ZYDUSLIFE
Zydus Lifesciences Ltd
Historical option data for ZYDUSLIFE
15 Dec 2025 04:10 PM IST
| ZYDUSLIFE 30-DEC-2025 950 CE | ||||||||||||||||
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Delta: 0.23
Vega: 0.57
Theta: -0.37
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 15 Dec | 921.60 | 4.15 | -2.2 | 16.45 | 213 | 1 | 478 | |||||||||
| 12 Dec | 929.15 | 5.7 | -0.15 | 15.29 | 304 | -8 | 475 | |||||||||
| 11 Dec | 922.55 | 6.1 | -0.8 | 16.34 | 463 | 11 | 483 | |||||||||
| 10 Dec | 923.60 | 6.5 | -0.05 | 18.29 | 850 | 20 | 472 | |||||||||
| 9 Dec | 920.25 | 6.45 | -1.5 | 17.69 | 393 | -17 | 454 | |||||||||
| 8 Dec | 924.60 | 7.6 | -3.05 | 18.05 | 418 | -21 | 472 | |||||||||
| 5 Dec | 931.45 | 10.95 | -2.85 | 16.10 | 273 | 16 | 495 | |||||||||
| 4 Dec | 935.75 | 13.35 | -0.9 | 16.72 | 588 | 34 | 476 | |||||||||
| 3 Dec | 934.95 | 14.9 | -3.65 | 16.94 | 781 | 29 | 445 | |||||||||
| 2 Dec | 942.70 | 18.35 | 2.7 | 18.43 | 379 | -55 | 414 | |||||||||
| 1 Dec | 936.45 | 15.7 | -3.25 | 18.63 | 372 | 70 | 470 | |||||||||
| 28 Nov | 942.50 | 18.55 | 1.2 | 16.54 | 1,211 | 114 | 401 | |||||||||
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| 27 Nov | 937.25 | 17.3 | -2.3 | 16.40 | 338 | 34 | 286 | |||||||||
| 26 Nov | 940.55 | 19.9 | 5.05 | 17.89 | 521 | 51 | 254 | |||||||||
| 25 Nov | 928.50 | 14.4 | -0.65 | 17.51 | 226 | 76 | 203 | |||||||||
| 24 Nov | 926.65 | 15.1 | -0.05 | 18.28 | 81 | 22 | 127 | |||||||||
| 21 Nov | 924.30 | 15.1 | -2.8 | 17.90 | 84 | 19 | 104 | |||||||||
| 20 Nov | 928.00 | 17.75 | -3.75 | 18.38 | 88 | 28 | 84 | |||||||||
| 19 Nov | 930.20 | 21.5 | 0.8 | 20.75 | 28 | 7 | 57 | |||||||||
| 18 Nov | 928.40 | 20.65 | -4.35 | 19.07 | 25 | 19 | 49 | |||||||||
| 17 Nov | 934.75 | 25 | -4.7 | 20.97 | 16 | 11 | 30 | |||||||||
| 14 Nov | 944.45 | 29.7 | -3.3 | 19.79 | 12 | 1 | 18 | |||||||||
| 13 Nov | 944.15 | 33 | -3 | 21.32 | 8 | 5 | 17 | |||||||||
| 12 Nov | 951.40 | 36 | 4.45 | 21.04 | 3 | -2 | 11 | |||||||||
| 11 Nov | 938.90 | 31.55 | -6.6 | 22.59 | 4 | 0 | 12 | |||||||||
| 10 Nov | 948.40 | 38.15 | 4.7 | 23.66 | 2 | 1 | 12 | |||||||||
| 7 Nov | 944.10 | 33.45 | -1.15 | 20.21 | 13 | 9 | 10 | |||||||||
| 6 Nov | 936.70 | 34.6 | -49.45 | 24.55 | 2 | 1 | 1 | |||||||||
| 3 Nov | 981.05 | 84.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 974.45 | 84.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 1002.90 | 84.05 | 0 | - | 0 | 0 | 0 | |||||||||
For Zydus Lifesciences Ltd - strike price 950 expiring on 30DEC2025
Delta for 950 CE is 0.23
Historical price for 950 CE is as follows
On 15 Dec ZYDUSLIFE was trading at 921.60. The strike last trading price was 4.15, which was -2.2 lower than the previous day. The implied volatity was 16.45, the open interest changed by 1 which increased total open position to 478
On 12 Dec ZYDUSLIFE was trading at 929.15. The strike last trading price was 5.7, which was -0.15 lower than the previous day. The implied volatity was 15.29, the open interest changed by -8 which decreased total open position to 475
On 11 Dec ZYDUSLIFE was trading at 922.55. The strike last trading price was 6.1, which was -0.8 lower than the previous day. The implied volatity was 16.34, the open interest changed by 11 which increased total open position to 483
On 10 Dec ZYDUSLIFE was trading at 923.60. The strike last trading price was 6.5, which was -0.05 lower than the previous day. The implied volatity was 18.29, the open interest changed by 20 which increased total open position to 472
On 9 Dec ZYDUSLIFE was trading at 920.25. The strike last trading price was 6.45, which was -1.5 lower than the previous day. The implied volatity was 17.69, the open interest changed by -17 which decreased total open position to 454
