Historical option data for ZYDUSLIFE
24 Jun 2026 11:03 AM IST
| ZYDUSLIFE 30-Jun-2026 (6d) 1090 CE | ||||||||||||||||
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Delta: 0.76
Vega: 0
Theta: -0.8
Gamma: 0.00972
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Jun | 1110.80 | 26.55 | -3.65 (-12.09%) | 21.4 | 35 | -1 | 188 | |||||||||
| 23 Jun | 1112.20 | 30.8 | 17.95 (139.69%) | 28.14 | 665 | -16 | 189 | |||||||||
| 22 Jun | 1085.50 | 12 | 1.8 (17.65%) | 20.62 | 346 | -1 | 205 | |||||||||
| 19 Jun | 1070.80 | 10.25 | -3.25 (-24.07%) | 22.45 | 389 | -17 | 207 | |||||||||
| 18 Jun | 1074.40 | 12.85 | 2.45 (23.56%) | 24 | 424 | 7 | 222 | |||||||||
| 17 Jun | 1061.40 | 10.6 | -6.25 (-37.09%) | 25.22 | 458 | 7 | 215 | |||||||||
| 16 Jun | 1078.70 | 16.6 | -5.55 (-25.06%) | 24.31 | 277 | 13 | 208 | |||||||||
| 15 Jun | 1088.10 | 21.5 | -11.15 (-34.15%) | 24.23 | 208 | 23 | 195 | |||||||||
| 12 Jun | 1104.70 | 31.85 | -2.2 (-6.46%) | 23.06 | 25 | -2 | 172 | |||||||||
| 11 Jun | 1105.90 | 34.05 | 4.4 (14.84%) | 22.45 | 60 | -2 | 174 | |||||||||
| 10 Jun | 1098.30 | 31.7 | -5.8 (-15.47%) | 23.04 | 56 | -2 | 177 | |||||||||
| 9 Jun | 1105.60 | 36.6 | 7.95 (27.75%) | 24.29 | 191 | -33 | 179 | |||||||||
| 8 Jun | 1087.60 | 27.55 | -3.75 (-11.98%) | 24.9 | 315 | 32 | 213 | |||||||||
| 5 Jun | 1089.00 | 31.15 | 0.8 (2.64%) | 25.16 | 217 | -10 | 183 | |||||||||
| 4 Jun | 1084.60 | 30.8 | 3.85 (14.29%) | 27.22 | 271 | 4 | 195 | |||||||||
| 3 Jun | 1076.60 | 26.1 | -0.95 (-3.51%) | 26.63 | 159 | 6 | 191 | |||||||||
| 2 Jun | 1078.30 | 26.55 | -7.05 (-20.98%) | 24.55 | 203 | 23 | 185 | |||||||||
| 1 Jun | 1091.20 | 33.45 | 1.4 (4.37%) | 25.63 | 201 | 1 | 162 | |||||||||
| 29 May | 1077.70 | 34.35 | 4.05 (13.37%) | 26.62 | 313 | -17 | 165 | |||||||||
| 27 May | 1085.80 | 30.6 | 1.95 (6.81%) | 22.04 | 204 | 38 | 183 | |||||||||
| 26 May | 1079.05 | 28.45 | 1.45 (5.37%) | 23.81 | 271 | 93 | 145 | |||||||||
| 25 May | 1072.95 | 27.4 | 10.4 (61.18%) | 24.38 | 47 | 24 | 52 | |||||||||
| 22 May | 1038.95 | 17 | 0 (0.00%) | 24.66 | 6 | -2 | 27 | |||||||||
| 21 May | 1036.45 | 17.05 | -5.95 (-25.87%) | 25.34 | 26 | -9 | 27 | |||||||||
| 20 May | 1040.85 | 22.75 | 18.75 (468.75%) | 28.54 | 71 | 36 | 36 | |||||||||
| 18 May | 991.10 | 0 | -3.85 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 1011.70 | 0 | -3.85 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 991.70 | 0 | -3.85 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
For Zydus Lifesciences Ltd - strike price 1090 expiring on 30JUN2026
Delta for 1090 CE is 0.76
Historical price for 1090 CE is as follows
On 24 Jun ZYDUSLIFE was trading at 1110.80. The strike last trading price was 26.55, which was -3.65 lower than the previous day. The implied volatity was 21.4, the open interest changed by -1 which decreased total open position to 188
On 23 Jun ZYDUSLIFE was trading at 1112.20. The strike last trading price was 30.8, which was 17.95 higher than the previous day. The implied volatity was 28.14, the open interest changed by -16 which decreased total open position to 189
On 22 Jun ZYDUSLIFE was trading at 1085.50. The strike last trading price was 12, which was 1.8 higher than the previous day. The implied volatity was 20.62, the open interest changed by -1 which decreased total open position to 205
On 19 Jun ZYDUSLIFE was trading at 1070.80. The strike last trading price was 10.25, which was -3.25 lower than the previous day. The implied volatity was 22.45, the open interest changed by -17 which decreased total open position to 207
