ZYDUSLIFE
Zydus Lifesciences Ltd
Historical option data for ZYDUSLIFE
10 Mar 2026 11:05 AM IST
| ZYDUSLIFE 30-MAR-2026 930 CE | ||||||||||||||||
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Delta: 0.44
Vega: 0.85
Theta: -0.61
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 10 Mar | 916.40 | 16.5 | -0.25 | 23.95 | 311 | 43 | 277 | |||||||||
| 9 Mar | 908.85 | 17 | 1.1 | 27.85 | 200 | 13 | 233 | |||||||||
| 6 Mar | 913.05 | 16.05 | 0.15 | 23.54 | 222 | 2 | 224 | |||||||||
| 5 Mar | 914.65 | 15.6 | 3.45 | 21.07 | 319 | -47 | 221 | |||||||||
| 4 Mar | 896.90 | 11.8 | -3.5 | 23.39 | 375 | 1 | 269 | |||||||||
| 2 Mar | 906.90 | 15.6 | -7.6 | 23.08 | 408 | -11 | 268 | |||||||||
| 27 Feb | 921.70 | 21.5 | -10.4 | 19.71 | 895 | 134 | 284 | |||||||||
| 26 Feb | 938.50 | 31.45 | 11.4 | 20.35 | 1,718 | 42 | 149 | |||||||||
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| 25 Feb | 919.65 | 19.85 | 4.95 | 19.28 | 206 | 38 | 107 | |||||||||
| 24 Feb | 903.85 | 14.15 | -2.7 | 18.46 | 22 | 1 | 66 | |||||||||
| 23 Feb | 907.95 | 16.5 | 0.3 | 20.9 | 59 | 12 | 64 | |||||||||
| 20 Feb | 900.75 | 15.95 | -0.2 | 20.49 | 29 | 3 | 52 | |||||||||
| 19 Feb | 902.40 | 15.4 | -2.5 | 19.88 | 94 | 45 | 50 | |||||||||
| 18 Feb | 910.05 | 17.9 | -4.45 | 17.86 | 8 | 3 | 8 | |||||||||
| 17 Feb | 906.65 | 22.35 | -0.35 | 23.73 | 1 | 0 | 5 | |||||||||
| 16 Feb | 910.45 | 22.7 | 0.55 | 21.92 | 5 | 0 | 5 | |||||||||
| 13 Feb | 904.70 | 22.15 | -3.95 | 21.74 | 4 | 1 | 3 | |||||||||
| 12 Feb | 920.95 | 26.1 | -8.6 | 20.17 | 1 | 0 | 1 | |||||||||
| 11 Feb | 898.30 | 34.7 | 6.45 | - | 0 | 0 | 1 | |||||||||
| 10 Feb | 887.30 | 34.7 | 6.45 | - | 0 | 0 | 1 | |||||||||
| 9 Feb | 923.45 | 34.7 | 6.45 | 24.54 | 1 | 0 | 0 | |||||||||
| 6 Feb | 888.15 | 28.25 | 0 | 2.59 | 0 | 0 | 0 | |||||||||
| 5 Feb | 905.00 | 28.25 | 0 | 1.04 | 0 | 0 | 0 | |||||||||
| 4 Feb | 905.25 | 28.25 | 0 | 0.96 | 0 | 0 | 0 | |||||||||
| 3 Feb | 902.90 | 28.25 | 0 | 1.06 | 0 | 0 | 0 | |||||||||
| 2 Feb | 879.65 | 28.25 | 0 | 2.8 | 0 | 0 | 0 | |||||||||
| 1 Feb | 878.10 | 28.25 | 0 | 3.15 | 0 | 0 | 0 | |||||||||
| 30 Jan | 885.30 | 28.25 | 0 | 2.25 | 0 | 0 | 0 | |||||||||
| 29 Jan | 890.70 | 28.25 | 0 | 1.86 | 0 | 0 | 0 | |||||||||
| 28 Jan | 896.90 | 28.25 | 0 | 1.53 | 0 | 0 | 0 | |||||||||
For Zydus Lifesciences Ltd - strike price 930 expiring on 30MAR2026
Delta for 930 CE is 0.44
Historical price for 930 CE is as follows
On 10 Mar ZYDUSLIFE was trading at 916.40. The strike last trading price was 16.5, which was -0.25 lower than the previous day. The implied volatity was 23.95, the open interest changed by 43 which increased total open position to 277
On 9 Mar ZYDUSLIFE was trading at 908.85. The strike last trading price was 17, which was 1.1 higher than the previous day. The implied volatity was 27.85, the open interest changed by 13 which increased total open position to 233
On 6 Mar ZYDUSLIFE was trading at 913.05. The strike last trading price was 16.05, which was 0.15 higher than the previous day. The implied volatity was 23.54, the open interest changed by 2 which increased total open position to 224
On 5 Mar ZYDUSLIFE was trading at 914.65. The strike last trading price was 15.6, which was 3.45 higher than the previous day. The implied volatity was 21.07, the open interest changed by -47 which decreased total open position to 221
On 4 Mar ZYDUSLIFE was trading at 896.90. The strike last trading price was 11.8, which was -3.5 lower than the previous day. The implied volatity was 23.39, the open interest changed by 1 which increased total open position to 269
On 2 Mar ZYDUSLIFE was trading at 906.90. The strike last trading price was 15.6, which was -7.6 lower than the previous day. The implied volatity was 23.08, the open interest changed by -11 which decreased total open position to 268
On 27 Feb ZYDUSLIFE was trading at 921.70. The strike last trading price was 21.5, which was -10.4 lower than the previous day. The implied volatity was 19.71, the open interest changed by 134 which increased total open position to 284
