[--[65.84.65.76]--]

DRREDDY

Dr. Reddy S Laboratories
1210.1 +3.20 (0.27%)
L: 1203.6 H: 1216.4

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Historical option data for DRREDDY

09 Jan 2026 04:10 PM IST
DRREDDY 27-JAN-2026 1240 CE
Delta: 0.38
Vega: 1.02
Theta: -0.78
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Jan 1210.10 15.9 0.85 23.30 765 149 643
8 Jan 1206.90 14.75 -15.15 23.49 1,831 300 497
7 Jan 1242.80 30.05 -6.4 20.53 402 96 198
6 Jan 1256.20 35.1 4.25 18.75 135 -36 102
5 Jan 1250.00 29.75 -6.55 17.87 127 28 137
2 Jan 1256.10 36.55 4.3 16.16 712 58 109
1 Jan 1253.40 31.6 -12.7 14.72 87 11 48
31 Dec 1271.40 44.3 0.6 10.60 14 3 37
30 Dec 1265.80 43.7 -2.8 17.46 8 7 33
29 Dec 1268.60 46.5 -1.25 14.81 12 10 26
26 Dec 1269.30 47.75 -4.8 16.30 2 0 17
24 Dec 1265.80 52.55 -13.05 19.29 20 15 17
23 Dec 1283.50 65.6 25.6 21.39 3 1 2
22 Dec 1283.40 40 -61.65 - 0 0 1
19 Dec 1278.20 40 -61.65 - 0 0 1
18 Dec 1280.00 40 -61.65 - 0 0 1
17 Dec 1272.00 40 -61.65 - 0 0 1
16 Dec 1276.90 40 -61.65 - 0 0 1
15 Dec 1280.60 40 -61.65 - 0 0 0
12 Dec 1279.30 40 -61.65 - 0 0 1
11 Dec 1273.50 40 -61.65 - 0 0 1
10 Dec 1250.80 40 -61.65 - 0 0 1
9 Dec 1246.20 40 -61.65 - 0 0 0
8 Dec 1266.50 40 -61.65 - 0 0 1
5 Dec 1275.20 40 -61.65 - 0 0 0
4 Dec 1277.60 40 -61.65 - 0 0 0
3 Dec 1280.70 40 -61.65 - 0 0 0
2 Dec 1275.20 40 -61.65 - 0 0 0
1 Dec 1260.10 40 -61.65 - 0 0 0
28 Nov 1258.80 40 -61.65 - 0 0 0
27 Nov 1249.30 40 -61.65 - 0 0 0
26 Nov 1248.00 40 -61.65 - 0 0 0
25 Nov 1236.10 40 -61.65 - 0 1 0
24 Nov 1226.20 40 -61.65 17.66 1 0 0
19 Nov 1250.20 101.65 0 - 0 0 0
10 Nov 1198.70 101.65 0 0.80 0 0 0
7 Nov 1205.40 101.65 0 0.32 0 0 0
6 Nov 1205.20 101.65 0 0.49 0 0 0
3 Nov 1196.00 101.65 0 - 0 0 0
31 Oct 1197.60 101.65 0 - 0 0 0


For Dr. Reddy S Laboratories - strike price 1240 expiring on 27JAN2026

Delta for 1240 CE is 0.38

Historical price for 1240 CE is as follows

On 9 Jan DRREDDY was trading at 1210.10. The strike last trading price was 15.9, which was 0.85 higher than the previous day. The implied volatity was 23.30, the open interest changed by 149 which increased total open position to 643


On 8 Jan DRREDDY was trading at 1206.90. The strike last trading price was 14.75, which was -15.15 lower than the previous day. The implied volatity was 23.49, the open interest changed by 300 which increased total open position to 497


On 7 Jan DRREDDY was trading at 1242.80. The strike last trading price was 30.05, which was -6.4 lower than the previous day. The implied volatity was 20.53, the open interest changed by 96 which increased total open position to 198


