DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
11 Apr 2025 04:10 PM IST
| DRREDDY 24APR2025 1230 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.08
Vega: 0.31
Theta: -0.46
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
|
|
||||||||||
| 11 Apr | 1109.50 | 2.7 | -0.1 | 36.49 | 788 | -79 | 621 | |||
| 9 Apr | 1094.05 | 2.75 | -0.9 | 37.99 | 421 | 42 | 702 | |||
| 8 Apr | 1107.95 | 3.75 | 0.55 | 35.51 | 627 | -25 | 660 | |||
| 7 Apr | 1087.90 | 3.3 | 0.35 | 37.34 | 748 | -52 | 685 | |||
| 4 Apr | 1109.95 | 2.9 | -3.9 | 28.65 | 1,742 | 71 | 745 | |||
| 3 Apr | 1151.45 | 7.15 | 0.8 | 26.71 | 3,688 | 553 | 677 | |||
| 2 Apr | 1150.00 | 6.45 | 0.55 | 25.11 | 215 | 4 | 125 | |||
| 1 Apr | 1152.20 | 5.9 | 0.7 | 24.12 | 325 | 21 | 120 | |||
| 28 Mar | 1144.20 | 5.15 | -2.4 | 22.05 | 195 | 8 | 99 | |||
| 27 Mar | 1162.20 | 6.7 | -3.45 | 20.80 | 93 | 18 | 91 | |||
| 26 Mar | 1164.60 | 9.9 | -4.25 | 23.00 | 114 | 25 | 73 | |||
| 25 Mar | 1177.90 | 13.5 | -11.3 | 22.95 | 39 | 11 | 47 | |||
| 24 Mar | 1210.30 | 25.55 | 6.05 | 21.97 | 51 | -10 | 34 | |||
| 21 Mar | 1200.15 | 19.5 | 1.7 | 18.25 | 10 | 1 | 45 | |||
| 20 Mar | 1187.20 | 17.3 | 5.5 | 20.73 | 59 | -29 | 44 | |||
| 19 Mar | 1172.10 | 11.8 | 0 | 19.61 | 3 | 0 | 71 | |||
| 18 Mar | 1163.70 | 11.8 | 0.95 | 21.19 | 28 | -5 | 74 | |||
| 17 Mar | 1150.70 | 11 | -3.15 | 22.52 | 175 | 79 | 79 | |||
| 12 Mar | 1105.15 | 14.15 | 0 | 7.26 | 0 | 0 | 0 | |||
For Dr. Reddy S Laboratories - strike price 1230 expiring on 24APR2025
Delta for 1230 CE is 0.08
Historical price for 1230 CE is as follows
On 11 Apr DRREDDY was trading at 1109.50. The strike last trading price was 2.7, which was -0.1 lower than the previous day. The implied volatity was 36.49, the open interest changed by -79 which decreased total open position to 621
On 9 Apr DRREDDY was trading at 1094.05. The strike last trading price was 2.75, which was -0.9 lower than the previous day. The implied volatity was 37.99, the open interest changed by 42 which increased total open position to 702
On 8 Apr DRREDDY was trading at 1107.95. The strike last trading price was 3.75, which was 0.55 higher than the previous day. The implied volatity was 35.51, the open interest changed by -25 which decreased total open position to 660
On 7 Apr DRREDDY was trading at 1087.90. The strike last trading price was 3.3, which was 0.35 higher than the previous day. The implied volatity was 37.34, the open interest changed by -52 which decreased total open position to 685
On 4 Apr DRREDDY was trading at 1109.95. The strike last trading price was 2.9, which was -3.9 lower than the previous day. The implied volatity was 28.65, the open interest changed by 71 which increased total open position to 745
On 3 Apr DRREDDY was trading at 1151.45. The strike last trading price was 7.15, which was 0.8 higher than the previous day. The implied volatity was 26.71, the open interest changed by 553 which increased total open position to 677
On 2 Apr DRREDDY was trading at 1150.00. The strike last trading price was 6.45, which was 0.55 higher than the previous day. The implied volatity was 25.11, the open interest changed by 4 which increased total open position to 125
On 1 Apr DRREDDY was trading at 1152.20. The strike last trading price was 5.9, which was 0.7 higher than the previous day. The implied volatity was 24.12, the open interest changed by 21 which increased total open position to 120
On 28 Mar DRREDDY was trading at 1144.20. The strike last trading price was 5.15, which was -2.4 lower than the previous day. The implied volatity was 22.05, the open interest changed by 8 which increased total open position to 99
On 27 Mar DRREDDY was trading at 1162.20. The strike last trading price was 6.7, which was -3.45 lower than the previous day. The implied volatity was 20.80, the open interest changed by 18 which increased total open position to 91
On 26 Mar DRREDDY was trading at 1164.60. The strike last trading price was 9.9, which was -4.25 lower than the previous day. The implied volatity was 23.00, the open interest changed by 25 which increased total open position to 73
On 25 Mar DRREDDY was trading at 1177.90. The strike last trading price was 13.5, which was -11.3 lower than the previous day. The implied volatity was 22.95, the open interest changed by 11 which increased total open position to 47
On 24 Mar DRREDDY was trading at 1210.30. The strike last trading price was 25.55, which was 6.05 higher than the previous day. The implied volatity was 21.97, the open interest changed by -10 which decreased total open position to 34
On 21 Mar DRREDDY was trading at 1200.15. The strike last trading price was 19.5, which was 1.7 higher than the previous day. The implied volatity was 18.25, the open interest changed by 1 which increased total open position to 45
On 20 Mar DRREDDY was trading at 1187.20. The strike last trading price was 17.3, which was 5.5 higher than the previous day. The implied volatity was 20.73, the open interest changed by -29 which decreased total open position to 44
On 19 Mar DRREDDY was trading at 1172.10. The strike last trading price was 11.8, which was 0 lower than the previous day. The implied volatity was 19.61, the open interest changed by 0 which decreased total open position to 71
