ZYDUSLIFE
Zydus Lifesciences Ltd
Historical option data for ZYDUSLIFE
20 Dec 2024 04:11 PM IST
| ZYDUSLIFE 26DEC2024 980 CE | ||||||||||
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Delta: 0.35
Vega: 0.46
Theta: -0.64
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 973.50 | 4.2 | -13.05 | 14.24 | 1,925 | 44 | 531 | |||
| 19 Dec | 985.60 | 17.25 | 4.95 | 20.95 | 3,325 | -54 | 486 | |||
| 18 Dec | 979.55 | 12.3 | 0.80 | 20.37 | 2,422 | 63 | 546 | |||
| 17 Dec | 969.90 | 11.5 | -8.45 | 26.68 | 834 | 22 | 482 | |||
| 16 Dec | 987.75 | 19.95 | 5.45 | 22.52 | 1,549 | -89 | 475 | |||
| 13 Dec | 978.50 | 14.5 | -1.95 | 19.39 | 2,113 | 54 | 564 | |||
| 12 Dec | 976.50 | 16.45 | -5.75 | 23.23 | 960 | 31 | 513 | |||
| 11 Dec | 986.45 | 22.2 | 3.80 | 20.91 | 803 | -34 | 499 | |||
| 10 Dec | 974.20 | 18.4 | -4.30 | 23.76 | 815 | 45 | 530 | |||
| 9 Dec | 982.45 | 22.7 | -8.30 | 20.75 | 679 | -23 | 485 | |||
| 6 Dec | 995.10 | 31 | 8.60 | 20.80 | 1,481 | -136 | 522 | |||
| 5 Dec | 978.00 | 22.4 | 2.65 | 20.81 | 1,310 | 46 | 654 | |||
| 4 Dec | 970.35 | 19.75 | -5.80 | 23.14 | 965 | 118 | 608 | |||
| 3 Dec | 982.10 | 25.55 | 0.40 | 22.72 | 2,311 | -40 | 492 | |||
| 2 Dec | 974.55 | 25.15 | 3.95 | 24.62 | 1,699 | 169 | 528 | |||
| 29 Nov | 965.95 | 21.2 | 4.70 | 23.60 | 1,759 | 176 | 348 | |||
| 28 Nov | 948.70 | 16.5 | 0.30 | 24.00 | 222 | 32 | 171 | |||
| 27 Nov | 950.95 | 16.2 | -2.90 | 23.89 | 129 | 24 | 138 | |||
| 26 Nov | 953.00 | 19.1 | -3.65 | 25.86 | 124 | 48 | 119 | |||
| 25 Nov | 964.35 | 22.75 | 4.35 | 23.11 | 88 | 38 | 53 | |||
| 22 Nov | 949.05 | 18.4 | 1.20 | 24.00 | 19 | 5 | 20 | |||
| 21 Nov | 944.05 | 17.2 | -3.95 | 25.06 | 17 | 10 | 13 | |||
| 20 Nov | 947.60 | 21.15 | 0.00 | 25.44 | 5 | 3 | 3 | |||
| 19 Nov | 947.60 | 21.15 | -46.40 | 25.44 | 5 | 3 | 3 | |||
| 18 Nov | 944.70 | 67.55 | 0.00 | 2.22 | 0 | 0 | 0 | |||
| 14 Nov | 957.40 | 67.55 | 0.00 | 1.02 | 0 | 0 | 0 | |||
| 13 Nov | 963.75 | 67.55 | 0.00 | 0.71 | 0 | 0 | 0 | |||
| 12 Nov | 949.75 | 67.55 | 0.00 | 1.79 | 0 | 0 | 0 | |||
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| 11 Nov | 967.75 | 67.55 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 970.35 | 67.55 | 0.00 | 0.03 | 0 | 0 | 0 | |||
| 7 Nov | 973.25 | 67.55 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 995.10 | 67.55 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 988.45 | 67.55 | - | 0 | 0 | 0 | ||||
For Zydus Lifesciences Ltd - strike price 980 expiring on 26DEC2024
Delta for 980 CE is 0.35
Historical price for 980 CE is as follows
On 20 Dec ZYDUSLIFE was trading at 973.50. The strike last trading price was 4.2, which was -13.05 lower than the previous day. The implied volatity was 14.24, the open interest changed by 44 which increased total open position to 531
On 19 Dec ZYDUSLIFE was trading at 985.60. The strike last trading price was 17.25, which was 4.95 higher than the previous day. The implied volatity was 20.95, the open interest changed by -54 which decreased total open position to 486
On 18 Dec ZYDUSLIFE was trading at 979.55. The strike last trading price was 12.3, which was 0.80 higher than the previous day. The implied volatity was 20.37, the open interest changed by 63 which increased total open position to 546
On 17 Dec ZYDUSLIFE was trading at 969.90. The strike last trading price was 11.5, which was -8.45 lower than the previous day. The implied volatity was 26.68, the open interest changed by 22 which increased total open position to 482
On 16 Dec ZYDUSLIFE was trading at 987.75. The strike last trading price was 19.95, which was 5.45 higher than the previous day. The implied volatity was 22.52, the open interest changed by -89 which decreased total open position to 475
On 13 Dec ZYDUSLIFE was trading at 978.50. The strike last trading price was 14.5, which was -1.95 lower than the previous day. The implied volatity was 19.39, the open interest changed by 54 which increased total open position to 564
On 12 Dec ZYDUSLIFE was trading at 976.50. The strike last trading price was 16.45, which was -5.75 lower than the previous day. The implied volatity was 23.23, the open interest changed by 31 which increased total open position to 513
On 11 Dec ZYDUSLIFE was trading at 986.45. The strike last trading price was 22.2, which was 3.80 higher than the previous day. The implied volatity was 20.91, the open interest changed by -34 which decreased total open position to 499
