DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
19 Dec 2025 04:10 PM IST
| DRREDDY 30-DEC-2025 1250 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 19 Dec | 1278.20 | 31.6 | -1.35 | - | 113 | -6 | 137 | |||||||||
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| 18 Dec | 1280.00 | 32.45 | 4.1 | - | 106 | -40 | 144 | |||||||||
| 17 Dec | 1272.00 | 28.7 | -4.9 | 11.22 | 61 | -1 | 184 | |||||||||
| 16 Dec | 1276.90 | 32.8 | -4.1 | 15.74 | 104 | -2 | 184 | |||||||||
| 15 Dec | 1280.60 | 36.85 | 0.2 | 14.90 | 68 | -10 | 188 | |||||||||
| 12 Dec | 1279.30 | 37.3 | 3.05 | 9.68 | 110 | -28 | 201 | |||||||||
| 11 Dec | 1273.50 | 34.8 | 12.45 | 12.02 | 553 | -146 | 230 | |||||||||
| 10 Dec | 1250.80 | 21.75 | 0 | 16.96 | 824 | 37 | 379 | |||||||||
| 9 Dec | 1246.20 | 22.4 | -11.05 | 16.49 | 583 | 138 | 341 | |||||||||
| 8 Dec | 1266.50 | 32.75 | -7.1 | 15.21 | 114 | -26 | 208 | |||||||||
| 5 Dec | 1275.20 | 40.7 | -4.95 | 14.11 | 161 | -58 | 234 | |||||||||
| 4 Dec | 1277.60 | 46 | 1.7 | 16.82 | 140 | -11 | 294 | |||||||||
| 3 Dec | 1280.70 | 43.75 | -0.15 | 12.89 | 291 | -45 | 305 | |||||||||
| 2 Dec | 1275.20 | 45.9 | 13.15 | 16.99 | 446 | -82 | 353 | |||||||||
| 1 Dec | 1260.10 | 32.6 | -1.5 | 15.17 | 574 | -29 | 448 | |||||||||
| 28 Nov | 1258.80 | 33.55 | 4.65 | 15.77 | 752 | -105 | 477 | |||||||||
| 27 Nov | 1249.30 | 29.05 | -1.6 | 15.52 | 816 | 55 | 585 | |||||||||
| 26 Nov | 1248.00 | 30 | 4.4 | 16.84 | 804 | -66 | 531 | |||||||||
| 25 Nov | 1236.10 | 24.55 | 1.4 | 16.74 | 2,353 | 320 | 593 | |||||||||
| 24 Nov | 1226.20 | 23.9 | -3.3 | 19.63 | 1,000 | 126 | 275 | |||||||||
| 21 Nov | 1243.90 | 26.05 | -6.55 | 13.91 | 198 | 16 | 148 | |||||||||
| 20 Nov | 1248.60 | 32.4 | -0.75 | 16.17 | 120 | 27 | 133 | |||||||||
| 19 Nov | 1250.20 | 33 | 1.1 | 15.22 | 19 | 12 | 105 | |||||||||
| 18 Nov | 1243.80 | 31.9 | -0.1 | 17.09 | 19 | 6 | 92 | |||||||||
| 17 Nov | 1244.40 | 32 | -1.75 | 16.18 | 39 | 10 | 76 | |||||||||
| 14 Nov | 1246.00 | 33.75 | 3.75 | 15.37 | 34 | -1 | 66 | |||||||||
| 13 Nov | 1234.90 | 30 | 1.15 | 16.87 | 61 | 30 | 69 | |||||||||
| 12 Nov | 1229.60 | 28.85 | 7.45 | 17.09 | 46 | 5 | 39 | |||||||||
| 11 Nov | 1211.50 | 21.45 | 1.75 | 17.09 | 47 | -2 | 36 | |||||||||
| 10 Nov | 1198.70 | 19.5 | -0.25 | 18.95 | 7 | 2 | 37 | |||||||||
| 7 Nov | 1205.40 | 19.3 | -2.9 | 16.27 | 4 | 1 | 35 | |||||||||
| 6 Nov | 1205.20 | 22.2 | 2.1 | 18.34 | 12 | -3 | 33 | |||||||||
| 4 Nov | 1200.00 | 20.1 | -0.9 | 18.06 | 21 | 15 | 36 | |||||||||
| 3 Nov | 1196.00 | 21 | -0.9 | 18.24 | 4 | -3 | 21 | |||||||||
| 31 Oct | 1197.60 | 22 | -2.65 | - | 13 | 0 | 23 | |||||||||
| 30 Oct | 1202.20 | 24.5 | -30.85 | 18.12 | 35 | 21 | 22 | |||||||||
| 29 Oct | 1250.90 | 55.35 | -26.75 | 19.01 | 2 | 1 | 1 | |||||||||
For Dr. Reddy S Laboratories - strike price 1250 expiring on 30DEC2025
Delta for 1250 CE is -
Historical price for 1250 CE is as follows
On 19 Dec DRREDDY was trading at 1278.20. The strike last trading price was 31.6, which was -1.35 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 137
On 18 Dec DRREDDY was trading at 1280.00. The strike last trading price was 32.45, which was 4.1 higher than the previous day. The implied volatity was -, the open interest changed by -40 which decreased total open position to 144
On 17 Dec DRREDDY was trading at 1272.00. The strike last trading price was 28.7, which was -4.9 lower than the previous day. The implied volatity was 11.22, the open interest changed by -1 which decreased total open position to 184
On 16 Dec DRREDDY was trading at 1276.90. The strike last trading price was 32.8, which was -4.1 lower than the previous day. The implied volatity was 15.74, the open interest changed by -2 which decreased total open position to 184
On 15 Dec DRREDDY was trading at 1280.60. The strike last trading price was 36.85, which was 0.2 higher than the previous day. The implied volatity was 14.90, the open interest changed by -10 which decreased total open position to 188
