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Related Pages for DRREDDY
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DRREDDY
Dr. Reddy S Laboratories
1195.35 -18.10 (-1.49%)

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Historical option data for DRREDDY

21 Nov 2024 04:10 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
DRREDDY 28NOV2024 1080 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 1195.35 125.55 0.00 0.00 0 0 0
20 Nov 1213.45 125.55 0.00 0.00 0 0 0
19 Nov 1213.45 125.55 0.00 0.00 0 10 0
18 Nov 1193.55 125.55 -1506.50 60.22 15 10 10
14 Nov 1226.70 1632.05 0.00 - 0 0 0
13 Nov 1245.00 1632.05 0.00 - 0 0 0
12 Nov 1263.90 1632.05 0.00 - 0 0 0
11 Nov 1287.90 1632.05 0.00 - 0 0 0
8 Nov 1283.65 1632.05 0.00 - 0 0 0
7 Nov 1287.35 1632.05 0.00 - 0 0 0
6 Nov 1302.10 1632.05 0.00 - 0 0 0
5 Nov 1272.20 1632.05 0.00 - 0 0 0
4 Nov 1268.30 1632.05 - 0 0 0

For Dr. Reddy S Laboratories - strike price 1080 expiring on 28NOV2024

Delta for 1080 CE is 0.00

Historical price for 1080 CE is as follows

On 21 Nov DRREDDY was trading at 1195.35. The strike last trading price was 125.55, which was 0.00 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 20 Nov DRREDDY was trading at 1213.45. The strike last trading price was 125.55, which was 0.00 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 19 Nov DRREDDY was trading at 1213.45. The strike last trading price was 125.55, which was 0.00 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 18 Nov DRREDDY was trading at 1193.55. The strike last trading price was 125.55, which was -1506.50 lower than the previous day. The implied volatity was 60.22, the open interest changed by 2 which increased total open position to 2


On 14 Nov DRREDDY was trading at 1226.70. The strike last trading price was 1632.05, 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 13 Nov DRREDDY was trading at 1245.00. The strike last trading price was 1632.05, 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 12 Nov DRREDDY was trading at 1263.90. The strike last trading price was 1632.05, 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 11 Nov DRREDDY was trading at 1287.90. The strike last trading price was 1632.05, 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 8 Nov DRREDDY was trading at 1283.65. The strike last trading price was 1632.05, 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 7 Nov DRREDDY was trading at 1287.35. The strike last trading price was 1632.05, 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 Nov DRREDDY was trading at 1302.10. The strike last trading price was 1632.05, 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 Nov DRREDDY was trading at 1272.20. The strike last trading price was 1632.05, 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 4 Nov DRREDDY was trading at 1268.30. The strike last trading price was 1632.05, 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 28NOV2024 1080 PE
Delta: -0.03
Vega: 0.11
Theta: -0.30
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 1195.35 0.75 0.40 39.26 885 0 960
20 Nov 1213.45 0.35 0.00 35.14 70 -15 960
19 Nov 1213.45 0.35 -0.35 35.14 70 -15 960
18 Nov 1193.55 0.7 0.30 32.72 1,005 125 975
14 Nov 1226.70 0.4 0.00 31.57 5 0 850
13 Nov 1245.00 0.4 0.10 33.08 195 0 850
12 Nov 1263.90 0.3 0.00 33.01 70 0 850
11 Nov 1287.90 0.3 0.15 35.63 250 0 850
8 Nov 1283.65 0.15 -0.30 29.66 200 0 850
7 Nov 1287.35 0.45 -0.15 34.20 590 0 850
6 Nov 1302.10 0.6 -1.00 36.40 565 0 850
5 Nov 1272.20 1.6 -1.15 38.41 1,565 400 750
4 Nov 1268.30 2.75 40.77 555 285 285

For Dr. Reddy S Laboratories - strike price 1080 expiring on 28NOV2024

Delta for 1080 PE is -0.03

Historical price for 1080 PE is as follows

On 21 Nov DRREDDY was trading at 1195.35. The strike last trading price was 0.75, which was 0.40 higher than the previous day. The implied volatity was 39.26, the open interest changed by 0 which decreased total open position to 192


On 20 Nov DRREDDY was trading at 1213.45. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 35.14, the open interest changed by -3 which decreased total open position to 192


On 19 Nov DRREDDY was trading at 1213.45. The strike last trading price was 0.35, which was -0.35 lower than the previous day. The implied volatity was 35.14, the open interest changed by -3 which decreased total open position to 192


On 18 Nov DRREDDY was trading at 1193.55. The strike last trading price was 0.7, which was 0.30 higher than the previous day. The implied volatity was 32.72, the open interest changed by 25 which increased total open position to 195


On 14 Nov DRREDDY was trading at 1226.70. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 31.57, the open interest changed by 0 which decreased total open position to 170


On 13 Nov DRREDDY was trading at 1245.00. The strike last trading price was 0.4, which was 0.10 higher than the previous day. The implied volatity was 33.08, the open interest changed by 0 which decreased total open position to 170


On 12 Nov DRREDDY was trading at 1263.90. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 33.01, the open interest changed by 0 which decreased total open position to 170


On 11 Nov DRREDDY was trading at 1287.90. The strike last trading price was 0.3, which was 0.15 higher than the previous day. The implied volatity was 35.63, the open interest changed by 0 which decreased total open position to 170


On 8 Nov DRREDDY was trading at 1283.65. The strike last trading price was 0.15, which was -0.30 lower than the previous day. The implied volatity was 29.66, the open interest changed by 0 which decreased total open position to 170


On 7 Nov DRREDDY was trading at 1287.35. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 34.20, the open interest changed by 0 which decreased total open position to 170


On 6 Nov DRREDDY was trading at 1302.10. The strike last trading price was 0.6, which was -1.00 lower than the previous day. The implied volatity was 36.40, the open interest changed by 0 which decreased total open position to 170


On 5 Nov DRREDDY was trading at 1272.20. The strike last trading price was 1.6, which was -1.15 lower than the previous day. The implied volatity was 38.41, the open interest changed by 80 which increased total open position to 150


On 4 Nov DRREDDY was trading at 1268.30. The strike last trading price was 2.75, which was lower than the previous day. The implied volatity was 40.77, the open interest changed by 57 which increased total open position to 57