DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
15 Apr 2025 01:00 PM IST
| DRREDDY 24APR2025 1060 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 15 Apr | 1147.00 | 78.65 | 25.8 | - | 4 | -1 | 158 | |||
| 11 Apr | 1109.50 | 54 | 9.65 | 13.18 | 38 | -18 | 159 | |||
|
|
||||||||||
| 9 Apr | 1094.05 | 45.2 | -15.3 | 24.56 | 566 | 50 | 174 | |||
| 8 Apr | 1107.95 | 60.5 | 12.85 | 26.61 | 79 | 4 | 124 | |||
| 7 Apr | 1087.90 | 49.85 | -2.4 | 29.53 | 250 | 62 | 122 | |||
| 4 Apr | 1109.95 | 52.1 | -43.65 | - | 176 | 47 | 58 | |||
| 3 Apr | 1151.45 | 95.75 | 0 | 0.00 | 0 | 0 | 0 | |||
| 2 Apr | 1150.00 | 95.75 | 0 | 0.00 | 0 | 1 | 0 | |||
| 1 Apr | 1152.20 | 95.75 | 17.95 | - | 1 | 1 | 10 | |||
| 28 Mar | 1144.20 | 77.95 | -82.75 | - | 14 | 9 | 9 | |||
| 27 Mar | 1162.20 | 160.7 | 0 | - | 0 | 0 | 0 | |||
| 26 Mar | 1164.60 | 160.7 | 0 | - | 0 | 0 | 0 | |||
| 25 Mar | 1177.90 | 160.7 | 0 | - | 0 | 0 | 0 | |||
| 24 Mar | 1210.30 | 160.7 | 0 | - | 0 | 0 | 0 | |||
| 21 Mar | 1200.15 | 160.7 | 0 | - | 0 | 0 | 0 | |||
| 20 Mar | 1187.20 | 160.7 | 0 | - | 0 | 0 | 0 | |||
| 18 Mar | 1163.70 | 160.7 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 1150.70 | 160.7 | 0 | - | 0 | 0 | 0 | |||
| 13 Mar | 1107.95 | 160.7 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 1105.15 | 160.7 | 0 | - | 0 | 0 | 0 | |||
| 26 Feb | 1128.15 | 0 | 0 | - | 0 | 0 | 0 | |||
| 25 Feb | 1128.15 | 0 | 0 | - | 0 | 0 | 0 | |||
| 21 Feb | 1151.80 | 0 | 0 | - | 0 | 0 | 0 | |||
For Dr. Reddy S Laboratories - strike price 1060 expiring on 24APR2025
Delta for 1060 CE is -
Historical price for 1060 CE is as follows
On 15 Apr DRREDDY was trading at 1147.00. The strike last trading price was 78.65, which was 25.8 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 158
On 11 Apr DRREDDY was trading at 1109.50. The strike last trading price was 54, which was 9.65 higher than the previous day. The implied volatity was 13.18, the open interest changed by -18 which decreased total open position to 159
On 9 Apr DRREDDY was trading at 1094.05. The strike last trading price was 45.2, which was -15.3 lower than the previous day. The implied volatity was 24.56, the open interest changed by 50 which increased total open position to 174
On 8 Apr DRREDDY was trading at 1107.95. The strike last trading price was 60.5, which was 12.85 higher than the previous day. The implied volatity was 26.61, the open interest changed by 4 which increased total open position to 124
On 7 Apr DRREDDY was trading at 1087.90. The strike last trading price was 49.85, which was -2.4 lower than the previous day. The implied volatity was 29.53, the open interest changed by 62 which increased total open position to 122
On 4 Apr DRREDDY was trading at 1109.95. The strike last trading price was 52.1, which was -43.65 lower than the previous day. The implied volatity was -, the open interest changed by 47 which increased total open position to 58
On 3 Apr DRREDDY was trading at 1151.45. The strike last trading price was 95.75, 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 95.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 1 Apr DRREDDY was trading at 1152.20. The strike last trading price was 95.75, which was 17.95 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 10
On 28 Mar DRREDDY was trading at 1144.20. The strike last trading price was 77.95, which was -82.75 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 9
On 27 Mar DRREDDY was trading at 1162.20. The strike last trading price was 160.7, 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 160.7, 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 25 Mar DRREDDY was trading at 1177.90. The strike last trading price was 160.7, 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 160.7, 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 160.7, 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 20 Mar DRREDDY was trading at 1187.20. The strike last trading price was 160.7, 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 160.7, 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 160.7, 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 160.7, 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 160.7, 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 Feb DRREDDY was trading at 1128.15. The strike last trading price was 0, 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 25 Feb DRREDDY was trading at 1128.15. The strike last trading price was 0, 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 Feb DRREDDY was trading at 1151.80. The strike last trading price was 0, 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 1060 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.09
Vega: 0.29
Theta: -0.59
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 15 Apr | 1147.00 | 2.95 | -8.5 | 39.00 | 426 | -36 | 498 |
| 11 Apr | 1109.50 | 10.8 | -14.05 | 37.32 | 556 | -94 | 534 |
| 9 Apr | 1094.05 | 24.55 | 10.4 | 46.76 | 1,625 | 68 | 630 |
| 8 Apr | 1107.95 | 13.5 | -9.25 | 37.65 | 386 | 106 | 562 |
| 7 Apr | 1087.90 | 21.65 | 6.65 | 40.42 | 1,236 | 134 | 456 |
| 4 Apr | 1109.95 | 15 | 9.45 | 37.43 | 3,131 | 121 | 322 |
| 3 Apr | 1151.45 | 5.25 | -2.85 | 32.14 | 738 | 42 | 200 |
| 2 Apr | 1150.00 | 8.35 | 0.55 | 36.52 | 322 | 28 | 156 |
| 1 Apr | 1152.20 | 8 | -0.5 | 34.91 | 309 | 61 | 129 |
| 28 Mar | 1144.20 | 8.65 | 0.8 | 32.34 | 293 | 41 | 68 |
| 27 Mar | 1162.20 | 9.45 | 5.45 | 36.21 | 35 | 9 | 26 |
