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[--[65.84.65.76]--]
DRREDDY
Dr. Reddy S Laboratories

1193.65 -19.80 (-1.63%)

Option Chain for DRREDDY

21 Nov 2024 02:10 PM IST

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

Call
Put

Lot Size : 125

Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
0.00 0 0 0 0.00 125.55 0.00 1080 0.45 0.80 39.67 780 4 196 -0.03
- 0 0 0 - 1365.10 0.00 1090 0.00 2.45 18.08 0 0 0 -0.00
0.00 0 0 0 0.00 111.40 0.00 1100 0.60 1.25 36.67 3,645 50 435 -0.05
- 0 0 0 - 1268.05 0.00 1110 0.00 4.15 14.66 0 0 0 -0.00
0.00 0 0 0 0.00 69.70 0.00 1120 1.05 2.10 33.96 1,200 61 146 -0.08
0.95 1 1 20 25.29 65.85 -91.05 1130 1.30 2.70 32.44 1,390 9 95 -0.10
- 1 0 15 - 46.75 -7.85 1140 1.60 3.50 31.12 1,695 42 149 -0.13
0.85 20 5 180 27.50 49.00 -31.00 1150 1.70 4.30 29.00 7,355 164 435 -0.17
0.80 19 14 510 25.68 39.90 -20.20 1160 2.15 5.50 27.37 5,870 74 217 -0.21
0.72 51 31 1,890 26.40 32.55 -25.45 1170 2.90 7.40 26.05 8,185 98 242 -0.27
0.65 133 50 4,610 24.41 24.80 -13.85 1180 3.65 9.70 24.51 18,110 281 518 -0.35
0.56 125 38 5,020 22.67 17.60 -14.45 1190 4.65 13.20 23.62 10,570 133 344 -0.44
0.46 597 387 21,320 22.24 12.50 -12.45 1200 7.00 18.00 23.37 20,605 233 743 -0.54
0.35 236 60 6,705 22.31 8.55 -10.35 1210 8.55 23.65 22.53 3,340 -28 171 -0.65
0.26 266 31 8,555 22.20 5.65 -8.40 1220 10.55 30.80 23.05 1,705 -76 228 -0.73
0.19 255 10 6,040 23.38 4.05 -6.15 1230 12.10 38.50 22.34 305 -17 99 -0.82
0.14 297 -19 5,730 24.28 2.85 -4.45 1240 13.75 47.60 24.46 90 -4 89 -0.86
0.10 498 47 7,925 25.33 2.05 -3.05 1250 16.15 56.40 23.41 230 -9 110 -0.91
0.08 364 12 3,250 26.26 1.50 -2.15 1260 21.60 67.60 31.51 165 -7 182 -0.88
0.06 212 3 2,240 27.69 1.15 -1.40 1270 17.30 72.30 - 15 -1 110 -
0.05 415 -32 1,950 29.17 0.95 -0.90 1280 16.00 83.00 - 85 -12 80 -
0.04 223 -14 565 30.33 0.75 -0.60 1290 0.00 62.85 0.00 0 -20 0 0.00
0.03 2,544 -69 2,790 31.22 0.55 -0.40 1300 15.55 104.00 - 35 -2 365 -
0.03 340 -6 435 33.55 0.55 -0.35 1310 0.00 89.55 0.00 0 -2 0 0.00
0.02 497 -37 680 35.88 0.55 -0.20 1320 0.00 90.35 0.00 0 -4 0 0.00
0.03 219 -14 135 39.23 0.65 0.00 1330 0.00 102.00 0.00 0 0 0 0.00
0.02 827 -6 155 38.95 0.45 -0.15 1340 43.80 154.05 76.80 10 -1 117 -0.84
0.02 370 -11 235 41.31 0.45 -0.15 1350 0.00 176.75 0.00 0 0 0 0.00
0.01 206 -3 180 41.93 0.35 0.00 1360 5.30 175.40 86.32 5 0 17 -0.85
0.02 81 0 25 46.90 0.55 -0.05 1370 0.00 179.70 0.00 0 0 0 0.00
0.01 117 -11 170 45.86 0.35 0.00 1380 0.00 184.65 0.00 0 0 0 0.00
0.01 57 1 45 45.90 0.25 0.05 1390 0.00 199.55 0.00 0 0 0 0.00
0.01 734 -66 725 49.54 0.35 -0.05 1400 0.00 99.20 0.00 0 0 0 0.00
0.00 0 0 0 30.00 177.35 0.00 1410 0.00 132.80 0.00 0 0 0 0.00
0.00 0 -1 0 0.00 0.25 0.00 1420 0.00 360.30 - 0 0 0 -
0.00 0 0 0 0.00 144.75 0.00 1430 0.00 460.80 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.30 0.00 1440 0.00 415.90 - 0 0 0 -
0.00 0 0 0 0.00 116.95 0.00 1450 0.00 531.80 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.30 0.00 1460 0.00 475.85 - 0 0 0 -
0.00 0 0 0 0.00 93.70 0.00 1470 0.00 607.30 0.00 0 0 0 0.00
0.00 0 0 0 30.00 204.15 0.00 1480 0.00 539.90 - 0 0 0 -
0.00 0 0 0 0.00 0.00 0.00 1490 0.00 0.00 0.00 0 0 0 0.00
- 225 0 50 - 0.10 0.00 1500 0.00 190.00 0.00 0 0 0 0.00
9,930 5,088
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.