DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
03 Dec 2024 04:10 PM IST
| DRREDDY 26DEC2024 1220 CE | ||||||||||
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Delta: 0.60
Vega: 1.19
Theta: -0.63
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 1224.50 | 27.1 | 0.55 | 17.01 | 994 | -20 | 931 | |||
| 2 Dec | 1221.75 | 26.55 | 4.60 | 17.48 | 2,055 | -57 | 951 | |||
| 29 Nov | 1202.30 | 21.95 | 1.25 | 19.86 | 3,827 | 574 | 1,005 | |||
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| 28 Nov | 1191.95 | 20.7 | -2.35 | 20.01 | 1,664 | 256 | 431 | |||
| 27 Nov | 1199.90 | 23.05 | -7.05 | 19.94 | 321 | 77 | 175 | |||
| 26 Nov | 1208.65 | 30.1 | -0.05 | 21.01 | 180 | 21 | 98 | |||
| 25 Nov | 1209.30 | 30.15 | -2.05 | 19.45 | 105 | 75 | 76 | |||
| 22 Nov | 1214.45 | 32.2 | 8.00 | 19.98 | 25 | 17 | 18 | |||
| 21 Nov | 1195.35 | 24.2 | -794.95 | 21.15 | 1 | 0 | 0 | |||
| 20 Nov | 1213.45 | 819.15 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 1213.45 | 819.15 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 1193.55 | 819.15 | 0.00 | 1.15 | 0 | 0 | 0 | |||
| 14 Nov | 1226.70 | 819.15 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1287.35 | 819.15 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1268.30 | 819.15 | - | 0 | 0 | 0 | ||||
For Dr. Reddy S Laboratories - strike price 1220 expiring on 26DEC2024
Delta for 1220 CE is 0.60
Historical price for 1220 CE is as follows
On 3 Dec DRREDDY was trading at 1224.50. The strike last trading price was 27.1, which was 0.55 higher than the previous day. The implied volatity was 17.01, the open interest changed by -20 which decreased total open position to 931
On 2 Dec DRREDDY was trading at 1221.75. The strike last trading price was 26.55, which was 4.60 higher than the previous day. The implied volatity was 17.48, the open interest changed by -57 which decreased total open position to 951
On 29 Nov DRREDDY was trading at 1202.30. The strike last trading price was 21.95, which was 1.25 higher than the previous day. The implied volatity was 19.86, the open interest changed by 574 which increased total open position to 1005
On 28 Nov DRREDDY was trading at 1191.95. The strike last trading price was 20.7, which was -2.35 lower than the previous day. The implied volatity was 20.01, the open interest changed by 256 which increased total open position to 431
On 27 Nov DRREDDY was trading at 1199.90. The strike last trading price was 23.05, which was -7.05 lower than the previous day. The implied volatity was 19.94, the open interest changed by 77 which increased total open position to 175
On 26 Nov DRREDDY was trading at 1208.65. The strike last trading price was 30.1, which was -0.05 lower than the previous day. The implied volatity was 21.01, the open interest changed by 21 which increased total open position to 98
On 25 Nov DRREDDY was trading at 1209.30. The strike last trading price was 30.15, which was -2.05 lower than the previous day. The implied volatity was 19.45, the open interest changed by 75 which increased total open position to 76
On 22 Nov DRREDDY was trading at 1214.45. The strike last trading price was 32.2, which was 8.00 higher than the previous day. The implied volatity was 19.98, the open interest changed by 17 which increased total open position to 18
On 21 Nov DRREDDY was trading at 1195.35. The strike last trading price was 24.2, which was -794.95 lower than the previous day. The implied volatity was 21.15, the open interest changed by 0 which decreased total open position to 0
On 20 Nov DRREDDY was trading at 1213.45. The strike last trading price was 819.15, 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 19 Nov DRREDDY was trading at 1213.45. The strike last trading price was 819.15, 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 18 Nov DRREDDY was trading at 1193.55. The strike last trading price was 819.15, which was 0.00 lower than the previous day. The implied volatity was 1.15, the open interest changed by 0 which decreased total open position to 0
On 14 Nov DRREDDY was trading at 1226.70. The strike last trading price was 819.15, 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 7 Nov DRREDDY was trading at 1287.35. The strike last trading price was 819.15, 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 4 Nov DRREDDY was trading at 1268.30. The strike last trading price was 819.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| DRREDDY 26DEC2024 1220 PE | |||||||
