DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
07 Apr 2025 04:10 PM IST
| DRREDDY 24APR2025 1150 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.26
Vega: 0.76
Theta: -0.78
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 7 Apr | 1087.90 | 11.05 | 0.3 | 31.48 | 2,470 | 32 | 1,271 | |||
| 4 Apr | 1109.95 | 10.4 | -18.1 | 21.03 | 6,452 | 374 | 1,239 | |||
| 3 Apr | 1151.45 | 28.65 | 0.75 | 22.06 | 3,637 | -478 | 868 | |||
| 2 Apr | 1150.00 | 27.85 | 1.6 | 20.75 | 2,994 | 737 | 1,282 | |||
| 1 Apr | 1152.20 | 26 | 4.25 | 19.34 | 2,383 | 91 | 536 | |||
| 28 Mar | 1144.20 | 21.35 | -8.6 | 15.77 | 1,592 | 253 | 445 | |||
| 27 Mar | 1162.20 | 30.05 | -8.5 | 14.31 | 726 | 104 | 194 | |||
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| 26 Mar | 1164.60 | 37.9 | -10.95 | 20.39 | 217 | 11 | 87 | |||
| 25 Mar | 1177.90 | 48.1 | -15.4 | 21.69 | 111 | 38 | 77 | |||
| 24 Mar | 1210.30 | 63.5 | 6.5 | - | 7 | -3 | 38 | |||
| 21 Mar | 1200.15 | 57 | -1.5 | - | 2 | -1 | 40 | |||
| 20 Mar | 1187.20 | 58.5 | 13.5 | 20.34 | 7 | 0 | 41 | |||
| 19 Mar | 1172.10 | 45 | 2.25 | 17.76 | 9 | -1 | 40 | |||
| 18 Mar | 1163.70 | 42.55 | 4.65 | 19.68 | 6 | 3 | 43 | |||
| 17 Mar | 1150.70 | 38.6 | -0.15 | 21.34 | 54 | 38 | 38 | |||
| 13 Mar | 1107.95 | 38.75 | 0 | 2.10 | 0 | 0 | 0 | |||
| 12 Mar | 1105.15 | 38.75 | 0 | 2.16 | 0 | 0 | 0 | |||
| 11 Mar | 1116.65 | 38.75 | 0 | 1.49 | 0 | 0 | 0 | |||
| 10 Mar | 1120.20 | 38.75 | 0 | 1.25 | 0 | 0 | 0 | |||
| 7 Mar | 1133.25 | 38.75 | 0 | 0.15 | 0 | 0 | 0 | |||
| 6 Mar | 1140.10 | 38.75 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 1126.40 | 38.75 | 0 | 0.64 | 0 | 0 | 0 | |||
| 3 Mar | 1119.60 | 38.75 | 0 | 0.96 | 0 | 0 | 0 | |||
For Dr. Reddy S Laboratories - strike price 1150 expiring on 24APR2025
Delta for 1150 CE is 0.26
Historical price for 1150 CE is as follows
On 7 Apr DRREDDY was trading at 1087.90. The strike last trading price was 11.05, which was 0.3 higher than the previous day. The implied volatity was 31.48, the open interest changed by 32 which increased total open position to 1271
On 4 Apr DRREDDY was trading at 1109.95. The strike last trading price was 10.4, which was -18.1 lower than the previous day. The implied volatity was 21.03, the open interest changed by 374 which increased total open position to 1239
On 3 Apr DRREDDY was trading at 1151.45. The strike last trading price was 28.65, which was 0.75 higher than the previous day. The implied volatity was 22.06, the open interest changed by -478 which decreased total open position to 868
On 2 Apr DRREDDY was trading at 1150.00. The strike last trading price was 27.85, which was 1.6 higher than the previous day. The implied volatity was 20.75, the open interest changed by 737 which increased total open position to 1282
On 1 Apr DRREDDY was trading at 1152.20. The strike last trading price was 26, which was 4.25 higher than the previous day. The implied volatity was 19.34, the open interest changed by 91 which increased total open position to 536
On 28 Mar DRREDDY was trading at 1144.20. The strike last trading price was 21.35, which was -8.6 lower than the previous day. The implied volatity was 15.77, the open interest changed by 253 which increased total open position to 445
On 27 Mar DRREDDY was trading at 1162.20. The strike last trading price was 30.05, which was -8.5 lower than the previous day. The implied volatity was 14.31, the open interest changed by 104 which increased total open position to 194
On 26 Mar DRREDDY was trading at 1164.60. The strike last trading price was 37.9, which was -10.95 lower than the previous day. The implied volatity was 20.39, the open interest changed by 11 which increased total open position to 87
On 25 Mar DRREDDY was trading at 1177.90. The strike last trading price was 48.1, which was -15.4 lower than the previous day. The implied volatity was 21.69, the open interest changed by 38 which increased total open position to 77
On 24 Mar DRREDDY was trading at 1210.30. The strike last trading price was 63.5, which was 6.5 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 38
