ZYDUSLIFE
Zydus Lifesciences Ltd
Historical option data for ZYDUSLIFE
20 Dec 2024 04:11 PM IST
| ZYDUSLIFE 26DEC2024 940 CE | ||||||||||
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Delta: 0.69
Vega: 0.44
Theta: -2.40
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 973.50 | 49.05 | -0.90 | 60.63 | 8 | 0 | 96 | |||
| 19 Dec | 985.60 | 49.95 | 5.00 | - | 13 | 4 | 97 | |||
| 18 Dec | 979.55 | 44.95 | 6.35 | 30.52 | 6 | -2 | 93 | |||
| 17 Dec | 969.90 | 38.6 | -12.50 | 34.75 | 6 | 2 | 96 | |||
| 16 Dec | 987.75 | 51.1 | 8.90 | 23.17 | 16 | 1 | 93 | |||
| 13 Dec | 978.50 | 42.2 | -0.55 | 18.54 | 35 | 2 | 93 | |||
| 12 Dec | 976.50 | 42.75 | -10.40 | 24.65 | 15 | 5 | 90 | |||
| 11 Dec | 986.45 | 53.15 | 10.15 | 23.30 | 15 | -1 | 86 | |||
| 10 Dec | 974.20 | 43 | -6.85 | 22.64 | 23 | 4 | 86 | |||
| 9 Dec | 982.45 | 49.85 | -10.75 | 13.76 | 16 | 0 | 83 | |||
| 6 Dec | 995.10 | 60.6 | 12.00 | 14.72 | 28 | 1 | 85 | |||
| 5 Dec | 978.00 | 48.6 | 5.60 | 18.71 | 24 | 0 | 83 | |||
| 4 Dec | 970.35 | 43 | -8.50 | 22.51 | 5 | -1 | 83 | |||
| 3 Dec | 982.10 | 51.5 | 1.80 | 21.72 | 30 | -2 | 84 | |||
| 2 Dec | 974.55 | 49.7 | 5.15 | 24.41 | 30 | 0 | 86 | |||
| 29 Nov | 965.95 | 44.55 | 8.15 | 24.58 | 119 | 7 | 86 | |||
| 28 Nov | 948.70 | 36.4 | 1.50 | 24.76 | 69 | 23 | 78 | |||
| 27 Nov | 950.95 | 34.9 | -1.60 | 23.84 | 50 | 16 | 56 | |||
| 26 Nov | 953.00 | 36.5 | -6.70 | 24.33 | 28 | 6 | 39 | |||
| 25 Nov | 964.35 | 43.2 | 5.20 | 21.01 | 18 | 21 | 33 | |||
| 22 Nov | 949.05 | 38 | 3.55 | 24.75 | 24 | 13 | 25 | |||
| 21 Nov | 944.05 | 34.45 | -4.20 | 25.10 | 12 | 6 | 12 | |||
| 20 Nov | 947.60 | 38.65 | 0.00 | 24.41 | 4 | 2 | 6 | |||
| 19 Nov | 947.60 | 38.65 | 2.65 | 24.41 | 4 | 2 | 6 | |||
| 18 Nov | 944.70 | 36 | -56.80 | 22.89 | 4 | 0 | 0 | |||
| 14 Nov | 957.40 | 92.8 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 963.75 | 92.8 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 949.75 | 92.8 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 967.75 | 92.8 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 970.35 | 92.8 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 973.25 | 92.8 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 995.10 | 92.8 | 0.00 | - | 0 | 0 | 0 | |||
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| 5 Nov | 988.45 | 92.8 | - | 0 | 0 | 0 | ||||
For Zydus Lifesciences Ltd - strike price 940 expiring on 26DEC2024
Delta for 940 CE is 0.69
Historical price for 940 CE is as follows
On 20 Dec ZYDUSLIFE was trading at 973.50. The strike last trading price was 49.05, which was -0.90 lower than the previous day. The implied volatity was 60.63, the open interest changed by 0 which decreased total open position to 96
On 19 Dec ZYDUSLIFE was trading at 985.60. The strike last trading price was 49.95, which was 5.00 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 97
On 18 Dec ZYDUSLIFE was trading at 979.55. The strike last trading price was 44.95, which was 6.35 higher than the previous day. The implied volatity was 30.52, the open interest changed by -2 which decreased total open position to 93
On 17 Dec ZYDUSLIFE was trading at 969.90. The strike last trading price was 38.6, which was -12.50 lower than the previous day. The implied volatity was 34.75, the open interest changed by 2 which increased total open position to 96
On 16 Dec ZYDUSLIFE was trading at 987.75. The strike last trading price was 51.1, which was 8.90 higher than the previous day. The implied volatity was 23.17, the open interest changed by 1 which increased total open position to 93
