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

944.05 -3.55 (-0.37%)

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Historical option data for ZYDUSLIFE

21 Nov 2024 04:11 PM IST
ZYDUSLIFE 28NOV2024 920 CE
Delta: 0.78
Vega: 0.39
Theta: -0.86
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Nov 944.05 27.1 -3.35 23.90 42 -1 59
20 Nov 947.60 30.45 0.00 19.55 41 3 61
19 Nov 947.60 30.45 -1.90 19.55 41 4 61
18 Nov 944.70 32.35 -8.35 22.73 80 13 55
14 Nov 957.40 40.7 -7.50 - 44 2 41
13 Nov 963.75 48.2 8.05 22.87 172 23 41
12 Nov 949.75 40.15 -19.05 24.86 55 11 19
11 Nov 967.75 59.2 -6.80 30.41 2 0 7
8 Nov 970.35 66 -2.00 38.55 1 0 7
7 Nov 973.25 68 -19.05 33.65 3 0 6
6 Nov 995.10 87.05 14.00 34.06 2 0 4
5 Nov 988.45 73.05 -163.25 - 5 4 4
4 Nov 1004.45 236.3 0.00 - 0 0 0
1 Nov 1004.00 236.3 0.00 - 0 0 0
31 Oct 1001.25 236.3 0.00 - 0 0 0
30 Oct 985.35 236.3 0.00 - 0 0 0
29 Oct 1002.20 236.3 0.00 - 0 0 0
28 Oct 1006.30 236.3 0.00 - 0 0 0
25 Oct 990.60 236.3 0.00 - 0 0 0
24 Oct 1005.70 236.3 0.00 - 0 0 0
23 Oct 1001.00 236.3 0.00 - 0 0 0
22 Oct 988.20 236.3 0.00 - 0 0 0
21 Oct 1005.70 236.3 0.00 - 0 0 0
18 Oct 1022.45 236.3 0.00 - 0 0 0
17 Oct 1020.85 236.3 0.00 - 0 0 0
16 Oct 1020.10 236.3 0.00 - 0 0 0
15 Oct 1058.15 236.3 0.00 - 0 0 0
14 Oct 1062.35 236.3 0.00 - 0 0 0
11 Oct 1064.40 236.3 0.00 - 0 0 0
10 Oct 1057.00 236.3 0.00 - 0 0 0
9 Oct 1065.35 236.3 0.00 - 0 0 0
7 Oct 1050.65 236.3 0.00 - 0 0 0
4 Oct 1057.35 236.3 0.00 - 0 0 0
3 Oct 1069.05 236.3 0.00 - 0 0 0
1 Oct 1080.35 236.3 0.00 - 0 0 0
30 Sept 1068.55 236.3 236.30 - 0 0 0
17 Sept 1110.95 0 0.00 - 0 0 0
16 Sept 1115.85 0 0.00 - 0 0 0
13 Sept 1118.55 0 0.00 - 0 0 0
11 Sept 1112.60 0 0.00 - 0 0 0
10 Sept 1113.20 0 0.00 - 0 0 0
9 Sept 1104.15 0 0.00 - 0 0 0
3 Sept 1114.00 0 0.00 - 0 0 0
2 Sept 1111.55 0 - 0 0 0


For Zydus Lifesciences Ltd - strike price 920 expiring on 28NOV2024

Delta for 920 CE is 0.78

Historical price for 920 CE is as follows

On 21 Nov ZYDUSLIFE was trading at 944.05. The strike last trading price was 27.1, which was -3.35 lower than the previous day. The implied volatity was 23.90, the open interest changed by -1 which decreased total open position to 59


On 20 Nov ZYDUSLIFE was trading at 947.60. The strike last trading price was 30.45, which was 0.00 lower than the previous day. The implied volatity was 19.55, the open interest changed by 3 which increased total open position to 61


On 19 Nov ZYDUSLIFE was trading at 947.60. The strike last trading price was 30.45, which was -1.90 lower than the previous day. The implied volatity was 19.55, the open interest changed by 4 which increased total open position to 61


On 18 Nov ZYDUSLIFE was trading at 944.70. The strike last trading price was 32.35, which was -8.35 lower than the previous day. The implied volatity was 22.73, the open interest changed by 13 which increased total open position to 55


On 14 Nov ZYDUSLIFE was trading at 957.40. The strike last trading price was 40.7, which was -7.50 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 41