On 6 Jan DRREDDY was trading at 1256.20. The strike last trading price was 35.1, which was 4.25 higher than the previous day. The implied volatity was 18.75, the open interest changed by -36 which decreased total open position to 102


On 5 Jan DRREDDY was trading at 1250.00. The strike last trading price was 29.75, which was -6.55 lower than the previous day. The implied volatity was 17.87, the open interest changed by 28 which increased total open position to 137


On 2 Jan DRREDDY was trading at 1256.10. The strike last trading price was 36.55, which was 4.3 higher than the previous day. The implied volatity was 16.16, the open interest changed by 58 which increased total open position to 109


On 1 Jan DRREDDY was trading at 1253.40. The strike last trading price was 31.6, which was -12.7 lower than the previous day. The implied volatity was 14.72, the open interest changed by 11 which increased total open position to 48


On 31 Dec DRREDDY was trading at 1271.40. The strike last trading price was 44.3, which was 0.6 higher than the previous day. The implied volatity was 10.60, the open interest changed by 3 which increased total open position to 37


On 30 Dec DRREDDY was trading at 1265.80. The strike last trading price was 43.7, which was -2.8 lower than the previous day. The implied volatity was 17.46, the open interest changed by 7 which increased total open position to 33


On 29 Dec DRREDDY was trading at 1268.60. The strike last trading price was 46.5, which was -1.25 lower than the previous day. The implied volatity was 14.81, the open interest changed by 10 which increased total open position to 26


On 26 Dec DRREDDY was trading at 1269.30. The strike last trading price was 47.75, which was -4.8 lower than the previous day. The implied volatity was 16.30, the open interest changed by 0 which decreased total open position to 17


On 24 Dec DRREDDY was trading at 1265.80. The strike last trading price was 52.55, which was -13.05 lower than the previous day. The implied volatity was 19.29, the open interest changed by 15 which increased total open position to 17


On 23 Dec DRREDDY was trading at 1283.50. The strike last trading price was 65.6, which was 25.6 higher than the previous day. The implied volatity was 21.39, the open interest changed by 1 which increased total open position to 2


On 22 Dec DRREDDY was trading at 1283.40. The strike last trading price was 40, which was -61.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 19 Dec DRREDDY was trading at 1278.20. The strike last trading price was 40, which was -61.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 18 Dec DRREDDY was trading at 1280.00. The strike last trading price was 40, which was -61.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 17 Dec DRREDDY was trading at 1272.00. The strike last trading price was 40, which was -61.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 16 Dec DRREDDY was trading at 1276.90. The strike last trading price was 40, which was -61.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 15 Dec DRREDDY was trading at 1280.60. The strike last trading price was 40, which was -61.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Dec DRREDDY was trading at 1279.30. The strike last trading price was 40, which was -61.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 11 Dec DRREDDY was trading at 1273.50. The strike last trading price was 40, which was -61.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 10 Dec DRREDDY was trading at 1250.80. The strike last trading price was 40, which was -61.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 9 Dec DRREDDY was trading at 1246.20. The strike last trading price was 40, which was -61.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Dec DRREDDY was trading at 1266.50. The strike last trading price was 40, which was -61.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 5 Dec DRREDDY was trading at 1275.20. The strike last trading price was 40, which was -61.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Dec DRREDDY was trading at 1277.60. The strike last trading price was 40, which was -61.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Dec DRREDDY was trading at 1280.70. The strike last trading price was 40, which was -61.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Dec DRREDDY was trading at 1275.20. The strike last trading price was 40, which was -61.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Dec DRREDDY was trading at 1260.10. The strike last trading price was 40, which was -61.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Nov DRREDDY was trading at 1258.80. The strike last trading price was 40, which was -61.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Nov DRREDDY was trading at 1249.30. The strike last trading price was 40, which was -61.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 26 Nov DRREDDY was trading at 1248.00. The strike last trading price was 40, which was -61.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 25 Nov DRREDDY was trading at 1236.10. The strike last trading price was 40, which was -61.65 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 24 Nov DRREDDY was trading at 1226.20. The strike last trading price was 40, which was -61.65 lower than the previous day. The implied volatity was 17.66, the open interest changed by 0 which decreased total open position to 0


