ZYDUSLIFE
Zydus Lifesciences Ltd
Historical option data for ZYDUSLIFE
24 Dec 2025 04:10 PM IST
| ZYDUSLIFE 27-JAN-2026 930 CE | ||||||||||||||||
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Delta: 0.48
Vega: 1.11
Theta: -0.43
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Dec | 917.80 | 19.1 | -8.45 | 18.96 | 95 | 39 | 67 | |||||||||
| 23 Dec | 927.80 | 27 | 6 | 19.77 | 66 | 21 | 34 | |||||||||
| 22 Dec | 918.20 | 21 | -1 | 19.47 | 9 | 3 | 12 | |||||||||
| 19 Dec | 919.60 | 22 | 0.1 | - | 0 | 0 | 9 | |||||||||
| 18 Dec | 913.65 | 22 | 0.1 | 20.50 | 5 | 0 | 8 | |||||||||
| 17 Dec | 918.10 | 21.9 | -1.2 | 18.07 | 2 | 1 | 7 | |||||||||
| 16 Dec | 914.35 | 23.1 | -3.65 | 21.29 | 7 | 4 | 6 | |||||||||
| 15 Dec | 921.60 | 26.75 | -5.25 | 20.33 | 2 | 1 | 2 | |||||||||
| 12 Dec | 929.15 | 32 | -16.35 | 20.82 | 1 | 0 | 0 | |||||||||
| 11 Dec | 922.55 | 48.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Dec | 923.60 | 48.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Dec | 920.25 | 48.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 924.60 | 48.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 935.75 | 48.35 | 0 | - | 0 | 0 | 0 | |||||||||
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| 3 Dec | 934.95 | 48.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 942.70 | 48.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 936.45 | 48.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 942.50 | 48.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 937.25 | 48.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 940.55 | 48.35 | 0 | - | 0 | 0 | 0 | |||||||||
For Zydus Lifesciences Ltd - strike price 930 expiring on 27JAN2026
Delta for 930 CE is 0.48
Historical price for 930 CE is as follows
On 24 Dec ZYDUSLIFE was trading at 917.80. The strike last trading price was 19.1, which was -8.45 lower than the previous day. The implied volatity was 18.96, the open interest changed by 39 which increased total open position to 67
On 23 Dec ZYDUSLIFE was trading at 927.80. The strike last trading price was 27, which was 6 higher than the previous day. The implied volatity was 19.77, the open interest changed by 21 which increased total open position to 34
On 22 Dec ZYDUSLIFE was trading at 918.20. The strike last trading price was 21, which was -1 lower than the previous day. The implied volatity was 19.47, the open interest changed by 3 which increased total open position to 12
On 19 Dec ZYDUSLIFE was trading at 919.60. The strike last trading price was 22, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 18 Dec ZYDUSLIFE was trading at 913.65. The strike last trading price was 22, which was 0.1 higher than the previous day. The implied volatity was 20.50, the open interest changed by 0 which decreased total open position to 8
On 17 Dec ZYDUSLIFE was trading at 918.10. The strike last trading price was 21.9, which was -1.2 lower than the previous day. The implied volatity was 18.07, the open interest changed by 1 which increased total open position to 7
On 16 Dec ZYDUSLIFE was trading at 914.35. The strike last trading price was 23.1, which was -3.65 lower than the previous day. The implied volatity was 21.29, the open interest changed by 4 which increased total open position to 6
On 15 Dec ZYDUSLIFE was trading at 921.60. The strike last trading price was 26.75, which was -5.25 lower than the previous day. The implied volatity was 20.33, the open interest changed by 1 which increased total open position to 2
On 12 Dec ZYDUSLIFE was trading at 929.15. The strike last trading price was 32, which was -16.35 lower than the previous day. The implied volatity was 20.82, 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 48.35, 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 48.35, 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 48.35, 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 48.35, 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 48.35, 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 48.35, 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 48.35, 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 48.35, 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 48.35, 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 48.35, 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 48.35, 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 930 PE | |||||||
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Delta: -0.52
Vega: 1.12
Theta: -0.21