On 13 Nov ZYDUSLIFE was trading at 963.75. The strike last trading price was 48.2, which was 8.05 higher than the previous day. The implied volatity was 22.87, the open interest changed by 23 which increased total open position to 41


On 12 Nov ZYDUSLIFE was trading at 949.75. The strike last trading price was 40.15, which was -19.05 lower than the previous day. The implied volatity was 24.86, the open interest changed by 11 which increased total open position to 19


On 11 Nov ZYDUSLIFE was trading at 967.75. The strike last trading price was 59.2, which was -6.80 lower than the previous day. The implied volatity was 30.41, the open interest changed by 0 which decreased total open position to 7


On 8 Nov ZYDUSLIFE was trading at 970.35. The strike last trading price was 66, which was -2.00 lower than the previous day. The implied volatity was 38.55, the open interest changed by 0 which decreased total open position to 7


On 7 Nov ZYDUSLIFE was trading at 973.25. The strike last trading price was 68, which was -19.05 lower than the previous day. The implied volatity was 33.65, the open interest changed by 0 which decreased total open position to 6


On 6 Nov ZYDUSLIFE was trading at 995.10. The strike last trading price was 87.05, which was 14.00 higher than the previous day. The implied volatity was 34.06, the open interest changed by 0 which decreased total open position to 4


On 5 Nov ZYDUSLIFE was trading at 988.45. The strike last trading price was 73.05, which was -163.25 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4


On 4 Nov ZYDUSLIFE was trading at 1004.45. The strike last trading price was 236.3, 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 1 Nov ZYDUSLIFE was trading at 1004.00. The strike last trading price was 236.3, 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 31 Oct ZYDUSLIFE was trading at 1001.25. The strike last trading price was 236.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct ZYDUSLIFE was trading at 985.35. The strike last trading price was 236.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct ZYDUSLIFE was trading at 1002.20. The strike last trading price was 236.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct ZYDUSLIFE was trading at 1006.30. The strike last trading price was 236.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct ZYDUSLIFE was trading at 990.60. The strike last trading price was 236.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct ZYDUSLIFE was trading at 1005.70. The strike last trading price was 236.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct ZYDUSLIFE was trading at 1001.00. The strike last trading price was 236.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct ZYDUSLIFE was trading at 988.20. The strike last trading price was 236.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct ZYDUSLIFE was trading at 1005.70. The strike last trading price was 236.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct ZYDUSLIFE was trading at 1022.45. The strike last trading price was 236.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct ZYDUSLIFE was trading at 1020.85. The strike last trading price was 236.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct ZYDUSLIFE was trading at 1020.10. The strike last trading price was 236.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct ZYDUSLIFE was trading at 1058.15. The strike last trading price was 236.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct ZYDUSLIFE was trading at 1062.35. The strike last trading price was 236.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct ZYDUSLIFE was trading at 1064.40. The strike last trading price was 236.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct ZYDUSLIFE was trading at 1057.00. The strike last trading price was 236.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Oct ZYDUSLIFE was trading at 1065.35. The strike last trading price was 236.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct ZYDUSLIFE was trading at 1050.65. The strike last trading price was 236.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct ZYDUSLIFE was trading at 1057.35. The strike last trading price was 236.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Oct ZYDUSLIFE was trading at 1069.05. The strike last trading price was 236.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 1 Oct ZYDUSLIFE was trading at 1080.35. The strike last trading price was 236.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Sept ZYDUSLIFE was trading at 1068.55. The strike last trading price was 236.3, which was 236.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Sept ZYDUSLIFE was trading at 1110.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Sept ZYDUSLIFE was trading at 1115.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 13 Sept ZYDUSLIFE was trading at 1118.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Sept ZYDUSLIFE was trading at 1112.60. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Sept ZYDUSLIFE was trading at 1113.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Sept ZYDUSLIFE was trading at 1104.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Sept ZYDUSLIFE was trading at 1114.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 2 Sept ZYDUSLIFE was trading at 1111.55. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


