DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
21 Nov 2024 04:10 PM IST
| DRREDDY 28NOV2024 1160 CE | ||||||||||
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Delta: 0.79
Vega: 0.48
Theta: -1.19
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1195.35 | 40.6 | -19.50 | 27.56 | 580 | 75 | 100 | |||
| 20 Nov | 1213.45 | 60.1 | 0.00 | 28.30 | 5 | 0 | 25 | |||
| 19 Nov | 1213.45 | 60.1 | 7.95 | 28.30 | 5 | 0 | 25 | |||
| 18 Nov | 1193.55 | 52.15 | -69.85 | 39.63 | 135 | 15 | 20 | |||
| 14 Nov | 1226.70 | 122 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 1245.00 | 122 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 1263.90 | 122 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 1287.90 | 122 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 8 Nov | 1283.65 | 122 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 1287.35 | 122 | 0.00 | 0.00 | 0 | -10 | 0 | |||
| 6 Nov | 1302.10 | 122 | 16.60 | - | 15 | 0 | 15 | |||
| 5 Nov | 1272.20 | 105.4 | -15.45 | - | 10 | 5 | 10 | |||
| 4 Nov | 1268.30 | 120.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 1259.60 | 120.85 | 0.00 | 0.00 | 0 | 5 | 0 | |||
| 31 Oct | 1274.20 | 120.85 | -1132.45 | - | 5 | 0 | 0 | |||
| 30 Oct | 1249.85 | 1253.3 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1311.50 | 1253.3 | - | 0 | 0 | 0 | ||||
For Dr. Reddy S Laboratories - strike price 1160 expiring on 28NOV2024
Delta for 1160 CE is 0.79
Historical price for 1160 CE is as follows
On 21 Nov DRREDDY was trading at 1195.35. The strike last trading price was 40.6, which was -19.50 lower than the previous day. The implied volatity was 27.56, the open interest changed by 15 which increased total open position to 20
On 20 Nov DRREDDY was trading at 1213.45. The strike last trading price was 60.1, which was 0.00 lower than the previous day. The implied volatity was 28.30, the open interest changed by 0 which decreased total open position to 5
On 19 Nov DRREDDY was trading at 1213.45. The strike last trading price was 60.1, which was 7.95 higher than the previous day. The implied volatity was 28.30, the open interest changed by 0 which decreased total open position to 5
On 18 Nov DRREDDY was trading at 1193.55. The strike last trading price was 52.15, which was -69.85 lower than the previous day. The implied volatity was 39.63, the open interest changed by 3 which increased total open position to 4
On 14 Nov DRREDDY was trading at 1226.70. The strike last trading price was 122, 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 122, 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 122, 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 122, 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 122, 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 122, 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 6 Nov DRREDDY was trading at 1302.10. The strike last trading price was 122, which was 16.60 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 5 Nov DRREDDY was trading at 1272.20. The strike last trading price was 105.4, which was -15.45 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2
On 4 Nov DRREDDY was trading at 1268.30. The strike last trading price was 120.85, 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 120.85, which was 0.00 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 31 Oct DRREDDY was trading at 1274.20. The strike last trading price was 120.85, which was -1132.45 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 1253.3, 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 1253.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| DRREDDY 28NOV2024 1160 PE | |||||||
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Delta: -0.21
Vega: 0.47
Theta: -0.84
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1195.35 | 5.3 | 1.95 | 26.98 | 6,505 | 265 | 980 |
| 20 Nov | 1213.45 | 3.35 | 0.00 | 27.09 | 1,630 | -125 | 675 |
| 19 Nov | 1213.45 | 3.35 | -2.90 | 27.09 | 1,630 | -165 | 675 |
| 18 Nov | 1193.55 | 6.25 | 3.75 | 24.67 | 7,305 | 160 | 840 |
| 14 Nov | 1226.70 | 2.5 | 0.55 | 23.98 | 435 | 30 | 695 |
| 13 Nov | 1245.00 | 1.95 | 0.20 | 25.38 | 485 | 15 | 665 |
| 12 Nov | 1263.90 | 1.75 | 0.35 | 26.45 | 140 | 25 | 650 |
