DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
21 Nov 2024 04:10 PM IST
| DRREDDY 28NOV2024 1170 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.76
Vega: 0.51
Theta: -1.04
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1195.35 | 30.2 | -27.80 | 21.98 | 2,170 | 175 | 275 | |||
| 20 Nov | 1213.45 | 58 | 0.00 | 39.19 | 235 | -30 | 95 | |||
| 19 Nov | 1213.45 | 58 | 22.85 | 39.19 | 235 | -35 | 95 | |||
| 18 Nov | 1193.55 | 35.15 | -948.70 | 24.75 | 640 | 130 | 130 | |||
| 14 Nov | 1226.70 | 983.85 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 1245.00 | 983.85 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 1263.90 | 983.85 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 1287.90 | 983.85 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 1283.65 | 983.85 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1287.35 | 983.85 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1302.10 | 983.85 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1272.20 | 983.85 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1268.30 | 983.85 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 1259.60 | 983.85 | 0.00 | - | 0 | 0 | 0 | |||
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| 31 Oct | 1274.20 | 983.85 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1249.85 | 983.85 | 983.85 | - | 0 | 0 | 0 | |||
| 28 Oct | 1311.50 | 0 | - | 0 | 0 | 0 | ||||
For Dr. Reddy S Laboratories - strike price 1170 expiring on 28NOV2024
Delta for 1170 CE is 0.76
Historical price for 1170 CE is as follows
On 21 Nov DRREDDY was trading at 1195.35. The strike last trading price was 30.2, which was -27.80 lower than the previous day. The implied volatity was 21.98, the open interest changed by 35 which increased total open position to 55
On 20 Nov DRREDDY was trading at 1213.45. The strike last trading price was 58, which was 0.00 lower than the previous day. The implied volatity was 39.19, the open interest changed by -6 which decreased total open position to 19
On 19 Nov DRREDDY was trading at 1213.45. The strike last trading price was 58, which was 22.85 higher than the previous day. The implied volatity was 39.19, the open interest changed by -7 which decreased total open position to 19
On 18 Nov DRREDDY was trading at 1193.55. The strike last trading price was 35.15, which was -948.70 lower than the previous day. The implied volatity was 24.75, the open interest changed by 26 which increased total open position to 26
On 14 Nov DRREDDY was trading at 1226.70. The strike last trading price was 983.85, 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 13 Nov DRREDDY was trading at 1245.00. The strike last trading price was 983.85, 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 12 Nov DRREDDY was trading at 1263.90. The strike last trading price was 983.85, 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 11 Nov DRREDDY was trading at 1287.90. The strike last trading price was 983.85, 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 8 Nov DRREDDY was trading at 1283.65. The strike last trading price was 983.85, 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 7 Nov DRREDDY was trading at 1287.35. The strike last trading price was 983.85, 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 6 Nov DRREDDY was trading at 1302.10. The strike last trading price was 983.85, 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 5 Nov DRREDDY was trading at 1272.20. The strike last trading price was 983.85, 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 983.85, 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 983.85, 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 983.85, 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 983.85, which was 983.85 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 1170 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.27
Vega: 0.54
Theta: -0.90
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1195.35 | 6.95 | 2.45 | 25.37 | 8,865 | 435 | 1,155 |
| 20 Nov | 1213.45 | 4.5 | 0.00 | 26.15 | 3,185 | -85 | 750 |
| 19 Nov | 1213.45 | 4.5 | -3.70 | 26.15 | 3,185 | -55 | 750 |
| 18 Nov | 1193.55 | 8.2 | 4.85 | 23.63 | 8,415 | 450 | 825 |
| 14 Nov | 1226.70 | 3.35 | 1.00 | 23.34 | 810 | -80 | 375 |
