DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
21 Nov 2024 04:10 PM IST
| DRREDDY 28NOV2024 1230 CE | ||||||||||
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Delta: 0.18
Vega: 0.43
Theta: -0.75
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1195.35 | 3.55 | -6.65 | 22.33 | 6,935 | 140 | 1,365 | |||
| 20 Nov | 1213.45 | 10.2 | 0.00 | 21.04 | 11,620 | -315 | 1,250 | |||
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| 19 Nov | 1213.45 | 10.2 | 4.30 | 21.04 | 11,620 | -290 | 1,250 | |||
| 18 Nov | 1193.55 | 5.9 | -12.30 | 22.43 | 10,985 | 815 | 1,555 | |||
| 14 Nov | 1226.70 | 18.2 | -11.65 | 17.09 | 2,820 | 585 | 740 | |||
| 13 Nov | 1245.00 | 29.85 | -15.85 | 17.50 | 185 | -25 | 160 | |||
| 12 Nov | 1263.90 | 45.7 | -16.30 | 24.45 | 65 | 40 | 190 | |||
| 11 Nov | 1287.90 | 62 | 6.30 | 9.75 | 5 | 0 | 145 | |||
| 8 Nov | 1283.65 | 55.7 | -8.30 | - | 45 | -5 | 150 | |||
| 7 Nov | 1287.35 | 64 | -30.50 | - | 20 | 0 | 155 | |||
| 6 Nov | 1302.10 | 94.5 | 29.70 | 36.72 | 85 | -30 | 155 | |||
| 5 Nov | 1272.20 | 64.8 | 0.25 | 23.88 | 335 | 130 | 195 | |||
| 4 Nov | 1268.30 | 64.55 | 3.15 | 28.47 | 85 | 60 | 65 | |||
| 1 Nov | 1259.60 | 61.4 | -658.20 | 27.82 | 5 | 0 | 0 | |||
| 31 Oct | 1274.20 | 719.6 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1249.85 | 719.6 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1274.70 | 719.6 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1311.50 | 719.6 | - | 0 | 0 | 0 | ||||
For Dr. Reddy S Laboratories - strike price 1230 expiring on 28NOV2024
Delta for 1230 CE is 0.18
Historical price for 1230 CE is as follows
On 21 Nov DRREDDY was trading at 1195.35. The strike last trading price was 3.55, which was -6.65 lower than the previous day. The implied volatity was 22.33, the open interest changed by 28 which increased total open position to 273
On 20 Nov DRREDDY was trading at 1213.45. The strike last trading price was 10.2, which was 0.00 lower than the previous day. The implied volatity was 21.04, the open interest changed by -63 which decreased total open position to 250
On 19 Nov DRREDDY was trading at 1213.45. The strike last trading price was 10.2, which was 4.30 higher than the previous day. The implied volatity was 21.04, the open interest changed by -58 which decreased total open position to 250
On 18 Nov DRREDDY was trading at 1193.55. The strike last trading price was 5.9, which was -12.30 lower than the previous day. The implied volatity was 22.43, the open interest changed by 163 which increased total open position to 311
On 14 Nov DRREDDY was trading at 1226.70. The strike last trading price was 18.2, which was -11.65 lower than the previous day. The implied volatity was 17.09, the open interest changed by 117 which increased total open position to 148
On 13 Nov DRREDDY was trading at 1245.00. The strike last trading price was 29.85, which was -15.85 lower than the previous day. The implied volatity was 17.50, the open interest changed by -5 which decreased total open position to 32
On 12 Nov DRREDDY was trading at 1263.90. The strike last trading price was 45.7, which was -16.30 lower than the previous day. The implied volatity was 24.45, the open interest changed by 8 which increased total open position to 38
On 11 Nov DRREDDY was trading at 1287.90. The strike last trading price was 62, which was 6.30 higher than the previous day. The implied volatity was 9.75, the open interest changed by 0 which decreased total open position to 29
On 8 Nov DRREDDY was trading at 1283.65. The strike last trading price was 55.7, which was -8.30 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 30
On 7 Nov DRREDDY was trading at 1287.35. The strike last trading price was 64, which was -30.50 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 31
On 6 Nov DRREDDY was trading at 1302.10. The strike last trading price was 94.5, which was 29.70 higher than the previous day. The implied volatity was 36.72, the open interest changed by -6 which decreased total open position to 31
On 5 Nov DRREDDY was trading at 1272.20. The strike last trading price was 64.8, which was 0.25 higher than the previous day. The implied volatity was 23.88, the open interest changed by 26 which increased total open position to 39
On 4 Nov DRREDDY was trading at 1268.30. The strike last trading price was 64.55, which was 3.15 higher than the previous day. The implied volatity was 28.47, the open interest changed by 12 which increased total open position to 13
On 1 Nov DRREDDY was trading at 1259.60. The strike last trading price was 61.4, which was -658.20 lower than the previous day. The implied volatity was 27.82, 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 719.6, 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 719.6, 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 719.6, 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 719.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| DRREDDY 28NOV2024 1230 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.77