| 11 Nov | 1287.90 | 1.4 | -0.70 | 29.36 | 425 | 250 | 630 |
| 8 Nov | 1283.65 | 2.1 | 0.30 | 28.56 | 510 | 50 | 370 |
| 7 Nov | 1287.35 | 1.8 | -0.30 | 28.29 | 280 | 5 | 310 |
| 6 Nov | 1302.10 | 2.1 | -5.35 | 30.51 | 1,840 | -425 | 320 |
| 5 Nov | 1272.20 | 7.45 | -2.05 | 36.62 | 1,125 | 55 | 740 |
| 4 Nov | 1268.30 | 9.5 | -2.20 | 37.50 | 740 | 130 | 685 |
| 1 Nov | 1259.60 | 11.7 | 2.90 | 36.82 | 35 | 10 | 555 |
| 31 Oct | 1274.20 | 8.8 | -9.00 | - | 640 | 545 | 545 |
| 30 Oct | 1249.85 | 17.8 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1311.50 | 17.8 | - | 0 | 0 | 0 | |
For Dr. Reddy S Laboratories - strike price 1160 expiring on 28NOV2024
Delta for 1160 PE is -0.21
Historical price for 1160 PE is as follows
On 21 Nov DRREDDY was trading at 1195.35. The strike last trading price was 5.3, which was 1.95 higher than the previous day. The implied volatity was 26.98, the open interest changed by 53 which increased total open position to 196
On 20 Nov DRREDDY was trading at 1213.45. The strike last trading price was 3.35, which was 0.00 lower than the previous day. The implied volatity was 27.09, the open interest changed by -25 which decreased total open position to 135
On 19 Nov DRREDDY was trading at 1213.45. The strike last trading price was 3.35, which was -2.90 lower than the previous day. The implied volatity was 27.09, the open interest changed by -33 which decreased total open position to 135
On 18 Nov DRREDDY was trading at 1193.55. The strike last trading price was 6.25, which was 3.75 higher than the previous day. The implied volatity was 24.67, the open interest changed by 32 which increased total open position to 168
On 14 Nov DRREDDY was trading at 1226.70. The strike last trading price was 2.5, which was 0.55 higher than the previous day. The implied volatity was 23.98, the open interest changed by 6 which increased total open position to 139
On 13 Nov DRREDDY was trading at 1245.00. The strike last trading price was 1.95, which was 0.20 higher than the previous day. The implied volatity was 25.38, the open interest changed by 3 which increased total open position to 133
On 12 Nov DRREDDY was trading at 1263.90. The strike last trading price was 1.75, which was 0.35 higher than the previous day. The implied volatity was 26.45, the open interest changed by 5 which increased total open position to 130
On 11 Nov DRREDDY was trading at 1287.90. The strike last trading price was 1.4, which was -0.70 lower than the previous day. The implied volatity was 29.36, the open interest changed by 50 which increased total open position to 126
On 8 Nov DRREDDY was trading at 1283.65. The strike last trading price was 2.1, which was 0.30 higher than the previous day. The implied volatity was 28.56, the open interest changed by 10 which increased total open position to 74
On 7 Nov DRREDDY was trading at 1287.35. The strike last trading price was 1.8, which was -0.30 lower than the previous day. The implied volatity was 28.29, the open interest changed by 1 which increased total open position to 62
On 6 Nov DRREDDY was trading at 1302.10. The strike last trading price was 2.1, which was -5.35 lower than the previous day. The implied volatity was 30.51, the open interest changed by -85 which decreased total open position to 64
On 5 Nov DRREDDY was trading at 1272.20. The strike last trading price was 7.45, which was -2.05 lower than the previous day. The implied volatity was 36.62, the open interest changed by 11 which increased total open position to 148
On 4 Nov DRREDDY was trading at 1268.30. The strike last trading price was 9.5, which was -2.20 lower than the previous day. The implied volatity was 37.50, the open interest changed by 26 which increased total open position to 137
On 1 Nov DRREDDY was trading at 1259.60. The strike last trading price was 11.7, which was 2.90 higher than the previous day. The implied volatity was 36.82, the open interest changed by 2 which increased total open position to 111
On 31 Oct DRREDDY was trading at 1274.20. The strike last trading price was 8.8, which was -9.00 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 17.8, 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 17.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
