DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
21 Nov 2024 04:10 PM IST
| DRREDDY 28NOV2024 1150 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.84
Vega: 0.40
Theta: -1.07
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1195.35 | 49 | -31.00 | 28.40 | 180 | 25 | 100 | |||
| 20 Nov | 1213.45 | 80 | 0.00 | 51.51 | 75 | -10 | 70 | |||
| 19 Nov | 1213.45 | 80 | 29.35 | 51.51 | 75 | -15 | 70 | |||
| 18 Nov | 1193.55 | 50.65 | -94.35 | 25.21 | 285 | 55 | 80 | |||
| 14 Nov | 1226.70 | 145 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 1245.00 | 145 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 1263.90 | 145 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 1287.90 | 145 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 8 Nov | 1283.65 | 145 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 1287.35 | 145 | 0.00 | 0.00 | 0 | 25 | 0 | |||
| 6 Nov | 1302.10 | 145 | -932.00 | - | 25 | 0 | 0 | |||
| 5 Nov | 1272.20 | 1077 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1268.30 | 1077 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 1259.60 | 1077 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 1274.20 | 1077 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1249.85 | 1077 | 1077.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1311.50 | 0 | - | 0 | 0 | 0 | ||||
For Dr. Reddy S Laboratories - strike price 1150 expiring on 28NOV2024
Delta for 1150 CE is 0.84
Historical price for 1150 CE is as follows
On 21 Nov DRREDDY was trading at 1195.35. The strike last trading price was 49, which was -31.00 lower than the previous day. The implied volatity was 28.40, the open interest changed by 5 which increased total open position to 20
On 20 Nov DRREDDY was trading at 1213.45. The strike last trading price was 80, which was 0.00 lower than the previous day. The implied volatity was 51.51, the open interest changed by -2 which decreased total open position to 14
On 19 Nov DRREDDY was trading at 1213.45. The strike last trading price was 80, which was 29.35 higher than the previous day. The implied volatity was 51.51, the open interest changed by -3 which decreased total open position to 14
On 18 Nov DRREDDY was trading at 1193.55. The strike last trading price was 50.65, which was -94.35 lower than the previous day. The implied volatity was 25.21, the open interest changed by 11 which increased total open position to 16
On 14 Nov DRREDDY was trading at 1226.70. The strike last trading price was 145, 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 145, 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 145, 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 145, 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 145, 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 145, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 6 Nov DRREDDY was trading at 1302.10. The strike last trading price was 145, which was -932.00 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 1077, 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 1077, 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 1077, 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 1077, 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 1077, which was 1077.00 higher 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 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 1150 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.16
Vega: 0.40
Theta: -0.75
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1195.35 | 3.9 | 1.30 | 28.15 | 8,205 | 605 | 1,960 |
| 20 Nov | 1213.45 | 2.6 | 0.00 | 28.36 | 2,030 | -65 | 1,350 |
| 19 Nov | 1213.45 | 2.6 | -2.05 | 28.36 | 2,030 | -70 | 1,350 |
| 18 Nov | 1193.55 | 4.65 | 2.70 | 25.50 | 10,960 | 350 | 1,400 |
| 14 Nov | 1226.70 | 1.95 | 0.25 | 24.90 | 1,240 | -25 | 1,055 |
| 13 Nov | 1245.00 | 1.7 | 0.35 | 26.80 | 310 | 40 | 1,080 |
| 12 Nov | 1263.90 | 1.35 | 0.35 | 27.07 | 155 | 20 | 1,035 |
| 11 Nov | 1287.90 | 1 | -0.70 | 29.40 | 95 | -10 | 1,025 |
| 8 Nov | 1283.65 | 1.7 | 0.30 | 29.14 | 985 | 115 | 1,020 |
