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Related Pages for DRREDDY
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DRREDDY
Dr. Reddy S Laboratories
1109.5 15.45 (1.41%)

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Historical option data for DRREDDY

11 Apr 2025 04:10 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
DRREDDY 24APR2025 1000 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
11 Apr 1109.50 108.5 17.9 - 16 0 43
9 Apr 1094.05 90.6 -18 - 23 7 43
8 Apr 1107.95 108.5 15.45 - 45 -8 37
7 Apr 1087.90 95.2 -4.8 - 131 36 46
4 Apr 1109.95 100 -31 - 15 9 10
3 Apr 1151.45 131 0 0.00 0 0 0
2 Apr 1150.00 131 0 0.00 0 0 0
1 Apr 1152.20 131 0 0.00 0 0 0
28 Mar 1144.20 131 -83.05 - 1 0 0
27 Mar 1162.20 214.05 0 - 0 0 0
26 Mar 1164.60 214.05 0 - 0 0 0

For Dr. Reddy S Laboratories - strike price 1000 expiring on 24APR2025

Delta for 1000 CE is -

Historical price for 1000 CE is as follows

On 11 Apr DRREDDY was trading at 1109.50. The strike last trading price was 108.5, which was 17.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 43


On 9 Apr DRREDDY was trading at 1094.05. The strike last trading price was 90.6, which was -18 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 43


On 8 Apr DRREDDY was trading at 1107.95. The strike last trading price was 108.5, which was 15.45 higher than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 37


On 7 Apr DRREDDY was trading at 1087.90. The strike last trading price was 95.2, which was -4.8 lower than the previous day. The implied volatity was -, the open interest changed by 36 which increased total open position to 46


On 4 Apr DRREDDY was trading at 1109.95. The strike last trading price was 100, which was -31 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 10


On 3 Apr DRREDDY was trading at 1151.45. The strike last trading price was 131, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 2 Apr DRREDDY was trading at 1150.00. The strike last trading price was 131, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 1 Apr DRREDDY was trading at 1152.20. The strike last trading price was 131, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 28 Mar DRREDDY was trading at 1144.20. The strike last trading price was 131, which was -83.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Mar DRREDDY was trading at 1162.20. The strike last trading price was 214.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 26 Mar DRREDDY was trading at 1164.60. The strike last trading price was 214.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


DRREDDY 24APR2025 1000 PE
Delta: -0.09
Vega: 0.33
Theta: -0.53
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Apr 1109.50 3.8 -6.25 43.48 3,046 23 1,829
9 Apr 1094.05 10.35 6.1 50.22 4,151 449 1,805
8 Apr 1107.95 3.95 -4.6 39.78 966 71 1,355
7 Apr 1087.90 8.3 3.8 43.49 5,123 -221 1,283
4 Apr 1109.95 4.45 3.05 38.13 10,511 763 1,512
3 Apr 1151.45 1.45 -1.35 35.02 1,080 -111 766
2 Apr 1150.00 3.15 0.45 40.20 1,395 13 879
1 Apr 1152.20 2.6 0 37.45 1,247 385 863
28 Mar 1144.20 2.75 -0.15 34.40 971 422 478
27 Mar 1162.20 2.95 1.15 36.94 67 45 55
26 Mar 1164.60 1.6 -1.3 32.09 11 8 8

For Dr. Reddy S Laboratories - strike price 1000 expiring on 24APR2025

Delta for 1000 PE is -0.09

Historical price for 1000 PE is as follows

On 11 Apr DRREDDY was trading at 1109.50. The strike last trading price was 3.8, which was -6.25 lower than the previous day. The implied volatity was 43.48, the open interest changed by 23 which increased total open position to 1829


On 9 Apr DRREDDY was trading at 1094.05. The strike last trading price was 10.35, which was 6.1 higher than the previous day. The implied volatity was 50.22, the open interest changed by 449 which increased total open position to 1805


On 8 Apr DRREDDY was trading at 1107.95. The strike last trading price was 3.95, which was -4.6 lower than the previous day. The implied volatity was 39.78, the open interest changed by 71 which increased total open position to 1355


On 7 Apr DRREDDY was trading at 1087.90. The strike last trading price was 8.3, which was 3.8 higher than the previous day. The implied volatity was 43.49, the open interest changed by -221 which decreased total open position to 1283


On 4 Apr DRREDDY was trading at 1109.95. The strike last trading price was 4.45, which was 3.05 higher than the previous day. The implied volatity was 38.13, the open interest changed by 763 which increased total open position to 1512


On 3 Apr DRREDDY was trading at 1151.45. The strike last trading price was 1.45, which was -1.35 lower than the previous day. The implied volatity was 35.02, the open interest changed by -111 which decreased total open position to 766


On 2 Apr DRREDDY was trading at 1150.00. The strike last trading price was 3.15, which was 0.45 higher than the previous day. The implied volatity was 40.20, the open interest changed by 13 which increased total open position to 879


On 1 Apr DRREDDY was trading at 1152.20. The strike last trading price was 2.6, which was 0 lower than the previous day. The implied volatity was 37.45, the open interest changed by 385 which increased total open position to 863


On 28 Mar DRREDDY was trading at 1144.20. The strike last trading price was 2.75, which was -0.15 lower than the previous day. The implied volatity was 34.40, the open interest changed by 422 which increased total open position to 478


On 27 Mar DRREDDY was trading at 1162.20. The strike last trading price was 2.95, which was 1.15 higher than the previous day. The implied volatity was 36.94, the open interest changed by 45 which increased total open position to 55


On 26 Mar DRREDDY was trading at 1164.60. The strike last trading price was 1.6, which was -1.3 lower than the previous day. The implied volatity was 32.09, the open interest changed by 8 which increased total open position to 8