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Delta: -0.42
Vega: 1.20
Theta: -0.41
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 1224.50 | 20.35 | -1.95 | 21.12 | 830 | 62 | 388 |
| 2 Dec | 1221.75 | 22.3 | -8.15 | 21.34 | 1,070 | 52 | 325 |
| 29 Nov | 1202.30 | 30.45 | -6.25 | 19.82 | 780 | 159 | 275 |
| 28 Nov | 1191.95 | 36.7 | 2.70 | 22.44 | 176 | 79 | 115 |
| 27 Nov | 1199.90 | 34 | 2.15 | 21.84 | 14 | 1 | 35 |
| 26 Nov | 1208.65 | 31.85 | 3.15 | 23.71 | 28 | 16 | 35 |
| 25 Nov | 1209.30 | 28.7 | -3.30 | 22.20 | 24 | 17 | 21 |
| 22 Nov | 1214.45 | 32 | -1.60 | 23.46 | 8 | 1 | 5 |
| 21 Nov | 1195.35 | 33.6 | 0.00 | 0.00 | 0 | 2 | 0 |
| 20 Nov | 1213.45 | 33.6 | 0.00 | 23.67 | 8 | 2 | 2 |
| 19 Nov | 1213.45 | 33.6 | 21.70 | 23.67 | 8 | 0 | 2 |
| 18 Nov | 1193.55 | 11.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 1226.70 | 11.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 1287.35 | 11.9 | -52.85 | 22.51 | 1 | 0 | 1 |
| 4 Nov | 1268.30 | 64.75 | 4.01 | 0 | 0 | 0 | |
For Dr. Reddy S Laboratories - strike price 1220 expiring on 26DEC2024
Delta for 1220 PE is -0.42
Historical price for 1220 PE is as follows
On 3 Dec DRREDDY was trading at 1224.50. The strike last trading price was 20.35, which was -1.95 lower than the previous day. The implied volatity was 21.12, the open interest changed by 62 which increased total open position to 388
On 2 Dec DRREDDY was trading at 1221.75. The strike last trading price was 22.3, which was -8.15 lower than the previous day. The implied volatity was 21.34, the open interest changed by 52 which increased total open position to 325
On 29 Nov DRREDDY was trading at 1202.30. The strike last trading price was 30.45, which was -6.25 lower than the previous day. The implied volatity was 19.82, the open interest changed by 159 which increased total open position to 275
On 28 Nov DRREDDY was trading at 1191.95. The strike last trading price was 36.7, which was 2.70 higher than the previous day. The implied volatity was 22.44, the open interest changed by 79 which increased total open position to 115
On 27 Nov DRREDDY was trading at 1199.90. The strike last trading price was 34, which was 2.15 higher than the previous day. The implied volatity was 21.84, the open interest changed by 1 which increased total open position to 35
On 26 Nov DRREDDY was trading at 1208.65. The strike last trading price was 31.85, which was 3.15 higher than the previous day. The implied volatity was 23.71, the open interest changed by 16 which increased total open position to 35
On 25 Nov DRREDDY was trading at 1209.30. The strike last trading price was 28.7, which was -3.30 lower than the previous day. The implied volatity was 22.20, the open interest changed by 17 which increased total open position to 21
On 22 Nov DRREDDY was trading at 1214.45. The strike last trading price was 32, which was -1.60 lower than the previous day. The implied volatity was 23.46, the open interest changed by 1 which increased total open position to 5
On 21 Nov DRREDDY was trading at 1195.35. The strike last trading price was 33.6, 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 20 Nov DRREDDY was trading at 1213.45. The strike last trading price was 33.6, which was 0.00 lower than the previous day. The implied volatity was 23.67, the open interest changed by 2 which increased total open position to 2
On 19 Nov DRREDDY was trading at 1213.45. The strike last trading price was 33.6, which was 21.70 higher than the previous day. The implied volatity was 23.67, the open interest changed by 0 which decreased total open position to 2
On 18 Nov DRREDDY was trading at 1193.55. The strike last trading price was 11.9, 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 14 Nov DRREDDY was trading at 1226.70. The strike last trading price was 11.9, 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 11.9, which was -52.85 lower than the previous day. The implied volatity was 22.51, the open interest changed by 0 which decreased total open position to 1
On 4 Nov DRREDDY was trading at 1268.30. The strike last trading price was 64.75, which was lower than the previous day. The implied volatity was 4.01, the open interest changed by 0 which decreased total open position to 0
