DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
21 Nov 2024 04:10 PM IST
| DRREDDY 28NOV2024 1190 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.57
Vega: 0.65
Theta: -1.12
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1195.35 | 16 | -16.05 | 20.24 | 5,720 | 180 | 615 | |||
| 20 Nov | 1213.45 | 32.05 | 0.00 | 20.54 | 2,350 | -120 | 430 | |||
| 19 Nov | 1213.45 | 32.05 | 12.05 | 20.54 | 2,350 | -125 | 430 | |||
| 18 Nov | 1193.55 | 20 | -24.25 | 21.24 | 4,875 | 500 | 560 | |||
| 14 Nov | 1226.70 | 44.25 | -21.60 | 12.38 | 10 | 0 | 50 | |||
| 13 Nov | 1245.00 | 65.85 | -49.95 | 24.83 | 50 | 40 | 50 | |||
| 12 Nov | 1263.90 | 115.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 1287.90 | 115.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 1283.65 | 115.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 1287.35 | 115.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 1302.10 | 115.8 | 23.10 | - | 5 | 0 | 10 | |||
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| 5 Nov | 1272.20 | 92.7 | -800.15 | - | 20 | 10 | 10 | |||
| 4 Nov | 1268.30 | 892.85 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 1259.60 | 892.85 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 1274.20 | 892.85 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1249.85 | 892.85 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1311.50 | 892.85 | - | 0 | 0 | 0 | ||||
For Dr. Reddy S Laboratories - strike price 1190 expiring on 28NOV2024
Delta for 1190 CE is 0.57
Historical price for 1190 CE is as follows
On 21 Nov DRREDDY was trading at 1195.35. The strike last trading price was 16, which was -16.05 lower than the previous day. The implied volatity was 20.24, the open interest changed by 36 which increased total open position to 123
On 20 Nov DRREDDY was trading at 1213.45. The strike last trading price was 32.05, which was 0.00 lower than the previous day. The implied volatity was 20.54, the open interest changed by -24 which decreased total open position to 86
On 19 Nov DRREDDY was trading at 1213.45. The strike last trading price was 32.05, which was 12.05 higher than the previous day. The implied volatity was 20.54, the open interest changed by -25 which decreased total open position to 86
On 18 Nov DRREDDY was trading at 1193.55. The strike last trading price was 20, which was -24.25 lower than the previous day. The implied volatity was 21.24, the open interest changed by 100 which increased total open position to 112
On 14 Nov DRREDDY was trading at 1226.70. The strike last trading price was 44.25, which was -21.60 lower than the previous day. The implied volatity was 12.38, the open interest changed by 0 which decreased total open position to 10
On 13 Nov DRREDDY was trading at 1245.00. The strike last trading price was 65.85, which was -49.95 lower than the previous day. The implied volatity was 24.83, the open interest changed by 8 which increased total open position to 10
On 12 Nov DRREDDY was trading at 1263.90. The strike last trading price was 115.8, 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 11 Nov DRREDDY was trading at 1287.90. The strike last trading price was 115.8, 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 8 Nov DRREDDY was trading at 1283.65. The strike last trading price was 115.8, 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 7 Nov DRREDDY was trading at 1287.35. The strike last trading price was 115.8, 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 6 Nov DRREDDY was trading at 1302.10. The strike last trading price was 115.8, which was 23.10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Nov DRREDDY was trading at 1272.20. The strike last trading price was 92.7, which was -800.15 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 4 Nov DRREDDY was trading at 1268.30. The strike last trading price was 892.85, 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 892.85, 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 892.85, 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 892.85, 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 28 Oct DRREDDY was trading at 1311.50. The strike last trading price was 892.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| DRREDDY 28NOV2024 1190 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.44
Vega: 0.65
Theta: -0.94
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1195.35 | 12.9 | 4.35 | 23.28 | 13,245 | 220 | 1,275 |
| 20 Nov | 1213.45 | 8.55 | 0.00 | 25.09 | 5,040 | -75 | 1,125 |
