DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
11 Dec 2024 04:10 PM IST
| DRREDDY 26DEC2024 1000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Dec | 1238.55 | 1835.45 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 1240.35 | 1835.45 | 0.00 | - | 0 | 0 | 0 | |||
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| 9 Dec | 1255.15 | 1835.45 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 1253.70 | 1835.45 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 1239.85 | 1835.45 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 1224.50 | 1835.45 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 1221.75 | 1835.45 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 1202.30 | 1835.45 | - | 0 | 0 | 0 | ||||
For Dr. Reddy S Laboratories - strike price 1000 expiring on 26DEC2024
Delta for 1000 CE is -
Historical price for 1000 CE is as follows
On 11 Dec DRREDDY was trading at 1238.55. The strike last trading price was 1835.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Dec DRREDDY was trading at 1240.35. The strike last trading price was 1835.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Dec DRREDDY was trading at 1255.15. The strike last trading price was 1835.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Dec DRREDDY was trading at 1253.70. The strike last trading price was 1835.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Dec DRREDDY was trading at 1239.85. The strike last trading price was 1835.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec DRREDDY was trading at 1224.50. The strike last trading price was 1835.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec DRREDDY was trading at 1221.75. The strike last trading price was 1835.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Nov DRREDDY was trading at 1202.30. The strike last trading price was 1835.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| DRREDDY 26DEC2024 1000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 0.04
Theta: -0.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Dec | 1238.55 | 0.2 | -0.25 | 43.11 | 18 | 1 | 32 |
| 10 Dec | 1240.35 | 0.45 | 0.15 | 46.25 | 37 | 4 | 31 |
| 9 Dec | 1255.15 | 0.3 | -0.05 | 45.35 | 2 | 0 | 27 |
| 6 Dec | 1253.70 | 0.35 | -0.10 | 42.07 | 7 | -1 | 27 |
| 5 Dec | 1239.85 | 0.45 | -0.10 | 41.05 | 2 | 0 | 28 |
| 3 Dec | 1224.50 | 0.55 | 0.05 | 38.10 | 8 | 2 | 25 |
| 2 Dec | 1221.75 | 0.5 | -0.75 | 36.52 | 73 | 17 | 23 |
| 29 Nov | 1202.30 | 1.25 | 37.33 | 10 | 5 | 6 | |
For Dr. Reddy S Laboratories - strike price 1000 expiring on 26DEC2024
Delta for 1000 PE is -0.01
Historical price for 1000 PE is as follows
On 11 Dec DRREDDY was trading at 1238.55. The strike last trading price was 0.2, which was -0.25 lower than the previous day. The implied volatity was 43.11, the open interest changed by 1 which increased total open position to 32
On 10 Dec DRREDDY was trading at 1240.35. The strike last trading price was 0.45, which was 0.15 higher than the previous day. The implied volatity was 46.25, the open interest changed by 4 which increased total open position to 31
On 9 Dec DRREDDY was trading at 1255.15. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 45.35, the open interest changed by 0 which decreased total open position to 27
On 6 Dec DRREDDY was trading at 1253.70. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was 42.07, the open interest changed by -1 which decreased total open position to 27
On 5 Dec DRREDDY was trading at 1239.85. The strike last trading price was 0.45, which was -0.10 lower than the previous day. The implied volatity was 41.05, the open interest changed by 0 which decreased total open position to 28
On 3 Dec DRREDDY was trading at 1224.50. The strike last trading price was 0.55, which was 0.05 higher than the previous day. The implied volatity was 38.10, the open interest changed by 2 which increased total open position to 25
On 2 Dec DRREDDY was trading at 1221.75. The strike last trading price was 0.5, which was -0.75 lower than the previous day. The implied volatity was 36.52, the open interest changed by 17 which increased total open position to 23
On 29 Nov DRREDDY was trading at 1202.30. The strike last trading price was 1.25, which was lower than the previous day. The implied volatity was 37.33, the open interest changed by 5 which increased total open position to 6
