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

1146.4 36.90 (3.33%)

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Historical option data for DRREDDY

15 Apr 2025 01:35 PM IST
DRREDDY 24APR2025 1140 CE
Delta: 0.60
Vega: 0.70
Theta: -0.97
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
15 Apr 1145.20 19.5 7.85 20.50 2,899 -230 607
11 Apr 1109.50 11.75 0.35 26.46 1,544 31 837
9 Apr 1094.05 11.85 -4.2 31.08 1,002 27 805
8 Apr 1107.95 16.3 3.5 28.85 1,061 81 784
7 Apr 1087.90 13.15 0.2 30.94 1,759 -48 705
4 Apr 1109.95 12.6 -20.85 19.66 4,672 420 760
3 Apr 1151.45 33.7 1 21.40 1,094 9 342
2 Apr 1150.00 32.4 1.5 19.59 1,331 131 334
1 Apr 1152.20 30.85 5.05 18.52 1,208 -19 204
28 Mar 1144.20 25.4 -9.5 14.50 826 159 223
27 Mar 1162.20 35.45 -21.95 12.72 131 64 65
26 Mar 1164.60 57.4 -42.3 31.34 1 0 0
25 Mar 1177.90 99.7 0 - 0 0 0
24 Mar 1210.30 99.7 0 - 0 0 0
21 Mar 1200.15 99.7 0 - 0 0 0
20 Mar 1187.20 99.7 0 - 0 0 0
19 Mar 1172.10 99.7 0 - 0 0 0
18 Mar 1163.70 99.7 0 - 0 0 0
17 Mar 1150.70 99.7 0 - 0 0 0
13 Mar 1107.95 99.7 0 1.54 0 0 0
12 Mar 1105.15 99.7 0 1.45 0 0 0
11 Mar 1116.65 99.7 0 0.78 0 0 0
10 Mar 1120.20 99.7 0 0.52 0 0 0
7 Mar 1133.25 99.7 0 - 0 0 0
6 Mar 1140.10 99.7 0 - 0 0 0
5 Mar 1126.40 99.7 0 - 0 0 0
3 Mar 1119.60 99.7 0 0.20 0 0 0
26 Feb 1128.15 99.7 0 - 0 0 0
25 Feb 1128.15 99.7 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
13 Feb 1223.60 0 0 - 0 0 0
12 Feb 1215.85 0 0 - 0 0 0
11 Feb 1209.80 0 0 - 0 0 0
10 Feb 1220.95 0 0 - 0 0 0
6 Feb 1236.65 0 0 - 0 0 0
5 Feb 1227.55 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 1140 expiring on 24APR2025

Delta for 1140 CE is 0.60

Historical price for 1140 CE is as follows

On 15 Apr DRREDDY was trading at 1145.20. The strike last trading price was 19.5, which was 7.85 higher than the previous day. The implied volatity was 20.50, the open interest changed by -230 which decreased total open position to 607


On 11 Apr DRREDDY was trading at 1109.50. The strike last trading price was 11.75, which was 0.35 higher than the previous day. The implied volatity was 26.46, the open interest changed by 31 which increased total open position to 837


On 9 Apr DRREDDY was trading at 1094.05. The strike last trading price was 11.85, which was -4.2 lower than the previous day. The implied volatity was 31.08, the open interest changed by 27 which increased total open position to 805


On 8 Apr DRREDDY was trading at 1107.95. The strike last trading price was 16.3, which was 3.5 higher than the previous day. The implied volatity was 28.85, the open interest changed by 81 which increased total open position to 784


On 7 Apr DRREDDY was trading at 1087.90. The strike last trading price was 13.15, which was 0.2 higher than the previous day. The implied volatity was 30.94, the open interest changed by -48 which decreased total open position to 705


On 4 Apr DRREDDY was trading at 1109.95. The strike last trading price was 12.6, which was -20.85 lower than the previous day. The implied volatity was 19.66, the open interest changed by 420 which increased total open position to 760