On 13 Dec ZYDUSLIFE was trading at 978.50. The strike last trading price was 42.2, which was -0.55 lower than the previous day. The implied volatity was 18.54, the open interest changed by 2 which increased total open position to 93
On 12 Dec ZYDUSLIFE was trading at 976.50. The strike last trading price was 42.75, which was -10.40 lower than the previous day. The implied volatity was 24.65, the open interest changed by 5 which increased total open position to 90
On 11 Dec ZYDUSLIFE was trading at 986.45. The strike last trading price was 53.15, which was 10.15 higher than the previous day. The implied volatity was 23.30, the open interest changed by -1 which decreased total open position to 86
On 10 Dec ZYDUSLIFE was trading at 974.20. The strike last trading price was 43, which was -6.85 lower than the previous day. The implied volatity was 22.64, the open interest changed by 4 which increased total open position to 86
On 9 Dec ZYDUSLIFE was trading at 982.45. The strike last trading price was 49.85, which was -10.75 lower than the previous day. The implied volatity was 13.76, the open interest changed by 0 which decreased total open position to 83
On 6 Dec ZYDUSLIFE was trading at 995.10. The strike last trading price was 60.6, which was 12.00 higher than the previous day. The implied volatity was 14.72, the open interest changed by 1 which increased total open position to 85
On 5 Dec ZYDUSLIFE was trading at 978.00. The strike last trading price was 48.6, which was 5.60 higher than the previous day. The implied volatity was 18.71, the open interest changed by 0 which decreased total open position to 83
On 4 Dec ZYDUSLIFE was trading at 970.35. The strike last trading price was 43, which was -8.50 lower than the previous day. The implied volatity was 22.51, the open interest changed by -1 which decreased total open position to 83
On 3 Dec ZYDUSLIFE was trading at 982.10. The strike last trading price was 51.5, which was 1.80 higher than the previous day. The implied volatity was 21.72, the open interest changed by -2 which decreased total open position to 84
On 2 Dec ZYDUSLIFE was trading at 974.55. The strike last trading price was 49.7, which was 5.15 higher than the previous day. The implied volatity was 24.41, the open interest changed by 0 which decreased total open position to 86
On 29 Nov ZYDUSLIFE was trading at 965.95. The strike last trading price was 44.55, which was 8.15 higher than the previous day. The implied volatity was 24.58, the open interest changed by 7 which increased total open position to 86
On 28 Nov ZYDUSLIFE was trading at 948.70. The strike last trading price was 36.4, which was 1.50 higher than the previous day. The implied volatity was 24.76, the open interest changed by 23 which increased total open position to 78
On 27 Nov ZYDUSLIFE was trading at 950.95. The strike last trading price was 34.9, which was -1.60 lower than the previous day. The implied volatity was 23.84, the open interest changed by 16 which increased total open position to 56
On 26 Nov ZYDUSLIFE was trading at 953.00. The strike last trading price was 36.5, which was -6.70 lower than the previous day. The implied volatity was 24.33, the open interest changed by 6 which increased total open position to 39
On 25 Nov ZYDUSLIFE was trading at 964.35. The strike last trading price was 43.2, which was 5.20 higher than the previous day. The implied volatity was 21.01, the open interest changed by 21 which increased total open position to 33
On 22 Nov ZYDUSLIFE was trading at 949.05. The strike last trading price was 38, which was 3.55 higher than the previous day. The implied volatity was 24.75, the open interest changed by 13 which increased total open position to 25
