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

1109.5 15.45 (1.41%)

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Historical option data for DRREDDY

11 Apr 2025 04:10 PM IST
DRREDDY 24APR2025 1160 CE
Delta: 0.23
Vega: 0.64
Theta: -0.77
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
11 Apr 1109.50 7.85 -0.05 28.35 925 -172 1,364
9 Apr 1094.05 8.2 -2.85 32.30 599 -10 1,536
8 Apr 1107.95 11.3 1.95 29.94 775 86 1,545
7 Apr 1087.90 9.35 0.35 32.12 1,513 -152 1,463
4 Apr 1109.95 8.8 -15.35 21.89 5,337 635 1,614
3 Apr 1151.45 24.15 0.75 22.59 3,801 465 970
2 Apr 1150.00 23.25 1.2 21.21 1,096 40 506
1 Apr 1152.20 21.65 3.35 19.93 2,650 108 468
28 Mar 1144.20 18.2 -7.55 17.07 1,224 53 360
27 Mar 1162.20 26 -7.4 16.02 994 183 309
26 Mar 1164.60 31.5 -9.8 19.90 349 113 121
25 Mar 1177.90 41.3 -15.7 21.32 9 5 7
24 Mar 1210.30 57 0 0.00 0 0 0
21 Mar 1200.15 57 13.6 14.28 3 1 3
20 Mar 1187.20 43.4 0 0.00 0 1 0
19 Mar 1172.10 43.4 8.4 21.29 1 0 1
18 Mar 1163.70 35 -51.8 18.41 1 0 0
17 Mar 1150.70 86.8 0 - 0 0 0
13 Mar 1107.95 86.8 0 2.98 0 0 0
12 Mar 1105.15 86.8 0 2.86 0 0 0
11 Mar 1116.65 86.8 0 2.07 0 0 0
10 Mar 1120.20 86.8 0 1.88 0 0 0
7 Mar 1133.25 86.8 0 1.10 0 0 0
6 Mar 1140.10 86.8 0 0.38 0 0 0
5 Mar 1126.40 86.8 0 1.23 0 0 0
3 Mar 1119.60 86.8 0 1.54 0 0 0
26 Feb 1128.15 86.8 0 0.91 0 0 0
25 Feb 1128.15 86.8 0 0.91 0 0 0
24 Feb 1164.55 86.8 0 - 0 0 0
21 Feb 1151.80 86.8 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
7 Feb 1240.40 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 1160 expiring on 24APR2025

Delta for 1160 CE is 0.23

Historical price for 1160 CE is as follows

On 11 Apr DRREDDY was trading at 1109.50. The strike last trading price was 7.85, which was -0.05 lower than the previous day. The implied volatity was 28.35, the open interest changed by -172 which decreased total open position to 1364


On 9 Apr DRREDDY was trading at 1094.05. The strike last trading price was 8.2, which was -2.85 lower than the previous day. The implied volatity was 32.30, the open interest changed by -10 which decreased total open position to 1536


On 8 Apr DRREDDY was trading at 1107.95. The strike last trading price was 11.3, which was 1.95 higher than the previous day. The implied volatity was 29.94, the open interest changed by 86 which increased total open position to 1545


On 7 Apr DRREDDY was trading at 1087.90. The strike last trading price was 9.35, which was 0.35 higher than the previous day. The implied volatity was 32.12, the open interest changed by -152 which decreased total open position to 1463


On 4 Apr DRREDDY was trading at 1109.95. The strike last trading price was 8.8, which was -15.35 lower than the previous day. The implied volatity was 21.89, the open interest changed by 635 which increased total open position to 1614


On 3 Apr DRREDDY was trading at 1151.45. The strike last trading price was 24.15, which was 0.75 higher than the previous day. The implied volatity was 22.59, the open interest changed by 465 which increased total open position to 970


On 2 Apr DRREDDY was trading at 1150.00. The strike last trading price was 23.25, which was 1.2 higher than the previous day. The implied volatity was 21.21, the open interest changed by 40 which increased total open position to 506


On 1 Apr DRREDDY was trading at 1152.20. The strike last trading price was 21.65, which was 3.35 higher than the previous day. The implied volatity was 19.93, the open interest changed by 108 which increased total open position to 468


On 28 Mar DRREDDY was trading at 1144.20. The strike last trading price was 18.2, which was -7.55 lower than the previous day. The implied volatity was 17.07, the open interest changed by 53 which increased total open position to 360


On 27 Mar DRREDDY was trading at 1162.20. The strike last trading price was 26, which was -7.4 lower than the previous day. The implied volatity was 16.02, the open interest changed by 183 which increased total open position to 309


On 26 Mar DRREDDY was trading at 1164.60. The strike last trading price was 31.5, which was -9.8 lower than the previous day. The implied volatity was 19.90, the open interest changed by 113 which increased total open position to 121


On 25 Mar DRREDDY was trading at 1177.90. The strike last trading price was 41.3, which was -15.7 lower than the previous day. The implied volatity was 21.32, the open interest changed by 5 which increased total open position to 7


