DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
14 Nov 2024 04:10 PM IST
| DRREDDY 28NOV2024 1210 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.72
Vega: 0.81
Theta: -0.74
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 1226.70 | 30.9 | -18.70 | 17.48 | 130 | 35 | 80 | |||
| 13 Nov | 1245.00 | 49.6 | -12.95 | 24.11 | 40 | 15 | 50 | |||
| 12 Nov | 1263.90 | 62.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 1287.90 | 62.55 | 0.00 | 0.00 | 0 | 10 | 0 | |||
| 8 Nov | 1283.65 | 62.55 | -14.25 | - | 25 | -5 | 20 | |||
| 7 Nov | 1287.35 | 76.8 | 0.00 | 0.00 | 0 | 10 | 0 | |||
| 6 Nov | 1302.10 | 76.8 | -0.40 | - | 35 | 0 | 15 | |||
| 5 Nov | 1272.20 | 77.2 | -13.95 | 16.92 | 25 | 10 | 10 | |||
| 4 Nov | 1268.30 | 91.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 1259.60 | 91.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 1274.20 | 91.15 | -713.40 | - | 15 | 5 | 5 | |||
| 30 Oct | 1249.85 | 804.55 | 0.00 | - | 0 | 0 | 0 | |||
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| 29 Oct | 1274.70 | 804.55 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1311.50 | 804.55 | - | 0 | 0 | 0 | ||||
For Dr. Reddy S Laboratories - strike price 1210 expiring on 28NOV2024
Delta for 1210 CE is 0.72
Historical price for 1210 CE is as follows
On 14 Nov DRREDDY was trading at 1226.70. The strike last trading price was 30.9, which was -18.70 lower than the previous day. The implied volatity was 17.48, the open interest changed by 7 which increased total open position to 16
On 13 Nov DRREDDY was trading at 1245.00. The strike last trading price was 49.6, which was -12.95 lower than the previous day. The implied volatity was 24.11, the open interest changed by 3 which increased total open position to 10
On 12 Nov DRREDDY was trading at 1263.90. The strike last trading price was 62.55, 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 62.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 8 Nov DRREDDY was trading at 1283.65. The strike last trading price was 62.55, which was -14.25 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 4
On 7 Nov DRREDDY was trading at 1287.35. The strike last trading price was 76.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 6 Nov DRREDDY was trading at 1302.10. The strike last trading price was 76.8, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 5 Nov DRREDDY was trading at 1272.20. The strike last trading price was 77.2, which was -13.95 lower than the previous day. The implied volatity was 16.92, 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 91.15, 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 91.15, 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 91.15, which was -713.40 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 804.55, 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 29 Oct DRREDDY was trading at 1274.70. The strike last trading price was 804.55, 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 804.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| DRREDDY 28NOV2024 1210 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.31
Vega: 0.85
Theta: -0.53
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 1226.70 | 10.5 | 3.15 | 21.12 | 2,265 | 95 | 525 |
| 13 Nov | 1245.00 | 7.35 | 1.65 | 22.18 | 800 | 85 | 425 |
| 12 Nov | 1263.90 | 5.7 | 2.10 | 22.70 | 345 | 10 | 410 |
| 11 Nov | 1287.90 | 3.6 | -1.90 | 24.95 | 255 | -20 | 400 |
| 8 Nov | 1283.65 | 5.5 | 1.30 | 25.08 | 895 | 250 | 405 |
| 7 Nov | 1287.35 | 4.2 | -0.30 | 24.10 | 430 | -105 | 155 |
| 6 Nov | 1302.10 | 4.5 | -11.50 | 26.40 | 850 | -225 | 210 |
| 5 Nov | 1272.20 | 16 | -3.65 | 35.04 | 1,490 | 280 | 435 |
| 4 Nov | 1268.30 | 19.65 | -7.50 | 36.25 | 330 | 120 | 145 |
| 1 Nov | 1259.60 | 27.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 1274.20 | 27.15 | 0.00 | - | 0 | 25 | 0 |
| 30 Oct | 1249.85 | 27.15 | -7.25 | - | 25 | 0 | 0 |
| 29 Oct | 1274.70 | 34.4 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1311.50 | 34.4 | - | 0 | 0 | 0 | |
For Dr. Reddy S Laboratories - strike price 1210 expiring on 28NOV2024
Delta for 1210 PE is -0.31
Historical price for 1210 PE is as follows
On 14 Nov DRREDDY was trading at 1226.70. The strike last trading price was 10.5, which was 3.15 higher than the previous day. The implied volatity was 21.12, the open interest changed by 19 which increased total open position to 105
On 13 Nov DRREDDY was trading at 1245.00. The strike last trading price was 7.35, which was 1.65 higher than the previous day. The implied volatity was 22.18, the open interest changed by 17 which increased total open position to 85
On 12 Nov DRREDDY was trading at 1263.90. The strike last trading price was 5.7, which was 2.10 higher than the previous day. The implied volatity was 22.70, the open interest changed by 2 which increased total open position to 82
On 11 Nov DRREDDY was trading at 1287.90. The strike last trading price was 3.6, which was -1.90 lower than the previous day. The implied volatity was 24.95, the open interest changed by -4 which decreased total open position to 80
On 8 Nov DRREDDY was trading at 1283.65. The strike last trading price was 5.5, which was 1.30 higher than the previous day. The implied volatity was 25.08, the open interest changed by 50 which increased total open position to 81
On 7 Nov DRREDDY was trading at 1287.35. The strike last trading price was 4.2, which was -0.30 lower than the previous day. The implied volatity was 24.10, the open interest changed by -21 which decreased total open position to 31
On 6 Nov DRREDDY was trading at 1302.10. The strike last trading price was 4.5, which was -11.50 lower than the previous day. The implied volatity was 26.40, the open interest changed by -45 which decreased total open position to 42
On 5 Nov DRREDDY was trading at 1272.20. The strike last trading price was 16, which was -3.65 lower than the previous day. The implied volatity was 35.04, the open interest changed by 56 which increased total open position to 87
On 4 Nov DRREDDY was trading at 1268.30. The strike last trading price was 19.65, which was -7.50 lower than the previous day. The implied volatity was 36.25, the open interest changed by 24 which increased total open position to 29
On 1 Nov DRREDDY was trading at 1259.60. The strike last trading price was 27.15, 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 27.15, 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 27.15, which was -7.25 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 34.4, 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 34.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