On 21 Nov ZYDUSLIFE was trading at 944.05. The strike last trading price was 34.45, which was -4.20 lower than the previous day. The implied volatity was 25.10, the open interest changed by 6 which increased total open position to 12
On 20 Nov ZYDUSLIFE was trading at 947.60. The strike last trading price was 38.65, which was 0.00 lower than the previous day. The implied volatity was 24.41, the open interest changed by 2 which increased total open position to 6
On 19 Nov ZYDUSLIFE was trading at 947.60. The strike last trading price was 38.65, which was 2.65 higher than the previous day. The implied volatity was 24.41, the open interest changed by 2 which increased total open position to 6
On 18 Nov ZYDUSLIFE was trading at 944.70. The strike last trading price was 36, which was -56.80 lower than the previous day. The implied volatity was 22.89, 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 92.8, 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 13 Nov ZYDUSLIFE was trading at 963.75. The strike last trading price was 92.8, 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 12 Nov ZYDUSLIFE was trading at 949.75. The strike last trading price was 92.8, 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 11 Nov ZYDUSLIFE was trading at 967.75. The strike last trading price was 92.8, 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 8 Nov ZYDUSLIFE was trading at 970.35. The strike last trading price was 92.8, 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 7 Nov ZYDUSLIFE was trading at 973.25. The strike last trading price was 92.8, 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 6 Nov ZYDUSLIFE was trading at 995.10. The strike last trading price was 92.8, 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 5 Nov ZYDUSLIFE was trading at 988.45. The strike last trading price was 92.8, 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 940 PE | |||||||
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Delta: -0.10
Vega: 0.22
Theta: -0.37
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 973.50 | 1.3 | 0.00 | 21.45 | 965 | 5 | 472 |
| 19 Dec | 985.60 | 1.3 | -0.70 | 26.82 | 540 | -59 | 474 |
| 18 Dec | 979.55 | 2 | -1.15 | 24.37 | 811 | -26 | 536 |
| 17 Dec | 969.90 | 3.15 | 1.35 | 21.48 | 530 | 26 | 582 |
| 16 Dec | 987.75 | 1.8 | -1.30 | 24.18 | 575 | 27 | 559 |
| 13 Dec | 978.50 | 3.1 | -0.75 | 21.74 | 1,069 | 20 | 537 |
| 12 Dec | 976.50 | 3.85 | 0.40 | 21.53 | 587 | 28 | 519 |
| 11 Dec | 986.45 | 3.45 | -2.25 | 24.12 | 678 | -30 | 503 |
| 10 Dec | 974.20 | 5.7 | 0.65 | 23.72 | 613 | 123 | 539 |
| 9 Dec | 982.45 | 5.05 | 1.10 | 25.63 | 734 | 42 | 487 |
| 6 Dec | 995.10 | 3.95 | -2.60 | 24.61 | 747 | -10 | 456 |
| 5 Dec | 978.00 | 6.55 | -2.55 | 24.31 | 472 | -15 | 468 |
| 4 Dec | 970.35 | 9.1 | 1.50 | 24.03 | 366 | 8 | 492 |
| 3 Dec | 982.10 | 7.6 | -1.75 | 24.95 | 975 | 78 | 485 |
| 2 Dec | 974.55 | 9.35 | -2.60 | 25.20 | 889 | -27 | 407 |
| 29 Nov | 965.95 | 11.95 | -6.05 | 24.06 | 446 | 89 | 433 |
| 28 Nov | 948.70 | 18 | -1.20 | 25.39 | 434 | 208 | 342 |
| 27 Nov | 950.95 | 19.2 | 0.20 | 25.54 | 67 | 28 | 135 |
| 26 Nov | 953.00 | 19 | 1.70 | 25.33 | 95 | 53 | 104 |
| 25 Nov | 964.35 | 17.3 | -5.75 | 28.12 | 39 | 42 | 50 |
| 22 Nov | 949.05 | 23.05 | 1.05 | 27.15 | 28 | 25 | 33 |
| 21 Nov | 944.05 | 22 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 947.60 | 22 | 0.00 | 25.08 | 4 | 0 | 8 |
| 19 Nov | 947.60 | 22 | -5.15 | 25.08 | 4 | 0 | 8 |
| 18 Nov | 944.70 | 27.15 | 5.70 | 28.42 | 12 | 6 | 7 |
| 14 Nov | 957.40 | 21.45 | 0.00 | 0.00 | 0 | 1 | 0 |
| 13 Nov | 963.75 | 21.45 | 0.30 | 27.19 | 1 | 0 | 0 |
| 12 Nov | 949.75 | 21.15 | 0.00 | 1.77 | 0 | 0 | 0 |