| 26 Mar | 1164.60 | 4 | 2.2 | 27.40 | 33 | 14 | 17 |
| 25 Mar | 1177.90 | 1.8 | 0 | 0.00 | 0 | 2 | 0 |
| 24 Mar | 1210.30 | 1.8 | -1.9 | 29.39 | 18 | 2 | 3 |
| 21 Mar | 1200.15 | 3.7 | -2.35 | 31.10 | 4 | 0 | 0 |
| 20 Mar | 1187.20 | 6.05 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Mar | 1163.70 | 6.05 | -2.55 | 27.98 | 2 | 1 | 1 |
| 17 Mar | 1150.70 | 8.6 | 0 | 7.67 | 0 | 0 | 0 |
| 13 Mar | 1107.95 | 8.6 | 0 | 4.44 | 0 | 0 | 0 |
| 12 Mar | 1105.15 | 8.6 | 0 | 4.47 | 0 | 0 | 0 |
| 26 Feb | 1128.15 | 8.6 | 0 | 5.40 | 0 | 0 | 0 |
| 25 Feb | 1128.15 | 8.6 | 0 | 5.40 | 0 | 0 | 0 |
| 21 Feb | 1151.80 | 0 | 0 | 6.55 | 0 | 0 | 0 |
For Dr. Reddy S Laboratories - strike price 1060 expiring on 24APR2025
Delta for 1060 PE is -0.09
Historical price for 1060 PE is as follows
On 15 Apr DRREDDY was trading at 1147.00. The strike last trading price was 2.95, which was -8.5 lower than the previous day. The implied volatity was 39.00, the open interest changed by -36 which decreased total open position to 498
On 11 Apr DRREDDY was trading at 1109.50. The strike last trading price was 10.8, which was -14.05 lower than the previous day. The implied volatity was 37.32, the open interest changed by -94 which decreased total open position to 534
On 9 Apr DRREDDY was trading at 1094.05. The strike last trading price was 24.55, which was 10.4 higher than the previous day. The implied volatity was 46.76, the open interest changed by 68 which increased total open position to 630
On 8 Apr DRREDDY was trading at 1107.95. The strike last trading price was 13.5, which was -9.25 lower than the previous day. The implied volatity was 37.65, the open interest changed by 106 which increased total open position to 562
On 7 Apr DRREDDY was trading at 1087.90. The strike last trading price was 21.65, which was 6.65 higher than the previous day. The implied volatity was 40.42, the open interest changed by 134 which increased total open position to 456
On 4 Apr DRREDDY was trading at 1109.95. The strike last trading price was 15, which was 9.45 higher than the previous day. The implied volatity was 37.43, the open interest changed by 121 which increased total open position to 322
On 3 Apr DRREDDY was trading at 1151.45. The strike last trading price was 5.25, which was -2.85 lower than the previous day. The implied volatity was 32.14, the open interest changed by 42 which increased total open position to 200
On 2 Apr DRREDDY was trading at 1150.00. The strike last trading price was 8.35, which was 0.55 higher than the previous day. The implied volatity was 36.52, the open interest changed by 28 which increased total open position to 156
On 1 Apr DRREDDY was trading at 1152.20. The strike last trading price was 8, which was -0.5 lower than the previous day. The implied volatity was 34.91, the open interest changed by 61 which increased total open position to 129
On 28 Mar DRREDDY was trading at 1144.20. The strike last trading price was 8.65, which was 0.8 higher than the previous day. The implied volatity was 32.34, the open interest changed by 41 which increased total open position to 68
On 27 Mar DRREDDY was trading at 1162.20. The strike last trading price was 9.45, which was 5.45 higher than the previous day. The implied volatity was 36.21, the open interest changed by 9 which increased total open position to 26
On 26 Mar DRREDDY was trading at 1164.60. The strike last trading price was 4, which was 2.2 higher than the previous day. The implied volatity was 27.40, the open interest changed by 14 which increased total open position to 17
On 25 Mar DRREDDY was trading at 1177.90. The strike last trading price was 1.8, 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 24 Mar DRREDDY was trading at 1210.30. The strike last trading price was 1.8, which was -1.9 lower than the previous day. The implied volatity was 29.39, the open interest changed by 2 which increased total open position to 3
On 21 Mar DRREDDY was trading at 1200.15. The strike last trading price was 3.7, which was -2.35 lower than the previous day. The implied volatity was 31.10, the open interest changed by 0 which decreased total open position to 0
On 20 Mar DRREDDY was trading at 1187.20. The strike last trading price was 6.05, 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 18 Mar DRREDDY was trading at 1163.70. The strike last trading price was 6.05, which was -2.55 lower than the previous day. The implied volatity was 27.98, the open interest changed by 1 which increased total open position to 1
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 7.67, 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 4.44, 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 4.47, the open interest changed by 0 which decreased total open position to 0
On 26 Feb DRREDDY was trading at 1128.15. The strike last trading price was 8.6, which was 0 lower than the previous day. The implied volatity was 5.40, the open interest changed by 0 which decreased total open position to 0
On 25 Feb DRREDDY was trading at 1128.15. The strike last trading price was 8.6, which was 0 lower than the previous day. The implied volatity was 5.40, the open interest changed by 0 which decreased total open position to 0
On 21 Feb DRREDDY was trading at 1151.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.55, the open interest changed by 0 which decreased total open position to 0
