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Option Chain For DRREDDY - DR. REDDY'S LABORATORIES
Last updated on 03 Jul 2020 02:50 PM 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
- - - - - 2950 - - - - -
- - - - - 3000 - - - - -
- - - - - 3050 - - - - -
- - - - - 3100 - - - - -
- - - - - 3150 - - - - -
- - - - - 3200 - - - - 750
- - - - - 3250 - - - - -
- - - - - 3300 - - - - 3,250
- - - - - 3350 - - - - -
250 - - - - 3400 - - - - 4,750
- - - - - 3450 - - - - -
1,000 - - - - 3500 - 23.05 38.11 - 23,000
- - - - - 3550 - - - - -
500 - - - - 3600 -3.95 37.05 37.22 750 23,000
- - - - - 3650 - - - - -
500 - - - - 3700 -1.60 63.00 38.03 2,250 29,750
- - - - - 3750 -1.00 81.00 38.82 - 1,250
750 - - - - 3800 -5.65 95.60 38.62 -2,250 41,750
- - - - - 3850 - - - - 250
39,000 4,250 29.87 149.20 -4.45 3900 5.95 147.05 40.30 250 27,000
13,000 750 31.16 132.00 0.40 3950 -9.85 173.00 40.57 250 2,500
83,000 1,500 30.97 108.80 -3.45 4000 3.55 204.95 41.72 -1,000 18,250
10,250 -2,000 31.70 92.20 -2.25 4050 - - - - -
76,250 -1,500 31.81 76.00 -2.30 4100 -22.65 276.00 44.28 250 4,750
4,750 750 32.63 64.20 0.15 4150 - - - - 1,000
81,500 -1,250 33.12 53.85 0.20 4200 - - - - 500
2,500 -250 33.49 44.00 -6.60 4250 - - - - 500
21,750 2,250 34.16 37.00 1.40 4300 - - - - -
2,000 - 33.61 28.00 -10.85 4350 - - - - -
22,000 2,250 35.03 25.20 1.20 4400 - - - - -
- - - - - 4450 - - - - -
28,000 1,250 36.36 18.00 3.40 4500 - - - - -
250 - - - - 4550 - - - - -
3,250 250 36.18 10.85 1.45 4600 - - - - -
- - - - - 4650 - - - - -
13,000 750 37.79 8.15 1.25 4700 - - - - -
Total 403,500 182,250
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 prices, 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.