On 3 Apr DRREDDY was trading at 1151.45. The strike last trading price was 33.7, which was 1 higher than the previous day. The implied volatity was 21.40, the open interest changed by 9 which increased total open position to 342


On 2 Apr DRREDDY was trading at 1150.00. The strike last trading price was 32.4, which was 1.5 higher than the previous day. The implied volatity was 19.59, the open interest changed by 131 which increased total open position to 334


On 1 Apr DRREDDY was trading at 1152.20. The strike last trading price was 30.85, which was 5.05 higher than the previous day. The implied volatity was 18.52, the open interest changed by -19 which decreased total open position to 204


On 28 Mar DRREDDY was trading at 1144.20. The strike last trading price was 25.4, which was -9.5 lower than the previous day. The implied volatity was 14.50, the open interest changed by 159 which increased total open position to 223


On 27 Mar DRREDDY was trading at 1162.20. The strike last trading price was 35.45, which was -21.95 lower than the previous day. The implied volatity was 12.72, the open interest changed by 64 which increased total open position to 65


On 26 Mar DRREDDY was trading at 1164.60. The strike last trading price was 57.4, which was -42.3 lower than the previous day. The implied volatity was 31.34, 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 99.7, 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 Mar DRREDDY was trading at 1210.30. The strike last trading price was 99.7, 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 Mar DRREDDY was trading at 1200.15. The strike last trading price was 99.7, 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 Mar DRREDDY was trading at 1187.20. The strike last trading price was 99.7, 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 Mar DRREDDY was trading at 1172.10. The strike last trading price was 99.7, 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 Mar DRREDDY was trading at 1163.70. The strike last trading price was 99.7, 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 Mar DRREDDY was trading at 1150.70. The strike last trading price was 99.7, 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 13 Mar DRREDDY was trading at 1107.95. The strike last trading price was 99.7, which was 0 lower than the previous day. The implied volatity was 1.54, 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 99.7, which was 0 lower than the previous day. The implied volatity was 1.45, 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 99.7, which was 0 lower than the previous day. The implied volatity was 0.78, 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 99.7, which was 0 lower than the previous day. The implied volatity was 0.52, 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 99.7, 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 99.7, 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 99.7, 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 99.7, which was 0 lower than the previous day. The implied volatity was 0.20, 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 99.7, 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 99.7, 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 13 Feb DRREDDY was trading at 1223.60. 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 10 Feb DRREDDY was trading at 1220.95. 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 6 Feb DRREDDY was trading at 1236.65. 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 5 Feb DRREDDY was trading at 1227.55. 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 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 1140 PE
Delta: -0.43
Vega: 0.71
Theta: -1.01
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
15 Apr 1145.20 17.15 -32.1 29.56 1,039 235 455
11 Apr 1109.50 48 -23.05 39.56 161 -17 220
9 Apr 1094.05 71.65 20.45 52.95 82 -27 240
8 Apr 1107.95 51.2 -14.85 39.77 12 2 266
7 Apr 1087.90 64.8 8.7 41.83 197 -59 263
4 Apr 1109.95 56.75 30.55 44.56 948 -149 322
3 Apr 1151.45 25.25 -5.75 30.76 2,431 86 472
2 Apr 1150.00 31.95 1.5 36.24 1,328 61 381
1 Apr 1152.20 31.1 -4.55 34.20 907 133 322
28 Mar 1144.20 35.8 5.35 34.15 965 100 189
27 Mar 1162.20 29.6 7.8 33.95 361 44 90
26 Mar 1164.60 22.25 4.05 27.47 57 25 45
25 Mar 1177.90 19.95 -6.25 28.50 34 19 19
24 Mar 1210.30 26.2 0 6.18 0 0 0
21 Mar 1200.15 26.2 0 5.59 0 0 0
20 Mar 1187.20 26.2 0 4.40 0 0 0
19 Mar 1172.10 26.2 0 3.43 0 0 0
18 Mar 1163.70 26.2 0 2.81 0 0 0
17 Mar 1150.70 26.2 0 1.77 0 0 0
13 Mar 1107.95 26.2 0 - 0 0 0
12 Mar 1105.15 26.2 0 - 0 0 0
11 Mar 1116.65 26.2 0 - 0 0 0
10 Mar 1120.20 26.2 0 0.15 0 0 0
7 Mar 1133.25 26.2 0 0.66 0 0 0
6 Mar 1140.10 26.2 0 1.25 0 0 0
5 Mar 1126.40 26.2 0 0.08 0 0 0
3 Mar 1119.60 26.2 0 - 0 0 0
26 Feb 1128.15 26.2 0 0.45 0 0 0
25 Feb 1128.15 26.2 0 0.45 0 0 0
24 Feb 1164.55 26.2 0 2.66 0 0 0
21 Feb 1151.80 26.2 0 1.83 0 0 0
20 Feb 1170.95 26.2 0 2.99 0 0 0
19 Feb 1165.85 26.2 0 2.80 0 0 0
18 Feb 1197.40 26.2 0 4.44 0 0 0
17 Feb 1198.95 26.2 0 4.39 0 0 0
14 Feb 1197.05 26.2 0 4.40 0 0 0
13 Feb 1223.60 26.2 0 5.45 0 0 0
12 Feb 1215.85 26.2 0 5.20 0 0 0
11 Feb 1209.80 26.2 0 4.98 0 0 0
10 Feb 1220.95 26.2 0 5.46 0 0 0
6 Feb 1236.65 26.2 0 5.99 0 0 0
5 Feb 1227.55 26.2 0 5.55 0 0 0
4 Feb 1219.95 26.2 0 5.02 0 0 0
3 Feb 1203.85 26.2 0 4.52 0 0 0
1 Feb 1204.95 26.2 0 4.48 0 0 0


