DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
11 Dec 2024 04:10 PM IST
| DRREDDY 26DEC2024 1180 CE | ||||||||||
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Delta: 0.95
Vega: 0.27
Theta: -0.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 11 Dec | 1238.55 | 63.75 | 1.55 | 16.05 | 10 | -2 | 35 | |||
| 10 Dec | 1240.35 | 62.2 | -15.85 | - | 1 | 0 | 37 | |||
| 9 Dec | 1255.15 | 78.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 1253.70 | 78.05 | 12.05 | - | 3 | 0 | 37 | |||
| 5 Dec | 1239.85 | 66 | 17.80 | - | 31 | -7 | 39 | |||
| 4 Dec | 1215.55 | 48.2 | -7.10 | 16.19 | 9 | -1 | 46 | |||
| 3 Dec | 1224.50 | 55.3 | 0.65 | 16.54 | 29 | -4 | 46 | |||
| 2 Dec | 1221.75 | 54.65 | 9.55 | 18.23 | 36 | 12 | 49 | |||
| 29 Nov | 1202.30 | 45.1 | 3.20 | 20.73 | 90 | 18 | 35 | |||
| 28 Nov | 1191.95 | 41.9 | -7.10 | 20.11 | 47 | 15 | 17 | |||
| 27 Nov | 1199.90 | 49 | -19.00 | 23.14 | 1 | 0 | 1 | |||
| 26 Nov | 1208.65 | 68 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 1209.30 | 68 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Nov | 1214.45 | 68 | -919.35 | 28.42 | 1 | 0 | 0 | |||
| 21 Nov | 1195.35 | 987.35 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 1213.45 | 987.35 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 1213.45 | 987.35 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 1193.55 | 987.35 | - | 0 | 0 | 0 | ||||
For Dr. Reddy S Laboratories - strike price 1180 expiring on 26DEC2024
Delta for 1180 CE is 0.95
Historical price for 1180 CE is as follows
On 11 Dec DRREDDY was trading at 1238.55. The strike last trading price was 63.75, which was 1.55 higher than the previous day. The implied volatity was 16.05, the open interest changed by -2 which decreased total open position to 35
On 10 Dec DRREDDY was trading at 1240.35. The strike last trading price was 62.2, which was -15.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 37
On 9 Dec DRREDDY was trading at 1255.15. The strike last trading price was 78.05, 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 6 Dec DRREDDY was trading at 1253.70. The strike last trading price was 78.05, which was 12.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 37
On 5 Dec DRREDDY was trading at 1239.85. The strike last trading price was 66, which was 17.80 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 39
On 4 Dec DRREDDY was trading at 1215.55. The strike last trading price was 48.2, which was -7.10 lower than the previous day. The implied volatity was 16.19, the open interest changed by -1 which decreased total open position to 46
On 3 Dec DRREDDY was trading at 1224.50. The strike last trading price was 55.3, which was 0.65 higher than the previous day. The implied volatity was 16.54, the open interest changed by -4 which decreased total open position to 46
On 2 Dec DRREDDY was trading at 1221.75. The strike last trading price was 54.65, which was 9.55 higher than the previous day. The implied volatity was 18.23, the open interest changed by 12 which increased total open position to 49
On 29 Nov DRREDDY was trading at 1202.30. The strike last trading price was 45.1, which was 3.20 higher than the previous day. The implied volatity was 20.73, the open interest changed by 18 which increased total open position to 35
On 28 Nov DRREDDY was trading at 1191.95. The strike last trading price was 41.9, which was -7.10 lower than the previous day. The implied volatity was 20.11, the open interest changed by 15 which increased total open position to 17
On 27 Nov DRREDDY was trading at 1199.90. The strike last trading price was 49, which was -19.00 lower than the previous day. The implied volatity was 23.14, the open interest changed by 0 which decreased total open position to 1
On 26 Nov DRREDDY was trading at 1208.65. The strike last trading price was 68, 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 25 Nov DRREDDY was trading at 1209.30. The strike last trading price was 68, 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 22 Nov DRREDDY was trading at 1214.45. The strike last trading price was 68, which was -919.35 lower than the previous day. The implied volatity was 28.42, the open interest changed by 0 which decreased total open position to 0
On 21 Nov DRREDDY was trading at 1195.35. The strike last trading price was 987.35, 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 20 Nov DRREDDY was trading at 1213.45. The strike last trading price was 987.35, 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 19 Nov DRREDDY was trading at 1213.45. The strike last trading price was 987.35, 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 18 Nov DRREDDY was trading at 1193.55. The strike last trading price was 987.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| DRREDDY 26DEC2024 1180 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.12
Vega: 0.50
Theta: -0.33
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Dec | 1238.55 | 3.35 | -0.35 | 22.26 | 281 | -57 | 311 |
| 10 Dec | 1240.35 | 3.7 | 0.70 | 22.39 | 325 | 51 | 369 |
| 9 Dec | 1255.15 | 3 | -0.20 | 24.13 | 160 | 3 | 323 |
| 6 Dec | 1253.70 | 3.2 | -1.90 | 22.47 | 207 | -10 | 320 |