On 12 Dec DRREDDY was trading at 1279.30. The strike last trading price was 37.3, which was 3.05 higher than the previous day. The implied volatity was 9.68, the open interest changed by -28 which decreased total open position to 201
On 11 Dec DRREDDY was trading at 1273.50. The strike last trading price was 34.8, which was 12.45 higher than the previous day. The implied volatity was 12.02, the open interest changed by -146 which decreased total open position to 230
On 10 Dec DRREDDY was trading at 1250.80. The strike last trading price was 21.75, which was 0 lower than the previous day. The implied volatity was 16.96, the open interest changed by 37 which increased total open position to 379
On 9 Dec DRREDDY was trading at 1246.20. The strike last trading price was 22.4, which was -11.05 lower than the previous day. The implied volatity was 16.49, the open interest changed by 138 which increased total open position to 341
On 8 Dec DRREDDY was trading at 1266.50. The strike last trading price was 32.75, which was -7.1 lower than the previous day. The implied volatity was 15.21, the open interest changed by -26 which decreased total open position to 208
On 5 Dec DRREDDY was trading at 1275.20. The strike last trading price was 40.7, which was -4.95 lower than the previous day. The implied volatity was 14.11, the open interest changed by -58 which decreased total open position to 234
On 4 Dec DRREDDY was trading at 1277.60. The strike last trading price was 46, which was 1.7 higher than the previous day. The implied volatity was 16.82, the open interest changed by -11 which decreased total open position to 294
On 3 Dec DRREDDY was trading at 1280.70. The strike last trading price was 43.75, which was -0.15 lower than the previous day. The implied volatity was 12.89, the open interest changed by -45 which decreased total open position to 305
On 2 Dec DRREDDY was trading at 1275.20. The strike last trading price was 45.9, which was 13.15 higher than the previous day. The implied volatity was 16.99, the open interest changed by -82 which decreased total open position to 353
On 1 Dec DRREDDY was trading at 1260.10. The strike last trading price was 32.6, which was -1.5 lower than the previous day. The implied volatity was 15.17, the open interest changed by -29 which decreased total open position to 448
On 28 Nov DRREDDY was trading at 1258.80. The strike last trading price was 33.55, which was 4.65 higher than the previous day. The implied volatity was 15.77, the open interest changed by -105 which decreased total open position to 477
On 27 Nov DRREDDY was trading at 1249.30. The strike last trading price was 29.05, which was -1.6 lower than the previous day. The implied volatity was 15.52, the open interest changed by 55 which increased total open position to 585
On 26 Nov DRREDDY was trading at 1248.00. The strike last trading price was 30, which was 4.4 higher than the previous day. The implied volatity was 16.84, the open interest changed by -66 which decreased total open position to 531
On 25 Nov DRREDDY was trading at 1236.10. The strike last trading price was 24.55, which was 1.4 higher than the previous day. The implied volatity was 16.74, the open interest changed by 320 which increased total open position to 593
On 24 Nov DRREDDY was trading at 1226.20. The strike last trading price was 23.9, which was -3.3 lower than the previous day. The implied volatity was 19.63, the open interest changed by 126 which increased total open position to 275
On 21 Nov DRREDDY was trading at 1243.90. The strike last trading price was 26.05, which was -6.55 lower than the previous day. The implied volatity was 13.91, the open interest changed by 16 which increased total open position to 148
On 20 Nov DRREDDY was trading at 1248.60. The strike last trading price was 32.4, which was -0.75 lower than the previous day. The implied volatity was 16.17, the open interest changed by 27 which increased total open position to 133