On 26 Feb ZYDUSLIFE was trading at 938.50. The strike last trading price was 31.45, which was 11.4 higher than the previous day. The implied volatity was 20.35, the open interest changed by 42 which increased total open position to 149
On 25 Feb ZYDUSLIFE was trading at 919.65. The strike last trading price was 19.85, which was 4.95 higher than the previous day. The implied volatity was 19.28, the open interest changed by 38 which increased total open position to 107
On 24 Feb ZYDUSLIFE was trading at 903.85. The strike last trading price was 14.15, which was -2.7 lower than the previous day. The implied volatity was 18.46, the open interest changed by 1 which increased total open position to 66
On 23 Feb ZYDUSLIFE was trading at 907.95. The strike last trading price was 16.5, which was 0.3 higher than the previous day. The implied volatity was 20.9, the open interest changed by 12 which increased total open position to 64
On 20 Feb ZYDUSLIFE was trading at 900.75. The strike last trading price was 15.95, which was -0.2 lower than the previous day. The implied volatity was 20.49, the open interest changed by 3 which increased total open position to 52
On 19 Feb ZYDUSLIFE was trading at 902.40. The strike last trading price was 15.4, which was -2.5 lower than the previous day. The implied volatity was 19.88, the open interest changed by 45 which increased total open position to 50
On 18 Feb ZYDUSLIFE was trading at 910.05. The strike last trading price was 17.9, which was -4.45 lower than the previous day. The implied volatity was 17.86, the open interest changed by 3 which increased total open position to 8
On 17 Feb ZYDUSLIFE was trading at 906.65. The strike last trading price was 22.35, which was -0.35 lower than the previous day. The implied volatity was 23.73, the open interest changed by 0 which decreased total open position to 5
On 16 Feb ZYDUSLIFE was trading at 910.45. The strike last trading price was 22.7, which was 0.55 higher than the previous day. The implied volatity was 21.92, the open interest changed by 0 which decreased total open position to 5
On 13 Feb ZYDUSLIFE was trading at 904.70. The strike last trading price was 22.15, which was -3.95 lower than the previous day. The implied volatity was 21.74, the open interest changed by 1 which increased total open position to 3
On 12 Feb ZYDUSLIFE was trading at 920.95. The strike last trading price was 26.1, which was -8.6 lower than the previous day. The implied volatity was 20.17, the open interest changed by 0 which decreased total open position to 1
On 11 Feb ZYDUSLIFE was trading at 898.30. The strike last trading price was 34.7, which was 6.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Feb ZYDUSLIFE was trading at 887.30. The strike last trading price was 34.7, which was 6.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Feb ZYDUSLIFE was trading at 923.45. The strike last trading price was 34.7, which was 6.45 higher than the previous day. The implied volatity was 24.54, the open interest changed by 0 which decreased total open position to 0
On 6 Feb ZYDUSLIFE was trading at 888.15. The strike last trading price was 28.25, which was 0 lower than the previous day. The implied volatity was 2.59, the open interest changed by 0 which decreased total open position to 0
On 5 Feb ZYDUSLIFE was trading at 905.00. The strike last trading price was 28.25, which was 0 lower than the previous day. The implied volatity was 1.04, the open interest changed by 0 which decreased total open position to 0
On 4 Feb ZYDUSLIFE was trading at 905.25. The strike last trading price was 28.25, which was 0 lower than the previous day. The implied volatity was 0.96, the open interest changed by 0 which decreased total open position to 0
On 3 Feb ZYDUSLIFE was trading at 902.90. The strike last trading price was 28.25, which was 0 lower than the previous day. The implied volatity was 1.06, the open interest changed by 0 which decreased total open position to 0
On 2 Feb ZYDUSLIFE was trading at 879.65. The strike last trading price was 28.25, which was 0 lower than the previous day. The implied volatity was 2.8, the open interest changed by 0 which decreased total open position to 0