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Dec | 917.80 | 25.85 | 6.4 | 21.09 | 46 | 24 | 35 |
| 23 Dec | 927.80 | 19.45 | -8.8 | 20.45 | 9 | 3 | 10 |
| 22 Dec | 918.20 | 29 | 8 | - | 0 | 0 | 7 |
| 19 Dec | 919.60 | 29 | 8 | - | 0 | 0 | 7 |
| 18 Dec | 913.65 | 29 | 8 | - | 0 | 0 | 7 |
| 17 Dec | 918.10 | 29 | 8 | - | 0 | 0 | 7 |
| 16 Dec | 914.35 | 29 | 8 | 20.51 | 4 | 2 | 5 |
| 15 Dec | 921.60 | 21 | 0 | - | 0 | 0 | 0 |
| 12 Dec | 929.15 | 21 | 0 | - | 0 | 0 | 3 |
| 11 Dec | 922.55 | 21 | 0 | - | 0 | 0 | 3 |
| 10 Dec | 923.60 | 21 | 0 | - | 0 | 0 | 3 |
| 9 Dec | 920.25 | 21 | 0 | - | 0 | 0 | 0 |
| 8 Dec | 924.60 | 21 | 0 | - | 0 | 0 | 3 |
| 4 Dec | 935.75 | 21 | 0 | 20.98 | 1 | 0 | 2 |
| 3 Dec | 934.95 | 21 | 2.4 | 21.02 | 1 | 0 | 1 |
| 2 Dec | 942.70 | 18.6 | -21.5 | 20.60 | 1 | 0 | 0 |
| 1 Dec | 936.45 | 40.1 | 0 | 1.60 | 0 | 0 | 0 |
| 28 Nov | 942.50 | 40.1 | 0 | 1.98 | 0 | 0 | 0 |
| 27 Nov | 937.25 | 40.1 | 0 | 1.69 | 0 | 0 | 0 |
| 26 Nov | 940.55 | 40.1 | 0 | 1.91 | 0 | 0 | 0 |
For Zydus Lifesciences Ltd - strike price 930 expiring on 27JAN2026
Delta for 930 PE is -0.52
Historical price for 930 PE is as follows
On 24 Dec ZYDUSLIFE was trading at 917.80. The strike last trading price was 25.85, which was 6.4 higher than the previous day. The implied volatity was 21.09, the open interest changed by 24 which increased total open position to 35
On 23 Dec ZYDUSLIFE was trading at 927.80. The strike last trading price was 19.45, which was -8.8 lower than the previous day. The implied volatity was 20.45, the open interest changed by 3 which increased total open position to 10
On 22 Dec ZYDUSLIFE was trading at 918.20. The strike last trading price was 29, which was 8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 19 Dec ZYDUSLIFE was trading at 919.60. The strike last trading price was 29, which was 8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 18 Dec ZYDUSLIFE was trading at 913.65. The strike last trading price was 29, which was 8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 17 Dec ZYDUSLIFE was trading at 918.10. The strike last trading price was 29, which was 8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 16 Dec ZYDUSLIFE was trading at 914.35. The strike last trading price was 29, which was 8 higher than the previous day. The implied volatity was 20.51, the open interest changed by 2 which increased total open position to 5
On 15 Dec ZYDUSLIFE was trading at 921.60. The strike last trading price was 21, 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 Dec ZYDUSLIFE was trading at 929.15. The strike last trading price was 21, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 11 Dec ZYDUSLIFE was trading at 922.55. The strike last trading price was 21, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 10 Dec ZYDUSLIFE was trading at 923.60. The strike last trading price was 21, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 9 Dec ZYDUSLIFE was trading at 920.25. The strike last trading price was 21, 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 21, which was 0 lower 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 21, which was 0 lower than the previous day. The implied volatity was 20.98, the open interest changed by 0 which decreased total open position to 2
On 3 Dec ZYDUSLIFE was trading at 934.95. The strike last trading price was 21, which was 2.4 higher than the previous day. The implied volatity was 21.02, the open interest changed by 0 which decreased total open position to 1
On 2 Dec ZYDUSLIFE was trading at 942.70. The strike last trading price was 18.6, which was -21.5 lower than the previous day. The implied volatity was 20.60, 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 40.1, which was 0 lower than the previous day. The implied volatity was 1.60, 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 40.1, which was 0 lower than the previous day. The implied volatity was 1.98, 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 40.1, which was 0 lower than the previous day. The implied volatity was 1.69, 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 40.1, which was 0 lower than the previous day. The implied volatity was 1.91, the open interest changed by 0 which decreased total open position to 0































































































































































































