On 19 Nov DRREDDY was trading at 1250.20. The strike last trading price was 33, which was 1.1 higher than the previous day. The implied volatity was 15.22, the open interest changed by 12 which increased total open position to 105
On 18 Nov DRREDDY was trading at 1243.80. The strike last trading price was 31.9, which was -0.1 lower than the previous day. The implied volatity was 17.09, the open interest changed by 6 which increased total open position to 92
On 17 Nov DRREDDY was trading at 1244.40. The strike last trading price was 32, which was -1.75 lower than the previous day. The implied volatity was 16.18, the open interest changed by 10 which increased total open position to 76
On 14 Nov DRREDDY was trading at 1246.00. The strike last trading price was 33.75, which was 3.75 higher than the previous day. The implied volatity was 15.37, the open interest changed by -1 which decreased total open position to 66
On 13 Nov DRREDDY was trading at 1234.90. The strike last trading price was 30, which was 1.15 higher than the previous day. The implied volatity was 16.87, the open interest changed by 30 which increased total open position to 69
On 12 Nov DRREDDY was trading at 1229.60. The strike last trading price was 28.85, which was 7.45 higher than the previous day. The implied volatity was 17.09, the open interest changed by 5 which increased total open position to 39
On 11 Nov DRREDDY was trading at 1211.50. The strike last trading price was 21.45, which was 1.75 higher than the previous day. The implied volatity was 17.09, the open interest changed by -2 which decreased total open position to 36
On 10 Nov DRREDDY was trading at 1198.70. The strike last trading price was 19.5, which was -0.25 lower than the previous day. The implied volatity was 18.95, the open interest changed by 2 which increased total open position to 37
On 7 Nov DRREDDY was trading at 1205.40. The strike last trading price was 19.3, which was -2.9 lower than the previous day. The implied volatity was 16.27, the open interest changed by 1 which increased total open position to 35
On 6 Nov DRREDDY was trading at 1205.20. The strike last trading price was 22.2, which was 2.1 higher than the previous day. The implied volatity was 18.34, the open interest changed by -3 which decreased total open position to 33
On 4 Nov DRREDDY was trading at 1200.00. The strike last trading price was 20.1, which was -0.9 lower than the previous day. The implied volatity was 18.06, the open interest changed by 15 which increased total open position to 36
On 3 Nov DRREDDY was trading at 1196.00. The strike last trading price was 21, which was -0.9 lower than the previous day. The implied volatity was 18.24, the open interest changed by -3 which decreased total open position to 21
On 31 Oct DRREDDY was trading at 1197.60. The strike last trading price was 22, which was -2.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23
On 30 Oct DRREDDY was trading at 1202.20. The strike last trading price was 24.5, which was -30.85 lower than the previous day. The implied volatity was 18.12, the open interest changed by 21 which increased total open position to 22
On 29 Oct DRREDDY was trading at 1250.90. The strike last trading price was 55.35, which was -26.75 lower than the previous day. The implied volatity was 19.01, the open interest changed by 1 which increased total open position to 1
| DRREDDY 30DEC2025 1250 PE | |||||||
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Delta: -0.19
Vega: 0.60
Theta: -0.41
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 19 Dec | 1278.20 | 4.1 | 0.1 | 17.70 | 814 | -72 | 288 |
| 18 Dec | 1280.00 | 4 | -1.6 | 16.87 | 443 | 7 | 358 |
| 17 Dec | 1272.00 | 5.6 | 0.3 | 16.18 | 246 | 3 | 352 |
| 16 Dec | 1276.90 | 5.75 | 0.75 | 16.05 | 359 | -29 | 341 |
| 15 Dec | 1280.60 | 5 | -1.15 | 16.11 | 970 | -37 | 370 |
| 12 Dec | 1279.30 | 5.75 | -2.4 | 16.52 | 369 | -28 | 407 |
| 11 Dec | 1273.50 | 7.9 | -8.2 | 17.24 | 690 | 82 | 433 |
| 10 Dec | 1250.80 | 16.45 | -1.6 | 15.78 | 450 | -14 | 352 |
