DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
11 Apr 2025 04:10 PM IST
| DRREDDY 24APR2025 1170 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.20
Vega: 0.58
Theta: -0.71
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 1109.50 | 6.55 | -0.1 | 29.45 | 729 | -18 | 1,178 | |||
| 9 Apr | 1094.05 | 6.8 | -2.45 | 32.87 | 969 | -137 | 1,196 | |||
| 8 Apr | 1107.95 | 9.4 | 1.7 | 30.51 | 487 | -9 | 1,334 | |||
| 7 Apr | 1087.90 | 7.95 | 0.45 | 32.81 | 927 | 11 | 1,344 | |||
| 4 Apr | 1109.95 | 7.25 | -13.05 | 23.00 | 3,486 | 364 | 1,339 | |||
| 3 Apr | 1151.45 | 20.5 | 0.85 | 23.33 | 3,608 | 312 | 975 | |||
| 2 Apr | 1150.00 | 19.65 | 1.2 | 21.97 | 895 | 34 | 660 | |||
| 1 Apr | 1152.20 | 18 | 2.8 | 20.55 | 1,574 | -26 | 625 | |||
| 28 Mar | 1144.20 | 15 | -6.65 | 17.77 | 1,156 | 480 | 651 | |||
| 27 Mar | 1162.20 | 21.5 | -6.9 | 17.95 | 274 | 102 | 169 | |||
| 26 Mar | 1164.60 | 26.8 | -9.85 | 20.28 | 227 | 28 | 62 | |||
| 25 Mar | 1177.90 | 36 | -17.3 | 21.73 | 81 | 25 | 34 | |||
| 24 Mar | 1210.30 | 53.3 | 7.3 | 12.70 | 10 | 3 | 9 | |||
| 21 Mar | 1200.15 | 46 | 0 | 0.00 | 0 | -2 | 0 | |||
| 20 Mar | 1187.20 | 46 | 12.3 | 20.37 | 4 | -1 | 7 | |||
| 19 Mar | 1172.10 | 33.7 | 1.05 | 18.18 | 4 | 2 | 8 | |||
| 18 Mar | 1163.70 | 32 | 4.45 | 20.13 | 9 | 6 | 8 | |||
| 17 Mar | 1150.70 | 27.55 | 13.7 | 20.62 | 2 | 0 | 2 | |||
| 13 Mar | 1107.95 | 13.85 | -16.9 | 21.69 | 2 | 0 | 0 | |||
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| 12 Mar | 1105.15 | 30.75 | 0 | 3.54 | 0 | 0 | 0 | |||
| 11 Mar | 1116.65 | 30.75 | 0 | 2.76 | 0 | 0 | 0 | |||
| 10 Mar | 1120.20 | 30.75 | 0 | 2.64 | 0 | 0 | 0 | |||
| 7 Mar | 1133.25 | 30.75 | 0 | 1.62 | 0 | 0 | 0 | |||
| 6 Mar | 1140.10 | 30.75 | 0 | 1.09 | 0 | 0 | 0 | |||
| 5 Mar | 1126.40 | 30.75 | 0 | 1.80 | 0 | 0 | 0 | |||
| 3 Mar | 1119.60 | 30.75 | 0 | 2.17 | 0 | 0 | 0 | |||
For Dr. Reddy S Laboratories - strike price 1170 expiring on 24APR2025
Delta for 1170 CE is 0.20
Historical price for 1170 CE is as follows
On 11 Apr DRREDDY was trading at 1109.50. The strike last trading price was 6.55, which was -0.1 lower than the previous day. The implied volatity was 29.45, the open interest changed by -18 which decreased total open position to 1178
On 9 Apr DRREDDY was trading at 1094.05. The strike last trading price was 6.8, which was -2.45 lower than the previous day. The implied volatity was 32.87, the open interest changed by -137 which decreased total open position to 1196
On 8 Apr DRREDDY was trading at 1107.95. The strike last trading price was 9.4, which was 1.7 higher than the previous day. The implied volatity was 30.51, the open interest changed by -9 which decreased total open position to 1334
On 7 Apr DRREDDY was trading at 1087.90. The strike last trading price was 7.95, which was 0.45 higher than the previous day. The implied volatity was 32.81, the open interest changed by 11 which increased total open position to 1344
On 4 Apr DRREDDY was trading at 1109.95. The strike last trading price was 7.25, which was -13.05 lower than the previous day. The implied volatity was 23.00, the open interest changed by 364 which increased total open position to 1339
On 3 Apr DRREDDY was trading at 1151.45. The strike last trading price was 20.5, which was 0.85 higher than the previous day. The implied volatity was 23.33, the open interest changed by 312 which increased total open position to 975
On 2 Apr DRREDDY was trading at 1150.00. The strike last trading price was 19.65, which was 1.2 higher than the previous day. The implied volatity was 21.97, the open interest changed by 34 which increased total open position to 660
On 1 Apr DRREDDY was trading at 1152.20. The strike last trading price was 18, which was 2.8 higher than the previous day. The implied volatity was 20.55, the open interest changed by -26 which decreased total open position to 625
On 28 Mar DRREDDY was trading at 1144.20. The strike last trading price was 15, which was -6.65 lower than the previous day. The implied volatity was 17.77, the open interest changed by 480 which increased total open position to 651
On 27 Mar DRREDDY was trading at 1162.20. The strike last trading price was 21.5, which was -6.9 lower than the previous day. The implied volatity was 17.95, the open interest changed by 102 which increased total open position to 169
On 26 Mar DRREDDY was trading at 1164.60. The strike last trading price was 26.8, which was -9.85 lower than the previous day. The implied volatity was 20.28, the open interest changed by 28 which increased total open position to 62
