ZYDUSLIFE
Zydus Lifesciences Ltd
Historical option data for ZYDUSLIFE
21 Nov 2024 04:11 PM IST
| ZYDUSLIFE 28NOV2024 940 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.55
Vega: 0.52
Theta: -1.00
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 944.05 | 13.75 | -2.75 | 23.38 | 848 | 100 | 277 | |||
| 20 Nov | 947.60 | 16.5 | 0.00 | 17.92 | 575 | 6 | 179 | |||
| 19 Nov | 947.60 | 16.5 | -1.65 | 17.92 | 575 | 8 | 179 | |||
| 18 Nov | 944.70 | 18.15 | -8.65 | 21.95 | 466 | 34 | 166 | |||
| 14 Nov | 957.40 | 26.8 | -5.30 | 17.92 | 463 | -7 | 131 | |||
| 13 Nov | 963.75 | 32.1 | 3.10 | 21.95 | 1,945 | 45 | 141 | |||
| 12 Nov | 949.75 | 29 | -16.45 | 27.76 | 690 | 82 | 98 | |||
| 11 Nov | 967.75 | 45.45 | -4.25 | 31.81 | 37 | 9 | 17 | |||
| 8 Nov | 970.35 | 49.7 | -10.80 | 34.99 | 5 | 2 | 8 | |||
| 7 Nov | 973.25 | 60.5 | -11.00 | 42.36 | 1 | 0 | 7 | |||
| 6 Nov | 995.10 | 71.5 | 5.85 | 34.51 | 8 | -2 | 6 | |||
| 5 Nov | 988.45 | 65.65 | -15.50 | 32.92 | 23 | 3 | 5 | |||
| 4 Nov | 1004.45 | 81.15 | -69.85 | 37.02 | 4 | 2 | 2 | |||
| 1 Nov | 1004.00 | 151 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 1001.25 | 151 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 985.35 | 151 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1002.20 | 151 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1006.30 | 151 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 990.60 | 151 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1005.70 | 151 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1001.00 | 151 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 988.20 | 151 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 1005.70 | 151 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 1022.45 | 151 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 1020.85 | 151 | 0.00 | - | 0 | 0 | 0 | |||
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| 16 Oct | 1020.10 | 151 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 1058.15 | 151 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 1062.35 | 151 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 1064.40 | 151 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 1057.00 | 151 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 1065.35 | 151 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 1054.65 | 151 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 1050.65 | 151 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 1057.35 | 151 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 1069.05 | 151 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 1080.35 | 151 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 1068.55 | 151 | - | 0 | 0 | 0 | ||||
For Zydus Lifesciences Ltd - strike price 940 expiring on 28NOV2024
Delta for 940 CE is 0.55
Historical price for 940 CE is as follows
On 21 Nov ZYDUSLIFE was trading at 944.05. The strike last trading price was 13.75, which was -2.75 lower than the previous day. The implied volatity was 23.38, the open interest changed by 100 which increased total open position to 277
On 20 Nov ZYDUSLIFE was trading at 947.60. The strike last trading price was 16.5, which was 0.00 lower than the previous day. The implied volatity was 17.92, the open interest changed by 6 which increased total open position to 179
On 19 Nov ZYDUSLIFE was trading at 947.60. The strike last trading price was 16.5, which was -1.65 lower than the previous day. The implied volatity was 17.92, the open interest changed by 8 which increased total open position to 179
On 18 Nov ZYDUSLIFE was trading at 944.70. The strike last trading price was 18.15, which was -8.65 lower than the previous day. The implied volatity was 21.95, the open interest changed by 34 which increased total open position to 166
On 14 Nov ZYDUSLIFE was trading at 957.40. The strike last trading price was 26.8, which was -5.30 lower than the previous day. The implied volatity was 17.92, the open interest changed by -7 which decreased total open position to 131
On 13 Nov ZYDUSLIFE was trading at 963.75. The strike last trading price was 32.1, which was 3.10 higher than the previous day. The implied volatity was 21.95, the open interest changed by 45 which increased total open position to 141
On 12 Nov ZYDUSLIFE was trading at 949.75. The strike last trading price was 29, which was -16.45 lower than the previous day. The implied volatity was 27.76, the open interest changed by 82 which increased total open position to 98
On 11 Nov ZYDUSLIFE was trading at 967.75. The strike last trading price was 45.45, which was -4.25 lower than the previous day. The implied volatity was 31.81, the open interest changed by 9 which increased total open position to 17
On 8 Nov ZYDUSLIFE was trading at 970.35. The strike last trading price was 49.7, which was -10.80 lower than the previous day. The implied volatity was 34.99, the open interest changed by 2 which increased total open position to 8