ZYDUSLIFE 28NOV2024 920 PE
Delta: -0.22
Vega: 0.39
Theta: -0.62
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Nov 944.05 4.15 -1.05 24.18 1,057 -46 257
20 Nov 947.60 5.2 0.00 27.34 641 -57 306
19 Nov 947.60 5.2 -0.15 27.34 641 -54 306
18 Nov 944.70 5.35 0.85 25.26 1,700 -25 362
14 Nov 957.40 4.5 -0.90 24.89 865 8 390
13 Nov 963.75 5.4 -5.30 26.94 1,249 30 391
12 Nov 949.75 10.7 0.25 30.33 3,334 221 384
11 Nov 967.75 10.45 0.25 36.45 410 15 163
8 Nov 970.35 10.2 -0.25 33.13 197 -28 149
7 Nov 973.25 10.45 3.35 34.72 235 1 174
6 Nov 995.10 7.1 -4.15 35.07 243 -12 173
5 Nov 988.45 11.25 1.10 38.90 361 46 183
4 Nov 1004.45 10.15 1.60 40.62 345 35 138
1 Nov 1004.00 8.55 0.25 35.99 14 7 102
31 Oct 1001.25 8.3 -6.00 - 88 11 95
30 Oct 985.35 14.3 6.30 - 88 14 84
29 Oct 1002.20 8 -0.90 - 43 15 70
28 Oct 1006.30 8.9 -0.60 - 60 -10 54
25 Oct 990.60 9.5 2.50 - 38 -2 64
24 Oct 1005.70 7 -1.10 - 89 5 103
23 Oct 1001.00 8.1 -1.95 - 24 4 97
22 Oct 988.20 10.05 3.05 - 366 32 93
21 Oct 1005.70 7 1.75 - 1,061 3 62
18 Oct 1022.45 5.25 -0.05 - 372 2 58
17 Oct 1020.85 5.3 -0.85 - 19 -2 56
16 Oct 1020.10 6.15 3.00 - 115 37 59
15 Oct 1058.15 3.15 -0.45 - 19 3 22
14 Oct 1062.35 3.6 -0.40 - 140 2 19
11 Oct 1064.40 4 -0.55 - 84 -1 17
10 Oct 1057.00 4.55 0.70 - 26 0 18
9 Oct 1065.35 3.85 -0.90 - 50 0 18
7 Oct 1050.65 4.75 0.70 - 20 0 18
4 Oct 1057.35 4.05 -0.75 - 2 0 18
3 Oct 1069.05 4.8 0.70 - 60 4 18
1 Oct 1080.35 4.1 1.30 - 14 10 12
30 Sept 1068.55 2.8 2.80 - 1 0 1
17 Sept 1110.95 0 0.00 - 0 0 0
16 Sept 1115.85 0 0.00 - 0 0 0
13 Sept 1118.55 0 0.00 - 0 0 0
11 Sept 1112.60 0 0.00 - 0 0 0
10 Sept 1113.20 0 0.00 - 0 0 0
9 Sept 1104.15 0 0.00 - 0 0 0
3 Sept 1114.00 0 0.00 - 0 0 0
2 Sept 1111.55 0 - 0 0 0


For Zydus Lifesciences Ltd - strike price 920 expiring on 28NOV2024

Delta for 920 PE is -0.22

Historical price for 920 PE is as follows

On 21 Nov ZYDUSLIFE was trading at 944.05. The strike last trading price was 4.15, which was -1.05 lower than the previous day. The implied volatity was 24.18, the open interest changed by -46 which decreased total open position to 257


On 20 Nov ZYDUSLIFE was trading at 947.60. The strike last trading price was 5.2, which was 0.00 lower than the previous day. The implied volatity was 27.34, the open interest changed by -57 which decreased total open position to 306


On 19 Nov ZYDUSLIFE was trading at 947.60. The strike last trading price was 5.2, which was -0.15 lower than the previous day. The implied volatity was 27.34, the open interest changed by -54 which decreased total open position to 306


On 18 Nov ZYDUSLIFE was trading at 944.70. The strike last trading price was 5.35, which was 0.85 higher than the previous day. The implied volatity was 25.26, the open interest changed by -25 which decreased total open position to 362


On 14 Nov ZYDUSLIFE was trading at 957.40. The strike last trading price was 4.5, which was -0.90 lower than the previous day. The implied volatity was 24.89, the open interest changed by 8 which increased total open position to 390


On 13 Nov ZYDUSLIFE was trading at 963.75. The strike last trading price was 5.4, which was -5.30 lower than the previous day. The implied volatity was 26.94, the open interest changed by 30 which increased total open position to 391