On 18 Mar DRREDDY was trading at 1163.70. The strike last trading price was 11.8, which was 0.95 higher than the previous day. The implied volatity was 21.19, the open interest changed by -5 which decreased total open position to 74
On 17 Mar DRREDDY was trading at 1150.70. The strike last trading price was 11, which was -3.15 lower than the previous day. The implied volatity was 22.52, the open interest changed by 79 which increased total open position to 79
On 12 Mar DRREDDY was trading at 1105.15. The strike last trading price was 14.15, which was 0 lower than the previous day. The implied volatity was 7.26, the open interest changed by 0 which decreased total open position to 0
| DRREDDY 24APR2025 1230 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 1109.50 | 142.4 | 0 | 0.00 | 0 | 0 | 0 |
| 9 Apr | 1094.05 | 142.4 | 0 | 0.00 | 0 | 0 | 0 |
| 8 Apr | 1107.95 | 142.4 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Apr | 1087.90 | 142.4 | 0 | 0.00 | 0 | 4 | 0 |
| 4 Apr | 1109.95 | 142.4 | 52.75 | 69.32 | 9 | 3 | 38 |
| 3 Apr | 1151.45 | 89.65 | 12.1 | 40.08 | 145 | 28 | 36 |
| 2 Apr | 1150.00 | 77.55 | 0 | 0.00 | 0 | 2 | 0 |
| 1 Apr | 1152.20 | 77.55 | -16.35 | 23.23 | 2 | 2 | 7 |
| 28 Mar | 1144.20 | 93.9 | 46.3 | 36.16 | 3 | 2 | 5 |
| 27 Mar | 1162.20 | 47.6 | 0 | 0.00 | 0 | 0 | 0 |
| 26 Mar | 1164.60 | 47.6 | 0 | 0.00 | 0 | 0 | 0 |
| 25 Mar | 1177.90 | 47.6 | 0 | 0.00 | 0 | 0 | 0 |
| 24 Mar | 1210.30 | 47.6 | 0 | 0.00 | 0 | 3 | 0 |
| 21 Mar | 1200.15 | 47.6 | -57.5 | 26.33 | 3 | 0 | 0 |
| 20 Mar | 1187.20 | 105.1 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 1172.10 | 105.1 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 1163.70 | 105.1 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 1150.70 | 105.1 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 1105.15 | 105.1 | 0 | - | 0 | 0 | 0 |
For Dr. Reddy S Laboratories - strike price 1230 expiring on 24APR2025
Delta for 1230 PE is 0.00
Historical price for 1230 PE is as follows
On 11 Apr DRREDDY was trading at 1109.50. The strike last trading price was 142.4, which was 0 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 9 Apr DRREDDY was trading at 1094.05. The strike last trading price was 142.4, which was 0 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 8 Apr DRREDDY was trading at 1107.95. The strike last trading price was 142.4, which was 0 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 Apr DRREDDY was trading at 1087.90. The strike last trading price was 142.4, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 4 Apr DRREDDY was trading at 1109.95. The strike last trading price was 142.4, which was 52.75 higher than the previous day. The implied volatity was 69.32, the open interest changed by 3 which increased total open position to 38
On 3 Apr DRREDDY was trading at 1151.45. The strike last trading price was 89.65, which was 12.1 higher than the previous day. The implied volatity was 40.08, the open interest changed by 28 which increased total open position to 36
On 2 Apr DRREDDY was trading at 1150.00. The strike last trading price was 77.55, which was 0 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 1 Apr DRREDDY was trading at 1152.20. The strike last trading price was 77.55, which was -16.35 lower than the previous day. The implied volatity was 23.23, the open interest changed by 2 which increased total open position to 7
On 28 Mar DRREDDY was trading at 1144.20. The strike last trading price was 93.9, which was 46.3 higher than the previous day. The implied volatity was 36.16, the open interest changed by 2 which increased total open position to 5
On 27 Mar DRREDDY was trading at 1162.20. The strike last trading price was 47.6, which was 0 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 Mar DRREDDY was trading at 1164.60. The strike last trading price was 47.6, which was 0 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 Mar DRREDDY was trading at 1177.90. The strike last trading price was 47.6, which was 0 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 24 Mar DRREDDY was trading at 1210.30. The strike last trading price was 47.6, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 21 Mar DRREDDY was trading at 1200.15. The strike last trading price was 47.6, which was -57.5 lower than the previous day. The implied volatity was 26.33, the open interest changed by 0 which decreased total open position to 0
On 20 Mar DRREDDY was trading at 1187.20. The strike last trading price was 105.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Mar DRREDDY was trading at 1172.10. The strike last trading price was 105.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Mar DRREDDY was trading at 1163.70. The strike last trading price was 105.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Mar DRREDDY was trading at 1150.70. The strike last trading price was 105.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar DRREDDY was trading at 1105.15. The strike last trading price was 105.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