On 7 Nov ZYDUSLIFE was trading at 973.25. The strike last trading price was 60.5, which was -11.00 lower than the previous day. The implied volatity was 42.36, the open interest changed by 0 which decreased total open position to 7
On 6 Nov ZYDUSLIFE was trading at 995.10. The strike last trading price was 71.5, which was 5.85 higher than the previous day. The implied volatity was 34.51, the open interest changed by -2 which decreased total open position to 6
On 5 Nov ZYDUSLIFE was trading at 988.45. The strike last trading price was 65.65, which was -15.50 lower than the previous day. The implied volatity was 32.92, the open interest changed by 3 which increased total open position to 5
On 4 Nov ZYDUSLIFE was trading at 1004.45. The strike last trading price was 81.15, which was -69.85 lower than the previous day. The implied volatity was 37.02, the open interest changed by 2 which increased total open position to 2
On 1 Nov ZYDUSLIFE was trading at 1004.00. The strike last trading price was 151, 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 151, 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 151, 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 151, 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 151, 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 151, 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 151, 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 151, 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 151, 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 151, 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 151, 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 151, 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 151, 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 151, 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 151, 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 151, 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 151, 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 151, 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 8 Oct ZYDUSLIFE was trading at 1054.65. The strike last trading price was 151, 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 151, 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 151, 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 151, 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 151, 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 151, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ZYDUSLIFE 28NOV2024 940 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.45
Vega: 0.52
Theta: -0.73
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 944.05 | 10.45 | -0.90 | 22.99 | 1,488 | -64 | 349 |
| 20 Nov | 947.60 | 11.35 | 0.00 | 27.02 | 610 | 42 | 413 |
| 19 Nov | 947.60 | 11.35 | -0.10 | 27.02 | 610 | 42 | 413 |
| 18 Nov | 944.70 | 11.45 | 2.65 | 24.46 | 1,431 | 28 | 370 |
| 14 Nov | 957.40 | 8.8 | -1.45 | 23.70 | 812 | -40 | 342 |
| 13 Nov | 963.75 | 10.25 | -7.20 | 26.47 | 1,752 | -69 | 389 |
| 12 Nov | 949.75 | 17.45 | 1.40 | 29.74 | 3,724 | 254 | 463 |
| 11 Nov | 967.75 | 16.05 | -0.25 | 35.99 | 363 | 56 | 214 |
| 8 Nov | 970.35 | 16.3 | 0.60 | 33.37 | 196 | 15 | 157 |
| 7 Nov | 973.25 | 15.7 | 5.30 | 34.03 | 235 | 26 | 141 |
| 6 Nov | 995.10 | 10.4 | -5.35 | 33.87 | 214 | 1 | 118 |
| 5 Nov | 988.45 | 15.75 | 2.45 | 38.00 | 396 | -10 | 120 |
| 4 Nov | 1004.45 | 13.3 | 0.00 | 38.76 | 188 | 44 | 129 |
| 1 Nov | 1004.00 | 13.3 | 1.05 | 36.58 | 16 | -3 | 86 |
| 31 Oct | 1001.25 | 12.25 | -6.80 | - | 98 | 7 | 89 |
| 30 Oct | 985.35 | 19.05 | 7.70 | - | 109 | 21 | 81 |
| 29 Oct | 1002.20 | 11.35 | -1.85 | - | 43 | 5 | 61 |
| 28 Oct | 1006.30 | 13.2 | -0.40 | - | 51 | 3 | 56 |
| 25 Oct | 990.60 | 13.6 | 3.50 | - | 43 | 7 | 53 |
| 24 Oct | 1005.70 | 10.1 | -0.50 | - | 10 | 2 | 45 |
| 23 Oct | 1001.00 | 10.6 | -5.25 | - | 20 | 7 | 43 |
| 22 Oct | 988.20 | 15.85 | 8.50 | - | 20 | 4 | 36 |
| 21 Oct | 1005.70 | 7.35 | 0.00 | - | 0 | 8 | 0 |
| 18 Oct | 1022.45 | 7.35 | -1.05 | - | 10 | 8 | 32 |
| 17 Oct | 1020.85 | 8.4 | -2.00 | - | 9 | 8 | 24 |
| 16 Oct | 1020.10 | 10.4 | 5.95 | - | 7 | 2 | 16 |
| 15 Oct | 1058.15 | 4.45 | 0.25 | - | 138 | 1 | 14 |
| 14 Oct | 1062.35 | 4.2 | -1.30 | - | 200 | 0 | 14 |
| 11 Oct | 1064.40 | 5.5 | -0.60 | - | 10 | -7 | 15 |
| 10 Oct | 1057.00 | 6.1 | -0.30 | - | 12 | 0 | 23 |
| 9 Oct | 1065.35 | 6.4 | -0.65 | - | 55 | -1 | 24 |
| 8 Oct | 1054.65 | 7.05 | 0.75 | - | 25 | 0 | 25 |
| 7 Oct | 1050.65 | 6.3 | 0.15 | - | 39 | 4 | 25 |
| 4 Oct | 1057.35 | 6.15 | -0.30 | - | 101 | 0 | 21 |
| 3 Oct | 1069.05 | 6.45 | 0.80 | - | 8 | 0 | 21 |
| 1 Oct | 1080.35 | 5.65 | -1.00 | - | 16 | 0 | 12 |
| 30 Sept | 1068.55 | 6.65 | - | 4 | 1 | 12 | |
For Zydus Lifesciences Ltd - strike price 940 expiring on 28NOV2024
Delta for 940 PE is -0.45
Historical price for 940 PE is as follows
On 21 Nov ZYDUSLIFE was trading at 944.05. The strike last trading price was 10.45, which was -0.90 lower than the previous day. The implied volatity was 22.99, the open interest changed by -64 which decreased total open position to 349