On 10 Dec ZYDUSLIFE was trading at 974.20. The strike last trading price was 18.4, which was -4.30 lower than the previous day. The implied volatity was 23.76, the open interest changed by 45 which increased total open position to 530
On 9 Dec ZYDUSLIFE was trading at 982.45. The strike last trading price was 22.7, which was -8.30 lower than the previous day. The implied volatity was 20.75, the open interest changed by -23 which decreased total open position to 485
On 6 Dec ZYDUSLIFE was trading at 995.10. The strike last trading price was 31, which was 8.60 higher than the previous day. The implied volatity was 20.80, the open interest changed by -136 which decreased total open position to 522
On 5 Dec ZYDUSLIFE was trading at 978.00. The strike last trading price was 22.4, which was 2.65 higher than the previous day. The implied volatity was 20.81, the open interest changed by 46 which increased total open position to 654
On 4 Dec ZYDUSLIFE was trading at 970.35. The strike last trading price was 19.75, which was -5.80 lower than the previous day. The implied volatity was 23.14, the open interest changed by 118 which increased total open position to 608
On 3 Dec ZYDUSLIFE was trading at 982.10. The strike last trading price was 25.55, which was 0.40 higher than the previous day. The implied volatity was 22.72, the open interest changed by -40 which decreased total open position to 492
On 2 Dec ZYDUSLIFE was trading at 974.55. The strike last trading price was 25.15, which was 3.95 higher than the previous day. The implied volatity was 24.62, the open interest changed by 169 which increased total open position to 528
On 29 Nov ZYDUSLIFE was trading at 965.95. The strike last trading price was 21.2, which was 4.70 higher than the previous day. The implied volatity was 23.60, the open interest changed by 176 which increased total open position to 348
On 28 Nov ZYDUSLIFE was trading at 948.70. The strike last trading price was 16.5, which was 0.30 higher than the previous day. The implied volatity was 24.00, the open interest changed by 32 which increased total open position to 171
On 27 Nov ZYDUSLIFE was trading at 950.95. The strike last trading price was 16.2, which was -2.90 lower than the previous day. The implied volatity was 23.89, the open interest changed by 24 which increased total open position to 138
On 26 Nov ZYDUSLIFE was trading at 953.00. The strike last trading price was 19.1, which was -3.65 lower than the previous day. The implied volatity was 25.86, the open interest changed by 48 which increased total open position to 119
On 25 Nov ZYDUSLIFE was trading at 964.35. The strike last trading price was 22.75, which was 4.35 higher than the previous day. The implied volatity was 23.11, the open interest changed by 38 which increased total open position to 53
On 22 Nov ZYDUSLIFE was trading at 949.05. The strike last trading price was 18.4, which was 1.20 higher than the previous day. The implied volatity was 24.00, the open interest changed by 5 which increased total open position to 20
On 21 Nov ZYDUSLIFE was trading at 944.05. The strike last trading price was 17.2, which was -3.95 lower than the previous day. The implied volatity was 25.06, the open interest changed by 10 which increased total open position to 13
On 20 Nov ZYDUSLIFE was trading at 947.60. The strike last trading price was 21.15, which was 0.00 lower than the previous day. The implied volatity was 25.44, the open interest changed by 3 which increased total open position to 3
On 19 Nov ZYDUSLIFE was trading at 947.60. The strike last trading price was 21.15, which was -46.40 lower than the previous day. The implied volatity was 25.44, the open interest changed by 3 which increased total open position to 3
On 18 Nov ZYDUSLIFE was trading at 944.70. The strike last trading price was 67.55, which was 0.00 lower than the previous day. The implied volatity was 2.22, 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 67.55, which was 0.00 lower than the previous day. The implied volatity was 1.02, 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 67.55, which was 0.00 lower than the previous day. The implied volatity was 0.71, 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 67.55, which was 0.00 lower than the previous day. The implied volatity was 1.79, 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 67.55, 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 67.55, which was 0.00 lower than the previous day. The implied volatity was 0.03, 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 67.55, 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 67.55, 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 67.55, 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 980 PE | |||||||
