[--[65.84.65.76]--]

DRREDDY

Dr. Reddy S Laboratories
1208.9 -13.60 (-1.11%)
L: 1191.2 H: 1218

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Historical option data for DRREDDY

29 Jan 2026 04:10 PM IST
DRREDDY 24-FEB-2026 1230 CE
Delta: 0.44
Vega: 1.27
Theta: -0.65
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
29 Jan 1208.90 21.15 -8.75 20.75 625 38 224
28 Jan 1222.50 29.3 -13.4 22.1 715 66 184
27 Jan 1239.80 42.25 1.05 24.17 494 49 118
23 Jan 1235.60 43.65 11.55 22.88 290 46 67
22 Jan 1217.50 31.9 14.9 21.94 28 20 21
21 Jan 1157.20 17 -56.45 28.31 1 0 0
20 Jan 1166.70 73.45 0 3.46 0 0 0
19 Jan 1167.20 73.45 0 3.59 0 0 0
16 Jan 1175.50 73.45 0 2.83 0 0 0
14 Jan 1186.50 73.45 0 1.75 0 0 0
13 Jan 1191.30 73.45 0 1.96 0 0 0
12 Jan 1215.50 73.45 0 0.06 0 0 0
9 Jan 1210.10 73.45 0 0.15 0 0 0
8 Jan 1206.90 73.45 0 0.56 0 0 0
7 Jan 1242.80 73.45 0 - 0 0 0
6 Jan 1256.20 73.45 0 - 0 0 0
5 Jan 1250.00 73.45 0 - 0 0 0
2 Jan 1256.10 73.45 0 - 0 0 0
1 Jan 1253.40 73.45 0 - 0 0 0
31 Dec 1271.40 73.45 0 - 0 0 0


For Dr. Reddy S Laboratories - strike price 1230 expiring on 24FEB2026

Delta for 1230 CE is 0.44

Historical price for 1230 CE is as follows

On 29 Jan DRREDDY was trading at 1208.90. The strike last trading price was 21.15, which was -8.75 lower than the previous day. The implied volatity was 20.75, the open interest changed by 38 which increased total open position to 224


On 28 Jan DRREDDY was trading at 1222.50. The strike last trading price was 29.3, which was -13.4 lower than the previous day. The implied volatity was 22.1, the open interest changed by 66 which increased total open position to 184


On 27 Jan DRREDDY was trading at 1239.80. The strike last trading price was 42.25, which was 1.05 higher than the previous day. The implied volatity was 24.17, the open interest changed by 49 which increased total open position to 118


On 23 Jan DRREDDY was trading at 1235.60. The strike last trading price was 43.65, which was 11.55 higher than the previous day. The implied volatity was 22.88, the open interest changed by 46 which increased total open position to 67


On 22 Jan DRREDDY was trading at 1217.50. The strike last trading price was 31.9, which was 14.9 higher than the previous day. The implied volatity was 21.94, the open interest changed by 20 which increased total open position to 21


On 21 Jan DRREDDY was trading at 1157.20. The strike last trading price was 17, which was -56.45 lower than the previous day. The implied volatity was 28.31, the open interest changed by 0 which decreased total open position to 0


On 20 Jan DRREDDY was trading at 1166.70. The strike last trading price was 73.45, which was 0 lower than the previous day. The implied volatity was 3.46, the open interest changed by 0 which decreased total open position to 0


On 19 Jan DRREDDY was trading at 1167.20. The strike last trading price was 73.45, which was 0 lower than the previous day. The implied volatity was 3.59, the open interest changed by 0 which decreased total open position to 0


On 16 Jan DRREDDY was trading at 1175.50. The strike last trading price was 73.45, which was 0 lower than the previous day. The implied volatity was 2.83, the open interest changed by 0 which decreased total open position to 0


On 14 Jan DRREDDY was trading at 1186.50. The strike last trading price was 73.45, which was 0 lower than the previous day. The implied volatity was 1.75, the open interest changed by 0 which decreased total open position to 0


On 13 Jan DRREDDY was trading at 1191.30. The strike last trading price was 73.45, which was 0 lower than the previous day. The implied volatity was 1.96, the open interest changed by 0 which decreased total open position to 0


On 12 Jan DRREDDY was trading at 1215.50. The strike last trading price was 73.45, which was 0 lower than the previous day. The implied volatity was 0.06, the open interest changed by 0 which decreased total open position to 0


On 9 Jan DRREDDY was trading at 1210.10. The strike last trading price was 73.45, which was 0 lower than the previous day. The implied volatity was 0.15, the open interest changed by 0 which decreased total open position to 0


On 8 Jan DRREDDY was trading at 1206.90. The strike last trading price was 73.45, which was 0 lower than the previous day. The implied volatity was 0.56, the open interest changed by 0 which decreased total open position to 0


On 7 Jan DRREDDY was trading at 1242.80. The strike last trading price was 73.45, 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 6 Jan DRREDDY was trading at 1256.20. The strike last trading price was 73.45, 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 5 Jan DRREDDY was trading at 1250.00. The strike last trading price was 73.45, 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 2 Jan DRREDDY was trading at 1256.10. The strike last trading price was 73.45, 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 1 Jan DRREDDY was trading at 1253.40. The strike last trading price was 73.45, 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 31 Dec DRREDDY was trading at 1271.40. The strike last trading price was 73.45, 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