On 24 Mar DRREDDY was trading at 1210.30. The strike last trading price was 57, 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 21 Mar DRREDDY was trading at 1200.15. The strike last trading price was 57, which was 13.6 higher than the previous day. The implied volatity was 14.28, the open interest changed by 1 which increased total open position to 3


On 20 Mar DRREDDY was trading at 1187.20. The strike last trading price was 43.4, 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 19 Mar DRREDDY was trading at 1172.10. The strike last trading price was 43.4, which was 8.4 higher than the previous day. The implied volatity was 21.29, the open interest changed by 0 which decreased total open position to 1


On 18 Mar DRREDDY was trading at 1163.70. The strike last trading price was 35, which was -51.8 lower than the previous day. The implied volatity was 18.41, 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 86.8, 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 86.8, which was 0 lower than the previous day. The implied volatity was 2.98, 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 86.8, which was 0 lower than the previous day. The implied volatity was 2.86, 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 86.8, which was 0 lower than the previous day. The implied volatity was 2.07, 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 86.8, which was 0 lower than the previous day. The implied volatity was 1.88, 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 86.8, which was 0 lower than the previous day. The implied volatity was 1.10, 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 86.8, which was 0 lower than the previous day. The implied volatity was 0.38, 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 86.8, which was 0 lower than the previous day. The implied volatity was 1.23, 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 86.8, 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 26 Feb DRREDDY was trading at 1128.15. The strike last trading price was 86.8, which was 0 lower than the previous day. The implied volatity was 0.91, 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 86.8, which was 0 lower than the previous day. The implied volatity was 0.91, 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 86.8, 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 86.8, 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 7 Feb DRREDDY was trading at 1240.40. 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 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 1160 PE
Delta: -0.70
Vega: 0.73
Theta: -0.88
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Apr 1109.50 61.25 -25.75 39.20 49 4 230
9 Apr 1094.05 87 22.05 55.05 91 -50 227
8 Apr 1107.95 64.8 -18.35 40.29 17 -3 278
7 Apr 1087.90 81.05 8.15 44.37 106 3 281
4 Apr 1109.95 73.65 37.05 49.17 515 -48 275
3 Apr 1151.45 36.3 -5.4 32.22 2,515 78 324
2 Apr 1150.00 42.75 1.4 37.28 329 -17 242
1 Apr 1152.20 42.3 -5.55 35.51 862 107 261
28 Mar 1144.20 48.65 7.55 36.42 393 22 154
27 Mar 1162.20 40.5 10.6 35.59 277 9 131
26 Mar 1164.60 30.65 3.95 27.46 1,268 35 121
25 Mar 1177.90 27.95 13.6 28.87 201 78 88
24 Mar 1210.30 14.35 -2.05 26.01 9 0 1
21 Mar 1200.15 16.4 -8.25 25.87 2 0 1
20 Mar 1187.20 24.65 0 0.00 0 1 0
19 Mar 1172.10 24.65 -8.35 23.89 1 0 0
18 Mar 1163.70 33 0 1.24 0 0 0
17 Mar 1150.70 33 0 0.28 0 0 0
13 Mar 1107.95 33 0 - 0 0 0
12 Mar 1105.15 33 0 - 0 0 0
11 Mar 1116.65 33 0 - 0 0 0
10 Mar 1120.20 33 0 - 0 0 0
7 Mar 1133.25 33 0 - 0 0 0
6 Mar 1140.10 33 0 - 0 0 0
5 Mar 1126.40 33 0 - 0 0 0
3 Mar 1119.60 33 0 - 0 0 0
26 Feb 1128.15 33 0 - 0 0 0
25 Feb 1128.15 33 0 - 0 0 0
24 Feb 1164.55 33 0 1.45 0 0 0
21 Feb 1151.80 33 0 0.68 0 0 0
20 Feb 1170.95 33 0 1.89 0 0 0
19 Feb 1165.85 33 0 1.65 0 0 0
18 Feb 1197.40 33 0 3.32 0 0 0
17 Feb 1198.95 33 0 3.44 0 0 0
14 Feb 1197.05 33 0 3.32 0 0 0
13 Feb 1223.60 33 0 4.42 0 0 0
12 Feb 1215.85 33 0 4.17 0 0 0
11 Feb 1209.80 33 0 3.96 0 0 0
10 Feb 1220.95 33 0 4.45 0 0 0
7 Feb 1240.40 33 0 5.29 0 0 0
6 Feb 1236.65 33 0 5.02 0 0 0
5 Feb 1227.55 33 0 4.57 0 0 0
4 Feb 1219.95 33 0 4.35 0 0 0
3 Feb 1203.85 33 0 3.53 0 0 0
1 Feb 1204.95 33 0 3.51 0 0 0


For Dr. Reddy S Laboratories - strike price 1160 expiring on 24APR2025

Delta for 1160 PE is -0.70

Historical price for 1160 PE is as follows

On 11 Apr DRREDDY was trading at 1109.50. The strike last trading price was 61.25, which was -25.75 lower than the previous day. The implied volatity was 39.20, the open interest changed by 4 which increased total open position to 230


