DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
14 Nov 2024 04:10 PM IST
| DRREDDY 28NOV2024 1200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.80
Vega: 0.68
Theta: -0.68
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 1226.70 | 38.25 | -14.75 | 17.35 | 55 | -10 | 170 | |||
| 13 Nov | 1245.00 | 53 | -19.00 | 16.89 | 135 | 15 | 180 | |||
| 12 Nov | 1263.90 | 72 | -16.00 | 29.39 | 70 | 25 | 170 | |||
| 11 Nov | 1287.90 | 88 | 4.05 | - | 10 | 0 | 145 | |||
| 8 Nov | 1283.65 | 83.95 | -5.05 | - | 75 | -25 | 145 | |||
| 7 Nov | 1287.35 | 89 | -20.90 | - | 25 | -15 | 175 | |||
| 6 Nov | 1302.10 | 109.9 | 20.40 | 23.81 | 190 | -35 | 190 | |||
| 5 Nov | 1272.20 | 89.5 | 4.50 | 24.47 | 415 | 60 | 230 | |||
|
|
||||||||||
| 4 Nov | 1268.30 | 85 | 3.00 | 25.57 | 160 | 90 | 130 | |||
| 1 Nov | 1259.60 | 82 | -17.00 | 27.20 | 35 | 10 | 40 | |||
| 31 Oct | 1274.20 | 99 | 22.50 | - | 80 | 15 | 30 | |||
| 30 Oct | 1249.85 | 76.5 | -996.35 | - | 25 | 20 | 20 | |||
| 29 Oct | 1274.70 | 1072.85 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1311.50 | 1072.85 | - | 0 | 0 | 0 | ||||
For Dr. Reddy S Laboratories - strike price 1200 expiring on 28NOV2024
Delta for 1200 CE is 0.80
Historical price for 1200 CE is as follows
On 14 Nov DRREDDY was trading at 1226.70. The strike last trading price was 38.25, which was -14.75 lower than the previous day. The implied volatity was 17.35, the open interest changed by -2 which decreased total open position to 34
On 13 Nov DRREDDY was trading at 1245.00. The strike last trading price was 53, which was -19.00 lower than the previous day. The implied volatity was 16.89, the open interest changed by 3 which increased total open position to 36
On 12 Nov DRREDDY was trading at 1263.90. The strike last trading price was 72, which was -16.00 lower than the previous day. The implied volatity was 29.39, the open interest changed by 5 which increased total open position to 34
On 11 Nov DRREDDY was trading at 1287.90. The strike last trading price was 88, which was 4.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29
On 8 Nov DRREDDY was trading at 1283.65. The strike last trading price was 83.95, which was -5.05 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 29
On 7 Nov DRREDDY was trading at 1287.35. The strike last trading price was 89, which was -20.90 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 35
On 6 Nov DRREDDY was trading at 1302.10. The strike last trading price was 109.9, which was 20.40 higher than the previous day. The implied volatity was 23.81, the open interest changed by -7 which decreased total open position to 38
On 5 Nov DRREDDY was trading at 1272.20. The strike last trading price was 89.5, which was 4.50 higher than the previous day. The implied volatity was 24.47, the open interest changed by 12 which increased total open position to 46
On 4 Nov DRREDDY was trading at 1268.30. The strike last trading price was 85, which was 3.00 higher than the previous day. The implied volatity was 25.57, the open interest changed by 18 which increased total open position to 26
On 1 Nov DRREDDY was trading at 1259.60. The strike last trading price was 82, which was -17.00 lower than the previous day. The implied volatity was 27.20, the open interest changed by 2 which increased total open position to 8
On 31 Oct DRREDDY was trading at 1274.20. The strike last trading price was 99, which was 22.50 higher 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 76.5, which was -996.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct DRREDDY was trading at 1274.70. The strike last trading price was 1072.85, 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 1072.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| DRREDDY 28NOV2024 1200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.25
Vega: 0.76
Theta: -0.49
