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[--[65.84.65.76]--]
DRREDDY
Dr. Reddy S Laboratories

1109.5 15.45 (1.41%)

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Historical option data for DRREDDY

11 Apr 2025 04:10 PM IST
DRREDDY 24APR2025 1120 CE
Delta: 0.46
Vega: 0.83
Theta: -0.94
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
11 Apr 1109.50 18.2 1.8 25.15 2,633 -3 709
9 Apr 1094.05 17 -6.2 29.82 1,221 33 706
8 Apr 1107.95 23.8 4.75 28.35 1,522 101 674
7 Apr 1087.90 19.25 0.15 30.66 1,799 192 573
4 Apr 1109.95 18.2 -26.9 16.95 2,104 268 383
3 Apr 1151.45 45.2 1.15 19.11 125 13 116
2 Apr 1150.00 43.7 1.3 16.70 184 5 104
1 Apr 1152.20 42.8 7.05 16.54 207 69 99
28 Mar 1144.20 35.3 -21.75 9.81 119 11 30
27 Mar 1162.20 57.05 0 0.00 0 0 0
26 Mar 1164.60 57.05 0 0.00 0 0 0
25 Mar 1177.90 57.05 0 0.00 0 0 0
24 Mar 1210.30 57.05 0 0.00 0 0 0
21 Mar 1200.15 57.05 0 0.00 0 0 0
20 Mar 1187.20 57.05 0 0.00 0 0 0
19 Mar 1172.10 57.05 0 0.00 0 0 0
18 Mar 1163.70 57.05 3.65 12.82 1 0 19
17 Mar 1150.70 53.4 19.65 19.03 34 13 19
13 Mar 1107.95 33.75 0 0.00 0 6 0
12 Mar 1105.15 33.75 -79.9 22.23 6 0 0
11 Mar 1116.65 113.65 0 - 0 0 0
10 Mar 1120.20 113.65 0 - 0 0 0
7 Mar 1133.25 113.65 0 - 0 0 0
6 Mar 1140.10 113.65 0 - 0 0 0
5 Mar 1126.40 113.65 0 - 0 0 0
3 Mar 1119.60 113.65 0 - 0 0 0
26 Feb 1128.15 0 0 - 0 0 0
25 Feb 1128.15 0 0 - 0 0 0
24 Feb 1164.55 0 0 - 0 0 0
21 Feb 1151.80 0 0 - 0 0 0
20 Feb 1170.95 0 0 - 0 0 0
19 Feb 1165.85 0 0 - 0 0 0
18 Feb 1197.40 0 0 - 0 0 0
17 Feb 1198.95 0 0 - 0 0 0
14 Feb 1197.05 0 0 - 0 0 0
12 Feb 1215.85 0 0 - 0 0 0
11 Feb 1209.80 0 0 - 0 0 0
4 Feb 1219.95 0 0 - 0 0 0
3 Feb 1203.85 0 0 - 0 0 0
1 Feb 1204.95 0 0 - 0 0 0


For Dr. Reddy S Laboratories - strike price 1120 expiring on 24APR2025

Delta for 1120 CE is 0.46

Historical price for 1120 CE is as follows

On 11 Apr DRREDDY was trading at 1109.50. The strike last trading price was 18.2, which was 1.8 higher than the previous day. The implied volatity was 25.15, the open interest changed by -3 which decreased total open position to 709


On 9 Apr DRREDDY was trading at 1094.05. The strike last trading price was 17, which was -6.2 lower than the previous day. The implied volatity was 29.82, the open interest changed by 33 which increased total open position to 706


On 8 Apr DRREDDY was trading at 1107.95. The strike last trading price was 23.8, which was 4.75 higher than the previous day. The implied volatity was 28.35, the open interest changed by 101 which increased total open position to 674


On 7 Apr DRREDDY was trading at 1087.90. The strike last trading price was 19.25, which was 0.15 higher than the previous day. The implied volatity was 30.66, the open interest changed by 192 which increased total open position to 573


On 4 Apr DRREDDY was trading at 1109.95. The strike last trading price was 18.2, which was -26.9 lower than the previous day. The implied volatity was 16.95, the open interest changed by 268 which increased total open position to 383


On 3 Apr DRREDDY was trading at 1151.45. The strike last trading price was 45.2, which was 1.15 higher than the previous day. The implied volatity was 19.11, the open interest changed by 13 which increased total open position to 116


On 2 Apr DRREDDY was trading at 1150.00. The strike last trading price was 43.7, which was 1.3 higher than the previous day. The implied volatity was 16.70, the open interest changed by 5 which increased total open position to 104