On 1 Feb ZYDUSLIFE was trading at 878.10. The strike last trading price was 28.25, which was 0 lower than the previous day. The implied volatity was 3.15, the open interest changed by 0 which decreased total open position to 0
On 30 Jan ZYDUSLIFE was trading at 885.30. The strike last trading price was 28.25, which was 0 lower than the previous day. The implied volatity was 2.25, the open interest changed by 0 which decreased total open position to 0
On 29 Jan ZYDUSLIFE was trading at 890.70. The strike last trading price was 28.25, which was 0 lower than the previous day. The implied volatity was 1.86, the open interest changed by 0 which decreased total open position to 0
On 28 Jan ZYDUSLIFE was trading at 896.90. The strike last trading price was 28.25, which was 0 lower than the previous day. The implied volatity was 1.53, the open interest changed by 0 which decreased total open position to 0
| ZYDUSLIFE 30MAR2026 930 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.55
Vega: 0.85
Theta: -0.39
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 10 Mar | 916.40 | 26.85 | -5.7 | 25.57 | 204 | 47 | 174 |
| 9 Mar | 908.85 | 32.55 | 3.05 | 26.58 | 16 | -3 | 128 |
| 6 Mar | 913.05 | 29.5 | 0.6 | 23.65 | 45 | -6 | 131 |
| 5 Mar | 914.65 | 28.9 | -12 | 24.57 | 20 | 1 | 137 |
| 4 Mar | 896.90 | 42.1 | 9.05 | 27.58 | 81 | -26 | 138 |
| 2 Mar | 906.90 | 32.6 | 7.65 | 22.57 | 176 | -23 | 166 |
| 27 Feb | 921.70 | 26.05 | 8.45 | 24.62 | 351 | 20 | 195 |
| 26 Feb | 938.50 | 17.8 | -6.5 | 22.87 | 706 | 112 | 173 |
| 25 Feb | 919.65 | 24.2 | -12.7 | 20.57 | 74 | 20 | 60 |
| 24 Feb | 903.85 | 36.9 | -0.4 | 26.19 | 1 | 0 | 39 |
| 23 Feb | 907.95 | 36.45 | -0.85 | 24.67 | 40 | 36 | 38 |
| 20 Feb | 900.75 | 37.3 | -17.9 | 23.14 | 2 | 1 | 1 |
| 19 Feb | 902.40 | 55.2 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 910.05 | 55.2 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 906.65 | 55.2 | 0 | - | 0 | 0 | 0 |
| 16 Feb | 910.45 | 55.2 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 904.70 | 55.2 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 920.95 | 55.2 | 0 | 0.14 | 0 | 0 | 0 |
| 11 Feb | 898.30 | 55.2 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 887.30 | 55.2 | 0 | - | 0 | 0 | 0 |
| 9 Feb | 923.45 | 55.2 | 0 | 0.45 | 0 | 0 | 0 |
| 6 Feb | 888.15 | 55.2 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 905.00 | 55.2 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 905.25 | 55.2 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 902.90 | 55.2 | 0 | - | 0 | 0 | 0 |
| 2 Feb | 879.65 | 55.2 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 878.10 | 55.2 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 885.30 | 55.2 | 0 | - | 0 | 0 | 0 |
| 29 Jan | 890.70 | 55.2 | 0 | - | 0 | 0 | 0 |
| 28 Jan | 896.90 | 55.2 | 0 | 0 | 0 | 0 | 0 |
For Zydus Lifesciences Ltd - strike price 930 expiring on 30MAR2026
Delta for 930 PE is -0.55
Historical price for 930 PE is as follows
On 10 Mar ZYDUSLIFE was trading at 916.40. The strike last trading price was 26.85, which was -5.7 lower than the previous day. The implied volatity was 25.57, the open interest changed by 47 which increased total open position to 174
On 9 Mar ZYDUSLIFE was trading at 908.85. The strike last trading price was 32.55, which was 3.05 higher than the previous day. The implied volatity was 26.58, the open interest changed by -3 which decreased total open position to 128
On 6 Mar ZYDUSLIFE was trading at 913.05. The strike last trading price was 29.5, which was 0.6 higher than the previous day. The implied volatity was 23.65, the open interest changed by -6 which decreased total open position to 131
On 5 Mar ZYDUSLIFE was trading at 914.65. The strike last trading price was 28.9, which was -12 lower than the previous day. The implied volatity was 24.57, the open interest changed by 1 which increased total open position to 137
On 4 Mar ZYDUSLIFE was trading at 896.90. The strike last trading price was 42.1, which was 9.05 higher than the previous day. The implied volatity was 27.58, the open interest changed by -26 which decreased total open position to 138
