DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
14 Nov 2024 04:10 PM IST
| DRREDDY 28NOV2024 1240 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.45
Vega: 0.95
Theta: -0.73
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 1226.70 | 13.6 | -11.05 | 17.27 | 5,790 | 540 | 1,195 | |||
| 13 Nov | 1245.00 | 24.65 | -12.25 | 18.65 | 660 | 30 | 660 | |||
| 12 Nov | 1263.90 | 36.9 | -17.15 | 22.18 | 95 | 0 | 625 | |||
| 11 Nov | 1287.90 | 54.05 | 5.40 | 15.26 | 40 | 15 | 625 | |||
| 8 Nov | 1283.65 | 48.65 | -15.00 | 12.69 | 180 | 10 | 610 | |||
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| 7 Nov | 1287.35 | 63.65 | -5.90 | 23.08 | 25 | 15 | 600 | |||
| 6 Nov | 1302.10 | 69.55 | 10.30 | 15.32 | 950 | -55 | 580 | |||
| 5 Nov | 1272.20 | 59.25 | 2.30 | 25.54 | 1,270 | 15 | 635 | |||
| 4 Nov | 1268.30 | 56.95 | -0.20 | 27.07 | 315 | 10 | 620 | |||
| 1 Nov | 1259.60 | 57.15 | -13.95 | 29.43 | 200 | 60 | 615 | |||
| 31 Oct | 1274.20 | 71.1 | 17.10 | - | 1,800 | -555 | 555 | |||
| 30 Oct | 1249.85 | 54 | -494.00 | - | 1,640 | 1,100 | 1,105 | |||
| 29 Oct | 1274.70 | 548 | 0.00 | - | 0 | 5 | 0 | |||
| 28 Oct | 1311.50 | 548 | - | 0 | 0 | 0 | ||||
For Dr. Reddy S Laboratories - strike price 1240 expiring on 28NOV2024
Delta for 1240 CE is 0.45
Historical price for 1240 CE is as follows
On 14 Nov DRREDDY was trading at 1226.70. The strike last trading price was 13.6, which was -11.05 lower than the previous day. The implied volatity was 17.27, the open interest changed by 108 which increased total open position to 239
On 13 Nov DRREDDY was trading at 1245.00. The strike last trading price was 24.65, which was -12.25 lower than the previous day. The implied volatity was 18.65, the open interest changed by 6 which increased total open position to 132
On 12 Nov DRREDDY was trading at 1263.90. The strike last trading price was 36.9, which was -17.15 lower than the previous day. The implied volatity was 22.18, the open interest changed by 0 which decreased total open position to 125
On 11 Nov DRREDDY was trading at 1287.90. The strike last trading price was 54.05, which was 5.40 higher than the previous day. The implied volatity was 15.26, the open interest changed by 3 which increased total open position to 125
On 8 Nov DRREDDY was trading at 1283.65. The strike last trading price was 48.65, which was -15.00 lower than the previous day. The implied volatity was 12.69, the open interest changed by 2 which increased total open position to 122
On 7 Nov DRREDDY was trading at 1287.35. The strike last trading price was 63.65, which was -5.90 lower than the previous day. The implied volatity was 23.08, the open interest changed by 3 which increased total open position to 120
On 6 Nov DRREDDY was trading at 1302.10. The strike last trading price was 69.55, which was 10.30 higher than the previous day. The implied volatity was 15.32, the open interest changed by -11 which decreased total open position to 116
On 5 Nov DRREDDY was trading at 1272.20. The strike last trading price was 59.25, which was 2.30 higher than the previous day. The implied volatity was 25.54, the open interest changed by 3 which increased total open position to 127
On 4 Nov DRREDDY was trading at 1268.30. The strike last trading price was 56.95, which was -0.20 lower than the previous day. The implied volatity was 27.07, the open interest changed by 2 which increased total open position to 124
On 1 Nov DRREDDY was trading at 1259.60. The strike last trading price was 57.15, which was -13.95 lower than the previous day. The implied volatity was 29.43, the open interest changed by 12 which increased total open position to 123
On 31 Oct DRREDDY was trading at 1274.20. The strike last trading price was 71.1, which was 17.10 higher 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 54, which was -494.00 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 548, 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 548, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| DRREDDY 28NOV2024 1240 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.54