Vega: 0.50
Theta: -0.71
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1195.35 | 40.7 | 14.30 | 27.25 | 350 | -100 | 480 |
| 20 Nov | 1213.45 | 26.4 | 0.00 | 24.65 | 1,810 | -25 | 575 |
| 19 Nov | 1213.45 | 26.4 | -13.15 | 24.65 | 1,810 | -30 | 575 |
| 18 Nov | 1193.55 | 39.55 | 21.60 | 22.45 | 1,420 | -285 | 610 |
| 14 Nov | 1226.70 | 17.95 | 5.85 | 20.50 | 6,545 | 255 | 925 |
| 13 Nov | 1245.00 | 12.1 | 2.95 | 20.91 | 1,160 | -125 | 665 |
| 12 Nov | 1263.90 | 9.15 | 2.95 | 21.25 | 830 | -55 | 810 |
| 11 Nov | 1287.90 | 6.2 | -1.80 | 24.40 | 1,145 | -105 | 855 |
| 8 Nov | 1283.65 | 8 | 1.75 | 23.59 | 2,300 | 245 | 965 |
| 7 Nov | 1287.35 | 6.25 | 0.10 | 22.72 | 1,185 | 5 | 720 |
| 6 Nov | 1302.10 | 6.15 | -11.10 | 24.69 | 2,995 | 410 | 740 |
| 5 Nov | 1272.20 | 17.25 | -8.35 | 30.83 | 1,420 | 230 | 335 |
| 4 Nov | 1268.30 | 25.6 | -1.70 | 35.83 | 235 | 75 | 100 |
| 1 Nov | 1259.60 | 27.3 | 0.00 | 0.00 | 0 | 25 | 0 |
| 31 Oct | 1274.20 | 27.3 | -20.90 | - | 45 | 25 | 25 |
| 30 Oct | 1249.85 | 48.2 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 1274.70 | 48.2 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1311.50 | 48.2 | - | 0 | 0 | 0 | |
For Dr. Reddy S Laboratories - strike price 1230 expiring on 28NOV2024
Delta for 1230 PE is -0.77
Historical price for 1230 PE is as follows
On 21 Nov DRREDDY was trading at 1195.35. The strike last trading price was 40.7, which was 14.30 higher than the previous day. The implied volatity was 27.25, the open interest changed by -20 which decreased total open position to 96
On 20 Nov DRREDDY was trading at 1213.45. The strike last trading price was 26.4, which was 0.00 lower than the previous day. The implied volatity was 24.65, the open interest changed by -5 which decreased total open position to 115
On 19 Nov DRREDDY was trading at 1213.45. The strike last trading price was 26.4, which was -13.15 lower than the previous day. The implied volatity was 24.65, the open interest changed by -6 which decreased total open position to 115
On 18 Nov DRREDDY was trading at 1193.55. The strike last trading price was 39.55, which was 21.60 higher than the previous day. The implied volatity was 22.45, the open interest changed by -57 which decreased total open position to 122
On 14 Nov DRREDDY was trading at 1226.70. The strike last trading price was 17.95, which was 5.85 higher than the previous day. The implied volatity was 20.50, the open interest changed by 51 which increased total open position to 185
On 13 Nov DRREDDY was trading at 1245.00. The strike last trading price was 12.1, which was 2.95 higher than the previous day. The implied volatity was 20.91, the open interest changed by -25 which decreased total open position to 133
On 12 Nov DRREDDY was trading at 1263.90. The strike last trading price was 9.15, which was 2.95 higher than the previous day. The implied volatity was 21.25, the open interest changed by -11 which decreased total open position to 162
On 11 Nov DRREDDY was trading at 1287.90. The strike last trading price was 6.2, which was -1.80 lower than the previous day. The implied volatity was 24.40, the open interest changed by -21 which decreased total open position to 171
On 8 Nov DRREDDY was trading at 1283.65. The strike last trading price was 8, which was 1.75 higher than the previous day. The implied volatity was 23.59, the open interest changed by 49 which increased total open position to 193
On 7 Nov DRREDDY was trading at 1287.35. The strike last trading price was 6.25, which was 0.10 higher than the previous day. The implied volatity was 22.72, the open interest changed by 1 which increased total open position to 144
On 6 Nov DRREDDY was trading at 1302.10. The strike last trading price was 6.15, which was -11.10 lower than the previous day. The implied volatity was 24.69, the open interest changed by 82 which increased total open position to 148
On 5 Nov DRREDDY was trading at 1272.20. The strike last trading price was 17.25, which was -8.35 lower than the previous day. The implied volatity was 30.83, the open interest changed by 46 which increased total open position to 67
On 4 Nov DRREDDY was trading at 1268.30. The strike last trading price was 25.6, which was -1.70 lower than the previous day. The implied volatity was 35.83, the open interest changed by 15 which increased total open position to 20
On 1 Nov DRREDDY was trading at 1259.60. The strike last trading price was 27.3, 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 31 Oct DRREDDY was trading at 1274.20. The strike last trading price was 27.3, which was -20.90 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 48.2, 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 48.2, 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 48.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