On 21 Mar DRREDDY was trading at 1200.15. The strike last trading price was 57, which was -1.5 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 40
On 20 Mar DRREDDY was trading at 1187.20. The strike last trading price was 58.5, which was 13.5 higher than the previous day. The implied volatity was 20.34, the open interest changed by 0 which decreased total open position to 41
On 19 Mar DRREDDY was trading at 1172.10. The strike last trading price was 45, which was 2.25 higher than the previous day. The implied volatity was 17.76, the open interest changed by -1 which decreased total open position to 40
On 18 Mar DRREDDY was trading at 1163.70. The strike last trading price was 42.55, which was 4.65 higher than the previous day. The implied volatity was 19.68, the open interest changed by 3 which increased total open position to 43
On 17 Mar DRREDDY was trading at 1150.70. The strike last trading price was 38.6, which was -0.15 lower than the previous day. The implied volatity was 21.34, the open interest changed by 38 which increased total open position to 38
On 13 Mar DRREDDY was trading at 1107.95. The strike last trading price was 38.75, which was 0 lower than the previous day. The implied volatity was 2.10, 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 38.75, which was 0 lower than the previous day. The implied volatity was 2.16, 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 38.75, which was 0 lower than the previous day. The implied volatity was 1.49, 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 38.75, 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 7 Mar DRREDDY was trading at 1133.25. The strike last trading price was 38.75, 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 6 Mar DRREDDY was trading at 1140.10. The strike last trading price was 38.75, 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 38.75, which was 0 lower than the previous day. The implied volatity was 0.64, 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 38.75, which was 0 lower than the previous day. The implied volatity was 0.96, the open interest changed by 0 which decreased total open position to 0
| DRREDDY 24APR2025 1150 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.66
Vega: 0.86
Theta: -0.93
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 7 Apr | 1087.90 | 75 | 10.55 | 45.67 | 248 | 0 | 500 |
| 4 Apr | 1109.95 | 64.85 | 34 | 46.08 | 1,245 | -85 | 582 |
| 3 Apr | 1151.45 | 30.65 | -5.65 | 31.59 | 4,423 | 8 | 669 |
| 2 Apr | 1150.00 | 36.95 | 1.15 | 36.58 | 1,223 | 45 | 660 |
| 1 Apr | 1152.20 | 36.25 | -5.3 | 34.64 | 1,636 | 130 | 613 |
| 28 Mar | 1144.20 | 42.25 | 7 | 35.46 | 863 | 35 | 483 |
| 27 Mar | 1162.20 | 34.75 | 9.5 | 34.69 | 1,429 | 106 | 448 |
| 26 Mar | 1164.60 | 26.05 | 3.65 | 27.32 | 918 | 129 | 345 |
| 25 Mar | 1177.90 | 23.8 | 12.2 | 28.73 | 434 | 17 | 217 |
| 24 Mar | 1210.30 | 11.45 | -1.3 | 26.02 | 252 | 65 | 202 |
| 21 Mar | 1200.15 | 12.15 | -3.95 | 24.54 | 84 | 19 | 138 |
| 20 Mar | 1187.20 | 15.65 | -5 | 23.76 | 76 | 3 | 123 |
| 19 Mar | 1172.10 | 20.65 | -4.05 | 23.79 | 70 | 57 | 119 |
| 18 Mar | 1163.70 | 25 | -7.8 | 24.55 | 15 | 4 | 61 |
| 17 Mar | 1150.70 | 32.75 | 2.75 | 26.52 | 78 | 55 | 56 |
| 13 Mar | 1107.95 | 30 | 0 | 0.00 | 0 | 0 | 0 |
| 12 Mar | 1105.15 | 30 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Mar | 1116.65 | 30 | 0 | 0.00 | 0 | 0 | 0 |
| 10 Mar | 1120.20 | 30 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Mar | 1133.25 | 30 | 0 | 0.00 | 0 | 0 | 0 |
| 6 Mar | 1140.10 | 30 | 0 | 0.00 | 0 | 1 | 0 |
| 5 Mar | 1126.40 | 30 | -20.6 | 15.08 | 1 | 0 | 0 |
| 3 Mar | 1119.60 | 50.6 | 0 | - | 0 | 0 | 0 |
For Dr. Reddy S Laboratories - strike price 1150 expiring on 24APR2025
Delta for 1150 PE is -0.66
Historical price for 1150 PE is as follows
On 7 Apr DRREDDY was trading at 1087.90. The strike last trading price was 75, which was 10.55 higher than the previous day. The implied volatity was 45.67, the open interest changed by 0 which decreased total open position to 500
On 4 Apr DRREDDY was trading at 1109.95. The strike last trading price was 64.85, which was 34 higher than the previous day. The implied volatity was 46.08, the open interest changed by -85 which decreased total open position to 582
