DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
21 Nov 2024 04:10 PM IST
| DRREDDY 28NOV2024 1140 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1195.35 | 46.75 | -7.85 | - | 15 | 0 | 5 | |||
| 20 Nov | 1213.45 | 54.6 | 0.00 | - | 5 | 5 | 0 | |||
| 19 Nov | 1213.45 | 54.6 | -1291.60 | - | 5 | 0 | 0 | |||
| 18 Nov | 1193.55 | 1346.2 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 1226.70 | 1346.2 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 1245.00 | 1346.2 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 1263.90 | 1346.2 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 1287.90 | 1346.2 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 1283.65 | 1346.2 | 0.00 | - | 0 | 0 | 0 | |||
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| 7 Nov | 1287.35 | 1346.2 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1302.10 | 1346.2 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1272.20 | 1346.2 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1268.30 | 1346.2 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 1259.60 | 1346.2 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 1274.20 | 1346.2 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1249.85 | 1346.2 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1311.50 | 1346.2 | - | 0 | 0 | 0 | ||||
For Dr. Reddy S Laboratories - strike price 1140 expiring on 28NOV2024
Delta for 1140 CE is -
Historical price for 1140 CE is as follows
On 21 Nov DRREDDY was trading at 1195.35. The strike last trading price was 46.75, which was -7.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 20 Nov DRREDDY was trading at 1213.45. The strike last trading price was 54.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 19 Nov DRREDDY was trading at 1213.45. The strike last trading price was 54.6, which was -1291.60 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 1346.2, 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 14 Nov DRREDDY was trading at 1226.70. The strike last trading price was 1346.2, 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 13 Nov DRREDDY was trading at 1245.00. The strike last trading price was 1346.2, 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 12 Nov DRREDDY was trading at 1263.90. The strike last trading price was 1346.2, 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 11 Nov DRREDDY was trading at 1287.90. The strike last trading price was 1346.2, 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 8 Nov DRREDDY was trading at 1283.65. The strike last trading price was 1346.2, 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 7 Nov DRREDDY was trading at 1287.35. The strike last trading price was 1346.2, 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 6 Nov DRREDDY was trading at 1302.10. The strike last trading price was 1346.2, 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 5 Nov DRREDDY was trading at 1272.20. The strike last trading price was 1346.2, 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 4 Nov DRREDDY was trading at 1268.30. The strike last trading price was 1346.2, 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 1 Nov DRREDDY was trading at 1259.60. The strike last trading price was 1346.2, 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 31 Oct DRREDDY was trading at 1274.20. The strike last trading price was 1346.2, 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 1346.2, 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 28 Oct DRREDDY was trading at 1311.50. The strike last trading price was 1346.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| DRREDDY 28NOV2024 1140 PE | |||||||
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Delta: -0.12
Vega: 0.34
Theta: -0.68
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1195.35 | 3.1 | 1.20 | 30.03 | 1,940 | 225 | 760 |
| 20 Nov | 1213.45 | 1.9 | 0.00 | 29.16 | 1,415 | -165 | 605 |
| 19 Nov | 1213.45 | 1.9 | -1.65 | 29.16 | 1,415 | -95 | 605 |
| 18 Nov | 1193.55 | 3.55 | 1.90 | 26.58 | 2,810 | 390 | 710 |
| 14 Nov | 1226.70 | 1.65 | 0.40 | 26.26 | 10 | 0 | 320 |
| 13 Nov | 1245.00 | 1.25 | 0.45 | 27.22 | 10 | 0 | 330 |
| 12 Nov | 1263.90 | 0.8 | 0.00 | 0.00 | 0 | -10 | 0 |