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Delta: -0.57
Vega: 0.49
Theta: -0.93
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 973.50 | 17 | 8.15 | 26.67 | 1,941 | 24 | 349 |
| 19 Dec | 985.60 | 8.85 | -4.75 | 24.60 | 795 | 38 | 327 |
| 18 Dec | 979.55 | 13.6 | -4.30 | 24.43 | 906 | -31 | 290 |
| 17 Dec | 969.90 | 17.9 | 7.65 | 19.48 | 508 | 24 | 323 |
| 16 Dec | 987.75 | 10.25 | -5.20 | 22.49 | 653 | -34 | 302 |
| 13 Dec | 978.50 | 15.45 | -1.95 | 21.34 | 456 | -42 | 331 |
| 12 Dec | 976.50 | 17.4 | 3.20 | 21.13 | 669 | -38 | 381 |
| 11 Dec | 986.45 | 14.2 | -5.65 | 23.79 | 721 | 58 | 420 |
| 10 Dec | 974.20 | 19.85 | 1.85 | 23.19 | 408 | -3 | 364 |
| 9 Dec | 982.45 | 18 | 4.80 | 26.61 | 680 | 45 | 471 |
| 6 Dec | 995.10 | 13.2 | -6.40 | 23.80 | 579 | 39 | 431 |
| 5 Dec | 978.00 | 19.6 | -5.80 | 23.85 | 224 | 24 | 391 |
| 4 Dec | 970.35 | 25.4 | 4.50 | 24.14 | 285 | 13 | 367 |
| 3 Dec | 982.10 | 20.9 | -2.80 | 24.48 | 1,129 | 131 | 354 |
| 2 Dec | 974.55 | 23.7 | -5.10 | 24.39 | 179 | 55 | 222 |
| 29 Nov | 965.95 | 28.8 | -9.45 | 23.62 | 289 | 97 | 165 |
| 28 Nov | 948.70 | 38.25 | -2.75 | 25.08 | 32 | 16 | 67 |
| 27 Nov | 950.95 | 41 | -0.20 | 26.38 | 27 | 15 | 51 |
| 26 Nov | 953.00 | 41.2 | 5.40 | 26.78 | 35 | 23 | 34 |
| 25 Nov | 964.35 | 35.8 | -9.50 | 28.68 | 12 | 10 | 10 |
| 22 Nov | 949.05 | 45.3 | 9.90 | 28.36 | 1 | 0 | 0 |
| 21 Nov | 944.05 | 35.4 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 947.60 | 35.4 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 947.60 | 35.4 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 944.70 | 35.4 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 957.40 | 35.4 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 963.75 | 35.4 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 949.75 | 35.4 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 967.75 | 35.4 | 0.00 | 0.01 | 0 | 0 | 0 |
| 8 Nov | 970.35 | 35.4 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 973.25 | 35.4 | 0.00 | 0.59 | 0 | 0 | 0 |
| 6 Nov | 995.10 | 35.4 | 0.00 | 2.22 | 0 | 0 | 0 |
| 5 Nov | 988.45 | 35.4 | 1.69 | 0 | 0 | 0 | |
For Zydus Lifesciences Ltd - strike price 980 expiring on 26DEC2024
Delta for 980 PE is -0.57
Historical price for 980 PE is as follows
On 20 Dec ZYDUSLIFE was trading at 973.50. The strike last trading price was 17, which was 8.15 higher than the previous day. The implied volatity was 26.67, the open interest changed by 24 which increased total open position to 349
On 19 Dec ZYDUSLIFE was trading at 985.60. The strike last trading price was 8.85, which was -4.75 lower than the previous day. The implied volatity was 24.60, the open interest changed by 38 which increased total open position to 327
On 18 Dec ZYDUSLIFE was trading at 979.55. The strike last trading price was 13.6, which was -4.30 lower than the previous day. The implied volatity was 24.43, the open interest changed by -31 which decreased total open position to 290
On 17 Dec ZYDUSLIFE was trading at 969.90. The strike last trading price was 17.9, which was 7.65 higher than the previous day. The implied volatity was 19.48, the open interest changed by 24 which increased total open position to 323
On 16 Dec ZYDUSLIFE was trading at 987.75. The strike last trading price was 10.25, which was -5.20 lower than the previous day. The implied volatity was 22.49, the open interest changed by -34 which decreased total open position to 302
On 13 Dec ZYDUSLIFE was trading at 978.50. The strike last trading price was 15.45, which was -1.95 lower than the previous day. The implied volatity was 21.34, the open interest changed by -42 which decreased total open position to 331
On 12 Dec ZYDUSLIFE was trading at 976.50. The strike last trading price was 17.4, which was 3.20 higher than the previous day. The implied volatity was 21.13, the open interest changed by -38 which decreased total open position to 381
On 11 Dec ZYDUSLIFE was trading at 986.45. The strike last trading price was 14.2, which was -5.65 lower than the previous day. The implied volatity was 23.79, the open interest changed by 58 which increased total open position to 420