On 19 Nov DRREDDY was trading at 1250.20. The strike last trading price was 101.65, 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 10 Nov DRREDDY was trading at 1198.70. The strike last trading price was 101.65, which was 0 lower than the previous day. The implied volatity was 0.80, the open interest changed by 0 which decreased total open position to 0


On 7 Nov DRREDDY was trading at 1205.40. The strike last trading price was 101.65, which was 0 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 6 Nov DRREDDY was trading at 1205.20. The strike last trading price was 101.65, which was 0 lower than the previous day. The implied volatity was 0.49, the open interest changed by 0 which decreased total open position to 0


On 3 Nov DRREDDY was trading at 1196.00. The strike last trading price was 101.65, 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 Oct DRREDDY was trading at 1197.60. The strike last trading price was 101.65, 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 27JAN2026 1240 PE
Delta: -0.61
Vega: 1.03
Theta: -0.53
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Jan 1210.10 40.3 -8.4 26.02 67 -22 355
8 Jan 1206.90 49.1 24.8 30.50 1,154 3 380
7 Jan 1242.80 23.55 5.6 25.08 439 -2 378
6 Jan 1256.20 18.65 -4 23.82 261 -27 382
5 Jan 1250.00 22.95 5 24.43 379 -35 412
2 Jan 1256.10 17.95 0.25 22.43 2,391 169 447
1 Jan 1253.40 18.55 6.85 20.97 836 70 278
31 Dec 1271.40 11.85 -2.95 20.63 220 15 209
30 Dec 1265.80 14.95 1.05 20.53 222 50 194
29 Dec 1268.60 14.65 0.2 21.71 67 27 145
26 Dec 1269.30 15 -0.2 20.57 87 37 117
24 Dec 1265.80 15.15 3.7 20.19 188 64 79
23 Dec 1283.50 11.45 -3.8 20.27 11 8 14
22 Dec 1283.40 15.25 1 - 0 0 6
19 Dec 1278.20 15.25 1 - 0 0 6
18 Dec 1280.00 15.25 1 - 0 0 6
17 Dec 1272.00 15.25 1 19.93 1 0 5
16 Dec 1276.90 14.25 -19.25 19.16 5 4 4
15 Dec 1280.60 33.5 0 3.53 0 0 0
12 Dec 1279.30 33.5 0 3.51 0 0 0
11 Dec 1273.50 33.5 0 3.18 0 0 0
10 Dec 1250.80 33.5 0 1.72 0 0 0
9 Dec 1246.20 33.5 0 1.50 0 0 0
8 Dec 1266.50 33.5 0 2.76 0 0 0
5 Dec 1275.20 33.5 0 3.18 0 0 0
4 Dec 1277.60 33.5 0 3.45 0 0 0
3 Dec 1280.70 33.5 0 3.26 0 0 0
2 Dec 1275.20 33.5 0 3.17 0 0 0
1 Dec 1260.10 33.5 0 2.24 0 0 0
28 Nov 1258.80 33.5 0 2.21 0 0 0
27 Nov 1249.30 33.5 0 1.71 0 0 0
26 Nov 1248.00 33.5 0 1.56 0 0 0
25 Nov 1236.10 33.5 0 0.88 0 0 0
24 Nov 1226.20 33.5 0 0.47 0 0 0
19 Nov 1250.20 33.5 0 1.77 0 0 0
10 Nov 1198.70 33.5 0 - 0 0 0
7 Nov 1205.40 33.5 0 - 0 0 0
6 Nov 1205.20 33.5 0 - 0 0 0
3 Nov 1196.00 33.5 0 - 0 0 0
31 Oct 1197.60 33.5 0 - 0 0 0