On 20 Nov ZYDUSLIFE was trading at 947.60. The strike last trading price was 11.35, which was 0.00 lower than the previous day. The implied volatity was 27.02, the open interest changed by 42 which increased total open position to 413
On 19 Nov ZYDUSLIFE was trading at 947.60. The strike last trading price was 11.35, which was -0.10 lower than the previous day. The implied volatity was 27.02, the open interest changed by 42 which increased total open position to 413
On 18 Nov ZYDUSLIFE was trading at 944.70. The strike last trading price was 11.45, which was 2.65 higher than the previous day. The implied volatity was 24.46, the open interest changed by 28 which increased total open position to 370
On 14 Nov ZYDUSLIFE was trading at 957.40. The strike last trading price was 8.8, which was -1.45 lower than the previous day. The implied volatity was 23.70, the open interest changed by -40 which decreased total open position to 342
On 13 Nov ZYDUSLIFE was trading at 963.75. The strike last trading price was 10.25, which was -7.20 lower than the previous day. The implied volatity was 26.47, the open interest changed by -69 which decreased total open position to 389
On 12 Nov ZYDUSLIFE was trading at 949.75. The strike last trading price was 17.45, which was 1.40 higher than the previous day. The implied volatity was 29.74, the open interest changed by 254 which increased total open position to 463
On 11 Nov ZYDUSLIFE was trading at 967.75. The strike last trading price was 16.05, which was -0.25 lower than the previous day. The implied volatity was 35.99, the open interest changed by 56 which increased total open position to 214
On 8 Nov ZYDUSLIFE was trading at 970.35. The strike last trading price was 16.3, which was 0.60 higher than the previous day. The implied volatity was 33.37, the open interest changed by 15 which increased total open position to 157
On 7 Nov ZYDUSLIFE was trading at 973.25. The strike last trading price was 15.7, which was 5.30 higher than the previous day. The implied volatity was 34.03, the open interest changed by 26 which increased total open position to 141
On 6 Nov ZYDUSLIFE was trading at 995.10. The strike last trading price was 10.4, which was -5.35 lower than the previous day. The implied volatity was 33.87, the open interest changed by 1 which increased total open position to 118
On 5 Nov ZYDUSLIFE was trading at 988.45. The strike last trading price was 15.75, which was 2.45 higher than the previous day. The implied volatity was 38.00, the open interest changed by -10 which decreased total open position to 120
On 4 Nov ZYDUSLIFE was trading at 1004.45. The strike last trading price was 13.3, which was 0.00 lower than the previous day. The implied volatity was 38.76, the open interest changed by 44 which increased total open position to 129
On 1 Nov ZYDUSLIFE was trading at 1004.00. The strike last trading price was 13.3, which was 1.05 higher than the previous day. The implied volatity was 36.58, the open interest changed by -3 which decreased total open position to 86
On 31 Oct ZYDUSLIFE was trading at 1001.25. The strike last trading price was 12.25, which was -6.80 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 19.05, which was 7.70 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 11.35, which was -1.85 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 13.2, 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 25 Oct ZYDUSLIFE was trading at 990.60. The strike last trading price was 13.6, which was 3.50 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 10.1, which was -0.50 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 10.6, which was -5.25 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 15.85, which was 8.50 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 7.35, 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 7.35, which was -1.05 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 8.4, which was -2.00 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 10.4, which was 5.95 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 4.45, which was 0.25 higher 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 4.2, which was -1.30 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 5.5, 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 10 Oct ZYDUSLIFE was trading at 1057.00. The strike last trading price was 6.1, which was -0.30 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 6.4, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct ZYDUSLIFE was trading at 1054.65. The strike last trading price was 7.05, which was 0.75 higher 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 6.3, which was 0.15 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 6.15, which was -0.30 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 6.45, which was 0.80 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 5.65, which was -1.00 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 6.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