On 9 Apr DRREDDY was trading at 1094.05. The strike last trading price was 87, which was 22.05 higher than the previous day. The implied volatity was 55.05, the open interest changed by -50 which decreased total open position to 227


On 8 Apr DRREDDY was trading at 1107.95. The strike last trading price was 64.8, which was -18.35 lower than the previous day. The implied volatity was 40.29, the open interest changed by -3 which decreased total open position to 278


On 7 Apr DRREDDY was trading at 1087.90. The strike last trading price was 81.05, which was 8.15 higher than the previous day. The implied volatity was 44.37, the open interest changed by 3 which increased total open position to 281


On 4 Apr DRREDDY was trading at 1109.95. The strike last trading price was 73.65, which was 37.05 higher than the previous day. The implied volatity was 49.17, the open interest changed by -48 which decreased total open position to 275


On 3 Apr DRREDDY was trading at 1151.45. The strike last trading price was 36.3, which was -5.4 lower than the previous day. The implied volatity was 32.22, the open interest changed by 78 which increased total open position to 324


On 2 Apr DRREDDY was trading at 1150.00. The strike last trading price was 42.75, which was 1.4 higher than the previous day. The implied volatity was 37.28, the open interest changed by -17 which decreased total open position to 242


On 1 Apr DRREDDY was trading at 1152.20. The strike last trading price was 42.3, which was -5.55 lower than the previous day. The implied volatity was 35.51, the open interest changed by 107 which increased total open position to 261


On 28 Mar DRREDDY was trading at 1144.20. The strike last trading price was 48.65, which was 7.55 higher than the previous day. The implied volatity was 36.42, the open interest changed by 22 which increased total open position to 154


On 27 Mar DRREDDY was trading at 1162.20. The strike last trading price was 40.5, which was 10.6 higher than the previous day. The implied volatity was 35.59, the open interest changed by 9 which increased total open position to 131


On 26 Mar DRREDDY was trading at 1164.60. The strike last trading price was 30.65, which was 3.95 higher than the previous day. The implied volatity was 27.46, the open interest changed by 35 which increased total open position to 121


On 25 Mar DRREDDY was trading at 1177.90. The strike last trading price was 27.95, which was 13.6 higher than the previous day. The implied volatity was 28.87, the open interest changed by 78 which increased total open position to 88


On 24 Mar DRREDDY was trading at 1210.30. The strike last trading price was 14.35, which was -2.05 lower than the previous day. The implied volatity was 26.01, the open interest changed by 0 which decreased total open position to 1


On 21 Mar DRREDDY was trading at 1200.15. The strike last trading price was 16.4, which was -8.25 lower than the previous day. The implied volatity was 25.87, the open interest changed by 0 which decreased total open position to 1


On 20 Mar DRREDDY was trading at 1187.20. The strike last trading price was 24.65, 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 19 Mar DRREDDY was trading at 1172.10. The strike last trading price was 24.65, which was -8.35 lower than the previous day. The implied volatity was 23.89, 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 33, which was 0 lower than the previous day. The implied volatity was 1.24, 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 33, which was 0 lower than the previous day. The implied volatity was 0.28, 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 33, 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 33, 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 33, 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 33, 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 7 Mar DRREDDY was trading at 1133.25. The strike last trading price was 33, 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 33, 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 33, 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 33, 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 33, 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 33, 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 33, 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 21 Feb DRREDDY was trading at 1151.80. The strike last trading price was 33, which was 0 lower than the previous day. The implied volatity was 0.68, 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 33, which was 0 lower than the previous day. The implied volatity was 1.89, 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 33, which was 0 lower than the previous day. The implied volatity was 1.65, 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 33, which was 0 lower than the previous day. The implied volatity was 3.32, 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 33, which was 0 lower than the previous day. The implied volatity was 3.44, 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 33, which was 0 lower than the previous day. The implied volatity was 3.32, 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 33, which was 0 lower than the previous day. The implied volatity was 4.42, 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 33, which was 0 lower than the previous day. The implied volatity was 4.17, 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 33, which was 0 lower than the previous day. The implied volatity was 3.96, 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 33, which was 0 lower than the previous day. The implied volatity was 4.45, the open interest changed by 0 which decreased total open position to 0


On 7 Feb DRREDDY was trading at 1240.40. The strike last trading price was 33, which was 0 lower than the previous day. The implied volatity was 5.29, 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 33, 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 5 Feb DRREDDY was trading at 1227.55. The strike last trading price was 33, which was 0 lower than the previous day. The implied volatity was 4.57, 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 33, which was 0 lower than the previous day. The implied volatity was 4.35, 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 33, which was 0 lower than the previous day. The implied volatity was 3.53, 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 33, which was 0 lower than the previous day. The implied volatity was 3.51, the open interest changed by 0 which decreased total open position to 0