DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
21 Nov 2024 04:10 PM IST
| DRREDDY 28NOV2024 1220 CE | ||||||||||
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Delta: 0.25
Vega: 0.52
Theta: -0.87
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1195.35 | 5.1 | -8.95 | 21.33 | 9,800 | 150 | 1,325 | |||
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| 20 Nov | 1213.45 | 14.05 | 0.00 | 20.73 | 14,360 | -20 | 1,180 | |||
| 19 Nov | 1213.45 | 14.05 | 6.00 | 20.73 | 14,360 | -15 | 1,180 | |||
| 18 Nov | 1193.55 | 8.05 | -16.20 | 21.85 | 10,610 | 1,020 | 1,185 | |||
| 14 Nov | 1226.70 | 24.25 | -14.35 | 17.44 | 530 | 15 | 160 | |||
| 13 Nov | 1245.00 | 38.6 | -15.00 | 19.54 | 130 | 70 | 145 | |||
| 12 Nov | 1263.90 | 53.6 | -14.25 | 25.33 | 25 | 0 | 60 | |||
| 11 Nov | 1287.90 | 67.85 | 0.00 | 0.00 | 0 | 25 | 0 | |||
| 8 Nov | 1283.65 | 67.85 | -8.00 | 14.91 | 35 | 20 | 55 | |||
| 7 Nov | 1287.35 | 75.85 | -19.00 | 14.87 | 15 | -5 | 35 | |||
| 6 Nov | 1302.10 | 94.85 | 24.00 | 28.14 | 80 | -25 | 35 | |||
| 5 Nov | 1272.20 | 70.85 | -915.15 | 21.84 | 125 | 60 | 60 | |||
| 4 Nov | 1268.30 | 986 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 1259.60 | 986 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 1274.20 | 986 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1249.85 | 986 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1274.70 | 986 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1311.50 | 986 | - | 0 | 0 | 0 | ||||
For Dr. Reddy S Laboratories - strike price 1220 expiring on 28NOV2024
Delta for 1220 CE is 0.25
Historical price for 1220 CE is as follows
On 21 Nov DRREDDY was trading at 1195.35. The strike last trading price was 5.1, which was -8.95 lower than the previous day. The implied volatity was 21.33, the open interest changed by 30 which increased total open position to 265
On 20 Nov DRREDDY was trading at 1213.45. The strike last trading price was 14.05, which was 0.00 lower than the previous day. The implied volatity was 20.73, the open interest changed by -4 which decreased total open position to 236
On 19 Nov DRREDDY was trading at 1213.45. The strike last trading price was 14.05, which was 6.00 higher than the previous day. The implied volatity was 20.73, the open interest changed by -3 which decreased total open position to 236
On 18 Nov DRREDDY was trading at 1193.55. The strike last trading price was 8.05, which was -16.20 lower than the previous day. The implied volatity was 21.85, the open interest changed by 204 which increased total open position to 237
On 14 Nov DRREDDY was trading at 1226.70. The strike last trading price was 24.25, which was -14.35 lower than the previous day. The implied volatity was 17.44, the open interest changed by 3 which increased total open position to 32
On 13 Nov DRREDDY was trading at 1245.00. The strike last trading price was 38.6, which was -15.00 lower than the previous day. The implied volatity was 19.54, the open interest changed by 14 which increased total open position to 29
On 12 Nov DRREDDY was trading at 1263.90. The strike last trading price was 53.6, which was -14.25 lower than the previous day. The implied volatity was 25.33, the open interest changed by 0 which decreased total open position to 12
On 11 Nov DRREDDY was trading at 1287.90. The strike last trading price was 67.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 8 Nov DRREDDY was trading at 1283.65. The strike last trading price was 67.85, which was -8.00 lower than the previous day. The implied volatity was 14.91, the open interest changed by 4 which increased total open position to 11
On 7 Nov DRREDDY was trading at 1287.35. The strike last trading price was 75.85, which was -19.00 lower than the previous day. The implied volatity was 14.87, the open interest changed by -1 which decreased total open position to 7
On 6 Nov DRREDDY was trading at 1302.10. The strike last trading price was 94.85, which was 24.00 higher than the previous day. The implied volatity was 28.14, the open interest changed by -5 which decreased total open position to 7
On 5 Nov DRREDDY was trading at 1272.20. The strike last trading price was 70.85, which was -915.15 lower than the previous day. The implied volatity was 21.84, the open interest changed by 12 which increased total open position to 12
On 4 Nov DRREDDY was trading at 1268.30. The strike last trading price was 986, 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 986, 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 986, 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 986, 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 986, 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 986, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| DRREDDY 28NOV2024 1220 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.72
Vega: 0.55
Theta: -0.72
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1195.35 | 31.6 | 11.35 | 24.37 | 1,790 | -450 | 1,070 |