On 2 Mar ZYDUSLIFE was trading at 906.90. The strike last trading price was 32.6, which was 7.65 higher than the previous day. The implied volatity was 22.57, the open interest changed by -23 which decreased total open position to 166
On 27 Feb ZYDUSLIFE was trading at 921.70. The strike last trading price was 26.05, which was 8.45 higher than the previous day. The implied volatity was 24.62, the open interest changed by 20 which increased total open position to 195
On 26 Feb ZYDUSLIFE was trading at 938.50. The strike last trading price was 17.8, which was -6.5 lower than the previous day. The implied volatity was 22.87, the open interest changed by 112 which increased total open position to 173
On 25 Feb ZYDUSLIFE was trading at 919.65. The strike last trading price was 24.2, which was -12.7 lower than the previous day. The implied volatity was 20.57, the open interest changed by 20 which increased total open position to 60
On 24 Feb ZYDUSLIFE was trading at 903.85. The strike last trading price was 36.9, which was -0.4 lower than the previous day. The implied volatity was 26.19, the open interest changed by 0 which decreased total open position to 39
On 23 Feb ZYDUSLIFE was trading at 907.95. The strike last trading price was 36.45, which was -0.85 lower than the previous day. The implied volatity was 24.67, the open interest changed by 36 which increased total open position to 38
On 20 Feb ZYDUSLIFE was trading at 900.75. The strike last trading price was 37.3, which was -17.9 lower than the previous day. The implied volatity was 23.14, the open interest changed by 1 which increased total open position to 1
On 19 Feb ZYDUSLIFE was trading at 902.40. The strike last trading price was 55.2, 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 18 Feb ZYDUSLIFE was trading at 910.05. The strike last trading price was 55.2, 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 17 Feb ZYDUSLIFE was trading at 906.65. The strike last trading price was 55.2, 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 16 Feb ZYDUSLIFE was trading at 910.45. The strike last trading price was 55.2, 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 Feb ZYDUSLIFE was trading at 904.70. The strike last trading price was 55.2, 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 Feb ZYDUSLIFE was trading at 920.95. The strike last trading price was 55.2, which was 0 lower than the previous day. The implied volatity was 0.14, the open interest changed by 0 which decreased total open position to 0
On 11 Feb ZYDUSLIFE was trading at 898.30. The strike last trading price was 55.2, 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 Feb ZYDUSLIFE was trading at 887.30. The strike last trading price was 55.2, 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 Feb ZYDUSLIFE was trading at 923.45. The strike last trading price was 55.2, which was 0 lower than the previous day. The implied volatity was 0.45, the open interest changed by 0 which decreased total open position to 0
On 6 Feb ZYDUSLIFE was trading at 888.15. The strike last trading price was 55.2, 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 5 Feb ZYDUSLIFE was trading at 905.00. The strike last trading price was 55.2, 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 Feb ZYDUSLIFE was trading at 905.25. The strike last trading price was 55.2, 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 Feb ZYDUSLIFE was trading at 902.90. The strike last trading price was 55.2, 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 Feb ZYDUSLIFE was trading at 879.65. The strike last trading price was 55.2, 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 Feb ZYDUSLIFE was trading at 878.10. The strike last trading price was 55.2, 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 Jan ZYDUSLIFE was trading at 885.30. The strike last trading price was 55.2, 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 29 Jan ZYDUSLIFE was trading at 890.70. The strike last trading price was 55.2, 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 Jan ZYDUSLIFE was trading at 896.90. The strike last trading price was 55.2, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
