ZYDUSLIFE
Zydus Lifesciences Ltd
Historical option data for ZYDUSLIFE
29 Apr 2026 10:11 AM IST
| ZYDUSLIFE 26-May-2026 (27d) 950 CE | ||||||||||||||||
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Delta: 0.39
Vega: 0.01
Theta: -0.59
Gamma: 0.00501
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Apr | 918.90 | 20 | 0.8000000000000007 | 30.26 | 83 | -6 | 278 | |||||||||
| 28 Apr | 911.30 | 19.4 | -12.3 | 32.34 | 326 | 63 | 283 | |||||||||
| 27 Apr | 939.65 | 25 | -1.8000000000000007 | 31.77 | 357 | 43 | 218 | |||||||||
| 24 Apr | 927.40 | 26.95 | -9.05 | 31.84 | 198 | 21 | 172 | |||||||||
| 23 Apr | 946.35 | 35.6 | 11.900000000000002 | 31.36 | 336 | 113 | 151 | |||||||||
| 22 Apr | 929.90 | 22.1 | 0.10000000000000142 | 26.04 | 59 | 35 | 39 | |||||||||
| 21 Apr | 928.60 | 22 | -6.899999999999999 | 25.73 | 2 | 1 | 3 | |||||||||
| 20 Apr | 936.50 | 28.9 | -4.100000000000001 | 26.74 | 1 | 0 | 1 | |||||||||
| 17 Apr | 943.95 | 33 | 18.15 | 26.56 | 1 | 0 | 0 | |||||||||
| 16 Apr | 939.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 936.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 922.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 915.40 | 0 | 0 | 2.36 | 0 | 0 | 0 | |||||||||
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| 9 Apr | 902.25 | 14.85 | 0 | 3.09 | 0 | 0 | 0 | |||||||||
| 8 Apr | 891.55 | 14.85 | 0 | 4.07 | 0 | 0 | 0 | |||||||||
| 7 Apr | 873.50 | 14.85 | 0 | 5.27 | 0 | 0 | 0 | |||||||||
For Zydus Lifesciences Ltd - strike price 950 expiring on 26MAY2026
Delta for 950 CE is 0.39
Historical price for 950 CE is as follows
On 29 Apr ZYDUSLIFE was trading at 918.90. The strike last trading price was 20, which was 0.8000000000000007 higher than the previous day. The implied volatity was 30.26, the open interest changed by -6 which decreased total open position to 278
On 28 Apr ZYDUSLIFE was trading at 911.30. The strike last trading price was 19.4, which was -12.3 lower than the previous day. The implied volatity was 32.34, the open interest changed by 63 which increased total open position to 283
On 27 Apr ZYDUSLIFE was trading at 939.65. The strike last trading price was 25, which was -1.8000000000000007 lower than the previous day. The implied volatity was 31.77, the open interest changed by 43 which increased total open position to 218
On 24 Apr ZYDUSLIFE was trading at 927.40. The strike last trading price was 26.95, which was -9.05 lower than the previous day. The implied volatity was 31.84, the open interest changed by 21 which increased total open position to 172
On 23 Apr ZYDUSLIFE was trading at 946.35. The strike last trading price was 35.6, which was 11.900000000000002 higher than the previous day. The implied volatity was 31.36, the open interest changed by 113 which increased total open position to 151
On 22 Apr ZYDUSLIFE was trading at 929.90. The strike last trading price was 22.1, which was 0.10000000000000142 higher than the previous day. The implied volatity was 26.04, the open interest changed by 35 which increased total open position to 39
On 21 Apr ZYDUSLIFE was trading at 928.60. The strike last trading price was 22, which was -6.899999999999999 lower than the previous day. The implied volatity was 25.73, the open interest changed by 1 which increased total open position to 3
On 20 Apr ZYDUSLIFE was trading at 936.50. The strike last trading price was 28.9, which was -4.100000000000001 lower than the previous day. The implied volatity was 26.74, the open interest changed by 0 which decreased total open position to 1
On 17 Apr ZYDUSLIFE was trading at 943.95. The strike last trading price was 33, which was 18.15 higher than the previous day. The implied volatity was 26.56, the open interest changed by 0 which decreased total open position to 0
On 16 Apr ZYDUSLIFE was trading at 939.10. The strike last trading price was 0, 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 15 Apr ZYDUSLIFE was trading at 936.05. The strike last trading price was 0, 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 Apr ZYDUSLIFE was trading at 922.40. The strike last trading price was 0, 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 Apr ZYDUSLIFE was trading at 915.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.36, the open interest changed by 0 which decreased total open position to 0
On 9 Apr ZYDUSLIFE was trading at 902.25. The strike last trading price was 14.85, which was 0 lower than the previous day. The implied volatity was 3.09, the open interest changed by 0 which decreased total open position to 0
On 8 Apr ZYDUSLIFE was trading at 891.55. The strike last trading price was 14.85, which was 0 lower than the previous day. The implied volatity was 4.07, the open interest changed by 0 which decreased total open position to 0