| 11 Nov | 967.75 | 21.15 | 0.00 | 3.34 | 0 | 0 | 0 |
| 8 Nov | 970.35 | 21.15 | 0.00 | 3.21 | 0 | 0 | 0 |
| 7 Nov | 973.25 | 21.15 | 0.00 | 3.70 | 0 | 0 | 0 |
| 6 Nov | 995.10 | 21.15 | 0.00 | 5.23 | 0 | 0 | 0 |
| 5 Nov | 988.45 | 21.15 | 4.71 | 0 | 0 | 0 | |
For Zydus Lifesciences Ltd - strike price 940 expiring on 26DEC2024
Delta for 940 PE is -0.10
Historical price for 940 PE is as follows
On 20 Dec ZYDUSLIFE was trading at 973.50. The strike last trading price was 1.3, which was 0.00 lower than the previous day. The implied volatity was 21.45, the open interest changed by 5 which increased total open position to 472
On 19 Dec ZYDUSLIFE was trading at 985.60. The strike last trading price was 1.3, which was -0.70 lower than the previous day. The implied volatity was 26.82, the open interest changed by -59 which decreased total open position to 474
On 18 Dec ZYDUSLIFE was trading at 979.55. The strike last trading price was 2, which was -1.15 lower than the previous day. The implied volatity was 24.37, the open interest changed by -26 which decreased total open position to 536
On 17 Dec ZYDUSLIFE was trading at 969.90. The strike last trading price was 3.15, which was 1.35 higher than the previous day. The implied volatity was 21.48, the open interest changed by 26 which increased total open position to 582
On 16 Dec ZYDUSLIFE was trading at 987.75. The strike last trading price was 1.8, which was -1.30 lower than the previous day. The implied volatity was 24.18, the open interest changed by 27 which increased total open position to 559
On 13 Dec ZYDUSLIFE was trading at 978.50. The strike last trading price was 3.1, which was -0.75 lower than the previous day. The implied volatity was 21.74, the open interest changed by 20 which increased total open position to 537
On 12 Dec ZYDUSLIFE was trading at 976.50. The strike last trading price was 3.85, which was 0.40 higher than the previous day. The implied volatity was 21.53, the open interest changed by 28 which increased total open position to 519
On 11 Dec ZYDUSLIFE was trading at 986.45. The strike last trading price was 3.45, which was -2.25 lower than the previous day. The implied volatity was 24.12, the open interest changed by -30 which decreased total open position to 503
On 10 Dec ZYDUSLIFE was trading at 974.20. The strike last trading price was 5.7, which was 0.65 higher than the previous day. The implied volatity was 23.72, the open interest changed by 123 which increased total open position to 539
On 9 Dec ZYDUSLIFE was trading at 982.45. The strike last trading price was 5.05, which was 1.10 higher than the previous day. The implied volatity was 25.63, the open interest changed by 42 which increased total open position to 487
On 6 Dec ZYDUSLIFE was trading at 995.10. The strike last trading price was 3.95, which was -2.60 lower than the previous day. The implied volatity was 24.61, the open interest changed by -10 which decreased total open position to 456
On 5 Dec ZYDUSLIFE was trading at 978.00. The strike last trading price was 6.55, which was -2.55 lower than the previous day. The implied volatity was 24.31, the open interest changed by -15 which decreased total open position to 468
On 4 Dec ZYDUSLIFE was trading at 970.35. The strike last trading price was 9.1, which was 1.50 higher than the previous day. The implied volatity was 24.03, the open interest changed by 8 which increased total open position to 492
On 3 Dec ZYDUSLIFE was trading at 982.10. The strike last trading price was 7.6, which was -1.75 lower than the previous day. The implied volatity was 24.95, the open interest changed by 78 which increased total open position to 485