On 1 Apr DRREDDY was trading at 1152.20. The strike last trading price was 42.8, which was 7.05 higher than the previous day. The implied volatity was 16.54, the open interest changed by 69 which increased total open position to 99


On 28 Mar DRREDDY was trading at 1144.20. The strike last trading price was 35.3, which was -21.75 lower than the previous day. The implied volatity was 9.81, the open interest changed by 11 which increased total open position to 30


On 27 Mar DRREDDY was trading at 1162.20. The strike last trading price was 57.05, 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 26 Mar DRREDDY was trading at 1164.60. The strike last trading price was 57.05, 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 25 Mar DRREDDY was trading at 1177.90. The strike last trading price was 57.05, 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 24 Mar DRREDDY was trading at 1210.30. The strike last trading price was 57.05, 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 21 Mar DRREDDY was trading at 1200.15. The strike last trading price was 57.05, 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 20 Mar DRREDDY was trading at 1187.20. The strike last trading price was 57.05, 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 19 Mar DRREDDY was trading at 1172.10. The strike last trading price was 57.05, 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 57.05, which was 3.65 higher than the previous day. The implied volatity was 12.82, the open interest changed by 0 which decreased total open position to 19


On 17 Mar DRREDDY was trading at 1150.70. The strike last trading price was 53.4, which was 19.65 higher than the previous day. The implied volatity was 19.03, the open interest changed by 13 which increased total open position to 19


On 13 Mar DRREDDY was trading at 1107.95. The strike last trading price was 33.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0


On 12 Mar DRREDDY was trading at 1105.15. The strike last trading price was 33.75, which was -79.9 lower than the previous day. The implied volatity was 22.23, the open interest changed by 0 which decreased total open position to 0


On 11 Mar DRREDDY was trading at 1116.65. The strike last trading price was 113.65, 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 10 Mar DRREDDY was trading at 1120.20. The strike last trading price was 113.65, 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 7 Mar DRREDDY was trading at 1133.25. The strike last trading price was 113.65, 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 6 Mar DRREDDY was trading at 1140.10. The strike last trading price was 113.65, 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 5 Mar DRREDDY was trading at 1126.40. The strike last trading price was 113.65, 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 3 Mar DRREDDY was trading at 1119.60. The strike last trading price was 113.65, 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 24 Feb DRREDDY was trading at 1164.55. 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


On 20 Feb DRREDDY was trading at 1170.95. 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 19 Feb DRREDDY was trading at 1165.85. 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 18 Feb DRREDDY was trading at 1197.40. 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 17 Feb DRREDDY was trading at 1198.95. 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 14 Feb DRREDDY was trading at 1197.05. 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 12 Feb DRREDDY was trading at 1215.85. 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 11 Feb DRREDDY was trading at 1209.80. 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


On 4 Feb DRREDDY was trading at 1219.95. 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 3 Feb DRREDDY was trading at 1203.85. 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 1 Feb DRREDDY was trading at 1204.95. 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 1120 PE
Delta: -0.52
Vega: 0.83
Theta: -1.01
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
11 Apr 1109.50 33.7 -22.7 36.52 696 -84 513
9 Apr 1094.05 55.5 17.7 48.76 211 9 600
8 Apr 1107.95 36.25 -15.05 36.12 169 11 590
7 Apr 1087.90 50.75 8.2 40.49 140 -4 580
4 Apr 1109.95 42.7 24.95 41.58 1,299 -10 590
3 Apr 1151.45 17.4 -5.2 30.51 2,435 191 613
2 Apr 1150.00 23.2 1.35 35.59 1,171 152 423
1 Apr 1152.20 22.2 -3.3 33.44 817 36 270
28 Mar 1144.20 25.45 3.9 32.60 494 61 234
27 Mar 1162.20 21 5.3 32.87 251 80 172
26 Mar 1164.60 15.95 2.15 27.85 263 -7 92
25 Mar 1177.90 14.25 7.15 28.77 147 -3 100
24 Mar 1210.30 6.85 -0.85 27.27 799 100 103
21 Mar 1200.15 7.7 -5.4 26.26 5 1 3
20 Mar 1187.20 13.1 0 0.00 0 -3 0
19 Mar 1172.10 13.1 -3.4 25.55 4 -3 2
18 Mar 1163.70 16.5 -6.05 26.05 5 1 2
17 Mar 1150.70 22.55 2.05 27.53 1 0 0
13 Mar 1107.95 20.5 0 0.08 0 0 0
12 Mar 1105.15 20.5 0 - 0 0 0
11 Mar 1116.65 20.5 0 0.84 0 0 0
10 Mar 1120.20 20.5 0 1.15 0 0 0
7 Mar 1133.25 20.5 0 1.86 0 0 0
6 Mar 1140.10 20.5 0 2.49 0 0 0
5 Mar 1126.40 20.5 0 1.48 0 0 0
3 Mar 1119.60 20.5 0 1.19 0 0 0
26 Feb 1128.15 20.5 0 1.68 0 0 0
25 Feb 1128.15 20.5 0 1.68 0 0 0
24 Feb 1164.55 20.5 0 4.13 0 0 0
21 Feb 1151.80 20.5 0 3.06 0 0 0
20 Feb 1170.95 20.5 0 3.92 0 0 0
19 Feb 1165.85 20.5 0 4.10 0 0 0
18 Feb 1197.40 20.5 0 5.53 0 0 0
17 Feb 1198.95 20.5 0 5.47 0 0 0
14 Feb 1197.05 20.5 0 5.46 0 0 0
12 Feb 1215.85 20.5 0 6.22 0 0 0
11 Feb 1209.80 20.5 0 6.00 0 0 0
4 Feb 1219.95 20.5 0 5.99 0 0 0
3 Feb 1203.85 20.5 0 5.49 0 0 0
1 Feb 1204.95 20.5 0 5.45 0 0 0


