trading at 914.35. The strike last trading price was 20.5, which was -2.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 15 Dec ZYDUSLIFE was trading at 921.60. The strike last trading price was 20.5, which was -2.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Dec ZYDUSLIFE was trading at 929.15. The strike last trading price was 20.5, which was -2.95 lower than the previous day. The implied volatity was 22.32, the open interest changed by 0 which decreased total open position to 4


On 11 Dec ZYDUSLIFE was trading at 922.55. The strike last trading price was 23.45, which was 2.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 10 Dec ZYDUSLIFE was trading at 923.60. The strike last trading price was 23.45, which was 2.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 9 Dec ZYDUSLIFE was trading at 920.25. The strike last trading price was 23.45, which was 2.95 higher than the previous day. The implied volatity was 21.42, the open interest changed by 0 which decreased total open position to 3


On 8 Dec ZYDUSLIFE was trading at 924.60. The strike last trading price was 20.5, which was 2.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 4 Dec ZYDUSLIFE was trading at 935.75. The strike last trading price was 20.5, which was 2.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Dec ZYDUSLIFE was trading at 934.95. The strike last trading price was 20.5, which was 2.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Dec ZYDUSLIFE was trading at 942.70. The strike last trading price was 20.5, which was 2.5 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 1 Dec ZYDUSLIFE was trading at 936.45. The strike last trading price was 20.5, which was 2.5 higher than the previous day. The implied volatity was 23.27, the open interest changed by 0 which decreased total open position to 2


On 28 Nov ZYDUSLIFE was trading at 942.50. The strike last trading price was 18, which was -8 lower than the previous day. The implied volatity was 22.06, the open interest changed by 2 which increased total open position to 3


On 27 Nov ZYDUSLIFE was trading at 937.25. The strike last trading price was 26, which was 5.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 26 Nov ZYDUSLIFE was trading at 940.55. The strike last trading price was 26, which was 5.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Nov ZYDUSLIFE was trading at 924.30. The strike last trading price was 26, which was 5.35 higher than the previous day. The implied volatity was 22.92, the open interest changed by 0 which decreased total open position to 0


On 20 Nov ZYDUSLIFE was trading at 928.00. The strike last trading price was 20.65, 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 13 Nov ZYDUSLIFE was trading at 944.15. The strike last trading price was 20.65, which was 0 lower than the previous day. The implied volatity was 3.01, the open interest changed by 0 which decreased total open position to 0


On 12 Nov ZYDUSLIFE was trading at 951.40. The strike last trading price was 20.65, which was 0 lower than the previous day. The implied volatity was 3.42, the open interest changed by 0 which decreased total open position to 0


On 7 Nov ZYDUSLIFE was trading at 944.10. The strike last trading price was 20.65, which was 0 lower than the previous day. The implied volatity was 2.89, the open interest changed by 0 which decreased total open position to 0


On 6 Nov ZYDUSLIFE was trading at 936.70. The strike last trading price was 20.65, 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 4 Nov ZYDUSLIFE was trading at 971.70. The strike last trading price was 20.65, which was 0 lower than the previous day. The implied volatity was 4.58, the open interest changed by 0 which decreased total open position to 0


On 3 Nov ZYDUSLIFE was trading at 981.05. The strike last trading price was 20.65, which was 0 lower than the previous day. The implied volatity was 5.10, the open interest changed by 0 which decreased total open position to 0


On 31 Oct ZYDUSLIFE was trading at 974.45. The strike last trading price was 20.65, 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 30 Oct ZYDUSLIFE was trading at 986.15. The strike last trading price was 20.65, 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