On 8 Dec ZYDUSLIFE was trading at 924.60. The strike last trading price was 7.6, which was -3.05 lower than the previous day. The implied volatity was 18.05, the open interest changed by -21 which decreased total open position to 472
On 5 Dec ZYDUSLIFE was trading at 931.45. The strike last trading price was 10.95, which was -2.85 lower than the previous day. The implied volatity was 16.10, the open interest changed by 16 which increased total open position to 495
On 4 Dec ZYDUSLIFE was trading at 935.75. The strike last trading price was 13.35, which was -0.9 lower than the previous day. The implied volatity was 16.72, the open interest changed by 34 which increased total open position to 476
On 3 Dec ZYDUSLIFE was trading at 934.95. The strike last trading price was 14.9, which was -3.65 lower than the previous day. The implied volatity was 16.94, the open interest changed by 29 which increased total open position to 445
On 2 Dec ZYDUSLIFE was trading at 942.70. The strike last trading price was 18.35, which was 2.7 higher than the previous day. The implied volatity was 18.43, the open interest changed by -55 which decreased total open position to 414
On 1 Dec ZYDUSLIFE was trading at 936.45. The strike last trading price was 15.7, which was -3.25 lower than the previous day. The implied volatity was 18.63, the open interest changed by 70 which increased total open position to 470
On 28 Nov ZYDUSLIFE was trading at 942.50. The strike last trading price was 18.55, which was 1.2 higher than the previous day. The implied volatity was 16.54, the open interest changed by 114 which increased total open position to 401
On 27 Nov ZYDUSLIFE was trading at 937.25. The strike last trading price was 17.3, which was -2.3 lower than the previous day. The implied volatity was 16.40, the open interest changed by 34 which increased total open position to 286
On 26 Nov ZYDUSLIFE was trading at 940.55. The strike last trading price was 19.9, which was 5.05 higher than the previous day. The implied volatity was 17.89, the open interest changed by 51 which increased total open position to 254
On 25 Nov ZYDUSLIFE was trading at 928.50. The strike last trading price was 14.4, which was -0.65 lower than the previous day. The implied volatity was 17.51, the open interest changed by 76 which increased total open position to 203
On 24 Nov ZYDUSLIFE was trading at 926.65. The strike last trading price was 15.1, which was -0.05 lower than the previous day. The implied volatity was 18.28, the open interest changed by 22 which increased total open position to 127
On 21 Nov ZYDUSLIFE was trading at 924.30. The strike last trading price was 15.1, which was -2.8 lower than the previous day. The implied volatity was 17.90, the open interest changed by 19 which increased total open position to 104
On 20 Nov ZYDUSLIFE was trading at 928.00. The strike last trading price was 17.75, which was -3.75 lower than the previous day. The implied volatity was 18.38, the open interest changed by 28 which increased total open position to 84
On 19 Nov ZYDUSLIFE was trading at 930.20. The strike last trading price was 21.5, which was 0.8 higher than the previous day. The implied volatity was 20.75, the open interest changed by 7 which increased total open position to 57
On 18 Nov ZYDUSLIFE was trading at 928.40. The strike last trading price was 20.65, which was -4.35 lower than the previous day. The implied volatity was 19.07, the open interest changed by 19 which increased total open position to 49
On 17 Nov ZYDUSLIFE was trading at 934.75. The strike last trading price was 25, which was -4.7 lower than the previous day. The implied volatity was 20.97, the open interest changed by 11 which increased total open position to 30