| 19 Nov | 1213.45 | 8.55 | -6.45 | 25.09 | 5,040 | -5 | 1,125 |
| 18 Nov | 1193.55 | 15 | 9.25 | 22.85 | 13,450 | 570 | 1,150 |
| 14 Nov | 1226.70 | 5.75 | 0.95 | 21.79 | 1,785 | 130 | 595 |
| 13 Nov | 1245.00 | 4.8 | 1.35 | 24.20 | 1,610 | 230 | 465 |
| 12 Nov | 1263.90 | 3.45 | 0.90 | 24.00 | 155 | -20 | 245 |
| 11 Nov | 1287.90 | 2.55 | -1.20 | 26.99 | 210 | -25 | 270 |
| 8 Nov | 1283.65 | 3.75 | 0.80 | 26.50 | 365 | 45 | 295 |
| 7 Nov | 1287.35 | 2.95 | -0.40 | 25.74 | 365 | -20 | 245 |
| 6 Nov | 1302.10 | 3.35 | -8.30 | 28.16 | 885 | -50 | 290 |
| 5 Nov | 1272.20 | 11.65 | -2.65 | 35.34 | 695 | 295 | 355 |
| 4 Nov | 1268.30 | 14.3 | -5.70 | 36.13 | 75 | 45 | 55 |
| 1 Nov | 1259.60 | 20 | 0.00 | 38.17 | 5 | 0 | 5 |
| 31 Oct | 1274.20 | 20 | -3.95 | - | 25 | 0 | 0 |
| 30 Oct | 1249.85 | 23.95 | 23.95 | - | 0 | 0 | 0 |
| 28 Oct | 1311.50 | 0 | - | 0 | 0 | 0 | |
For Dr. Reddy S Laboratories - strike price 1190 expiring on 28NOV2024
Delta for 1190 PE is -0.44
Historical price for 1190 PE is as follows
On 21 Nov DRREDDY was trading at 1195.35. The strike last trading price was 12.9, which was 4.35 higher than the previous day. The implied volatity was 23.28, the open interest changed by 44 which increased total open position to 255
On 20 Nov DRREDDY was trading at 1213.45. The strike last trading price was 8.55, which was 0.00 lower than the previous day. The implied volatity was 25.09, the open interest changed by -15 which decreased total open position to 225
On 19 Nov DRREDDY was trading at 1213.45. The strike last trading price was 8.55, which was -6.45 lower than the previous day. The implied volatity was 25.09, the open interest changed by -1 which decreased total open position to 225
On 18 Nov DRREDDY was trading at 1193.55. The strike last trading price was 15, which was 9.25 higher than the previous day. The implied volatity was 22.85, the open interest changed by 114 which increased total open position to 230
On 14 Nov DRREDDY was trading at 1226.70. The strike last trading price was 5.75, which was 0.95 higher than the previous day. The implied volatity was 21.79, the open interest changed by 26 which increased total open position to 119
On 13 Nov DRREDDY was trading at 1245.00. The strike last trading price was 4.8, which was 1.35 higher than the previous day. The implied volatity was 24.20, the open interest changed by 46 which increased total open position to 93
On 12 Nov DRREDDY was trading at 1263.90. The strike last trading price was 3.45, which was 0.90 higher than the previous day. The implied volatity was 24.00, the open interest changed by -4 which decreased total open position to 49
On 11 Nov DRREDDY was trading at 1287.90. The strike last trading price was 2.55, which was -1.20 lower than the previous day. The implied volatity was 26.99, the open interest changed by -5 which decreased total open position to 54
On 8 Nov DRREDDY was trading at 1283.65. The strike last trading price was 3.75, which was 0.80 higher than the previous day. The implied volatity was 26.50, the open interest changed by 9 which increased total open position to 59
On 7 Nov DRREDDY was trading at 1287.35. The strike last trading price was 2.95, which was -0.40 lower than the previous day. The implied volatity was 25.74, the open interest changed by -4 which decreased total open position to 49
On 6 Nov DRREDDY was trading at 1302.10. The strike last trading price was 3.35, which was -8.30 lower than the previous day. The implied volatity was 28.16, the open interest changed by -10 which decreased total open position to 58
On 5 Nov DRREDDY was trading at 1272.20. The strike last trading price was 11.65, which was -2.65 lower than the previous day. The implied volatity was 35.34, the open interest changed by 59 which increased total open position to 71
On 4 Nov DRREDDY was trading at 1268.30. The strike last trading price was 14.3, which was -5.70 lower than the previous day. The implied volatity was 36.13, the open interest changed by 9 which increased total open position to 11
On 1 Nov DRREDDY was trading at 1259.60. The strike last trading price was 20, which was 0.00 lower than the previous day. The implied volatity was 38.17, the open interest changed by 0 which decreased total open position to 1
On 31 Oct DRREDDY was trading at 1274.20. The strike last trading price was 20, which was -3.95 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 23.95, which was 23.95 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
