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 |
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Put
Lot Size : 125 |
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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 |
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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
- 10% interest rate is applied while computing implied volatility.
- Volume and Open Interest, displayed in Contracts.
- 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.