On 14 Nov ZYDUSLIFE was trading at 944.45. The strike last trading price was 29.7, which was -3.3 lower than the previous day. The implied volatity was 19.79, the open interest changed by 1 which increased total open position to 18
On 13 Nov ZYDUSLIFE was trading at 944.15. The strike last trading price was 33, which was -3 lower than the previous day. The implied volatity was 21.32, the open interest changed by 5 which increased total open position to 17
On 12 Nov ZYDUSLIFE was trading at 951.40. The strike last trading price was 36, which was 4.45 higher than the previous day. The implied volatity was 21.04, the open interest changed by -2 which decreased total open position to 11
On 11 Nov ZYDUSLIFE was trading at 938.90. The strike last trading price was 31.55, which was -6.6 lower than the previous day. The implied volatity was 22.59, the open interest changed by 0 which decreased total open position to 12
On 10 Nov ZYDUSLIFE was trading at 948.40. The strike last trading price was 38.15, which was 4.7 higher than the previous day. The implied volatity was 23.66, the open interest changed by 1 which increased total open position to 12
On 7 Nov ZYDUSLIFE was trading at 944.10. The strike last trading price was 33.45, which was -1.15 lower than the previous day. The implied volatity was 20.21, the open interest changed by 9 which increased total open position to 10
On 6 Nov ZYDUSLIFE was trading at 936.70. The strike last trading price was 34.6, which was -49.45 lower than the previous day. The implied volatity was 24.55, the open interest changed by 1 which increased total open position to 1
On 3 Nov ZYDUSLIFE was trading at 981.05. The strike last trading price was 84.05, 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 31 Oct ZYDUSLIFE was trading at 974.45. The strike last trading price was 84.05, 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 Oct ZYDUSLIFE was trading at 1002.90. The strike last trading price was 84.05, 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 30DEC2025 950 PE | |||||||
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Delta: -0.76
Vega: 0.58
Theta: -0.12
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 Dec | 921.60 | 27.3 | 3.05 | 16.53 | 2 | 1 | 132 |
| 12 Dec | 929.15 | 24.4 | -5.55 | 16.44 | 32 | -10 | 131 |
| 11 Dec | 922.55 | 29.95 | 2.95 | 21.32 | 8 | -2 | 142 |
| 10 Dec | 923.60 | 27 | -3.9 | 11.60 | 27 | -2 | 145 |
| 9 Dec | 920.25 | 31.2 | 1.2 | 17.96 | 88 | -10 | 148 |
| 8 Dec | 924.60 | 30 | 6.45 | 17.81 | 22 | -1 | 158 |
| 5 Dec | 931.45 | 22.65 | 0.5 | 17.04 | 24 | -9 | 159 |
| 4 Dec | 935.75 | 22.35 | 0.85 | 18.49 | 32 | 2 | 167 |
| 3 Dec | 934.95 | 21.85 | 2.4 | 18.86 | 126 | -27 | 166 |
| 2 Dec | 942.70 | 19.25 | -5.7 | 17.67 | 100 | 0 | 193 |
| 1 Dec | 936.45 | 24.75 | 3.1 | 19.17 | 23 | 4 | 193 |
| 28 Nov | 942.50 | 21.95 | -2.75 | 19.86 | 134 | 12 | 189 |
| 27 Nov | 937.25 | 24.7 | 3.75 | 20.80 | 61 | 2 | 177 |
| 26 Nov | 940.55 | 20.8 | -9.7 | 17.64 | 140 | 44 | 175 |
| 25 Nov | 928.50 | 31.5 | -1.5 | 21.22 | 92 | 57 | 130 |
| 24 Nov | 926.65 | 33 | -3.65 | 21.69 | 28 | 16 | 72 |
| 21 Nov | 924.30 | 36.65 | 0.15 | 23.49 | 14 | 8 | 56 |
| 20 Nov | 928.00 | 36.5 | 1.05 | 25.04 | 20 | 10 | 47 |
| 19 Nov | 930.20 | 36.05 | 4.2 | - | 0 | 5 | 0 |
| 18 Nov | 928.40 | 36.05 | 4.2 | 25.48 | 9 | 5 | 37 |
| 17 Nov | 934.75 | 31.45 | 3.4 | 22.98 | 22 | 8 | 31 |
| 14 Nov | 944.45 | 27.7 | -1.3 | 23.11 | 9 | 4 | 22 |
| 13 Nov | 944.15 | 29 | 0.95 | 24.15 | 8 | 2 | 16 |
| 12 Nov | 951.40 | 28.05 | -2.2 | 25.18 | 5 | 3 | 14 |
| 11 Nov | 938.90 | 30.25 | -0.95 | - | 0 | -2 | 0 |
| 10 Nov | 948.40 | 30.25 | -0.95 | 25.20 | 5 | -2 | 11 |
| 7 Nov | 944.10 | 31.2 | -4.25 | 24.75 | 2 | 1 | 12 |
| 6 Nov | 936.70 | 38.05 | 15.25 | 26.08 | 15 | 11 | 11 |