For Dr. Reddy S Laboratories - strike price 1140 expiring on 24APR2025

Delta for 1140 PE is -0.43

Historical price for 1140 PE is as follows

On 15 Apr DRREDDY was trading at 1145.20. The strike last trading price was 17.15, which was -32.1 lower than the previous day. The implied volatity was 29.56, the open interest changed by 235 which increased total open position to 455


On 11 Apr DRREDDY was trading at 1109.50. The strike last trading price was 48, which was -23.05 lower than the previous day. The implied volatity was 39.56, the open interest changed by -17 which decreased total open position to 220


On 9 Apr DRREDDY was trading at 1094.05. The strike last trading price was 71.65, which was 20.45 higher than the previous day. The implied volatity was 52.95, the open interest changed by -27 which decreased total open position to 240


On 8 Apr DRREDDY was trading at 1107.95. The strike last trading price was 51.2, which was -14.85 lower than the previous day. The implied volatity was 39.77, the open interest changed by 2 which increased total open position to 266


On 7 Apr DRREDDY was trading at 1087.90. The strike last trading price was 64.8, which was 8.7 higher than the previous day. The implied volatity was 41.83, the open interest changed by -59 which decreased total open position to 263


On 4 Apr DRREDDY was trading at 1109.95. The strike last trading price was 56.75, which was 30.55 higher than the previous day. The implied volatity was 44.56, the open interest changed by -149 which decreased total open position to 322


On 3 Apr DRREDDY was trading at 1151.45. The strike last trading price was 25.25, which was -5.75 lower than the previous day. The implied volatity was 30.76, the open interest changed by 86 which increased total open position to 472


On 2 Apr DRREDDY was trading at 1150.00. The strike last trading price was 31.95, which was 1.5 higher than the previous day. The implied volatity was 36.24, the open interest changed by 61 which increased total open position to 381


