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DRREDDY
Dr. Reddy S Laboratories
1226.7 -18.30 (-1.47%)

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Historical option data for DRREDDY

14 Nov 2024 04:10 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
DRREDDY 28NOV2024 1180 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
14 Nov 1226.70 52.6 -17.40 - 90 60 75
13 Nov 1245.00 70 -56.35 - 10 -5 15
12 Nov 1263.90 126.35 0.00 0.00 0 0 0
11 Nov 1287.90 126.35 0.00 0.00 0 0 0
8 Nov 1283.65 126.35 0.00 0.00 0 0 0
7 Nov 1287.35 126.35 0.00 0.00 0 0 0
6 Nov 1302.10 126.35 37.50 - 10 5 25
5 Nov 1272.20 88.85 -3.95 - 10 0 10
4 Nov 1268.30 92.8 0.00 0.00 0 0 0
1 Nov 1259.60 92.8 0.00 0.00 0 0 0
31 Oct 1274.20 92.8 0.00 - 0 10 0
30 Oct 1249.85 92.8 -1069.25 - 20 0 0
28 Oct 1311.50 1162.05 - 0 0 0

For Dr. Reddy S Laboratories - strike price 1180 expiring on 28NOV2024

Delta for 1180 CE is -

Historical price for 1180 CE is as follows

On 14 Nov DRREDDY was trading at 1226.70. The strike last trading price was 52.6, which was -17.40 lower than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 15


On 13 Nov DRREDDY was trading at 1245.00. The strike last trading price was 70, which was -56.35 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 3


On 12 Nov DRREDDY was trading at 1263.90. The strike last trading price was 126.35, 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 126.35, 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 126.35, 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 126.35, 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 Nov DRREDDY was trading at 1302.10. The strike last trading price was 126.35, which was 37.50 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 5


On 5 Nov DRREDDY was trading at 1272.20. The strike last trading price was 88.85, which was -3.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 4 Nov DRREDDY was trading at 1268.30. The strike last trading price was 92.8, 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 92.8, 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 31 Oct DRREDDY was trading at 1274.20. The strike last trading price was 92.8, 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 30 Oct DRREDDY was trading at 1249.85. The strike last trading price was 92.8, which was -1069.25 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 1162.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


DRREDDY 28NOV2024 1180 PE
Delta: -0.15
Vega: 0.57
Theta: -0.40
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 1226.70 4.35 1.35 22.49 2,945 220 750
13 Nov 1245.00 3 0.00 23.35 1,030 15 525
12 Nov 1263.90 3 1.05 25.40 385 -70 505
11 Nov 1287.90 1.95 -1.15 27.37 165 20 570
8 Nov 1283.65 3.1 0.75 27.21 485 25 550
7 Nov 1287.35 2.35 -0.55 26.22 755 195 530
6 Nov 1302.10 2.9 -7.15 29.04 2,870 -30 350
5 Nov 1272.20 10.05 -2.65 35.74 900 215 435
4 Nov 1268.30 12.7 0.10 36.81 255 120 220
1 Nov 1259.60 12.6 0.00 0.00 0 100 0
31 Oct 1274.20 12.6 -12.20 - 135 105 105
30 Oct 1249.85 24.8 0.00 - 0 0 0
28 Oct 1311.50 24.8 - 0 0 0

For Dr. Reddy S Laboratories - strike price 1180 expiring on 28NOV2024

Delta for 1180 PE is -0.15

Historical price for 1180 PE is as follows

On 14 Nov DRREDDY was trading at 1226.70. The strike last trading price was 4.35, which was 1.35 higher than the previous day. The implied volatity was 22.49, the open interest changed by 44 which increased total open position to 150


On 13 Nov DRREDDY was trading at 1245.00. The strike last trading price was 3, which was 0.00 lower than the previous day. The implied volatity was 23.35, the open interest changed by 3 which increased total open position to 105


On 12 Nov DRREDDY was trading at 1263.90. The strike last trading price was 3, which was 1.05 higher than the previous day. The implied volatity was 25.40, the open interest changed by -14 which decreased total open position to 101


On 11 Nov DRREDDY was trading at 1287.90. The strike last trading price was 1.95, which was -1.15 lower than the previous day. The implied volatity was 27.37, the open interest changed by 4 which increased total open position to 114


On 8 Nov DRREDDY was trading at 1283.65. The strike last trading price was 3.1, which was 0.75 higher than the previous day. The implied volatity was 27.21, the open interest changed by 5 which increased total open position to 110


On 7 Nov DRREDDY was trading at 1287.35. The strike last trading price was 2.35, which was -0.55 lower than the previous day. The implied volatity was 26.22, the open interest changed by 39 which increased total open position to 106


On 6 Nov DRREDDY was trading at 1302.10. The strike last trading price was 2.9, which was -7.15 lower than the previous day. The implied volatity was 29.04, the open interest changed by -6 which decreased total open position to 70


On 5 Nov DRREDDY was trading at 1272.20. The strike last trading price was 10.05, which was -2.65 lower than the previous day. The implied volatity was 35.74, the open interest changed by 43 which increased total open position to 87


On 4 Nov DRREDDY was trading at 1268.30. The strike last trading price was 12.7, which was 0.10 higher than the previous day. The implied volatity was 36.81, the open interest changed by 24 which increased total open position to 44


On 1 Nov DRREDDY was trading at 1259.60. The strike last trading price was 12.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 20 which increased total open position to 0


On 31 Oct DRREDDY was trading at 1274.20. The strike last trading price was 12.6, which was -12.20 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 24.8, 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 24.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to