| 5 Dec | 1239.85 | 5.1 | -4.20 | 22.83 | 706 | -28 | 329 |
| 4 Dec | 1215.55 | 9.3 | 1.00 | 21.67 | 339 | 67 | 358 |
| 3 Dec | 1224.50 | 8.3 | -1.15 | 22.02 | 261 | -7 | 294 |
| 2 Dec | 1221.75 | 9.45 | -4.50 | 22.17 | 392 | -10 | 300 |
| 29 Nov | 1202.30 | 13.95 | -2.55 | 20.72 | 783 | 191 | 310 |
| 28 Nov | 1191.95 | 16.5 | -0.65 | 21.32 | 191 | 48 | 124 |
| 27 Nov | 1199.90 | 17.15 | -1.65 | 22.69 | 105 | 50 | 75 |
| 26 Nov | 1208.65 | 18.8 | 2.05 | 26.32 | 6 | 1 | 23 |
| 25 Nov | 1209.30 | 16.75 | -1.70 | 25.04 | 24 | 17 | 21 |
| 22 Nov | 1214.45 | 18.45 | -6.15 | 25.25 | 14 | 6 | 10 |
| 21 Nov | 1195.35 | 24.6 | -11.95 | 24.23 | 4 | 3 | 3 |
| 20 Nov | 1213.45 | 36.55 | 0.00 | 3.35 | 0 | 0 | 0 |
| 19 Nov | 1213.45 | 36.55 | 0.00 | 3.35 | 0 | 0 | 0 |
| 18 Nov | 1193.55 | 36.55 | 1.89 | 0 | 0 | 0 | |
For Dr. Reddy S Laboratories - strike price 1180 expiring on 26DEC2024
Delta for 1180 PE is -0.12
Historical price for 1180 PE is as follows
On 11 Dec DRREDDY was trading at 1238.55. The strike last trading price was 3.35, which was -0.35 lower than the previous day. The implied volatity was 22.26, the open interest changed by -57 which decreased total open position to 311
On 10 Dec DRREDDY was trading at 1240.35. The strike last trading price was 3.7, which was 0.70 higher than the previous day. The implied volatity was 22.39, the open interest changed by 51 which increased total open position to 369
On 9 Dec DRREDDY was trading at 1255.15. The strike last trading price was 3, which was -0.20 lower than the previous day. The implied volatity was 24.13, the open interest changed by 3 which increased total open position to 323
On 6 Dec DRREDDY was trading at 1253.70. The strike last trading price was 3.2, which was -1.90 lower than the previous day. The implied volatity was 22.47, the open interest changed by -10 which decreased total open position to 320
On 5 Dec DRREDDY was trading at 1239.85. The strike last trading price was 5.1, which was -4.20 lower than the previous day. The implied volatity was 22.83, the open interest changed by -28 which decreased total open position to 329
On 4 Dec DRREDDY was trading at 1215.55. The strike last trading price was 9.3, which was 1.00 higher than the previous day. The implied volatity was 21.67, the open interest changed by 67 which increased total open position to 358
On 3 Dec DRREDDY was trading at 1224.50. The strike last trading price was 8.3, which was -1.15 lower than the previous day. The implied volatity was 22.02, the open interest changed by -7 which decreased total open position to 294
On 2 Dec DRREDDY was trading at 1221.75. The strike last trading price was 9.45, which was -4.50 lower than the previous day. The implied volatity was 22.17, the open interest changed by -10 which decreased total open position to 300
On 29 Nov DRREDDY was trading at 1202.30. The strike last trading price was 13.95, which was -2.55 lower than the previous day. The implied volatity was 20.72, the open interest changed by 191 which increased total open position to 310
On 28 Nov DRREDDY was trading at 1191.95. The strike last trading price was 16.5, which was -0.65 lower than the previous day. The implied volatity was 21.32, the open interest changed by 48 which increased total open position to 124
On 27 Nov DRREDDY was trading at 1199.90. The strike last trading price was 17.15, which was -1.65 lower than the previous day. The implied volatity was 22.69, the open interest changed by 50 which increased total open position to 75
On 26 Nov DRREDDY was trading at 1208.65. The strike last trading price was 18.8, which was 2.05 higher than the previous day. The implied volatity was 26.32, the open interest changed by 1 which increased total open position to 23
On 25 Nov DRREDDY was trading at 1209.30. The strike last trading price was 16.75, which was -1.70 lower than the previous day. The implied volatity was 25.04, the open interest changed by 17 which increased total open position to 21
On 22 Nov DRREDDY was trading at 1214.45. The strike last trading price was 18.45, which was -6.15 lower than the previous day. The implied volatity was 25.25, the open interest changed by 6 which increased total open position to 10
On 21 Nov DRREDDY was trading at 1195.35. The strike last trading price was 24.6, which was -11.95 lower than the previous day. The implied volatity was 24.23, the open interest changed by 3 which increased total open position to 3
On 20 Nov DRREDDY was trading at 1213.45. The strike last trading price was 36.55, which was 0.00 lower than the previous day. The implied volatity was 3.35, the open interest changed by 0 which decreased total open position to 0
On 19 Nov DRREDDY was trading at 1213.45. The strike last trading price was 36.55, which was 0.00 lower than the previous day. The implied volatity was 3.35, the open interest changed by 0 which decreased total open position to 0
On 18 Nov DRREDDY was trading at 1193.55. The strike last trading price was 36.55, which was lower than the previous day. The implied volatity was 1.89, the open interest changed by 0 which decreased total open position to 0
