DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
11 Apr 2025 04:10 PM IST
| DRREDDY 24APR2025 1030 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 1109.50 | 63.65 | 0 | 0.00 | 0 | 2 | 0 | |||
| 9 Apr | 1094.05 | 63.65 | -19.25 | - | 8 | 2 | 19 | |||
| 8 Apr | 1107.95 | 82.9 | 18.35 | - | 4 | -1 | 16 | |||
| 7 Apr | 1087.90 | 64.55 | -10.25 | - | 10 | 1 | 18 | |||
| 4 Apr | 1109.95 | 74.8 | -40.6 | - | 31 | 16 | 16 | |||
| 3 Apr | 1151.45 | 115.4 | 0 | - | 0 | 0 | 0 | |||
| 2 Apr | 1150.00 | 115.4 | 0 | - | 0 | 0 | 0 | |||
| 1 Apr | 1152.20 | 115.4 | 0 | - | 0 | 0 | 0 | |||
| 28 Mar | 1144.20 | 115.4 | 0 | - | 0 | 0 | 0 | |||
| 27 Mar | 1162.20 | 115.4 | 0 | - | 0 | 0 | 0 | |||
| 26 Mar | 1164.60 | 115.4 | 0 | - | 0 | 0 | 0 | |||
| 24 Mar | 1210.30 | 115.4 | 0 | - | 0 | 0 | 0 | |||
| 21 Mar | 1200.15 | 115.4 | 0 | - | 0 | 0 | 0 | |||
| 18 Mar | 1163.70 | 115.4 | 0 | - | 0 | 0 | 0 | |||
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| 17 Mar | 1150.70 | 115.4 | 0 | - | 0 | 0 | 0 | |||
| 13 Mar | 1107.95 | 115.4 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 1105.15 | 115.4 | 0 | - | 0 | 0 | 0 | |||
For Dr. Reddy S Laboratories - strike price 1030 expiring on 24APR2025
Delta for 1030 CE is 0.00
Historical price for 1030 CE is as follows
On 11 Apr DRREDDY was trading at 1109.50. The strike last trading price was 63.65, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 9 Apr DRREDDY was trading at 1094.05. The strike last trading price was 63.65, which was -19.25 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 19
On 8 Apr DRREDDY was trading at 1107.95. The strike last trading price was 82.9, which was 18.35 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 16
On 7 Apr DRREDDY was trading at 1087.90. The strike last trading price was 64.55, which was -10.25 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 18
On 4 Apr DRREDDY was trading at 1109.95. The strike last trading price was 74.8, which was -40.6 lower than the previous day. The implied volatity was -, the open interest changed by 16 which increased total open position to 16
On 3 Apr DRREDDY was trading at 1151.45. The strike last trading price was 115.4, 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 2 Apr DRREDDY was trading at 1150.00. The strike last trading price was 115.4, 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 1 Apr DRREDDY was trading at 1152.20. The strike last trading price was 115.4, 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 28 Mar DRREDDY was trading at 1144.20. The strike last trading price was 115.4, 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 27 Mar DRREDDY was trading at 1162.20. The strike last trading price was 115.4, 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 115.4, 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 24 Mar DRREDDY was trading at 1210.30. The strike last trading price was 115.4, 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 21 Mar DRREDDY was trading at 1200.15. The strike last trading price was 115.4, 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 18 Mar DRREDDY was trading at 1163.70. The strike last trading price was 115.4, 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 17 Mar DRREDDY was trading at 1150.70. The strike last trading price was 115.4, 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 13 Mar DRREDDY was trading at 1107.95. The strike last trading price was 115.4, 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 12 Mar DRREDDY was trading at 1105.15. The strike last trading price was 115.4, 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 1030 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.14
Vega: 0.47
Theta: -0.67
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 1109.50 | 6.15 | -9.65 | 39.81 | 599 | 36 | 247 |
| 9 Apr | 1094.05 | 16.1 | 8 | 48.32 | 493 | 18 | 214 |
| 8 Apr | 1107.95 | 7.8 | -6.45 | 39.17 | 359 | -15 | 195 |
| 7 Apr | 1087.90 | 13.55 | 5.4 | 41.77 | 1,095 | 38 | 209 |
| 4 Apr | 1109.95 | 8.2 | 5.3 | 37.04 | 1,169 | 87 | 180 |
| 3 Apr | 1151.45 | 2.7 | -2.05 | 33.27 | 462 | 35 | 97 |
| 2 Apr | 1150.00 | 4.9 | 0.35 | 37.79 | 120 | -6 | 65 |
| 1 Apr | 1152.20 | 4.7 | -0.1 | 36.29 | 157 | 21 | 73 |
| 28 Mar | 1144.20 | 5 | 2.15 | 33.39 | 156 | 51 | 52 |
| 27 Mar | 1162.20 | 2.85 | 0 | 0.00 | 0 | 0 | 0 |