For Dr. Reddy S Laboratories - strike price 1120 expiring on 24APR2025

Delta for 1120 PE is -0.52

Historical price for 1120 PE is as follows

On 11 Apr DRREDDY was trading at 1109.50. The strike last trading price was 33.7, which was -22.7 lower than the previous day. The implied volatity was 36.52, the open interest changed by -84 which decreased total open position to 513


On 9 Apr DRREDDY was trading at 1094.05. The strike last trading price was 55.5, which was 17.7 higher than the previous day. The implied volatity was 48.76, the open interest changed by 9 which increased total open position to 600


On 8 Apr DRREDDY was trading at 1107.95. The strike last trading price was 36.25, which was -15.05 lower than the previous day. The implied volatity was 36.12, the open interest changed by 11 which increased total open position to 590


On 7 Apr DRREDDY was trading at 1087.90. The strike last trading price was 50.75, which was 8.2 higher than the previous day. The implied volatity was 40.49, the open interest changed by -4 which decreased total open position to 580


On 4 Apr DRREDDY was trading at 1109.95. The strike last trading price was 42.7, which was 24.95 higher than the previous day. The implied volatity was 41.58, the open interest changed by -10 which decreased total open position to 590


On 3 Apr DRREDDY was trading at 1151.45. The strike last trading price was 17.4, which was -5.2 lower than the previous day. The implied volatity was 30.51, the open interest changed by 191 which increased total open position to 613


On 2 Apr DRREDDY was trading at 1150.00. The strike last trading price was 23.2, which was 1.35 higher than the previous day. The implied volatity was 35.59, the open interest changed by 152 which increased total open position to 423


On 1 Apr DRREDDY was trading at 1152.20. The strike last trading price was 22.2, which was -3.3 lower than the previous day. The implied volatity was 33.44, the open interest changed by 36 which increased total open position to 270


On 28 Mar DRREDDY was trading at 1144.20. The strike last trading price was 25.45, which was 3.9 higher than the previous day. The implied volatity was 32.60, the open interest changed by 61 which increased total open position to 234


On 27 Mar DRREDDY was trading at 1162.20. The strike last trading price was 21, which was 5.3 higher than the previous day. The implied volatity was 32.87, the open interest changed by 80 which increased total open position to 172


On 26 Mar DRREDDY was trading at 1164.60. The strike last trading price was 15.95, which was 2.15 higher than the previous day. The implied volatity was 27.85, the open interest changed by -7 which decreased total open position to 92


On 25 Mar DRREDDY was trading at 1177.90. The strike last trading price was 14.25, which was 7.15 higher than the previous day. The implied volatity was 28.77, the open interest changed by -3 which decreased total open position to 100


On 24 Mar DRREDDY was trading at 1210.30. The strike last trading price was 6.85, which was -0.85 lower than the previous day. The implied volatity was 27.27, the open interest changed by 100 which increased total open position to 103


On 21 Mar DRREDDY was trading at 1200.15. The strike last trading price was 7.7, which was -5.4 lower than the previous day. The implied volatity was 26.26, the open interest changed by 1 which increased total open position to 3