| 11 Nov | 1287.90 | 0.8 | -0.65 | 30.08 | 20 | -10 | 330 |
| 8 Nov | 1283.65 | 1.45 | 0.15 | 30.02 | 270 | -45 | 330 |
| 7 Nov | 1287.35 | 1.3 | -0.40 | 29.93 | 115 | 25 | 375 |
| 6 Nov | 1302.10 | 1.7 | -3.70 | 32.64 | 920 | 15 | 350 |
| 5 Nov | 1272.20 | 5.4 | -1.70 | 37.37 | 630 | -45 | 335 |
| 4 Nov | 1268.30 | 7.1 | -1.90 | 38.34 | 780 | 295 | 380 |
| 1 Nov | 1259.60 | 9 | 1.70 | 37.76 | 70 | 10 | 85 |
| 31 Oct | 1274.20 | 7.3 | -13.45 | - | 430 | 75 | 80 |
| 30 Oct | 1249.85 | 20.75 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1311.50 | 20.75 | - | 0 | 5 | 5 | |
For Dr. Reddy S Laboratories - strike price 1140 expiring on 28NOV2024
Delta for 1140 PE is -0.12
Historical price for 1140 PE is as follows
On 21 Nov DRREDDY was trading at 1195.35. The strike last trading price was 3.1, which was 1.20 higher than the previous day. The implied volatity was 30.03, the open interest changed by 45 which increased total open position to 152
On 20 Nov DRREDDY was trading at 1213.45. The strike last trading price was 1.9, which was 0.00 lower than the previous day. The implied volatity was 29.16, the open interest changed by -33 which decreased total open position to 121
On 19 Nov DRREDDY was trading at 1213.45. The strike last trading price was 1.9, which was -1.65 lower than the previous day. The implied volatity was 29.16, the open interest changed by -19 which decreased total open position to 121
On 18 Nov DRREDDY was trading at 1193.55. The strike last trading price was 3.55, which was 1.90 higher than the previous day. The implied volatity was 26.58, the open interest changed by 78 which increased total open position to 142
On 14 Nov DRREDDY was trading at 1226.70. The strike last trading price was 1.65, which was 0.40 higher than the previous day. The implied volatity was 26.26, the open interest changed by 0 which decreased total open position to 64
On 13 Nov DRREDDY was trading at 1245.00. The strike last trading price was 1.25, which was 0.45 higher than the previous day. The implied volatity was 27.22, the open interest changed by 0 which decreased total open position to 66
On 12 Nov DRREDDY was trading at 1263.90. The strike last trading price was 0.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 11 Nov DRREDDY was trading at 1287.90. The strike last trading price was 0.8, which was -0.65 lower than the previous day. The implied volatity was 30.08, the open interest changed by -2 which decreased total open position to 66
On 8 Nov DRREDDY was trading at 1283.65. The strike last trading price was 1.45, which was 0.15 higher than the previous day. The implied volatity was 30.02, the open interest changed by -9 which decreased total open position to 66
On 7 Nov DRREDDY was trading at 1287.35. The strike last trading price was 1.3, which was -0.40 lower than the previous day. The implied volatity was 29.93, the open interest changed by 5 which increased total open position to 75
On 6 Nov DRREDDY was trading at 1302.10. The strike last trading price was 1.7, which was -3.70 lower than the previous day. The implied volatity was 32.64, the open interest changed by 3 which increased total open position to 70
On 5 Nov DRREDDY was trading at 1272.20. The strike last trading price was 5.4, which was -1.70 lower than the previous day. The implied volatity was 37.37, the open interest changed by -9 which decreased total open position to 67
On 4 Nov DRREDDY was trading at 1268.30. The strike last trading price was 7.1, which was -1.90 lower than the previous day. The implied volatity was 38.34, the open interest changed by 59 which increased total open position to 76
On 1 Nov DRREDDY was trading at 1259.60. The strike last trading price was 9, which was 1.70 higher than the previous day. The implied volatity was 37.76, the open interest changed by 2 which increased total open position to 17
On 31 Oct DRREDDY was trading at 1274.20. The strike last trading price was 7.3, which was -13.45 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 20.75, 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 28 Oct DRREDDY was trading at 1311.50. The strike last trading price was 20.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