| 9 Dec | 1246.20 | 17.8 | 6.7 | 17.06 | 843 | -22 | 372 |
| 8 Dec | 1266.50 | 11.2 | 2.6 | 17.00 | 469 | 50 | 400 |
| 5 Dec | 1275.20 | 8.9 | -0.9 | 16.73 | 271 | -10 | 351 |
| 4 Dec | 1277.60 | 9.6 | -1.35 | 17.71 | 499 | 2 | 363 |
| 3 Dec | 1280.70 | 11.35 | 0.2 | 19.35 | 541 | 35 | 364 |
| 2 Dec | 1275.20 | 11.3 | -6.55 | 18.24 | 401 | 5 | 337 |
| 1 Dec | 1260.10 | 17.6 | -1.4 | 18.70 | 490 | 3 | 337 |
| 28 Nov | 1258.80 | 18.85 | -4.65 | 18.33 | 197 | 32 | 333 |
| 27 Nov | 1249.30 | 23.35 | 0.1 | 19.09 | 249 | -13 | 303 |
| 26 Nov | 1248.00 | 23.75 | -9.75 | 18.40 | 322 | 118 | 319 |
| 25 Nov | 1236.10 | 34 | -2.8 | 21.57 | 432 | 125 | 199 |
| 24 Nov | 1226.20 | 41.75 | 7.25 | 22.34 | 216 | 6 | 75 |
| 21 Nov | 1243.90 | 34.7 | 3 | 23.50 | 54 | 18 | 68 |
| 20 Nov | 1248.60 | 31 | -0.95 | 22.10 | 52 | 22 | 49 |
| 19 Nov | 1250.20 | 32.4 | -0.7 | 23.51 | 22 | 18 | 26 |
| 18 Nov | 1243.80 | 33.1 | -3.4 | 21.58 | 3 | 1 | 7 |
| 17 Nov | 1244.40 | 36.5 | 1.35 | 23.97 | 4 | 3 | 6 |
| 14 Nov | 1246.00 | 35.15 | -14.85 | 23.34 | 4 | 3 | 4 |
| 13 Nov | 1234.90 | 50 | -12 | - | 0 | 0 | 0 |
| 12 Nov | 1229.60 | 50 | -12 | 27.14 | 1 | 0 | 1 |
| 11 Nov | 1211.50 | 62 | 32.4 | - | 0 | 1 | 0 |
| 10 Nov | 1198.70 | 62 | 32.4 | 23.71 | 1 | 0 | 0 |
| 7 Nov | 1205.40 | 29.6 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 1205.20 | 29.6 | 0 | - | 0 | 0 | 0 |
| 4 Nov | 1200.00 | 29.6 | 0 | - | 0 | 0 | 0 |
| 3 Nov | 1196.00 | 29.6 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 1197.60 | 29.6 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 1202.20 | 29.6 | 0 | - | 0 | 0 | 0 |
| 29 Oct | 1250.90 | 29.6 | 0 | 1.64 | 0 | 0 | 0 |
For Dr. Reddy S Laboratories - strike price 1250 expiring on 30DEC2025
Delta for 1250 PE is -0.19
Historical price for 1250 PE is as follows
On 19 Dec DRREDDY was trading at 1278.20. The strike last trading price was 4.1, which was 0.1 higher than the previous day. The implied volatity was 17.70, the open interest changed by -72 which decreased total open position to 288
On 18 Dec DRREDDY was trading at 1280.00. The strike last trading price was 4, which was -1.6 lower than the previous day. The implied volatity was 16.87, the open interest changed by 7 which increased total open position to 358
On 17 Dec DRREDDY was trading at 1272.00. The strike last trading price was 5.6, which was 0.3 higher than the previous day. The implied volatity was 16.18, the open interest changed by 3 which increased total open position to 352
On 16 Dec DRREDDY was trading at 1276.90. The strike last trading price was 5.75, which was 0.75 higher than the previous day. The implied volatity was 16.05, the open interest changed by -29 which decreased total open position to 341
On 15 Dec DRREDDY was trading at 1280.60. The strike last trading price was 5, which was -1.15 lower than the previous day. The implied volatity was 16.11, the open interest changed by -37 which decreased total open position to 370
On 12 Dec DRREDDY was trading at 1279.30. The strike last trading price was 5.75, which was -2.4 lower than the previous day. The implied volatity was 16.52, the open interest changed by -28 which decreased total open position to 407
On 11 Dec DRREDDY was trading at 1273.50. The strike last trading price was 7.9, which was -8.2 lower than the previous day. The implied volatity was 17.24, the open interest changed by 82 which increased total open position to 433
On 10 Dec DRREDDY was trading at 1250.80. The strike last trading price was 16.45, which was -1.6 lower than the previous day. The implied volatity was 15.78, the open interest changed by -14 which decreased total open position to 352
On 9 Dec DRREDDY was trading at 1246.20. The strike last trading price was 17.8, which was 6.7 higher than the previous day. The implied volatity was 17.06, the open interest changed by -22 which decreased total open position to 372