| 26 Mar | 1164.60 | 2.85 | -0.15 | 30.59 | 1 | 0 | 1 |
| 24 Mar | 1210.30 | 8.6 | 0 | 14.07 | 0 | 0 | 0 |
| 21 Mar | 1200.15 | 8.6 | 0 | 12.60 | 0 | 0 | 0 |
| 18 Mar | 1163.70 | 8.6 | 0 | 11.13 | 0 | 0 | 0 |
| 17 Mar | 1150.70 | 8.6 | 0 | 9.70 | 0 | 0 | 0 |
| 13 Mar | 1107.95 | 8.6 | 0 | 6.58 | 0 | 0 | 0 |
| 12 Mar | 1105.15 | 8.6 | 0 | 6.61 | 0 | 0 | 0 |
For Dr. Reddy S Laboratories - strike price 1030 expiring on 24APR2025
Delta for 1030 PE is -0.14
Historical price for 1030 PE is as follows
On 11 Apr DRREDDY was trading at 1109.50. The strike last trading price was 6.15, which was -9.65 lower than the previous day. The implied volatity was 39.81, the open interest changed by 36 which increased total open position to 247
On 9 Apr DRREDDY was trading at 1094.05. The strike last trading price was 16.1, which was 8 higher than the previous day. The implied volatity was 48.32, the open interest changed by 18 which increased total open position to 214
On 8 Apr DRREDDY was trading at 1107.95. The strike last trading price was 7.8, which was -6.45 lower than the previous day. The implied volatity was 39.17, the open interest changed by -15 which decreased total open position to 195
On 7 Apr DRREDDY was trading at 1087.90. The strike last trading price was 13.55, which was 5.4 higher than the previous day. The implied volatity was 41.77, the open interest changed by 38 which increased total open position to 209
On 4 Apr DRREDDY was trading at 1109.95. The strike last trading price was 8.2, which was 5.3 higher than the previous day. The implied volatity was 37.04, the open interest changed by 87 which increased total open position to 180
On 3 Apr DRREDDY was trading at 1151.45. The strike last trading price was 2.7, which was -2.05 lower than the previous day. The implied volatity was 33.27, the open interest changed by 35 which increased total open position to 97
On 2 Apr DRREDDY was trading at 1150.00. The strike last trading price was 4.9, which was 0.35 higher than the previous day. The implied volatity was 37.79, the open interest changed by -6 which decreased total open position to 65
On 1 Apr DRREDDY was trading at 1152.20. The strike last trading price was 4.7, which was -0.1 lower than the previous day. The implied volatity was 36.29, the open interest changed by 21 which increased total open position to 73
On 28 Mar DRREDDY was trading at 1144.20. The strike last trading price was 5, which was 2.15 higher than the previous day. The implied volatity was 33.39, the open interest changed by 51 which increased total open position to 52
On 27 Mar DRREDDY was trading at 1162.20. The strike last trading price was 2.85, 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 26 Mar DRREDDY was trading at 1164.60. The strike last trading price was 2.85, which was -0.15 lower than the previous day. The implied volatity was 30.59, the open interest changed by 0 which decreased total open position to 1
On 24 Mar DRREDDY was trading at 1210.30. The strike last trading price was 8.6, which was 0 lower than the previous day. The implied volatity was 14.07, the open interest changed by 0 which decreased total open position to 0
On 21 Mar DRREDDY was trading at 1200.15. The strike last trading price was 8.6, which was 0 lower than the previous day. The implied volatity was 12.60, the open interest changed by 0 which decreased total open position to 0
On 18 Mar DRREDDY was trading at 1163.70. The strike last trading price was 8.6, which was 0 lower than the previous day. The implied volatity was 11.13, the open interest changed by 0 which decreased total open position to 0
On 17 Mar DRREDDY was trading at 1150.70. The strike last trading price was 8.6, which was 0 lower than the previous day. The implied volatity was 9.70, the open interest changed by 0 which decreased total open position to 0
On 13 Mar DRREDDY was trading at 1107.95. The strike last trading price was 8.6, which was 0 lower than the previous day. The implied volatity was 6.58, the open interest changed by 0 which decreased total open position to 0
On 12 Mar DRREDDY was trading at 1105.15. The strike last trading price was 8.6, which was 0 lower than the previous day. The implied volatity was 6.61, the open interest changed by 0 which decreased total open position to 0