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 1226.70 | 7.65 | 2.50 | 21.21 | 5,440 | -35 | 2,965 |
| 13 Nov | 1245.00 | 5.15 | 0.50 | 22.00 | 5,440 | -520 | 3,000 |
| 12 Nov | 1263.90 | 4.65 | 1.30 | 23.71 | 2,130 | 250 | 3,530 |
| 11 Nov | 1287.90 | 3.35 | -1.25 | 26.69 | 2,590 | 30 | 3,285 |
| 8 Nov | 1283.65 | 4.6 | 1.20 | 25.89 | 4,060 | -440 | 3,250 |
| 7 Nov | 1287.35 | 3.4 | -0.45 | 24.69 | 3,760 | -555 | 3,710 |
| 6 Nov | 1302.10 | 3.85 | -9.45 | 27.23 | 12,490 | -910 | 4,260 |
| 5 Nov | 1272.20 | 13.3 | -3.60 | 34.76 | 11,230 | 895 | 5,200 |
| 4 Nov | 1268.30 | 16.9 | -3.10 | 36.27 | 7,190 | 2,070 | 4,280 |
| 1 Nov | 1259.60 | 20 | 4.30 | 35.58 | 1,445 | 535 | 2,200 |
| 31 Oct | 1274.20 | 15.7 | -7.60 | - | 1,840 | -135 | 1,670 |
| 30 Oct | 1249.85 | 23.3 | 6.75 | - | 4,225 | 630 | 1,810 |
| 29 Oct | 1274.70 | 16.55 | 5.25 | - | 2,745 | 865 | 1,175 |
| 28 Oct | 1311.50 | 11.3 | - | 160 | 262 | 310 | |
For Dr. Reddy S Laboratories - strike price 1200 expiring on 28NOV2024
Delta for 1200 PE is -0.25
Historical price for 1200 PE is as follows
On 14 Nov DRREDDY was trading at 1226.70. The strike last trading price was 7.65, which was 2.50 higher than the previous day. The implied volatity was 21.21, the open interest changed by -7 which decreased total open position to 593
On 13 Nov DRREDDY was trading at 1245.00. The strike last trading price was 5.15, which was 0.50 higher than the previous day. The implied volatity was 22.00, the open interest changed by -104 which decreased total open position to 600
On 12 Nov DRREDDY was trading at 1263.90. The strike last trading price was 4.65, which was 1.30 higher than the previous day. The implied volatity was 23.71, the open interest changed by 50 which increased total open position to 706
On 11 Nov DRREDDY was trading at 1287.90. The strike last trading price was 3.35, which was -1.25 lower than the previous day. The implied volatity was 26.69, the open interest changed by 6 which increased total open position to 657
On 8 Nov DRREDDY was trading at 1283.65. The strike last trading price was 4.6, which was 1.20 higher than the previous day. The implied volatity was 25.89, the open interest changed by -88 which decreased total open position to 650
On 7 Nov DRREDDY was trading at 1287.35. The strike last trading price was 3.4, which was -0.45 lower than the previous day. The implied volatity was 24.69, the open interest changed by -111 which decreased total open position to 742
On 6 Nov DRREDDY was trading at 1302.10. The strike last trading price was 3.85, which was -9.45 lower than the previous day. The implied volatity was 27.23, the open interest changed by -182 which decreased total open position to 852
On 5 Nov DRREDDY was trading at 1272.20. The strike last trading price was 13.3, which was -3.60 lower than the previous day. The implied volatity was 34.76, the open interest changed by 179 which increased total open position to 1040
On 4 Nov DRREDDY was trading at 1268.30. The strike last trading price was 16.9, which was -3.10 lower than the previous day. The implied volatity was 36.27, the open interest changed by 414 which increased total open position to 856
On 1 Nov DRREDDY was trading at 1259.60. The strike last trading price was 20, which was 4.30 higher than the previous day. The implied volatity was 35.58, the open interest changed by 107 which increased total open position to 440
On 31 Oct DRREDDY was trading at 1274.20. The strike last trading price was 15.7, which was -7.60 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 23.3, which was 6.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct DRREDDY was trading at 1274.70. The strike last trading price was 16.55, which was 5.25 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 11.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