| 7 Nov | 1287.35 | 1.4 | -0.45 | 28.62 | 770 | 335 | 910 |
| 6 Nov | 1302.10 | 1.85 | -7.60 | 31.45 | 3,660 | -640 | 700 |
| 5 Nov | 1272.20 | 9.45 | 1.25 | 41.81 | 1,970 | 530 | 1,365 |
| 4 Nov | 1268.30 | 8.2 | -2.00 | 37.89 | 710 | 370 | 835 |
| 1 Nov | 1259.60 | 10.2 | 1.85 | 37.20 | 115 | 45 | 460 |
| 31 Oct | 1274.20 | 8.35 | -3.45 | - | 495 | 140 | 410 |
| 30 Oct | 1249.85 | 11.8 | 11.80 | - | 310 | 270 | 270 |
| 28 Oct | 1311.50 | 0 | - | 0 | 0 | 0 | |
For Dr. Reddy S Laboratories - strike price 1150 expiring on 28NOV2024
Delta for 1150 PE is -0.16
Historical price for 1150 PE is as follows
On 21 Nov DRREDDY was trading at 1195.35. The strike last trading price was 3.9, which was 1.30 higher than the previous day. The implied volatity was 28.15, the open interest changed by 121 which increased total open position to 392
On 20 Nov DRREDDY was trading at 1213.45. The strike last trading price was 2.6, which was 0.00 lower than the previous day. The implied volatity was 28.36, the open interest changed by -13 which decreased total open position to 270
On 19 Nov DRREDDY was trading at 1213.45. The strike last trading price was 2.6, which was -2.05 lower than the previous day. The implied volatity was 28.36, the open interest changed by -14 which decreased total open position to 270
On 18 Nov DRREDDY was trading at 1193.55. The strike last trading price was 4.65, which was 2.70 higher than the previous day. The implied volatity was 25.50, the open interest changed by 70 which increased total open position to 280
On 14 Nov DRREDDY was trading at 1226.70. The strike last trading price was 1.95, which was 0.25 higher than the previous day. The implied volatity was 24.90, the open interest changed by -5 which decreased total open position to 211
On 13 Nov DRREDDY was trading at 1245.00. The strike last trading price was 1.7, which was 0.35 higher than the previous day. The implied volatity was 26.80, the open interest changed by 8 which increased total open position to 216
On 12 Nov DRREDDY was trading at 1263.90. The strike last trading price was 1.35, which was 0.35 higher than the previous day. The implied volatity was 27.07, the open interest changed by 4 which increased total open position to 207
On 11 Nov DRREDDY was trading at 1287.90. The strike last trading price was 1, which was -0.70 lower than the previous day. The implied volatity was 29.40, the open interest changed by -2 which decreased total open position to 205
On 8 Nov DRREDDY was trading at 1283.65. The strike last trading price was 1.7, which was 0.30 higher than the previous day. The implied volatity was 29.14, the open interest changed by 23 which increased total open position to 204
On 7 Nov DRREDDY was trading at 1287.35. The strike last trading price was 1.4, which was -0.45 lower than the previous day. The implied volatity was 28.62, the open interest changed by 67 which increased total open position to 182
On 6 Nov DRREDDY was trading at 1302.10. The strike last trading price was 1.85, which was -7.60 lower than the previous day. The implied volatity was 31.45, the open interest changed by -128 which decreased total open position to 140
On 5 Nov DRREDDY was trading at 1272.20. The strike last trading price was 9.45, which was 1.25 higher than the previous day. The implied volatity was 41.81, the open interest changed by 106 which increased total open position to 273
On 4 Nov DRREDDY was trading at 1268.30. The strike last trading price was 8.2, which was -2.00 lower than the previous day. The implied volatity was 37.89, the open interest changed by 74 which increased total open position to 167
On 1 Nov DRREDDY was trading at 1259.60. The strike last trading price was 10.2, which was 1.85 higher than the previous day. The implied volatity was 37.20, the open interest changed by 9 which increased total open position to 92
On 31 Oct DRREDDY was trading at 1274.20. The strike last trading price was 8.35, which was -3.45 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 11.8, which was 11.80 higher 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