| 20 Nov | 1213.45 | 20.25 | 0.00 | 24.17 | 6,230 | 1,040 | 1,600 |
| 19 Nov | 1213.45 | 20.25 | -12.35 | 24.17 | 6,230 | 1,120 | 1,600 |
| 18 Nov | 1193.55 | 32.6 | 18.50 | 23.13 | 5,415 | -990 | 510 |
| 14 Nov | 1226.70 | 14.1 | 4.90 | 21.08 | 9,135 | 750 | 1,510 |
| 13 Nov | 1245.00 | 9.2 | 2.20 | 21.23 | 2,625 | 60 | 760 |
| 12 Nov | 1263.90 | 7 | 2.10 | 21.67 | 1,470 | 0 | 805 |
| 11 Nov | 1287.90 | 4.9 | -1.65 | 24.92 | 1,435 | 5 | 805 |
| 8 Nov | 1283.65 | 6.55 | 1.35 | 24.22 | 2,230 | 275 | 800 |
| 7 Nov | 1287.35 | 5.2 | -0.05 | 23.52 | 1,260 | -175 | 515 |
| 6 Nov | 1302.10 | 5.25 | -12.25 | 25.54 | 3,705 | 10 | 690 |
| 5 Nov | 1272.20 | 17.5 | -5.35 | 33.83 | 1,605 | 370 | 675 |
| 4 Nov | 1268.30 | 22.85 | -5.15 | 36.37 | 545 | 235 | 310 |
| 1 Nov | 1259.60 | 28 | 7.50 | 36.90 | 35 | -30 | 70 |
| 31 Oct | 1274.20 | 20.5 | -24.65 | - | 180 | 90 | 90 |
| 30 Oct | 1249.85 | 45.15 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 1274.70 | 45.15 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1311.50 | 45.15 | - | 0 | 0 | 0 | |
For Dr. Reddy S Laboratories - strike price 1220 expiring on 28NOV2024
Delta for 1220 PE is -0.72
Historical price for 1220 PE is as follows
On 21 Nov DRREDDY was trading at 1195.35. The strike last trading price was 31.6, which was 11.35 higher than the previous day. The implied volatity was 24.37, the open interest changed by -90 which decreased total open position to 214
On 20 Nov DRREDDY was trading at 1213.45. The strike last trading price was 20.25, which was 0.00 lower than the previous day. The implied volatity was 24.17, the open interest changed by 208 which increased total open position to 320
On 19 Nov DRREDDY was trading at 1213.45. The strike last trading price was 20.25, which was -12.35 lower than the previous day. The implied volatity was 24.17, the open interest changed by 224 which increased total open position to 320
On 18 Nov DRREDDY was trading at 1193.55. The strike last trading price was 32.6, which was 18.50 higher than the previous day. The implied volatity was 23.13, the open interest changed by -198 which decreased total open position to 102
On 14 Nov DRREDDY was trading at 1226.70. The strike last trading price was 14.1, which was 4.90 higher than the previous day. The implied volatity was 21.08, the open interest changed by 150 which increased total open position to 302
On 13 Nov DRREDDY was trading at 1245.00. The strike last trading price was 9.2, which was 2.20 higher than the previous day. The implied volatity was 21.23, the open interest changed by 12 which increased total open position to 152
On 12 Nov DRREDDY was trading at 1263.90. The strike last trading price was 7, which was 2.10 higher than the previous day. The implied volatity was 21.67, the open interest changed by 0 which decreased total open position to 161
On 11 Nov DRREDDY was trading at 1287.90. The strike last trading price was 4.9, which was -1.65 lower than the previous day. The implied volatity was 24.92, the open interest changed by 1 which increased total open position to 161
On 8 Nov DRREDDY was trading at 1283.65. The strike last trading price was 6.55, which was 1.35 higher than the previous day. The implied volatity was 24.22, the open interest changed by 55 which increased total open position to 160
On 7 Nov DRREDDY was trading at 1287.35. The strike last trading price was 5.2, which was -0.05 lower than the previous day. The implied volatity was 23.52, the open interest changed by -35 which decreased total open position to 103
On 6 Nov DRREDDY was trading at 1302.10. The strike last trading price was 5.25, which was -12.25 lower than the previous day. The implied volatity was 25.54, the open interest changed by 2 which increased total open position to 138
On 5 Nov DRREDDY was trading at 1272.20. The strike last trading price was 17.5, which was -5.35 lower than the previous day. The implied volatity was 33.83, the open interest changed by 74 which increased total open position to 135
On 4 Nov DRREDDY was trading at 1268.30. The strike last trading price was 22.85, which was -5.15 lower than the previous day. The implied volatity was 36.37, the open interest changed by 47 which increased total open position to 62
On 1 Nov DRREDDY was trading at 1259.60. The strike last trading price was 28, which was 7.50 higher than the previous day. The implied volatity was 36.90, the open interest changed by -6 which decreased total open position to 14
On 31 Oct DRREDDY was trading at 1274.20. The strike last trading price was 20.5, which was -24.65 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 45.15, 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 29 Oct DRREDDY was trading at 1274.70. The strike last trading price was 45.15, 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 28 Oct DRREDDY was trading at 1311.50. The strike last trading price was 45.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