On 18 Jun ZYDUSLIFE was trading at 1074.40. The strike last trading price was 12.85, which was 2.45 higher than the previous day. The implied volatity was 24, the open interest changed by 7 which increased total open position to 222
On 17 Jun ZYDUSLIFE was trading at 1061.40. The strike last trading price was 10.6, which was -6.25 lower than the previous day. The implied volatity was 25.22, the open interest changed by 7 which increased total open position to 215
On 16 Jun ZYDUSLIFE was trading at 1078.70. The strike last trading price was 16.6, which was -5.55 lower than the previous day. The implied volatity was 24.31, the open interest changed by 13 which increased total open position to 208
On 15 Jun ZYDUSLIFE was trading at 1088.10. The strike last trading price was 21.5, which was -11.15 lower than the previous day. The implied volatity was 24.23, the open interest changed by 23 which increased total open position to 195
On 12 Jun ZYDUSLIFE was trading at 1104.70. The strike last trading price was 31.85, which was -2.2 lower than the previous day. The implied volatity was 23.06, the open interest changed by -2 which decreased total open position to 172
On 11 Jun ZYDUSLIFE was trading at 1105.90. The strike last trading price was 34.05, which was 4.4 higher than the previous day. The implied volatity was 22.45, the open interest changed by -2 which decreased total open position to 174
On 10 Jun ZYDUSLIFE was trading at 1098.30. The strike last trading price was 31.7, which was -5.8 lower than the previous day. The implied volatity was 23.04, the open interest changed by -2 which decreased total open position to 177
On 9 Jun ZYDUSLIFE was trading at 1105.60. The strike last trading price was 36.6, which was 7.95 higher than the previous day. The implied volatity was 24.29, the open interest changed by -33 which decreased total open position to 179
On 8 Jun ZYDUSLIFE was trading at 1087.60. The strike last trading price was 27.55, which was -3.75 lower than the previous day. The implied volatity was 24.9, the open interest changed by 32 which increased total open position to 213
On 5 Jun ZYDUSLIFE was trading at 1089.00. The strike last trading price was 31.15, which was 0.8 higher than the previous day. The implied volatity was 25.16, the open interest changed by -10 which decreased total open position to 183
On 4 Jun ZYDUSLIFE was trading at 1084.60. The strike last trading price was 30.8, which was 3.85 higher than the previous day. The implied volatity was 27.22, the open interest changed by 4 which increased total open position to 195
On 3 Jun ZYDUSLIFE was trading at 1076.60. The strike last trading price was 26.1, which was -0.95 lower than the previous day. The implied volatity was 26.63, the open interest changed by 6 which increased total open position to 191
On 2 Jun ZYDUSLIFE was trading at 1078.30. The strike last trading price was 26.55, which was -7.05 lower than the previous day. The implied volatity was 24.55, the open interest changed by 23 which increased total open position to 185
On 1 Jun ZYDUSLIFE was trading at 1091.20. The strike last trading price was 33.45, which was 1.4 higher than the previous day. The implied volatity was 25.63, the open interest changed by 1 which increased total open position to 162
On 29 May ZYDUSLIFE was trading at 1077.70. The strike last trading price was 34.35, which was 4.05 higher than the previous day. The implied volatity was 26.62, the open interest changed by -17 which decreased total open position to 165