On 2 Dec ZYDUSLIFE was trading at 974.55. The strike last trading price was 9.35, which was -2.60 lower than the previous day. The implied volatity was 25.20, the open interest changed by -27 which decreased total open position to 407
On 29 Nov ZYDUSLIFE was trading at 965.95. The strike last trading price was 11.95, which was -6.05 lower than the previous day. The implied volatity was 24.06, the open interest changed by 89 which increased total open position to 433
On 28 Nov ZYDUSLIFE was trading at 948.70. The strike last trading price was 18, which was -1.20 lower than the previous day. The implied volatity was 25.39, the open interest changed by 208 which increased total open position to 342
On 27 Nov ZYDUSLIFE was trading at 950.95. The strike last trading price was 19.2, which was 0.20 higher than the previous day. The implied volatity was 25.54, the open interest changed by 28 which increased total open position to 135
On 26 Nov ZYDUSLIFE was trading at 953.00. The strike last trading price was 19, which was 1.70 higher than the previous day. The implied volatity was 25.33, the open interest changed by 53 which increased total open position to 104
On 25 Nov ZYDUSLIFE was trading at 964.35. The strike last trading price was 17.3, which was -5.75 lower than the previous day. The implied volatity was 28.12, the open interest changed by 42 which increased total open position to 50
On 22 Nov ZYDUSLIFE was trading at 949.05. The strike last trading price was 23.05, which was 1.05 higher than the previous day. The implied volatity was 27.15, the open interest changed by 25 which increased total open position to 33
On 21 Nov ZYDUSLIFE was trading at 944.05. The strike last trading price was 22, 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 22, which was 0.00 lower than the previous day. The implied volatity was 25.08, the open interest changed by 0 which decreased total open position to 8
On 19 Nov ZYDUSLIFE was trading at 947.60. The strike last trading price was 22, which was -5.15 lower than the previous day. The implied volatity was 25.08, the open interest changed by 0 which decreased total open position to 8
On 18 Nov ZYDUSLIFE was trading at 944.70. The strike last trading price was 27.15, which was 5.70 higher than the previous day. The implied volatity was 28.42, the open interest changed by 6 which increased total open position to 7
On 14 Nov ZYDUSLIFE was trading at 957.40. The strike last trading price was 21.45, 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 13 Nov ZYDUSLIFE was trading at 963.75. The strike last trading price was 21.45, which was 0.30 higher than the previous day. The implied volatity was 27.19, the open interest changed by 0 which decreased total open position to 0
On 12 Nov ZYDUSLIFE was trading at 949.75. The strike last trading price was 21.15, which was 0.00 lower than the previous day. The implied volatity was 1.77, 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 21.15, which was 0.00 lower than the previous day. The implied volatity was 3.34, 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 21.15, which was 0.00 lower than the previous day. The implied volatity was 3.21, 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 21.15, which was 0.00 lower than the previous day. The implied volatity was 3.70, 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 21.15, which was 0.00 lower than the previous day. The implied volatity was 5.23, 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 21.15, which was lower than the previous day. The implied volatity was 4.71, the open interest changed by 0 which decreased total open position to 0