| 3 Nov | 981.05 | 22.8 | 0 | 3.53 | 0 | 0 | 0 |
| 31 Oct | 974.45 | 22.8 | 0 | - | 0 | 0 | 0 |
| 29 Oct | 1002.90 | 22.8 | 0 | 4.71 | 0 | 0 | 0 |
For Zydus Lifesciences Ltd - strike price 950 expiring on 30DEC2025
Delta for 950 PE is -0.76
Historical price for 950 PE is as follows
On 15 Dec ZYDUSLIFE was trading at 921.60. The strike last trading price was 27.3, which was 3.05 higher than the previous day. The implied volatity was 16.53, the open interest changed by 1 which increased total open position to 132
On 12 Dec ZYDUSLIFE was trading at 929.15. The strike last trading price was 24.4, which was -5.55 lower than the previous day. The implied volatity was 16.44, the open interest changed by -10 which decreased total open position to 131
On 11 Dec ZYDUSLIFE was trading at 922.55. The strike last trading price was 29.95, which was 2.95 higher than the previous day. The implied volatity was 21.32, the open interest changed by -2 which decreased total open position to 142
On 10 Dec ZYDUSLIFE was trading at 923.60. The strike last trading price was 27, which was -3.9 lower than the previous day. The implied volatity was 11.60, the open interest changed by -2 which decreased total open position to 145
On 9 Dec ZYDUSLIFE was trading at 920.25. The strike last trading price was 31.2, which was 1.2 higher than the previous day. The implied volatity was 17.96, the open interest changed by -10 which decreased total open position to 148
On 8 Dec ZYDUSLIFE was trading at 924.60. The strike last trading price was 30, which was 6.45 higher than the previous day. The implied volatity was 17.81, the open interest changed by -1 which decreased total open position to 158
On 5 Dec ZYDUSLIFE was trading at 931.45. The strike last trading price was 22.65, which was 0.5 higher than the previous day. The implied volatity was 17.04, the open interest changed by -9 which decreased total open position to 159
On 4 Dec ZYDUSLIFE was trading at 935.75. The strike last trading price was 22.35, which was 0.85 higher than the previous day. The implied volatity was 18.49, the open interest changed by 2 which increased total open position to 167
On 3 Dec ZYDUSLIFE was trading at 934.95. The strike last trading price was 21.85, which was 2.4 higher than the previous day. The implied volatity was 18.86, the open interest changed by -27 which decreased total open position to 166
On 2 Dec ZYDUSLIFE was trading at 942.70. The strike last trading price was 19.25, which was -5.7 lower than the previous day. The implied volatity was 17.67, the open interest changed by 0 which decreased total open position to 193
On 1 Dec ZYDUSLIFE was trading at 936.45. The strike last trading price was 24.75, which was 3.1 higher than the previous day. The implied volatity was 19.17, the open interest changed by 4 which increased total open position to 193
On 28 Nov ZYDUSLIFE was trading at 942.50. The strike last trading price was 21.95, which was -2.75 lower than the previous day. The implied volatity was 19.86, the open interest changed by 12 which increased total open position to 189
On 27 Nov ZYDUSLIFE was trading at 937.25. The strike last trading price was 24.7, which was 3.75 higher than the previous day. The implied volatity was 20.80, the open interest changed by 2 which increased total open position to 177
On 26 Nov ZYDUSLIFE was trading at 940.55. The strike last trading price was 20.8, which was -9.7 lower than the previous day. The implied volatity was 17.64, the open interest changed by 44 which increased total open position to 175
On 25 Nov ZYDUSLIFE was trading at 928.50. The strike last trading price was 31.5, which was -1.5 lower than the previous day. The implied volatity was 21.22, the open interest changed by 57 which increased total open position to 130