On 27 May ZYDUSLIFE was trading at 1085.80. The strike last trading price was 30.6, which was 1.95 higher than the previous day. The implied volatity was 22.04, the open interest changed by 38 which increased total open position to 183
On 26 May ZYDUSLIFE was trading at 1079.05. The strike last trading price was 28.45, which was 1.45 higher than the previous day. The implied volatity was 23.81, the open interest changed by 93 which increased total open position to 145
On 25 May ZYDUSLIFE was trading at 1072.95. The strike last trading price was 27.4, which was 10.4 higher than the previous day. The implied volatity was 24.38, the open interest changed by 24 which increased total open position to 52
On 22 May ZYDUSLIFE was trading at 1038.95. The strike last trading price was 17, which was 0 lower than the previous day. The implied volatity was 24.66, the open interest changed by -2 which decreased total open position to 27
On 21 May ZYDUSLIFE was trading at 1036.45. The strike last trading price was 17.05, which was -5.95 lower than the previous day. The implied volatity was 25.34, the open interest changed by -9 which decreased total open position to 27
On 20 May ZYDUSLIFE was trading at 1040.85. The strike last trading price was 22.75, which was 18.75 higher than the previous day. The implied volatity was 28.54, the open interest changed by 36 which increased total open position to 36
On 18 May ZYDUSLIFE was trading at 991.10. The strike last trading price was 0, which was -3.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May ZYDUSLIFE was trading at 1011.70. The strike last trading price was 0, which was -3.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May ZYDUSLIFE was trading at 991.70. The strike last trading price was 0, which was -3.85 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
| ZYDUSLIFE 30-Jun-2026 (6d) 1090 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.26
Vega: 0
Theta: -0.8
Gamma: 0.009
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Jun | 1110.80 | 5.95 | -0.05 (-0.83%) | 24.5 | 83 | 4 | 245 |
| 23 Jun | 1112.20 | 6.15 | -10.85 (-63.82%) | 24.08 | 554 | 63 | 242 |
| 22 Jun | 1085.50 | 17.05 | -12.95 (-43.17%) | 23.56 | 88 | 22 | 178 |
| 19 Jun | 1070.80 | 29.5 | 5.5 (22.92%) | 20.08 | 96 | 10 | 157 |
| 18 Jun | 1074.40 | 23.8 | -11.2 (-32.00%) | 19.99 | 60 | -1 | 147 |
| 17 Jun | 1061.40 | 34.85 | 12.6 (56.63%) | 22.88 | 103 | -7 | 149 |
| 16 Jun | 1078.70 | 22.2 | 2.9 (15.03%) | 19.72 | 200 | -4 | 156 |
| 15 Jun | 1088.10 | 19.05 | 6.25 (48.83%) | 21.21 | 421 | 6 | 157 |
| 12 Jun | 1104.70 | 13.5 | -1.1 (-7.53%) | 20.96 | 133 | -1 | 150 |
| 11 Jun | 1105.90 | 14.15 | -4.75 (-25.13%) | 23.04 | 90 | 1 | 151 |
| 10 Jun | 1098.30 | 18.25 | 2.45 (15.51%) | 24.12 | 75 | 6 | 150 |
| 9 Jun | 1105.60 | 15.75 | -9.15 (-36.75%) | 22.37 | 146 | -8 | 144 |
| 8 Jun | 1087.60 | 25.55 | 1.4 (5.80%) | 24.59 | 305 | 3 | 154 |
| 5 Jun | 1089.00 | 23.75 | -3.6 (-13.16%) | 22.79 | 111 | -2 | 151 |
| 4 Jun | 1084.60 | 27.75 | -5.35 (-16.16%) | 23.14 | 158 | 10 | 154 |
| 3 Jun | 1076.60 | 33.2 | 2.45 (7.97%) | 24.3 | 58 | -16 | 142 |
| 2 Jun | 1078.30 | 31.1 | 5.1 (19.62%) | 23.56 | 100 | 18 | 158 |
| 1 Jun | 1091.20 | 26.1 | -2.5 (-8.74%) | 22.75 | 209 | -5 | 140 |
| 29 May | 1077.70 | 27.8 | -2.1 (-7.02%) | 20.55 | 296 | 10 | 152 |
| 27 May | 1085.80 | 29.1 | -6.35 (-17.91%) | 22.88 | 166 | 93 | 142 |
