DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
29 Jan 2026 04:10 PM IST
| DRREDDY 24-FEB-2026 1230 CE | ||||||||||||||||
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Delta: 0.44
Vega: 1.27
Theta: -0.65
Gamma: 0.01
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.55
Vega: 1.28
Theta: -0.37
Gamma: 0.01
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| 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






























































































































































































