On 12 Nov ZYDUSLIFE was trading at 949.75. The strike last trading price was 10.7, which was 0.25 higher than the previous day. The implied volatity was 30.33, the open interest changed by 221 which increased total open position to 384


On 11 Nov ZYDUSLIFE was trading at 967.75. The strike last trading price was 10.45, which was 0.25 higher than the previous day. The implied volatity was 36.45, the open interest changed by 15 which increased total open position to 163


On 8 Nov ZYDUSLIFE was trading at 970.35. The strike last trading price was 10.2, which was -0.25 lower than the previous day. The implied volatity was 33.13, the open interest changed by -28 which decreased total open position to 149


On 7 Nov ZYDUSLIFE was trading at 973.25. The strike last trading price was 10.45, which was 3.35 higher than the previous day. The implied volatity was 34.72, the open interest changed by 1 which increased total open position to 174


On 6 Nov ZYDUSLIFE was trading at 995.10. The strike last trading price was 7.1, which was -4.15 lower than the previous day. The implied volatity was 35.07, the open interest changed by -12 which decreased total open position to 173


On 5 Nov ZYDUSLIFE was trading at 988.45. The strike last trading price was 11.25, which was 1.10 higher than the previous day. The implied volatity was 38.90, the open interest changed by 46 which increased total open position to 183


On 4 Nov ZYDUSLIFE was trading at 1004.45. The strike last trading price was 10.15, which was 1.60 higher than the previous day. The implied volatity was 40.62, the open interest changed by 35 which increased total open position to 138


On 1 Nov ZYDUSLIFE was trading at 1004.00. The strike last trading price was 8.55, which was 0.25 higher than the previous day. The implied volatity was 35.99, the open interest changed by 7 which increased total open position to 102


On 31 Oct ZYDUSLIFE was trading at 1001.25. The strike last trading price was 8.3, which was -6.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct ZYDUSLIFE was trading at 985.35. The strike last trading price was 14.3, which was 6.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct ZYDUSLIFE was trading at 1002.20. The strike last trading price was 8, which was -0.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct ZYDUSLIFE was trading at 1006.30. The strike last trading price was 8.9, which was -0.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct ZYDUSLIFE was trading at 990.60. The strike last trading price was 9.5, which was 2.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct ZYDUSLIFE was trading at 1005.70. The strike last trading price was 7, which was -1.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct ZYDUSLIFE was trading at 1001.00. The strike last trading price was 8.1, which was -1.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct ZYDUSLIFE was trading at 988.20. The strike last trading price was 10.05, which was 3.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct ZYDUSLIFE was trading at 1005.70. The strike last trading price was 7, which was 1.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct ZYDUSLIFE was trading at 1022.45. The strike last trading price was 5.25, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct ZYDUSLIFE was trading at 1020.85. The strike last trading price was 5.3, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct ZYDUSLIFE was trading at 1020.10. The strike last trading price was 6.15, which was 3.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct ZYDUSLIFE was trading at 1058.15. The strike last trading price was 3.15, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct ZYDUSLIFE was trading at 1062.35. The strike last trading price was 3.6, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct ZYDUSLIFE was trading at 1064.40. The strike last trading price was 4, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct ZYDUSLIFE was trading at 1057.00. The strike last trading price was 4.55, which was 0.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Oct ZYDUSLIFE was trading at 1065.35. The strike last trading price was 3.85, which was -0.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct ZYDUSLIFE was trading at 1050.65. The strike last trading price was 4.75, which was 0.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct ZYDUSLIFE was trading at 1057.35. The strike last trading price was 4.05, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Oct ZYDUSLIFE was trading at 1069.05. The strike last trading price was 4.8, which was 0.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 1 Oct ZYDUSLIFE was trading at 1080.35. The strike last trading price was 4.1, which was 1.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Sept ZYDUSLIFE was trading at 1068.55. The strike last trading price was 2.8, which was 2.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Sept ZYDUSLIFE was trading at 1110.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Sept ZYDUSLIFE was trading at 1115.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 13 Sept ZYDUSLIFE was trading at 1118.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Sept ZYDUSLIFE was trading at 1112.60. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Sept ZYDUSLIFE was trading at 1113.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Sept ZYDUSLIFE was trading at 1104.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Sept ZYDUSLIFE was trading at 1114.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 2 Sept ZYDUSLIFE was trading at 1111.55. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to