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Option Chain For DRREDDY - DR. REDDY'S LABORATORIES
Last updated on 01 Oct 2020 10:02 AM info_outline

Note:- Click on the strike price to open the historical data.

Call
Put
OI Chng OI IV Ltp Chng Chng Ltp IV Chng OI OI
- - - - - 3300 - - - - -
- - - - - 3350 - - - - -
- - - - - 3400 - - - - -
- - - - - 3450 - - - - -
- - - - - 3500 - - - - -
- - - - - 3550 - - - - -
- - - - - 3600 - - - - -
- - - - - 3650 - - - - -
- - - - - 3700 - - - - -
- - - - - 3750 - - - - -
- - - - - 3800 - - - - -
- - - - - 3850 - - - - -
500 - - - - 3900 - - - - 750
- - - - - 3950 - - - - -
500 - - - - 4000 -0.40 4.00 45.80 - 24,500
- - - - - 4050 - - - - -
250 - - - - 4100 - - - - 4,250
- - - - - 4150 - - - - 250
250 - - - - 4200 - - - - 7,750
- - - - - 4250 - - - - 250
250 - - - - 4300 0.95 13.60 43.43 -250 30,250
- - - - - 4350 - - - - 250
250 - - - - 4400 2.05 21.30 43.46 -1,500 23,500
750 - - - - 4450 - - - - 500
2,250 - - - - 4500 2.95 30.00 42.86 2,250 52,500
500 - - - - 4550 - - - - -
9,500 - - - - 4600 5.60 43.65 42.54 1,000 30,250
1,500 - - - - 4650 - - - - 250
13,500 - - - - 4700 7.45 61.05 42.04 1,750 40,500
750 - - - - 4750 - - - - -
7,500 - - - - 4800 8.45 83.55 42.20 3,250 63,000
500 - - - - 4850 - - - - -
2,500 - - - - 4900 11.30 114.25 42.98 2,000 36,000
500 - - - - 4950 19.85 132.55 42.64 - 8,750
39,000 250 39.53 336.00 -12.95 5000 11.70 151.25 42.62 6,250 99,000
4,500 - 39.22 304.40 -16.65 5050 12.10 170.60 42.51 -250 8,750
51,000 2,750 40.87 285.30 -10.70 5100 17.40 197.00 43.33 2,750 51,000
19,500 3,000 40.34 257.50 -13.30 5150 14.15 219.00 43.06 2,750 10,500
141,250 21,000 40.58 235.00 -11.90 5200 16.80 245.85 43.75 9,250 33,000
29,500 9,000 41.48 210.65 -13.70 5250 15.55 276.65 43.41 500 6,000
129,750 5,750 40.89 192.00 -11.20 5300 19.45 304.50 43.79 1,750 23,000
16,500 -750 41.51 174.00 -7.55 5350 19.30 331.35 43.51 - 2,500
91,250 5,250 41.27 156.00 -8.20 5400 28.20 363.30 43.64 - 2,750
5,250 1,000 41.30 137.50 -13.30 5450 - - - - -
157,000 6,500 41.44 122.85 -10.25 5500 8.80 429.30 43.52 - 5,750
7,000 250 41.54 110.00 -6.35 5550 - - - - -
111,250 7,250 41.68 97.50 -8.65 5600 - - - - 250
15,000 -500 42.11 88.50 -13.95 5650 - - - - -
49,250 -1,000 41.76 77.45 -6.75 5700 - - - - -
- - - - - 5750 - - - - -
45,500 2,250 42.24 60.50 -7.15 5800 - - - - -
- - - - - 5850 - - - - -
33,250 4,000 42.92 48.65 -5.20 5900 - - - - -
1,500 - - - - 5950 - - - - -
232,500 7,750 42.93 36.80 -5.70 6000 - - - - -
1,250 - - - - 6050 - - - - -
33,250 3,750 43.30 28.80 -4.40 6100 - - - - -
27,250 -250 43.39 25.15 -4.80 6150 - - - - -
Total 1,283,250 566,000
Note
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        Highlighted options are in-the-money.

What is an Option Chain?
  • An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
  • It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.

How is it Useful?
  • The option chain matrix is most useful for the next trading day.
  • Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
  • Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.