On 25 Mar DRREDDY was trading at 1177.90. The strike last trading price was 36, which was -17.3 lower than the previous day. The implied volatity was 21.73, the open interest changed by 25 which increased total open position to 34
On 24 Mar DRREDDY was trading at 1210.30. The strike last trading price was 53.3, which was 7.3 higher than the previous day. The implied volatity was 12.70, the open interest changed by 3 which increased total open position to 9
On 21 Mar DRREDDY was trading at 1200.15. The strike last trading price was 46, which was 0 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 20 Mar DRREDDY was trading at 1187.20. The strike last trading price was 46, which was 12.3 higher than the previous day. The implied volatity was 20.37, the open interest changed by -1 which decreased total open position to 7
On 19 Mar DRREDDY was trading at 1172.10. The strike last trading price was 33.7, which was 1.05 higher than the previous day. The implied volatity was 18.18, the open interest changed by 2 which increased total open position to 8
On 18 Mar DRREDDY was trading at 1163.70. The strike last trading price was 32, which was 4.45 higher than the previous day. The implied volatity was 20.13, the open interest changed by 6 which increased total open position to 8
On 17 Mar DRREDDY was trading at 1150.70. The strike last trading price was 27.55, which was 13.7 higher than the previous day. The implied volatity was 20.62, the open interest changed by 0 which decreased total open position to 2
On 13 Mar DRREDDY was trading at 1107.95. The strike last trading price was 13.85, which was -16.9 lower than the previous day. The implied volatity was 21.69, 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 30.75, which was 0 lower than the previous day. The implied volatity was 3.54, 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 30.75, which was 0 lower than the previous day. The implied volatity was 2.76, 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 30.75, which was 0 lower than the previous day. The implied volatity was 2.64, 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 30.75, which was 0 lower than the previous day. The implied volatity was 1.62, 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 30.75, which was 0 lower than the previous day. The implied volatity was 1.09, 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 30.75, which was 0 lower than the previous day. The implied volatity was 1.80, 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 30.75, which was 0 lower than the previous day. The implied volatity was 2.17, the open interest changed by 0 which decreased total open position to 0
| DRREDDY 24APR2025 1170 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.72
Vega: 0.71
Theta: -0.93
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 1109.50 | 71.1 | -22.5 | 42.74 | 17 | 2 | 216 |
| 9 Apr | 1094.05 | 93.6 | 17.5 | 54.28 | 4 | -2 | 214 |
| 8 Apr | 1107.95 | 76.1 | -15.55 | 45.41 | 4 | 0 | 215 |
| 7 Apr | 1087.90 | 91.65 | 10.55 | 48.35 | 24 | -3 | 216 |
| 4 Apr | 1109.95 | 81.25 | 38.25 | 49.66 | 196 | -44 | 220 |
| 3 Apr | 1151.45 | 42.5 | -4.8 | 32.93 | 2,129 | 216 | 283 |
| 2 Apr | 1150.00 | 48.7 | 1 | 37.78 | 66 | -8 | 68 |
| 1 Apr | 1152.20 | 47.2 | -7.75 | 35.04 | 281 | -14 | 75 |
| 28 Mar | 1144.20 | 55.3 | 7.35 | 37.30 | 161 | 29 | 89 |
| 27 Mar | 1162.20 | 48.3 | 13.55 | 36.51 | 44 | -6 | 59 |
| 26 Mar | 1164.60 | 36.6 | 5.6 | 28.29 | 320 | 33 | 64 |
| 25 Mar | 1177.90 | 31.4 | 15.3 | 28.16 | 61 | 9 | 33 |
| 24 Mar | 1210.30 | 15.8 | -3.2 | 25.14 | 35 | 9 | 20 |
| 21 Mar | 1200.15 | 19 | -3.35 | 25.64 | 4 | -2 | 10 |
| 20 Mar | 1187.20 | 21.4 | -13.55 | 22.95 | 22 | 8 | 12 |
| 19 Mar | 1172.10 | 34.95 | -0.05 | 28.03 | 3 | 2 | 4 |
| 18 Mar | 1163.70 | 35 | -27.4 | 25.27 | 2 | 1 | 1 |
| 17 Mar | 1150.70 | 62.4 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 1107.95 | 62.4 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 1105.15 | 62.4 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 1116.65 | 62.4 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 1120.20 | 62.4 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 1133.25 | 62.4 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 1140.10 | 62.4 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 1126.40 | 62.4 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 1119.60 | 62.4 | 0 | - | 0 | 0 | 0 |
For Dr. Reddy S Laboratories - strike price 1170 expiring on 24APR2025
Delta for 1170 PE is -0.72
Historical price for 1170 PE is as follows