Vega: 0.95
Theta: -0.52
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 1226.70 | 23.35 | 7.70 | 20.73 | 7,870 | 90 | 1,290 |
| 13 Nov | 1245.00 | 15.65 | 3.85 | 20.57 | 4,035 | 265 | 1,190 |
| 12 Nov | 1263.90 | 11.8 | 4.50 | 20.79 | 1,130 | 40 | 945 |
| 11 Nov | 1287.90 | 7.3 | -2.70 | 23.24 | 1,615 | -25 | 910 |
| 8 Nov | 1283.65 | 10 | 2.15 | 23.21 | 1,750 | -295 | 935 |
| 7 Nov | 1287.35 | 7.85 | 0.65 | 22.30 | 1,445 | 170 | 1,230 |
| 6 Nov | 1302.10 | 7.2 | -15.60 | 23.81 | 5,095 | -100 | 1,085 |
| 5 Nov | 1272.20 | 22.8 | -7.05 | 32.93 | 4,170 | 295 | 1,155 |
| 4 Nov | 1268.30 | 29.85 | -4.15 | 36.30 | 1,440 | 265 | 870 |
| 1 Nov | 1259.60 | 34 | 7.55 | 35.57 | 500 | 65 | 610 |
| 31 Oct | 1274.20 | 26.45 | -8.85 | - | 910 | 260 | 545 |
| 30 Oct | 1249.85 | 35.3 | -24.00 | - | 680 | 285 | 285 |
| 29 Oct | 1274.70 | 59.3 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1311.50 | 59.3 | - | 0 | 0 | 0 | |
For Dr. Reddy S Laboratories - strike price 1240 expiring on 28NOV2024
Delta for 1240 PE is -0.54
Historical price for 1240 PE is as follows
On 14 Nov DRREDDY was trading at 1226.70. The strike last trading price was 23.35, which was 7.70 higher than the previous day. The implied volatity was 20.73, the open interest changed by 18 which increased total open position to 258
On 13 Nov DRREDDY was trading at 1245.00. The strike last trading price was 15.65, which was 3.85 higher than the previous day. The implied volatity was 20.57, the open interest changed by 53 which increased total open position to 238
On 12 Nov DRREDDY was trading at 1263.90. The strike last trading price was 11.8, which was 4.50 higher than the previous day. The implied volatity was 20.79, the open interest changed by 8 which increased total open position to 189
On 11 Nov DRREDDY was trading at 1287.90. The strike last trading price was 7.3, which was -2.70 lower than the previous day. The implied volatity was 23.24, the open interest changed by -5 which decreased total open position to 182
On 8 Nov DRREDDY was trading at 1283.65. The strike last trading price was 10, which was 2.15 higher than the previous day. The implied volatity was 23.21, the open interest changed by -59 which decreased total open position to 187
On 7 Nov DRREDDY was trading at 1287.35. The strike last trading price was 7.85, which was 0.65 higher than the previous day. The implied volatity was 22.30, the open interest changed by 34 which increased total open position to 246
On 6 Nov DRREDDY was trading at 1302.10. The strike last trading price was 7.2, which was -15.60 lower than the previous day. The implied volatity was 23.81, the open interest changed by -20 which decreased total open position to 217
On 5 Nov DRREDDY was trading at 1272.20. The strike last trading price was 22.8, which was -7.05 lower than the previous day. The implied volatity was 32.93, the open interest changed by 59 which increased total open position to 231
On 4 Nov DRREDDY was trading at 1268.30. The strike last trading price was 29.85, which was -4.15 lower than the previous day. The implied volatity was 36.30, the open interest changed by 53 which increased total open position to 174
On 1 Nov DRREDDY was trading at 1259.60. The strike last trading price was 34, which was 7.55 higher than the previous day. The implied volatity was 35.57, the open interest changed by 13 which increased total open position to 122
On 31 Oct DRREDDY was trading at 1274.20. The strike last trading price was 26.45, which was -8.85 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 35.3, which was -24.00 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 59.3, 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 59.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