For Dr. Reddy S Laboratories - strike price 1240 expiring on 27JAN2026

Delta for 1240 PE is -0.61

Historical price for 1240 PE is as follows

On 9 Jan DRREDDY was trading at 1210.10. The strike last trading price was 40.3, which was -8.4 lower than the previous day. The implied volatity was 26.02, the open interest changed by -22 which decreased total open position to 355


On 8 Jan DRREDDY was trading at 1206.90. The strike last trading price was 49.1, which was 24.8 higher than the previous day. The implied volatity was 30.50, the open interest changed by 3 which increased total open position to 380


On 7 Jan DRREDDY was trading at 1242.80. The strike last trading price was 23.55, which was 5.6 higher than the previous day. The implied volatity was 25.08, the open interest changed by -2 which decreased total open position to 378


On 6 Jan DRREDDY was trading at 1256.20. The strike last trading price was 18.65, which was -4 lower than the previous day. The implied volatity was 23.82, the open interest changed by -27 which decreased total open position to 382


On 5 Jan DRREDDY was trading at 1250.00. The strike last trading price was 22.95, which was 5 higher than the previous day. The implied volatity was 24.43, the open interest changed by -35 which decreased total open position to 412


On 2 Jan DRREDDY was trading at 1256.10. The strike last trading price was 17.95, which was 0.25 higher than the previous day. The implied volatity was 22.43, the open interest changed by 169 which increased total open position to 447


On 1 Jan DRREDDY was trading at 1253.40. The strike last trading price was 18.55, which was 6.85 higher than the previous day. The implied volatity was 20.97, the open interest changed by 70 which increased total open position to 278


On 31 Dec DRREDDY was trading at 1271.40. The strike last trading price was 11.85, which was -2.95 lower than the previous day. The implied volatity was 20.63, the open interest changed by 15 which increased total open position to 209


On 30 Dec DRREDDY was trading at 1265.80. The strike last trading price was 14.95, which was 1.05 higher than the previous day. The implied volatity was 20.53, the open interest changed by 50 which increased total open position to 194


On 29 Dec DRREDDY was trading at 1268.60. The strike last trading price was 14.65, which was 0.2 higher than the previous day. The implied volatity was 21.71, the open interest changed by 27 which increased total open position to 145


On 26 Dec DRREDDY was trading at 1269.30. The strike last trading price was 15, which was -0.2 lower than the previous day. The implied volatity was 20.57, the open interest changed by 37 which increased total open position to 117


On 24 Dec DRREDDY was trading at 1265.80. The strike last trading price was 15.15, which was 3.7 higher than the previous day. The implied volatity was 20.19, the open interest changed by 64 which increased total open position to 79


On 23 Dec DRREDDY was trading at 1283.50. The strike last trading price was 11.45, which was -3.8 lower than the previous day. The implied volatity was 20.27, the open interest changed by 8 which increased total open position to 14


On 22 Dec DRREDDY was trading at 1283.40. The strike last trading price was 15.25, which was 1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6


On 19 Dec DRREDDY was trading at 1278.20. The strike last trading price was 15.25, which was 1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6


On 18 Dec DRREDDY was trading at 1280.00. The strike last trading price was 15.25, which was 1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6


On 17 Dec DRREDDY was trading at 1272.00. The strike last trading price was 15.25, which was 1 higher than the previous day. The implied volatity was 19.93, the open interest changed by 0 which decreased total open position to 5


On 16 Dec DRREDDY was trading at 1276.90. The strike last trading price was 14.25, which was -19.25 lower than the previous day. The implied volatity was 19.16, the open interest changed by 4 which increased total open position to 4