| 13 Nov | 1245.00 | 2.35 | 0.25 | 24.21 | 1,025 | 0 | 460 |
| 12 Nov | 1263.90 | 2.1 | 0.50 | 25.38 | 280 | 85 | 475 |
| 11 Nov | 1287.90 | 1.6 | -1.00 | 28.19 | 360 | 100 | 390 |
| 8 Nov | 1283.65 | 2.6 | 0.55 | 28.01 | 455 | -65 | 295 |
| 7 Nov | 1287.35 | 2.05 | -0.50 | 27.25 | 255 | -105 | 355 |
| 6 Nov | 1302.10 | 2.55 | -6.20 | 30.00 | 1,605 | -105 | 475 |
| 5 Nov | 1272.20 | 8.75 | -2.30 | 36.30 | 745 | 355 | 580 |
| 4 Nov | 1268.30 | 11.05 | -2.95 | 37.21 | 225 | 105 | 230 |
| 1 Nov | 1259.60 | 14 | 3.10 | 37.11 | 5 | 0 | 125 |
| 31 Oct | 1274.20 | 10.9 | -4.95 | - | 30 | 10 | 125 |
| 30 Oct | 1249.85 | 15.85 | 15.85 | - | 205 | 115 | 115 |
| 28 Oct | 1311.50 | 0 | - | 0 | 0 | 0 | |
For Dr. Reddy S Laboratories - strike price 1170 expiring on 28NOV2024
Delta for 1170 PE is -0.27
Historical price for 1170 PE is as follows
On 21 Nov DRREDDY was trading at 1195.35. The strike last trading price was 6.95, which was 2.45 higher than the previous day. The implied volatity was 25.37, the open interest changed by 87 which increased total open position to 231
On 20 Nov DRREDDY was trading at 1213.45. The strike last trading price was 4.5, which was 0.00 lower than the previous day. The implied volatity was 26.15, the open interest changed by -17 which decreased total open position to 150
On 19 Nov DRREDDY was trading at 1213.45. The strike last trading price was 4.5, which was -3.70 lower than the previous day. The implied volatity was 26.15, the open interest changed by -11 which decreased total open position to 150
On 18 Nov DRREDDY was trading at 1193.55. The strike last trading price was 8.2, which was 4.85 higher than the previous day. The implied volatity was 23.63, the open interest changed by 90 which increased total open position to 165
On 14 Nov DRREDDY was trading at 1226.70. The strike last trading price was 3.35, which was 1.00 higher than the previous day. The implied volatity was 23.34, the open interest changed by -16 which decreased total open position to 75
On 13 Nov DRREDDY was trading at 1245.00. The strike last trading price was 2.35, which was 0.25 higher than the previous day. The implied volatity was 24.21, the open interest changed by 0 which decreased total open position to 92
On 12 Nov DRREDDY was trading at 1263.90. The strike last trading price was 2.1, which was 0.50 higher than the previous day. The implied volatity was 25.38, the open interest changed by 17 which increased total open position to 95
On 11 Nov DRREDDY was trading at 1287.90. The strike last trading price was 1.6, which was -1.00 lower than the previous day. The implied volatity was 28.19, the open interest changed by 20 which increased total open position to 78
On 8 Nov DRREDDY was trading at 1283.65. The strike last trading price was 2.6, which was 0.55 higher than the previous day. The implied volatity was 28.01, the open interest changed by -13 which decreased total open position to 59
On 7 Nov DRREDDY was trading at 1287.35. The strike last trading price was 2.05, which was -0.50 lower than the previous day. The implied volatity was 27.25, the open interest changed by -21 which decreased total open position to 71
On 6 Nov DRREDDY was trading at 1302.10. The strike last trading price was 2.55, which was -6.20 lower than the previous day. The implied volatity was 30.00, the open interest changed by -21 which decreased total open position to 95
On 5 Nov DRREDDY was trading at 1272.20. The strike last trading price was 8.75, which was -2.30 lower than the previous day. The implied volatity was 36.30, the open interest changed by 71 which increased total open position to 116
On 4 Nov DRREDDY was trading at 1268.30. The strike last trading price was 11.05, which was -2.95 lower than the previous day. The implied volatity was 37.21, the open interest changed by 21 which increased total open position to 46
On 1 Nov DRREDDY was trading at 1259.60. The strike last trading price was 14, which was 3.10 higher than the previous day. The implied volatity was 37.11, the open interest changed by 0 which decreased total open position to 25
On 31 Oct DRREDDY was trading at 1274.20. The strike last trading price was 10.9, which was -4.95 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 15.85, which was 15.85 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