On 11 Apr DRREDDY was trading at 1109.50. The strike last trading price was 71.1, which was -22.5 lower than the previous day. The implied volatity was 42.74, the open interest changed by 2 which increased total open position to 216
On 9 Apr DRREDDY was trading at 1094.05. The strike last trading price was 93.6, which was 17.5 higher than the previous day. The implied volatity was 54.28, the open interest changed by -2 which decreased total open position to 214
On 8 Apr DRREDDY was trading at 1107.95. The strike last trading price was 76.1, which was -15.55 lower than the previous day. The implied volatity was 45.41, the open interest changed by 0 which decreased total open position to 215
On 7 Apr DRREDDY was trading at 1087.90. The strike last trading price was 91.65, which was 10.55 higher than the previous day. The implied volatity was 48.35, the open interest changed by -3 which decreased total open position to 216
On 4 Apr DRREDDY was trading at 1109.95. The strike last trading price was 81.25, which was 38.25 higher than the previous day. The implied volatity was 49.66, the open interest changed by -44 which decreased total open position to 220
On 3 Apr DRREDDY was trading at 1151.45. The strike last trading price was 42.5, which was -4.8 lower than the previous day. The implied volatity was 32.93, the open interest changed by 216 which increased total open position to 283
On 2 Apr DRREDDY was trading at 1150.00. The strike last trading price was 48.7, which was 1 higher than the previous day. The implied volatity was 37.78, the open interest changed by -8 which decreased total open position to 68
On 1 Apr DRREDDY was trading at 1152.20. The strike last trading price was 47.2, which was -7.75 lower than the previous day. The implied volatity was 35.04, the open interest changed by -14 which decreased total open position to 75
On 28 Mar DRREDDY was trading at 1144.20. The strike last trading price was 55.3, which was 7.35 higher than the previous day. The implied volatity was 37.30, the open interest changed by 29 which increased total open position to 89
On 27 Mar DRREDDY was trading at 1162.20. The strike last trading price was 48.3, which was 13.55 higher than the previous day. The implied volatity was 36.51, the open interest changed by -6 which decreased total open position to 59
On 26 Mar DRREDDY was trading at 1164.60. The strike last trading price was 36.6, which was 5.6 higher than the previous day. The implied volatity was 28.29, the open interest changed by 33 which increased total open position to 64
On 25 Mar DRREDDY was trading at 1177.90. The strike last trading price was 31.4, which was 15.3 higher than the previous day. The implied volatity was 28.16, the open interest changed by 9 which increased total open position to 33
On 24 Mar DRREDDY was trading at 1210.30. The strike last trading price was 15.8, which was -3.2 lower than the previous day. The implied volatity was 25.14, the open interest changed by 9 which increased total open position to 20
On 21 Mar DRREDDY was trading at 1200.15. The strike last trading price was 19, which was -3.35 lower than the previous day. The implied volatity was 25.64, the open interest changed by -2 which decreased total open position to 10
On 20 Mar DRREDDY was trading at 1187.20. The strike last trading price was 21.4, which was -13.55 lower than the previous day. The implied volatity was 22.95, the open interest changed by 8 which increased total open position to 12
On 19 Mar DRREDDY was trading at 1172.10. The strike last trading price was 34.95, which was -0.05 lower than the previous day. The implied volatity was 28.03, the open interest changed by 2 which increased total open position to 4
On 18 Mar DRREDDY was trading at 1163.70. The strike last trading price was 35, which was -27.4 lower than the previous day. The implied volatity was 25.27, the open interest changed by 1 which increased total open position to 1
On 17 Mar DRREDDY was trading at 1150.70. The strike last trading price was 62.4, 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 62.4, 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 62.4, 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 62.4, 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 62.4, 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 62.4, 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 62.4, 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 62.4, 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 62.4, 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