On 20 Mar DRREDDY was trading at 1187.20. The strike last trading price was 13.1, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0


On 19 Mar DRREDDY was trading at 1172.10. The strike last trading price was 13.1, which was -3.4 lower than the previous day. The implied volatity was 25.55, the open interest changed by -3 which decreased total open position to 2


On 18 Mar DRREDDY was trading at 1163.70. The strike last trading price was 16.5, which was -6.05 lower than the previous day. The implied volatity was 26.05, the open interest changed by 1 which increased total open position to 2


On 17 Mar DRREDDY was trading at 1150.70. The strike last trading price was 22.55, which was 2.05 higher than the previous day. The implied volatity was 27.53, 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 20.5, which was 0 lower than the previous day. The implied volatity was 0.08, 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 20.5, 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 11 Mar DRREDDY was trading at 1116.65. The strike last trading price was 20.5, which was 0 lower than the previous day. The implied volatity was 0.84, the open interest changed by 0 which decreased total open position to 0


On 10 Mar DRREDDY was trading at 1120.20. The strike last trading price was 20.5, which was 0 lower than the previous day. The implied volatity was 1.15, the open interest changed by 0 which decreased total open position to 0


On 7 Mar DRREDDY was trading at 1133.25. The strike last trading price was 20.5, which was 0 lower than the previous day. The implied volatity was 1.86, the open interest changed by 0 which decreased total open position to 0


On 6 Mar DRREDDY was trading at 1140.10. The strike last trading price was 20.5, which was 0 lower than the previous day. The implied volatity was 2.49, the open interest changed by 0 which decreased total open position to 0


On 5 Mar DRREDDY was trading at 1126.40. The strike last trading price was 20.5, which was 0 lower than the previous day. The implied volatity was 1.48, the open interest changed by 0 which decreased total open position to 0


On 3 Mar DRREDDY was trading at 1119.60. The strike last trading price was 20.5, which was 0 lower than the previous day. The implied volatity was 1.19, 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 20.5, which was 0 lower than the previous day. The implied volatity was 1.68, 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 20.5, which was 0 lower than the previous day. The implied volatity was 1.68, the open interest changed by 0 which decreased total open position to 0


On 24 Feb DRREDDY was trading at 1164.55. The strike last trading price was 20.5, which was 0 lower than the previous day. The implied volatity was 4.13, 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 20.5, which was 0 lower than the previous day. The implied volatity was 3.06, the open interest changed by 0 which decreased total open position to 0


On 20 Feb DRREDDY was trading at 1170.95. The strike last trading price was 20.5, which was 0 lower than the previous day. The implied volatity was 3.92, the open interest changed by 0 which decreased total open position to 0


On 19 Feb DRREDDY was trading at 1165.85. The strike last trading price was 20.5, which was 0 lower than the previous day. The implied volatity was 4.10, the open interest changed by 0 which decreased total open position to 0


On 18 Feb DRREDDY was trading at 1197.40. The strike last trading price was 20.5, which was 0 lower than the previous day. The implied volatity was 5.53, the open interest changed by 0 which decreased total open position to 0


On 17 Feb DRREDDY was trading at 1198.95. The strike last trading price was 20.5, which was 0 lower than the previous day. The implied volatity was 5.47, the open interest changed by 0 which decreased total open position to 0


On 14 Feb DRREDDY was trading at 1197.05. The strike last trading price was 20.5, which was 0 lower than the previous day. The implied volatity was 5.46, the open interest changed by 0 which decreased total open position to 0


On 12 Feb DRREDDY was trading at 1215.85. The strike last trading price was 20.5, which was 0 lower than the previous day. The implied volatity was 6.22, the open interest changed by 0 which decreased total open position to 0


On 11 Feb DRREDDY was trading at 1209.80. The strike last trading price was 20.5, which was 0 lower than the previous day. The implied volatity was 6.00, the open interest changed by 0 which decreased total open position to 0


On 4 Feb DRREDDY was trading at 1219.95. The strike last trading price was 20.5, which was 0 lower than the previous day. The implied volatity was 5.99, the open interest changed by 0 which decreased total open position to 0


On 3 Feb DRREDDY was trading at 1203.85. The strike last trading price was 20.5, which was 0 lower than the previous day. The implied volatity was 5.49, the open interest changed by 0 which decreased total open position to 0


On 1 Feb DRREDDY was trading at 1204.95. The strike last trading price was 20.5, which was 0 lower than the previous day. The implied volatity was 5.45, the open interest changed by 0 which decreased total open position to 0