| 26 May | 1079.05 | 36.15 | -3.55 (-8.94%) | 24.91 | 68 | 39 | 48 |
| 25 May | 1072.95 | 39.7 | -25.3 (-38.92%) | 24.57 | 6 | 0 | 3 |
| 22 May | 1038.95 | 65 | 65 (30.00%) | 25.68 | 2 | 0 | 3 |
| 21 May | 1036.45 | 65 | 15 (30.00%) | 25.68 | 2 | 0 | 4 |
| 20 May | 1040.85 | 50 | -121.7 (-70.88%) | 15.61 | 20 | 4 | 4 |
| 18 May | 991.10 | 0 | -171.7 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 1011.70 | 0 | -171.7 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 991.70 | 0 | -171.7 (-100.00%) | 0 | 0 | 0 | 0 |
For Zydus Lifesciences Ltd - strike price 1090 expiring on 30JUN2026
Delta for 1090 PE is -0.26
Historical price for 1090 PE is as follows
On 24 Jun ZYDUSLIFE was trading at 1110.80. The strike last trading price was 5.95, which was -0.05 lower than the previous day. The implied volatity was 24.5, the open interest changed by 4 which increased total open position to 245
On 23 Jun ZYDUSLIFE was trading at 1112.20. The strike last trading price was 6.15, which was -10.85 lower than the previous day. The implied volatity was 24.08, the open interest changed by 63 which increased total open position to 242
On 22 Jun ZYDUSLIFE was trading at 1085.50. The strike last trading price was 17.05, which was -12.95 lower than the previous day. The implied volatity was 23.56, the open interest changed by 22 which increased total open position to 178
On 19 Jun ZYDUSLIFE was trading at 1070.80. The strike last trading price was 29.5, which was 5.5 higher than the previous day. The implied volatity was 20.08, the open interest changed by 10 which increased total open position to 157
On 18 Jun ZYDUSLIFE was trading at 1074.40. The strike last trading price was 23.8, which was -11.2 lower than the previous day. The implied volatity was 19.99, the open interest changed by -1 which decreased total open position to 147
On 17 Jun ZYDUSLIFE was trading at 1061.40. The strike last trading price was 34.85, which was 12.6 higher than the previous day. The implied volatity was 22.88, the open interest changed by -7 which decreased total open position to 149
On 16 Jun ZYDUSLIFE was trading at 1078.70. The strike last trading price was 22.2, which was 2.9 higher than the previous day. The implied volatity was 19.72, the open interest changed by -4 which decreased total open position to 156
On 15 Jun ZYDUSLIFE was trading at 1088.10. The strike last trading price was 19.05, which was 6.25 higher than the previous day. The implied volatity was 21.21, the open interest changed by 6 which increased total open position to 157
On 12 Jun ZYDUSLIFE was trading at 1104.70. The strike last trading price was 13.5, which was -1.1 lower than the previous day. The implied volatity was 20.96, the open interest changed by -1 which decreased total open position to 150
On 11 Jun ZYDUSLIFE was trading at 1105.90. The strike last trading price was 14.15, which was -4.75 lower than the previous day. The implied volatity was 23.04, the open interest changed by 1 which increased total open position to 151
On 10 Jun ZYDUSLIFE was trading at 1098.30. The strike last trading price was 18.25, which was 2.45 higher than the previous day. The implied volatity was 24.12, the open interest changed by 6 which increased total open position to 150
On 9 Jun ZYDUSLIFE was trading at 1105.60. The strike last trading price was 15.75, which was -9.15 lower than the previous day. The implied volatity was 22.37, the open interest changed by -8 which decreased total open position to 144