DRREDDY 24FEB2026 1230 PE
Delta: -0.55
Vega: 1.28
Theta: -0.37
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
29 Jan 1208.90 36 6 22.77 428 -51 133
28 Jan 1222.50 30.5 5.5 23.05 1,245 82 185
27 Jan 1239.80 25.15 -4.1 24.39 472 29 100
23 Jan 1235.60 27.5 -9.5 24.99 438 57 72
22 Jan 1217.50 37 10.75 25.2 27 16 16
21 Jan 1157.20 26.25 0 - 0 0 0
20 Jan 1166.70 26.25 0 - 0 0 0
19 Jan 1167.20 26.25 0 - 0 0 0
16 Jan 1175.50 26.25 0 - 0 0 0
14 Jan 1186.50 26.25 0 - 0 0 0
13 Jan 1191.30 26.25 0 0.06 0 0 0
12 Jan 1215.50 26.25 0 0.01 0 0 0
9 Jan 1210.10 26.25 0 - 0 0 0
8 Jan 1206.90 26.25 0 - 0 0 0
7 Jan 1242.80 26.25 0 1.86 0 0 0
6 Jan 1256.20 26.25 0 2.59 0 0 0
5 Jan 1250.00 26.25 0 2.16 0 0 0
2 Jan 1256.10 26.25 0 2.71 0 0 0
1 Jan 1253.40 26.25 0 2.4 0 0 0
31 Dec 1271.40 26.25 0 3.46 0 0 0


For Dr. Reddy S Laboratories - strike price 1230 expiring on 24FEB2026

Delta for 1230 PE is -0.55

Historical price for 1230 PE is as follows

On 29 Jan DRREDDY was trading at 1208.90. The strike last trading price was 36, which was 6 higher than the previous day. The implied volatity was 22.77, the open interest changed by -51 which decreased total open position to 133


On 28 Jan DRREDDY was trading at 1222.50. The strike last trading price was 30.5, which was 5.5 higher than the previous day. The implied volatity was 23.05, the open interest changed by 82 which increased total open position to 185


On 27 Jan DRREDDY was trading at 1239.80. The strike last trading price was 25.15, which was -4.1 lower than the previous day. The implied volatity was 24.39, the open interest changed by 29 which increased total open position to 100


On 23 Jan DRREDDY was trading at 1235.60. The strike last trading price was 27.5, which was -9.5 lower than the previous day. The implied volatity was 24.99, the open interest changed by 57 which increased total open position to 72


On 22 Jan DRREDDY was trading at 1217.50. The strike last trading price was 37, which was 10.75 higher than the previous day. The implied volatity was 25.2, the open interest changed by 16 which increased total open position to 16


On 21 Jan DRREDDY was trading at 1157.20. The strike last trading price was 26.25, 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 20 Jan DRREDDY was trading at 1166.70. The strike last trading price was 26.25, 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 Jan DRREDDY was trading at 1167.20. The strike last trading price was 26.25, 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 16 Jan DRREDDY was trading at 1175.50. The strike last trading price was 26.25, 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 14 Jan DRREDDY was trading at 1186.50. The strike last trading price was 26.25, 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 13 Jan DRREDDY was trading at 1191.30. The strike last trading price was 26.25, which was 0 lower than the previous day. The implied volatity was 0.06, the open interest changed by 0 which decreased total open position to 0


On 12 Jan DRREDDY was trading at 1215.50. The strike last trading price was 26.25, which was 0 lower than the previous day. The implied volatity was 0.01, the open interest changed by 0 which decreased total open position to 0


On 9 Jan DRREDDY was trading at 1210.10. The strike last trading price was 26.25, 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 8 Jan DRREDDY was trading at 1206.90. The strike last trading price was 26.25, 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 7 Jan DRREDDY was trading at 1242.80. The strike last trading price was 26.25, which was 0 lower than the previous day. The implied volatity was 1.86, the open interest changed by 0 which decreased total open position to 0


On 6 Jan DRREDDY was trading at 1256.20. The strike last trading price was 26.25, which was 0 lower than the previous day. The implied volatity was 2.59, the open interest changed by 0 which decreased total open position to 0


On 5 Jan DRREDDY was trading at 1250.00. The strike last trading price was 26.25, which was 0 lower than the previous day. The implied volatity was 2.16, the open interest changed by 0 which decreased total open position to 0


On 2 Jan DRREDDY was trading at 1256.10. The strike last trading price was 26.25, which was 0 lower than the previous day. The implied volatity was 2.71, the open interest changed by 0 which decreased total open position to 0


On 1 Jan DRREDDY was trading at 1253.40. The strike last trading price was 26.25, which was 0 lower than the previous day. The implied volatity was 2.4, the open interest changed by 0 which decreased total open position to 0


On 31 Dec DRREDDY was trading at 1271.40. The strike last trading price was 26.25, which was 0 lower than the previous day. The implied volatity was 3.46, the open interest changed by 0 which decreased total open position to 0