On 24 Nov ZYDUSLIFE was trading at 926.65. The strike last trading price was 33, which was -3.65 lower than the previous day. The implied volatity was 21.69, the open interest changed by 16 which increased total open position to 72
On 21 Nov ZYDUSLIFE was trading at 924.30. The strike last trading price was 36.65, which was 0.15 higher than the previous day. The implied volatity was 23.49, the open interest changed by 8 which increased total open position to 56
On 20 Nov ZYDUSLIFE was trading at 928.00. The strike last trading price was 36.5, which was 1.05 higher than the previous day. The implied volatity was 25.04, the open interest changed by 10 which increased total open position to 47
On 19 Nov ZYDUSLIFE was trading at 930.20. The strike last trading price was 36.05, which was 4.2 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0
On 18 Nov ZYDUSLIFE was trading at 928.40. The strike last trading price was 36.05, which was 4.2 higher than the previous day. The implied volatity was 25.48, the open interest changed by 5 which increased total open position to 37
On 17 Nov ZYDUSLIFE was trading at 934.75. The strike last trading price was 31.45, which was 3.4 higher than the previous day. The implied volatity was 22.98, the open interest changed by 8 which increased total open position to 31
On 14 Nov ZYDUSLIFE was trading at 944.45. The strike last trading price was 27.7, which was -1.3 lower than the previous day. The implied volatity was 23.11, the open interest changed by 4 which increased total open position to 22
On 13 Nov ZYDUSLIFE was trading at 944.15. The strike last trading price was 29, which was 0.95 higher than the previous day. The implied volatity was 24.15, the open interest changed by 2 which increased total open position to 16
On 12 Nov ZYDUSLIFE was trading at 951.40. The strike last trading price was 28.05, which was -2.2 lower than the previous day. The implied volatity was 25.18, the open interest changed by 3 which increased total open position to 14
On 11 Nov ZYDUSLIFE was trading at 938.90. The strike last trading price was 30.25, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0
On 10 Nov ZYDUSLIFE was trading at 948.40. The strike last trading price was 30.25, which was -0.95 lower than the previous day. The implied volatity was 25.20, the open interest changed by -2 which decreased total open position to 11
On 7 Nov ZYDUSLIFE was trading at 944.10. The strike last trading price was 31.2, which was -4.25 lower than the previous day. The implied volatity was 24.75, the open interest changed by 1 which increased total open position to 12
On 6 Nov ZYDUSLIFE was trading at 936.70. The strike last trading price was 38.05, which was 15.25 higher than the previous day. The implied volatity was 26.08, the open interest changed by 11 which increased total open position to 11
On 3 Nov ZYDUSLIFE was trading at 981.05. The strike last trading price was 22.8, which was 0 lower than the previous day. The implied volatity was 3.53, the open interest changed by 0 which decreased total open position to 0
On 31 Oct ZYDUSLIFE was trading at 974.45. The strike last trading price was 22.8, 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 Oct ZYDUSLIFE was trading at 1002.90. The strike last trading price was 22.8, which was 0 lower than the previous day. The implied volatity was 4.71, the open interest changed by 0 which decreased total open position to 0































































































































































































































