DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
21 Nov 2024 04:10 PM IST
| DRREDDY 28NOV2024 1100 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 | |||
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| 21 Nov | 1195.35 | 111.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Nov | 1213.45 | 111.4 | 0.00 | - | 5 | 0 | 120 | |||
| 19 Nov | 1213.45 | 111.4 | 20.10 | - | 5 | 0 | 120 | |||
| 18 Nov | 1193.55 | 91.3 | -45.25 | - | 115 | 105 | 115 | |||
| 14 Nov | 1226.70 | 136.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 1245.00 | 136.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 1263.90 | 136.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 1287.90 | 136.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 1283.65 | 136.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 1287.35 | 136.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 1302.10 | 136.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 1272.20 | 136.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 1268.30 | 136.55 | 0.00 | 0.00 | 0 | 10 | 0 | |||
| 1 Nov | 1259.60 | 136.55 | -1399.30 | - | 10 | 0 | 0 | |||
| 31 Oct | 1274.20 | 1535.85 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1249.85 | 1535.85 | - | 0 | 0 | 0 | ||||
For Dr. Reddy S Laboratories - strike price 1100 expiring on 28NOV2024
Delta for 1100 CE is 0.00
Historical price for 1100 CE is as follows
On 21 Nov DRREDDY was trading at 1195.35. The strike last trading price was 111.4, 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 111.4, 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 24
On 19 Nov DRREDDY was trading at 1213.45. The strike last trading price was 111.4, which was 20.10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24
On 18 Nov DRREDDY was trading at 1193.55. The strike last trading price was 91.3, which was -45.25 lower than the previous day. The implied volatity was -, the open interest changed by 21 which increased total open position to 23
On 14 Nov DRREDDY was trading at 1226.70. The strike last trading price was 136.55, 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 13 Nov DRREDDY was trading at 1245.00. The strike last trading price was 136.55, 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 12 Nov DRREDDY was trading at 1263.90. The strike last trading price was 136.55, 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 11 Nov DRREDDY was trading at 1287.90. The strike last trading price was 136.55, 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 8 Nov DRREDDY was trading at 1283.65. The strike last trading price was 136.55, 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 7 Nov DRREDDY was trading at 1287.35. The strike last trading price was 136.55, 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 6 Nov DRREDDY was trading at 1302.10. The strike last trading price was 136.55, 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 5 Nov DRREDDY was trading at 1272.20. The strike last trading price was 136.55, 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 4 Nov DRREDDY was trading at 1268.30. The strike last trading price was 136.55, 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 1 Nov DRREDDY was trading at 1259.60. The strike last trading price was 136.55, which was -1399.30 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Oct DRREDDY was trading at 1274.20. The strike last trading price was 1535.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct DRREDDY was trading at 1249.85. The strike last trading price was 1535.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| DRREDDY 28NOV2024 1100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.05
Vega: 0.16
Theta: -0.41
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1195.35 | 1.2 | 0.55 | 36.37 | 4,205 | 120 | 2,045 |
| 20 Nov | 1213.45 | 0.65 | 0.00 | 33.50 | 2,270 | -355 | 1,920 |
| 19 Nov | 1213.45 | 0.65 | -0.70 | 33.50 | 2,270 | -360 | 1,920 |
| 18 Nov | 1193.55 | 1.35 | 0.75 | 31.47 | 6,490 | 985 | 2,275 |
| 14 Nov | 1226.70 | 0.6 | 0.00 | 29.53 | 305 | 165 | 1,290 |
| 13 Nov | 1245.00 | 0.6 | 0.00 | 31.42 | 200 | 45 | 1,120 |