On 3 Apr DRREDDY was trading at 1151.45. The strike last trading price was 30.65, which was -5.65 lower than the previous day. The implied volatity was 31.59, the open interest changed by 8 which increased total open position to 669
On 2 Apr DRREDDY was trading at 1150.00. The strike last trading price was 36.95, which was 1.15 higher than the previous day. The implied volatity was 36.58, the open interest changed by 45 which increased total open position to 660
On 1 Apr DRREDDY was trading at 1152.20. The strike last trading price was 36.25, which was -5.3 lower than the previous day. The implied volatity was 34.64, the open interest changed by 130 which increased total open position to 613
On 28 Mar DRREDDY was trading at 1144.20. The strike last trading price was 42.25, which was 7 higher than the previous day. The implied volatity was 35.46, the open interest changed by 35 which increased total open position to 483
On 27 Mar DRREDDY was trading at 1162.20. The strike last trading price was 34.75, which was 9.5 higher than the previous day. The implied volatity was 34.69, the open interest changed by 106 which increased total open position to 448
On 26 Mar DRREDDY was trading at 1164.60. The strike last trading price was 26.05, which was 3.65 higher than the previous day. The implied volatity was 27.32, the open interest changed by 129 which increased total open position to 345
On 25 Mar DRREDDY was trading at 1177.90. The strike last trading price was 23.8, which was 12.2 higher than the previous day. The implied volatity was 28.73, the open interest changed by 17 which increased total open position to 217
On 24 Mar DRREDDY was trading at 1210.30. The strike last trading price was 11.45, which was -1.3 lower than the previous day. The implied volatity was 26.02, the open interest changed by 65 which increased total open position to 202
On 21 Mar DRREDDY was trading at 1200.15. The strike last trading price was 12.15, which was -3.95 lower than the previous day. The implied volatity was 24.54, the open interest changed by 19 which increased total open position to 138
On 20 Mar DRREDDY was trading at 1187.20. The strike last trading price was 15.65, which was -5 lower than the previous day. The implied volatity was 23.76, the open interest changed by 3 which increased total open position to 123
On 19 Mar DRREDDY was trading at 1172.10. The strike last trading price was 20.65, which was -4.05 lower than the previous day. The implied volatity was 23.79, the open interest changed by 57 which increased total open position to 119
On 18 Mar DRREDDY was trading at 1163.70. The strike last trading price was 25, which was -7.8 lower than the previous day. The implied volatity was 24.55, the open interest changed by 4 which increased total open position to 61
On 17 Mar DRREDDY was trading at 1150.70. The strike last trading price was 32.75, which was 2.75 higher than the previous day. The implied volatity was 26.52, the open interest changed by 55 which increased total open position to 56
On 13 Mar DRREDDY was trading at 1107.95. The strike last trading price was 30, 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 12 Mar DRREDDY was trading at 1105.15. The strike last trading price was 30, 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 11 Mar DRREDDY was trading at 1116.65. The strike last trading price was 30, 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 10 Mar DRREDDY was trading at 1120.20. The strike last trading price was 30, 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 7 Mar DRREDDY was trading at 1133.25. The strike last trading price was 30, 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 6 Mar DRREDDY was trading at 1140.10. The strike last trading price was 30, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 5 Mar DRREDDY was trading at 1126.40. The strike last trading price was 30, which was -20.6 lower than the previous day. The implied volatity was 15.08, 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 50.6, 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