On 1 Apr DRREDDY was trading at 1152.20. The strike last trading price was 31.1, which was -4.55 lower than the previous day. The implied volatity was 34.20, the open interest changed by 133 which increased total open position to 322


On 28 Mar DRREDDY was trading at 1144.20. The strike last trading price was 35.8, which was 5.35 higher than the previous day. The implied volatity was 34.15, the open interest changed by 100 which increased total open position to 189


On 27 Mar DRREDDY was trading at 1162.20. The strike last trading price was 29.6, which was 7.8 higher than the previous day. The implied volatity was 33.95, the open interest changed by 44 which increased total open position to 90


On 26 Mar DRREDDY was trading at 1164.60. The strike last trading price was 22.25, which was 4.05 higher than the previous day. The implied volatity was 27.47, the open interest changed by 25 which increased total open position to 45


On 25 Mar DRREDDY was trading at 1177.90. The strike last trading price was 19.95, which was -6.25 lower than the previous day. The implied volatity was 28.50, the open interest changed by 19 which increased total open position to 19


On 24 Mar DRREDDY was trading at 1210.30. The strike last trading price was 26.2, which was 0 lower than the previous day. The implied volatity was 6.18, 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 26.2, which was 0 lower than the previous day. The implied volatity was 5.59, 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 26.2, which was 0 lower than the previous day. The implied volatity was 4.40, 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 26.2, which was 0 lower than the previous day. The implied volatity was 3.43, 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 26.2, which was 0 lower than the previous day. The implied volatity was 2.81, the open interest changed by 0 which decreased total open position to 0


On 17 Mar DRREDDY was trading at 1150.70. The strike last trading price was 26.2, which was 0 lower than the previous day. The implied volatity was 1.77, 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 26.2, 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 Mar DRREDDY was trading at 1105.15. The strike last trading price was 26.2, 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 26.2, 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 26.2, which was 0 lower than the previous day. The implied volatity was 0.15, 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 26.2, which was 0 lower than the previous day. The implied volatity was 0.66, 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 26.2, which was 0 lower than the previous day. The implied volatity was 1.25, 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 26.2, 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 3 Mar DRREDDY was trading at 1119.60. The strike last trading price was 26.2, 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 26.2, which was 0 lower than the previous day. The implied volatity was 0.45, 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 26.2, which was 0 lower than the previous day. The implied volatity was 0.45, 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 26.2, which was 0 lower than the previous day. The implied volatity was 2.66, 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 26.2, which was 0 lower than the previous day. The implied volatity was 1.83, 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 26.2, which was 0 lower than the previous day. The implied volatity was 2.99, 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 26.2, which was 0 lower than the previous day. The implied volatity was 2.80, 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 26.2, which was 0 lower than the previous day. The implied volatity was 4.44, 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 26.2, which was 0 lower than the previous day. The implied volatity was 4.39, 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 26.2, which was 0 lower than the previous day. The implied volatity was 4.40, the open interest changed by 0 which decreased total open position to 0


On 13 Feb DRREDDY was trading at 1223.60. The strike last trading price was 26.2, 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


On 12 Feb DRREDDY was trading at 1215.85. The strike last trading price was 26.2, which was 0 lower than the previous day. The implied volatity was 5.20, 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 26.2, which was 0 lower than the previous day. The implied volatity was 4.98, the open interest changed by 0 which decreased total open position to 0


On 10 Feb DRREDDY was trading at 1220.95. The strike last trading price was 26.2, 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 6 Feb DRREDDY was trading at 1236.65. The strike last trading price was 26.2, 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 5 Feb DRREDDY was trading at 1227.55. The strike last trading price was 26.2, which was 0 lower than the previous day. The implied volatity was 5.55, 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 26.2, which was 0 lower than the previous day. The implied volatity was 5.02, 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 26.2, which was 0 lower than the previous day. The implied volatity was 4.52, 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 26.2, which was 0 lower than the previous day. The implied volatity was 4.48, the open interest changed by 0 which decreased total open position to 0