On 15 Dec DRREDDY was trading at 1280.60. The strike last trading price was 33.5, which was 0 lower than the previous day. The implied volatity was 3.53, the open interest changed by 0 which decreased total open position to 0


On 12 Dec DRREDDY was trading at 1279.30. The strike last trading price was 33.5, which was 0 lower than the previous day. The implied volatity was 3.51, the open interest changed by 0 which decreased total open position to 0


On 11 Dec DRREDDY was trading at 1273.50. The strike last trading price was 33.5, which was 0 lower than the previous day. The implied volatity was 3.18, the open interest changed by 0 which decreased total open position to 0


On 10 Dec DRREDDY was trading at 1250.80. The strike last trading price was 33.5, which was 0 lower than the previous day. The implied volatity was 1.72, the open interest changed by 0 which decreased total open position to 0


On 9 Dec DRREDDY was trading at 1246.20. The strike last trading price was 33.5, which was 0 lower than the previous day. The implied volatity was 1.50, the open interest changed by 0 which decreased total open position to 0


On 8 Dec DRREDDY was trading at 1266.50. The strike last trading price was 33.5, which was 0 lower than the previous day. The implied volatity was 2.76, the open interest changed by 0 which decreased total open position to 0


On 5 Dec DRREDDY was trading at 1275.20. The strike last trading price was 33.5, which was 0 lower than the previous day. The implied volatity was 3.18, the open interest changed by 0 which decreased total open position to 0


On 4 Dec DRREDDY was trading at 1277.60. The strike last trading price was 33.5, which was 0 lower than the previous day. The implied volatity was 3.45, the open interest changed by 0 which decreased total open position to 0


On 3 Dec DRREDDY was trading at 1280.70. The strike last trading price was 33.5, which was 0 lower than the previous day. The implied volatity was 3.26, the open interest changed by 0 which decreased total open position to 0


On 2 Dec DRREDDY was trading at 1275.20. The strike last trading price was 33.5, which was 0 lower than the previous day. The implied volatity was 3.17, the open interest changed by 0 which decreased total open position to 0


On 1 Dec DRREDDY was trading at 1260.10. The strike last trading price was 33.5, which was 0 lower than the previous day. The implied volatity was 2.24, the open interest changed by 0 which decreased total open position to 0


On 28 Nov DRREDDY was trading at 1258.80. The strike last trading price was 33.5, which was 0 lower than the previous day. The implied volatity was 2.21, the open interest changed by 0 which decreased total open position to 0


On 27 Nov DRREDDY was trading at 1249.30. The strike last trading price was 33.5, which was 0 lower than the previous day. The implied volatity was 1.71, the open interest changed by 0 which decreased total open position to 0


On 26 Nov DRREDDY was trading at 1248.00. The strike last trading price was 33.5, which was 0 lower than the previous day. The implied volatity was 1.56, the open interest changed by 0 which decreased total open position to 0


On 25 Nov DRREDDY was trading at 1236.10. The strike last trading price was 33.5, which was 0 lower than the previous day. The implied volatity was 0.88, the open interest changed by 0 which decreased total open position to 0


On 24 Nov DRREDDY was trading at 1226.20. The strike last trading price was 33.5, which was 0 lower than the previous day. The implied volatity was 0.47, the open interest changed by 0 which decreased total open position to 0


On 19 Nov DRREDDY was trading at 1250.20. The strike last trading price was 33.5, which was 0 lower than the previous day. The implied volatity was 1.77, the open interest changed by 0 which decreased total open position to 0


On 10 Nov DRREDDY was trading at 1198.70. The strike last trading price was 33.5, 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 Nov DRREDDY was trading at 1205.40. The strike last trading price was 33.5, 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 Nov DRREDDY was trading at 1205.20. The strike last trading price was 33.5, 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 3 Nov DRREDDY was trading at 1196.00. The strike last trading price was 33.5, 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 Oct DRREDDY was trading at 1197.60. The strike last trading price was 33.5, 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