On 10 Dec ZYDUSLIFE was trading at 974.20. The strike last trading price was 19.85, which was 1.85 higher than the previous day. The implied volatity was 23.19, the open interest changed by -3 which decreased total open position to 364
On 9 Dec ZYDUSLIFE was trading at 982.45. The strike last trading price was 18, which was 4.80 higher than the previous day. The implied volatity was 26.61, the open interest changed by 45 which increased total open position to 471
On 6 Dec ZYDUSLIFE was trading at 995.10. The strike last trading price was 13.2, which was -6.40 lower than the previous day. The implied volatity was 23.80, the open interest changed by 39 which increased total open position to 431
On 5 Dec ZYDUSLIFE was trading at 978.00. The strike last trading price was 19.6, which was -5.80 lower than the previous day. The implied volatity was 23.85, the open interest changed by 24 which increased total open position to 391
On 4 Dec ZYDUSLIFE was trading at 970.35. The strike last trading price was 25.4, which was 4.50 higher than the previous day. The implied volatity was 24.14, the open interest changed by 13 which increased total open position to 367
On 3 Dec ZYDUSLIFE was trading at 982.10. The strike last trading price was 20.9, which was -2.80 lower than the previous day. The implied volatity was 24.48, the open interest changed by 131 which increased total open position to 354
On 2 Dec ZYDUSLIFE was trading at 974.55. The strike last trading price was 23.7, which was -5.10 lower than the previous day. The implied volatity was 24.39, the open interest changed by 55 which increased total open position to 222
On 29 Nov ZYDUSLIFE was trading at 965.95. The strike last trading price was 28.8, which was -9.45 lower than the previous day. The implied volatity was 23.62, the open interest changed by 97 which increased total open position to 165
On 28 Nov ZYDUSLIFE was trading at 948.70. The strike last trading price was 38.25, which was -2.75 lower than the previous day. The implied volatity was 25.08, the open interest changed by 16 which increased total open position to 67
On 27 Nov ZYDUSLIFE was trading at 950.95. The strike last trading price was 41, which was -0.20 lower than the previous day. The implied volatity was 26.38, the open interest changed by 15 which increased total open position to 51
On 26 Nov ZYDUSLIFE was trading at 953.00. The strike last trading price was 41.2, which was 5.40 higher than the previous day. The implied volatity was 26.78, the open interest changed by 23 which increased total open position to 34
On 25 Nov ZYDUSLIFE was trading at 964.35. The strike last trading price was 35.8, which was -9.50 lower than the previous day. The implied volatity was 28.68, the open interest changed by 10 which increased total open position to 10
On 22 Nov ZYDUSLIFE was trading at 949.05. The strike last trading price was 45.3, which was 9.90 higher than the previous day. The implied volatity was 28.36, the open interest changed by 0 which decreased total open position to 0
On 21 Nov ZYDUSLIFE was trading at 944.05. The strike last trading price was 35.4, 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 20 Nov ZYDUSLIFE was trading at 947.60. The strike last trading price was 35.4, 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 19 Nov ZYDUSLIFE was trading at 947.60. The strike last trading price was 35.4, 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 18 Nov ZYDUSLIFE was trading at 944.70. The strike last trading price was 35.4, 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 14 Nov ZYDUSLIFE was trading at 957.40. The strike last trading price was 35.4, 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 35.4, 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 35.4, 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 35.4, which was 0.00 lower than the previous day. The implied volatity was 0.01, 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 35.4, 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 35.4, which was 0.00 lower than the previous day. The implied volatity was 0.59, 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 35.4, which was 0.00 lower than the previous day. The implied volatity was 2.22, 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 35.4, which was lower than the previous day. The implied volatity was 1.69, the open interest changed by 0 which decreased total open position to 0