On 8 Jun ZYDUSLIFE was trading at 1087.60. The strike last trading price was 25.55, which was 1.4 higher than the previous day. The implied volatity was 24.59, the open interest changed by 3 which increased total open position to 154
On 5 Jun ZYDUSLIFE was trading at 1089.00. The strike last trading price was 23.75, which was -3.6 lower than the previous day. The implied volatity was 22.79, the open interest changed by -2 which decreased total open position to 151
On 4 Jun ZYDUSLIFE was trading at 1084.60. The strike last trading price was 27.75, which was -5.35 lower than the previous day. The implied volatity was 23.14, the open interest changed by 10 which increased total open position to 154
On 3 Jun ZYDUSLIFE was trading at 1076.60. The strike last trading price was 33.2, which was 2.45 higher than the previous day. The implied volatity was 24.3, the open interest changed by -16 which decreased total open position to 142
On 2 Jun ZYDUSLIFE was trading at 1078.30. The strike last trading price was 31.1, which was 5.1 higher than the previous day. The implied volatity was 23.56, the open interest changed by 18 which increased total open position to 158
On 1 Jun ZYDUSLIFE was trading at 1091.20. The strike last trading price was 26.1, which was -2.5 lower than the previous day. The implied volatity was 22.75, the open interest changed by -5 which decreased total open position to 140
On 29 May ZYDUSLIFE was trading at 1077.70. The strike last trading price was 27.8, which was -2.1 lower than the previous day. The implied volatity was 20.55, the open interest changed by 10 which increased total open position to 152
On 27 May ZYDUSLIFE was trading at 1085.80. The strike last trading price was 29.1, which was -6.35 lower than the previous day. The implied volatity was 22.88, the open interest changed by 93 which increased total open position to 142
On 26 May ZYDUSLIFE was trading at 1079.05. The strike last trading price was 36.15, which was -3.55 lower than the previous day. The implied volatity was 24.91, the open interest changed by 39 which increased total open position to 48
On 25 May ZYDUSLIFE was trading at 1072.95. The strike last trading price was 39.7, which was -25.3 lower than the previous day. The implied volatity was 24.57, the open interest changed by 0 which decreased total open position to 3
On 22 May ZYDUSLIFE was trading at 1038.95. The strike last trading price was 65, which was 65 higher than the previous day. The implied volatity was 25.68, the open interest changed by 0 which decreased total open position to 3
On 21 May ZYDUSLIFE was trading at 1036.45. The strike last trading price was 65, which was 15 higher than the previous day. The implied volatity was 25.68, the open interest changed by 0 which decreased total open position to 4
On 20 May ZYDUSLIFE was trading at 1040.85. The strike last trading price was 50, which was -121.7 lower than the previous day. The implied volatity was 15.61, the open interest changed by 4 which increased total open position to 4
On 18 May ZYDUSLIFE was trading at 991.10. The strike last trading price was 0, which was -171.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May ZYDUSLIFE was trading at 1011.70. The strike last trading price was 0, which was -171.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May ZYDUSLIFE was trading at 991.70. The strike last trading price was 0, which was -171.7 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