On 7 Apr ZYDUSLIFE was trading at 873.50. The strike last trading price was 14.85, which was 0 lower than the previous day. The implied volatity was 5.27, the open interest changed by 0 which decreased total open position to 0
| ZYDUSLIFE 26-May-2026 (27d) 950 PE | |||||||
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Delta: -0.62
Vega: 0.01
Theta: -0.41
Gamma: 0.00532
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Apr | 918.90 | 42.85 | -8.25 | 28.36 | 31 | 21 | 207 |
| 28 Apr | 911.30 | 51.45 | 14.550000000000004 | 29.35 | 115 | 3 | 186 |
| 27 Apr | 939.65 | 47.65 | 5.899999999999999 | 35.34 | 204 | 57 | 169 |
| 24 Apr | 927.40 | 41.75 | 8.799999999999997 | 30.26 | 34 | 16 | 112 |
| 23 Apr | 946.35 | 32.85 | -3.1499999999999986 | 28.74 | 128 | 71 | 96 |
| 22 Apr | 929.90 | 36 | 1 | 24.44 | 30 | 17 | 21 |
| 21 Apr | 928.60 | 35 | -1.6000000000000014 | 23.23 | 5 | 1 | 2 |
| 20 Apr | 936.50 | 36.6 | 36.6 | - | 0 | 0 | 1 |
| 17 Apr | 943.95 | 36.6 | -46.550000000000004 | 29.73 | 1 | 0 | 0 |
| 16 Apr | 939.10 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 936.05 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 922.40 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 915.40 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 902.25 | 83.15 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 891.55 | 83.15 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 873.50 | 83.15 | 0 | - | 0 | 0 | 0 |
For Zydus Lifesciences Ltd - strike price 950 expiring on 26MAY2026
Delta for 950 PE is -0.62
Historical price for 950 PE is as follows
On 29 Apr ZYDUSLIFE was trading at 918.90. The strike last trading price was 42.85, which was -8.25 lower than the previous day. The implied volatity was 28.36, the open interest changed by 21 which increased total open position to 207
On 28 Apr ZYDUSLIFE was trading at 911.30. The strike last trading price was 51.45, which was 14.550000000000004 higher than the previous day. The implied volatity was 29.35, the open interest changed by 3 which increased total open position to 186
On 27 Apr ZYDUSLIFE was trading at 939.65. The strike last trading price was 47.65, which was 5.899999999999999 higher than the previous day. The implied volatity was 35.34, the open interest changed by 57 which increased total open position to 169
On 24 Apr ZYDUSLIFE was trading at 927.40. The strike last trading price was 41.75, which was 8.799999999999997 higher than the previous day. The implied volatity was 30.26, the open interest changed by 16 which increased total open position to 112
On 23 Apr ZYDUSLIFE was trading at 946.35. The strike last trading price was 32.85, which was -3.1499999999999986 lower than the previous day. The implied volatity was 28.74, the open interest changed by 71 which increased total open position to 96
On 22 Apr ZYDUSLIFE was trading at 929.90. The strike last trading price was 36, which was 1 higher than the previous day. The implied volatity was 24.44, the open interest changed by 17 which increased total open position to 21
On 21 Apr ZYDUSLIFE was trading at 928.60. The strike last trading price was 35, which was -1.6000000000000014 lower than the previous day. The implied volatity was 23.23, the open interest changed by 1 which increased total open position to 2
On 20 Apr ZYDUSLIFE was trading at 936.50. The strike last trading price was 36.6, which was 36.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 17 Apr ZYDUSLIFE was trading at 943.95. The strike last trading price was 36.6, which was -46.550000000000004 lower than the previous day. The implied volatity was 29.73, the open interest changed by 0 which decreased total open position to 0
On 16 Apr ZYDUSLIFE was trading at 939.10. The strike last trading price was 0, 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 15 Apr ZYDUSLIFE was trading at 936.05. The strike last trading price was 0, 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 Apr ZYDUSLIFE was trading at 922.40. The strike last trading price was 0, 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 Apr ZYDUSLIFE was trading at 915.40. The strike last trading price was 0, 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 Apr ZYDUSLIFE was trading at 902.25. The strike last trading price was 83.15, 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 Apr ZYDUSLIFE was trading at 891.55. The strike last trading price was 83.15, 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 7 Apr ZYDUSLIFE was trading at 873.50. The strike last trading price was 83.15, 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
