DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
21 Nov 2024 04:10 PM IST
| DRREDDY 28NOV2024 1180 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.68
Vega: 0.59
Theta: -1.10
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 21 Nov | 1195.35 | 22.45 | -16.20 | 20.79 | 5,160 | 265 | 680 | |||
| 20 Nov | 1213.45 | 38.65 | 0.00 | 17.78 | 1,125 | -75 | 415 | |||
| 19 Nov | 1213.45 | 38.65 | 12.35 | 17.78 | 1,125 | -75 | 415 | |||
| 18 Nov | 1193.55 | 26.3 | -26.30 | 21.68 | 4,995 | 415 | 495 | |||
| 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 0.68
Historical price for 1180 CE is as follows
On 21 Nov DRREDDY was trading at 1195.35. The strike last trading price was 22.45, which was -16.20 lower than the previous day. The implied volatity was 20.79, the open interest changed by 53 which increased total open position to 136
On 20 Nov DRREDDY was trading at 1213.45. The strike last trading price was 38.65, which was 0.00 lower than the previous day. The implied volatity was 17.78, the open interest changed by -15 which decreased total open position to 83
On 19 Nov DRREDDY was trading at 1213.45. The strike last trading price was 38.65, which was 12.35 higher than the previous day. The implied volatity was 17.78, the open interest changed by -15 which decreased total open position to 83
On 18 Nov DRREDDY was trading at 1193.55. The strike last trading price was 26.3, which was -26.30 lower than the previous day. The implied volatity was 21.68, the open interest changed by 83 which increased total open position to 99
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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.35
Vega: 0.61
Theta: -0.93
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1195.35 | 9.4 | 3.35 | 24.13 | 19,920 | 1,055 | 2,240 |
| 20 Nov | 1213.45 | 6.05 | 0.00 | 25.26 | 5,995 | 160 | 1,175 |
| 19 Nov | 1213.45 | 6.05 | -5.20 | 25.26 | 5,995 | 150 | 1,175 |
| 18 Nov | 1193.55 | 11.25 | 6.90 | 23.30 | 15,030 | 295 | 1,045 |
| 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 -0.35
Historical price for 1180 PE is as follows
On 21 Nov DRREDDY was trading at 1195.35. The strike last trading price was 9.4, which was 3.35 higher than the previous day. The implied volatity was 24.13, the open interest changed by 211 which increased total open position to 448
On 20 Nov DRREDDY was trading at 1213.45. The strike last trading price was 6.05, which was 0.00 lower than the previous day. The implied volatity was 25.26, the open interest changed by 32 which increased total open position to 235
On 19 Nov DRREDDY was trading at 1213.45. The strike last trading price was 6.05, which was -5.20 lower than the previous day. The implied volatity was 25.26, the open interest changed by 30 which increased total open position to 235
On 18 Nov DRREDDY was trading at 1193.55. The strike last trading price was 11.25, which was 6.90 higher than the previous day. The implied volatity was 23.30, the open interest changed by 59 which increased total open position to 209
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
