DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
03 Dec 2024 04:10 PM IST
| DRREDDY 26DEC2024 1120 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 | 1258.65 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 1221.75 | 1258.65 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 1202.30 | 1258.65 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 1191.95 | 1258.65 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 1199.90 | 1258.65 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 1208.65 | 1258.65 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 1209.30 | 1258.65 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 1214.45 | 1258.65 | 0.00 | - | 0 | 0 | 0 | |||
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| 21 Nov | 1195.35 | 1258.65 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 1213.45 | 1258.65 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 1213.45 | 1258.65 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 1193.55 | 1258.65 | - | 0 | 0 | 0 | ||||
For Dr. Reddy S Laboratories - strike price 1120 expiring on 26DEC2024
Delta for 1120 CE is -
Historical price for 1120 CE is as follows
On 3 Dec DRREDDY was trading at 1224.50. The strike last trading price was 1258.65, 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 1258.65, 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 1258.65, 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 1258.65, 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 1258.65, 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 1258.65, 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 1258.65, 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 1258.65, 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 21 Nov DRREDDY was trading at 1195.35. The strike last trading price was 1258.65, 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 20 Nov DRREDDY was trading at 1213.45. The strike last trading price was 1258.65, 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 19 Nov DRREDDY was trading at 1213.45. The strike last trading price was 1258.65, 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 18 Nov DRREDDY was trading at 1193.55. The strike last trading price was 1258.65, 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 1120 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.06
Vega: 0.36
Theta: -0.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 1224.50 | 2 | -0.55 | 24.80 | 148 | -21 | 148 |
| 2 Dec | 1221.75 | 2.55 | -1.50 | 25.23 | 313 | 39 | 169 |
| 29 Nov | 1202.30 | 4.05 | -0.40 | 23.72 | 396 | 10 | 130 |
| 28 Nov | 1191.95 | 4.45 | -0.45 | 23.18 | 279 | 65 | 123 |
| 27 Nov | 1199.90 | 4.9 | 0.90 | 24.23 | 198 | 31 | 59 |
| 26 Nov | 1208.65 | 4 | -0.15 | 24.17 | 11 | 8 | 27 |
| 25 Nov | 1209.30 | 4.15 | -1.35 | 24.56 | 25 | 11 | 18 |
| 22 Nov | 1214.45 | 5.5 | -2.50 | 25.43 | 617 | 11 | 18 |
| 21 Nov | 1195.35 | 8 | 2.75 | 24.62 | 6 | 0 | 6 |
| 20 Nov | 1213.45 | 5.25 | 0.00 | 24.11 | 4 | 1 | 6 |
| 19 Nov | 1213.45 | 5.25 | -0.85 | 24.11 | 4 | 1 | 6 |
| 18 Nov | 1193.55 | 6.1 | 21.72 | 14 | 4 | 4 | |
For Dr. Reddy S Laboratories - strike price 1120 expiring on 26DEC2024
Delta for 1120 PE is -0.06
Historical price for 1120 PE is as follows
On 3 Dec DRREDDY was trading at 1224.50. The strike last trading price was 2, which was -0.55 lower than the previous day. The implied volatity was 24.80, the open interest changed by -21 which decreased total open position to 148
On 2 Dec DRREDDY was trading at 1221.75. The strike last trading price was 2.55, which was -1.50 lower than the previous day. The implied volatity was 25.23, the open interest changed by 39 which increased total open position to 169
On 29 Nov DRREDDY was trading at 1202.30. The strike last trading price was 4.05, which was -0.40 lower than the previous day. The implied volatity was 23.72, the open interest changed by 10 which increased total open position to 130
On 28 Nov DRREDDY was trading at 1191.95. The strike last trading price was 4.45, which was -0.45 lower than the previous day. The implied volatity was 23.18, the open interest changed by 65 which increased total open position to 123
On 27 Nov DRREDDY was trading at 1199.90. The strike last trading price was 4.9, which was 0.90 higher than the previous day. The implied volatity was 24.23, the open interest changed by 31 which increased total open position to 59
On 26 Nov DRREDDY was trading at 1208.65. The strike last trading price was 4, which was -0.15 lower than the previous day. The implied volatity was 24.17, the open interest changed by 8 which increased total open position to 27
On 25 Nov DRREDDY was trading at 1209.30. The strike last trading price was 4.15, which was -1.35 lower than the previous day. The implied volatity was 24.56, the open interest changed by 11 which increased total open position to 18
On 22 Nov DRREDDY was trading at 1214.45. The strike last trading price was 5.5, which was -2.50 lower than the previous day. The implied volatity was 25.43, the open interest changed by 11 which increased total open position to 18
On 21 Nov DRREDDY was trading at 1195.35. The strike last trading price was 8, which was 2.75 higher than the previous day. The implied volatity was 24.62, the open interest changed by 0 which decreased total open position to 6
On 20 Nov DRREDDY was trading at 1213.45. The strike last trading price was 5.25, which was 0.00 lower than the previous day. The implied volatity was 24.11, the open interest changed by 1 which increased total open position to 6
On 19 Nov DRREDDY was trading at 1213.45. The strike last trading price was 5.25, which was -0.85 lower than the previous day. The implied volatity was 24.11, the open interest changed by 1 which increased total open position to 6
On 18 Nov DRREDDY was trading at 1193.55. The strike last trading price was 6.1, which was lower than the previous day. The implied volatity was 21.72, the open interest changed by 4 which increased total open position to 4
