DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
03 Dec 2024 04:10 PM IST
| DRREDDY 26DEC2024 1230 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.52
Vega: 1.22
Theta: -0.62
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 1224.50 | 21.8 | 0.05 | 17.08 | 1,285 | -37 | 256 | |||
| 2 Dec | 1221.75 | 21.75 | 3.85 | 17.78 | 1,533 | 79 | 322 | |||
| 29 Nov | 1202.30 | 17.9 | 1.10 | 19.86 | 1,254 | 206 | 243 | |||
| 28 Nov | 1191.95 | 16.8 | -1.45 | 19.94 | 69 | 21 | 36 | |||
|
|
||||||||||
| 27 Nov | 1199.90 | 18.25 | -7.30 | 19.39 | 22 | 5 | 16 | |||
| 26 Nov | 1208.65 | 25.55 | -54.85 | 21.10 | 17 | 11 | 11 | |||
| 25 Nov | 1209.30 | 80.4 | 0.00 | 0.66 | 0 | 0 | 0 | |||
| 22 Nov | 1214.45 | 80.4 | 0.00 | 0.51 | 0 | 0 | 0 | |||
| 21 Nov | 1195.35 | 80.4 | 0.00 | 1.94 | 0 | 0 | 0 | |||
| 20 Nov | 1213.45 | 80.4 | 0.00 | 0.32 | 0 | 0 | 0 | |||
| 19 Nov | 1213.45 | 80.4 | 0.00 | 0.32 | 0 | 0 | 0 | |||
| 18 Nov | 1193.55 | 80.4 | 0.00 | 1.78 | 0 | 0 | 0 | |||
| 14 Nov | 1226.70 | 80.4 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1287.35 | 80.4 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1268.30 | 80.4 | - | 0 | 0 | 0 | ||||
For Dr. Reddy S Laboratories - strike price 1230 expiring on 26DEC2024
Delta for 1230 CE is 0.52
Historical price for 1230 CE is as follows
On 3 Dec DRREDDY was trading at 1224.50. The strike last trading price was 21.8, which was 0.05 higher than the previous day. The implied volatity was 17.08, the open interest changed by -37 which decreased total open position to 256
On 2 Dec DRREDDY was trading at 1221.75. The strike last trading price was 21.75, which was 3.85 higher than the previous day. The implied volatity was 17.78, the open interest changed by 79 which increased total open position to 322
On 29 Nov DRREDDY was trading at 1202.30. The strike last trading price was 17.9, which was 1.10 higher than the previous day. The implied volatity was 19.86, the open interest changed by 206 which increased total open position to 243
On 28 Nov DRREDDY was trading at 1191.95. The strike last trading price was 16.8, which was -1.45 lower than the previous day. The implied volatity was 19.94, the open interest changed by 21 which increased total open position to 36
On 27 Nov DRREDDY was trading at 1199.90. The strike last trading price was 18.25, which was -7.30 lower than the previous day. The implied volatity was 19.39, the open interest changed by 5 which increased total open position to 16
On 26 Nov DRREDDY was trading at 1208.65. The strike last trading price was 25.55, which was -54.85 lower than the previous day. The implied volatity was 21.10, the open interest changed by 11 which increased total open position to 11
On 25 Nov DRREDDY was trading at 1209.30. The strike last trading price was 80.4, which was 0.00 lower than the previous day. The implied volatity was 0.66, the open interest changed by 0 which decreased total open position to 0
On 22 Nov DRREDDY was trading at 1214.45. The strike last trading price was 80.4, which was 0.00 lower than the previous day. The implied volatity was 0.51, the open interest changed by 0 which decreased total open position to 0
On 21 Nov DRREDDY was trading at 1195.35. The strike last trading price was 80.4, which was 0.00 lower than the previous day. The implied volatity was 1.94, 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 80.4, which was 0.00 lower than the previous day. The implied volatity was 0.32, 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 80.4, which was 0.00 lower than the previous day. The implied volatity was 0.32, 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 80.4, which was 0.00 lower than the previous day. The implied volatity was 1.78, 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 80.4, 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 80.4, 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 80.4, 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 1230 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.48
Vega: 1.22
Theta: -0.39
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 1224.50 | 25 | -2.05 | 21.11 | 284 | 12 | 111 |
| 2 Dec | 1221.75 | 27.05 | -10.15 | 21.27 | 257 | 62 | 100 |
| 29 Nov | 1202.30 | 37.2 | -8.45 | 20.51 | 87 | 31 | 37 |
| 28 Nov | 1191.95 | 45.65 | -1.60 | 24.73 | 5 | 3 | 5 |
| 27 Nov | 1199.90 | 47.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 1208.65 | 47.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 1209.30 | 47.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 1214.45 | 47.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 1195.35 | 47.25 | 17.25 | 22.06 | 1 | 0 | 2 |
| 20 Nov | 1213.45 | 30 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 1213.45 | 30 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 1193.55 | 30 | 0.00 | 0.00 | 0 | 1 | 0 |
| 14 Nov | 1226.70 | 30 | -3.15 | 21.82 | 1 | 0 | 1 |
| 7 Nov | 1287.35 | 33.15 | 10.65 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 1268.30 | 22.5 | 3.43 | 0 | 0 | 0 | |
For Dr. Reddy S Laboratories - strike price 1230 expiring on 26DEC2024
Delta for 1230 PE is -0.48
Historical price for 1230 PE is as follows
On 3 Dec DRREDDY was trading at 1224.50. The strike last trading price was 25, which was -2.05 lower than the previous day. The implied volatity was 21.11, the open interest changed by 12 which increased total open position to 111
On 2 Dec DRREDDY was trading at 1221.75. The strike last trading price was 27.05, which was -10.15 lower than the previous day. The implied volatity was 21.27, the open interest changed by 62 which increased total open position to 100
On 29 Nov DRREDDY was trading at 1202.30. The strike last trading price was 37.2, which was -8.45 lower than the previous day. The implied volatity was 20.51, the open interest changed by 31 which increased total open position to 37
On 28 Nov DRREDDY was trading at 1191.95. The strike last trading price was 45.65, which was -1.60 lower than the previous day. The implied volatity was 24.73, the open interest changed by 3 which increased total open position to 5
On 27 Nov DRREDDY was trading at 1199.90. The strike last trading price was 47.25, 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 26 Nov DRREDDY was trading at 1208.65. The strike last trading price was 47.25, 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 25 Nov DRREDDY was trading at 1209.30. The strike last trading price was 47.25, 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 22 Nov DRREDDY was trading at 1214.45. The strike last trading price was 47.25, 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 21 Nov DRREDDY was trading at 1195.35. The strike last trading price was 47.25, which was 17.25 higher than the previous day. The implied volatity was 22.06, the open interest changed by 0 which decreased total open position to 2
On 20 Nov DRREDDY was trading at 1213.45. The strike last trading price was 30, 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 19 Nov DRREDDY was trading at 1213.45. The strike last trading price was 30, 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 18 Nov DRREDDY was trading at 1193.55. The strike last trading price was 30, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 14 Nov DRREDDY was trading at 1226.70. The strike last trading price was 30, which was -3.15 lower than the previous day. The implied volatity was 21.82, the open interest changed by 0 which decreased total open position to 1
On 7 Nov DRREDDY was trading at 1287.35. The strike last trading price was 33.15, which was 10.65 higher than the previous day. The implied volatity was 0.00, 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 22.5, which was lower than the previous day. The implied volatity was 3.43, the open interest changed by 0 which decreased total open position to 0
