DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
03 Dec 2024 04:10 PM IST
| DRREDDY 26DEC2024 1100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 1224.50 | 1352.65 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 1221.75 | 1352.65 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 1202.30 | 1352.65 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 1191.95 | 1352.65 | 0.00 | - | 0 | 0 | 0 | |||
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| 27 Nov | 1199.90 | 1352.65 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 1208.65 | 1352.65 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 1209.30 | 1352.65 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 1214.45 | 1352.65 | - | 0 | 0 | 0 | ||||
For Dr. Reddy S Laboratories - strike price 1100 expiring on 26DEC2024
Delta for 1100 CE is -
Historical price for 1100 CE is as follows
On 3 Dec DRREDDY was trading at 1224.50. The strike last trading price was 1352.65, 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 1352.65, 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 1352.65, 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 28 Nov DRREDDY was trading at 1191.95. The strike last trading price was 1352.65, 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 27 Nov DRREDDY was trading at 1199.90. The strike last trading price was 1352.65, 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 26 Nov DRREDDY was trading at 1208.65. The strike last trading price was 1352.65, 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 25 Nov DRREDDY was trading at 1209.30. The strike last trading price was 1352.65, 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 22 Nov DRREDDY was trading at 1214.45. The strike last trading price was 1352.65, 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 1100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.04
Vega: 0.27
Theta: -0.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 1224.50 | 1.35 | -0.35 | 26.30 | 187 | 59 | 292 |
| 2 Dec | 1221.75 | 1.7 | -0.95 | 26.54 | 226 | -3 | 230 |
| 29 Nov | 1202.30 | 2.65 | -0.35 | 24.80 | 649 | 111 | 232 |
| 28 Nov | 1191.95 | 3 | -0.20 | 24.41 | 256 | 37 | 116 |
| 27 Nov | 1199.90 | 3.2 | 0.35 | 25.09 | 629 | 59 | 79 |
| 26 Nov | 1208.65 | 2.85 | 0.00 | 25.55 | 2 | 1 | 19 |
| 25 Nov | 1209.30 | 2.85 | -1.05 | 25.63 | 87 | 18 | 18 |
| 22 Nov | 1214.45 | 3.9 | 26.44 | 2 | 0 | 0 | |
For Dr. Reddy S Laboratories - strike price 1100 expiring on 26DEC2024
Delta for 1100 PE is -0.04
Historical price for 1100 PE is as follows
On 3 Dec DRREDDY was trading at 1224.50. The strike last trading price was 1.35, which was -0.35 lower than the previous day. The implied volatity was 26.30, the open interest changed by 59 which increased total open position to 292
On 2 Dec DRREDDY was trading at 1221.75. The strike last trading price was 1.7, which was -0.95 lower than the previous day. The implied volatity was 26.54, the open interest changed by -3 which decreased total open position to 230
On 29 Nov DRREDDY was trading at 1202.30. The strike last trading price was 2.65, which was -0.35 lower than the previous day. The implied volatity was 24.80, the open interest changed by 111 which increased total open position to 232
On 28 Nov DRREDDY was trading at 1191.95. The strike last trading price was 3, which was -0.20 lower than the previous day. The implied volatity was 24.41, the open interest changed by 37 which increased total open position to 116
On 27 Nov DRREDDY was trading at 1199.90. The strike last trading price was 3.2, which was 0.35 higher than the previous day. The implied volatity was 25.09, the open interest changed by 59 which increased total open position to 79
On 26 Nov DRREDDY was trading at 1208.65. The strike last trading price was 2.85, which was 0.00 lower than the previous day. The implied volatity was 25.55, the open interest changed by 1 which increased total open position to 19
On 25 Nov DRREDDY was trading at 1209.30. The strike last trading price was 2.85, which was -1.05 lower than the previous day. The implied volatity was 25.63, the open interest changed by 18 which increased total open position to 18
On 22 Nov DRREDDY was trading at 1214.45. The strike last trading price was 3.9, which was lower than the previous day. The implied volatity was 26.44, the open interest changed by 0 which decreased total open position to 0