| 12 Nov | 1263.90 | 0.6 | 0.15 | 32.44 | 100 | -35 | 1,135 |
| 11 Nov | 1287.90 | 0.45 | -0.10 | 34.20 | 175 | -60 | 1,165 |
| 8 Nov | 1283.65 | 0.55 | -0.05 | 31.77 | 375 | -160 | 1,225 |
| 7 Nov | 1287.35 | 0.6 | -0.30 | 32.49 | 305 | -70 | 1,390 |
| 6 Nov | 1302.10 | 0.9 | -1.75 | 35.46 | 2,920 | -195 | 1,480 |
| 5 Nov | 1272.20 | 2.65 | -0.85 | 38.65 | 3,180 | 525 | 1,670 |
| 4 Nov | 1268.30 | 3.5 | -2.00 | 39.18 | 2,365 | 650 | 1,155 |
| 1 Nov | 1259.60 | 5.5 | 1.45 | 40.22 | 330 | 195 | 500 |
| 31 Oct | 1274.20 | 4.05 | -1.40 | - | 320 | 180 | 310 |
| 30 Oct | 1249.85 | 5.45 | - | 190 | 130 | 130 | |
For Dr. Reddy S Laboratories - strike price 1100 expiring on 28NOV2024
Delta for 1100 PE is -0.05
Historical price for 1100 PE is as follows
On 21 Nov DRREDDY was trading at 1195.35. The strike last trading price was 1.2, which was 0.55 higher than the previous day. The implied volatity was 36.37, the open interest changed by 24 which increased total open position to 409
On 20 Nov DRREDDY was trading at 1213.45. The strike last trading price was 0.65, which was 0.00 lower than the previous day. The implied volatity was 33.50, the open interest changed by -71 which decreased total open position to 384
On 19 Nov DRREDDY was trading at 1213.45. The strike last trading price was 0.65, which was -0.70 lower than the previous day. The implied volatity was 33.50, the open interest changed by -72 which decreased total open position to 384
On 18 Nov DRREDDY was trading at 1193.55. The strike last trading price was 1.35, which was 0.75 higher than the previous day. The implied volatity was 31.47, the open interest changed by 197 which increased total open position to 455
On 14 Nov DRREDDY was trading at 1226.70. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 29.53, the open interest changed by 33 which increased total open position to 258
On 13 Nov DRREDDY was trading at 1245.00. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 31.42, the open interest changed by 9 which increased total open position to 224
On 12 Nov DRREDDY was trading at 1263.90. The strike last trading price was 0.6, which was 0.15 higher than the previous day. The implied volatity was 32.44, the open interest changed by -7 which decreased total open position to 227
On 11 Nov DRREDDY was trading at 1287.90. The strike last trading price was 0.45, which was -0.10 lower than the previous day. The implied volatity was 34.20, the open interest changed by -12 which decreased total open position to 233
On 8 Nov DRREDDY was trading at 1283.65. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 31.77, the open interest changed by -32 which decreased total open position to 245
On 7 Nov DRREDDY was trading at 1287.35. The strike last trading price was 0.6, which was -0.30 lower than the previous day. The implied volatity was 32.49, the open interest changed by -14 which decreased total open position to 278
On 6 Nov DRREDDY was trading at 1302.10. The strike last trading price was 0.9, which was -1.75 lower than the previous day. The implied volatity was 35.46, the open interest changed by -39 which decreased total open position to 296
On 5 Nov DRREDDY was trading at 1272.20. The strike last trading price was 2.65, which was -0.85 lower than the previous day. The implied volatity was 38.65, the open interest changed by 105 which increased total open position to 334
On 4 Nov DRREDDY was trading at 1268.30. The strike last trading price was 3.5, which was -2.00 lower than the previous day. The implied volatity was 39.18, the open interest changed by 130 which increased total open position to 231
On 1 Nov DRREDDY was trading at 1259.60. The strike last trading price was 5.5, which was 1.45 higher than the previous day. The implied volatity was 40.22, the open interest changed by 39 which increased total open position to 100
On 31 Oct DRREDDY was trading at 1274.20. The strike last trading price was 4.05, which was -1.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct DRREDDY was trading at 1249.85. The strike last trading price was 5.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
