DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
21 Nov 2024 04:10 PM IST
| DRREDDY 28NOV2024 1130 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.95
Vega: 0.17
Theta: -0.60
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1195.35 | 65.85 | -91.05 | 24.94 | 20 | 5 | 5 | |||
| 20 Nov | 1213.45 | 156.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 1213.45 | 156.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 1193.55 | 156.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 1226.70 | 156.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 1245.00 | 156.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 1263.90 | 156.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 11 Nov | 1287.90 | 156.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 1283.65 | 156.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 1287.35 | 156.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 1302.10 | 156.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 1272.20 | 156.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 1268.30 | 156.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 1259.60 | 156.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 1274.20 | 156.9 | 156.90 | - | 10 | 5 | 5 | |||
| 30 Oct | 1249.85 | 0 | - | 0 | 0 | 0 | ||||
For Dr. Reddy S Laboratories - strike price 1130 expiring on 28NOV2024
Delta for 1130 CE is 0.95
Historical price for 1130 CE is as follows
On 21 Nov DRREDDY was trading at 1195.35. The strike last trading price was 65.85, which was -91.05 lower than the previous day. The implied volatity was 24.94, the open interest changed by 1 which increased total open position to 1
On 20 Nov DRREDDY was trading at 1213.45. The strike last trading price was 156.9, 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 156.9, 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 18 Nov DRREDDY was trading at 1193.55. The strike last trading price was 156.9, 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 14 Nov DRREDDY was trading at 1226.70. The strike last trading price was 156.9, 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 156.9, 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 156.9, 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 156.9, 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 156.9, 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 156.9, 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 156.9, 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 156.9, 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 156.9, 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 1 Nov DRREDDY was trading at 1259.60. The strike last trading price was 156.9, 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 31 Oct DRREDDY was trading at 1274.20. The strike last trading price was 156.9, which was 156.90 higher 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| DRREDDY 28NOV2024 1130 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.10
Vega: 0.28
Theta: -0.59
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1195.35 | 2.35 | 0.95 | 31.38 | 1,710 | 40 | 470 |
| 20 Nov | 1213.45 | 1.4 | 0.00 | 30.03 | 680 | -115 | 440 |
| 19 Nov | 1213.45 | 1.4 | -1.35 | 30.03 | 680 | -105 | 440 |
| 18 Nov | 1193.55 | 2.75 | 2.00 | 27.76 | 2,135 | 360 | 545 |
| 14 Nov | 1226.70 | 0.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 1245.00 | 0.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 1263.90 | 0.75 | 0.00 | 0.00 | 0 | -5 | 0 |
| 11 Nov | 1287.90 | 0.75 | -0.85 | 31.53 | 70 | 0 | 205 |
| 8 Nov | 1283.65 | 1.6 | 0.50 | 32.40 | 225 | -105 | 235 |
| 7 Nov | 1287.35 | 1.1 | -0.15 | 30.69 | 65 | -25 | 345 |
| 6 Nov | 1302.10 | 1.25 | -3.30 | 32.48 | 765 | -225 | 370 |
| 5 Nov | 1272.20 | 4.55 | -1.25 | 37.70 | 885 | 435 | 600 |
| 4 Nov | 1268.30 | 5.8 | -2.85 | 38.04 | 365 | 110 | 160 |
| 1 Nov | 1259.60 | 8.65 | 2.75 | 39.37 | 50 | 20 | 25 |
| 31 Oct | 1274.20 | 5.9 | 5.90 | - | 10 | 5 | 5 |
| 30 Oct | 1249.85 | 0 | - | 0 | 0 | 0 | |
For Dr. Reddy S Laboratories - strike price 1130 expiring on 28NOV2024
Delta for 1130 PE is -0.10
Historical price for 1130 PE is as follows
On 21 Nov DRREDDY was trading at 1195.35. The strike last trading price was 2.35, which was 0.95 higher than the previous day. The implied volatity was 31.38, the open interest changed by 8 which increased total open position to 94
On 20 Nov DRREDDY was trading at 1213.45. The strike last trading price was 1.4, which was 0.00 lower than the previous day. The implied volatity was 30.03, the open interest changed by -23 which decreased total open position to 88
On 19 Nov DRREDDY was trading at 1213.45. The strike last trading price was 1.4, which was -1.35 lower than the previous day. The implied volatity was 30.03, the open interest changed by -21 which decreased total open position to 88
On 18 Nov DRREDDY was trading at 1193.55. The strike last trading price was 2.75, which was 2.00 higher than the previous day. The implied volatity was 27.76, the open interest changed by 72 which increased total open position to 109
On 14 Nov DRREDDY was trading at 1226.70. The strike last trading price was 0.75, 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 0.75, 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 0.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 11 Nov DRREDDY was trading at 1287.90. The strike last trading price was 0.75, which was -0.85 lower than the previous day. The implied volatity was 31.53, the open interest changed by 0 which decreased total open position to 41
On 8 Nov DRREDDY was trading at 1283.65. The strike last trading price was 1.6, which was 0.50 higher than the previous day. The implied volatity was 32.40, the open interest changed by -21 which decreased total open position to 47
On 7 Nov DRREDDY was trading at 1287.35. The strike last trading price was 1.1, which was -0.15 lower than the previous day. The implied volatity was 30.69, the open interest changed by -5 which decreased total open position to 69
On 6 Nov DRREDDY was trading at 1302.10. The strike last trading price was 1.25, which was -3.30 lower than the previous day. The implied volatity was 32.48, the open interest changed by -45 which decreased total open position to 74
On 5 Nov DRREDDY was trading at 1272.20. The strike last trading price was 4.55, which was -1.25 lower than the previous day. The implied volatity was 37.70, the open interest changed by 87 which increased total open position to 120
On 4 Nov DRREDDY was trading at 1268.30. The strike last trading price was 5.8, which was -2.85 lower than the previous day. The implied volatity was 38.04, the open interest changed by 22 which increased total open position to 32
On 1 Nov DRREDDY was trading at 1259.60. The strike last trading price was 8.65, which was 2.75 higher than the previous day. The implied volatity was 39.37, the open interest changed by 4 which increased total open position to 5
On 31 Oct DRREDDY was trading at 1274.20. The strike last trading price was 5.9, which was 5.90 higher 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