On 8 Dec DRREDDY was trading at 1266.50. The strike last trading price was 11.2, which was 2.6 higher than the previous day. The implied volatity was 17.00, the open interest changed by 50 which increased total open position to 400
On 5 Dec DRREDDY was trading at 1275.20. The strike last trading price was 8.9, which was -0.9 lower than the previous day. The implied volatity was 16.73, the open interest changed by -10 which decreased total open position to 351
On 4 Dec DRREDDY was trading at 1277.60. The strike last trading price was 9.6, which was -1.35 lower than the previous day. The implied volatity was 17.71, the open interest changed by 2 which increased total open position to 363
On 3 Dec DRREDDY was trading at 1280.70. The strike last trading price was 11.35, which was 0.2 higher than the previous day. The implied volatity was 19.35, the open interest changed by 35 which increased total open position to 364
On 2 Dec DRREDDY was trading at 1275.20. The strike last trading price was 11.3, which was -6.55 lower than the previous day. The implied volatity was 18.24, the open interest changed by 5 which increased total open position to 337
On 1 Dec DRREDDY was trading at 1260.10. The strike last trading price was 17.6, which was -1.4 lower than the previous day. The implied volatity was 18.70, the open interest changed by 3 which increased total open position to 337
On 28 Nov DRREDDY was trading at 1258.80. The strike last trading price was 18.85, which was -4.65 lower than the previous day. The implied volatity was 18.33, the open interest changed by 32 which increased total open position to 333
On 27 Nov DRREDDY was trading at 1249.30. The strike last trading price was 23.35, which was 0.1 higher than the previous day. The implied volatity was 19.09, the open interest changed by -13 which decreased total open position to 303
On 26 Nov DRREDDY was trading at 1248.00. The strike last trading price was 23.75, which was -9.75 lower than the previous day. The implied volatity was 18.40, the open interest changed by 118 which increased total open position to 319
On 25 Nov DRREDDY was trading at 1236.10. The strike last trading price was 34, which was -2.8 lower than the previous day. The implied volatity was 21.57, the open interest changed by 125 which increased total open position to 199
On 24 Nov DRREDDY was trading at 1226.20. The strike last trading price was 41.75, which was 7.25 higher than the previous day. The implied volatity was 22.34, the open interest changed by 6 which increased total open position to 75
On 21 Nov DRREDDY was trading at 1243.90. The strike last trading price was 34.7, which was 3 higher than the previous day. The implied volatity was 23.50, the open interest changed by 18 which increased total open position to 68
On 20 Nov DRREDDY was trading at 1248.60. The strike last trading price was 31, which was -0.95 lower than the previous day. The implied volatity was 22.10, the open interest changed by 22 which increased total open position to 49
On 19 Nov DRREDDY was trading at 1250.20. The strike last trading price was 32.4, which was -0.7 lower than the previous day. The implied volatity was 23.51, the open interest changed by 18 which increased total open position to 26
On 18 Nov DRREDDY was trading at 1243.80. The strike last trading price was 33.1, which was -3.4 lower than the previous day. The implied volatity was 21.58, the open interest changed by 1 which increased total open position to 7
On 17 Nov DRREDDY was trading at 1244.40. The strike last trading price was 36.5, which was 1.35 higher than the previous day. The implied volatity was 23.97, the open interest changed by 3 which increased total open position to 6
On 14 Nov DRREDDY was trading at 1246.00. The strike last trading price was 35.15, which was -14.85 lower than the previous day. The implied volatity was 23.34, the open interest changed by 3 which increased total open position to 4
On 13 Nov DRREDDY was trading at 1234.90. The strike last trading price was 50, which was -12 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov DRREDDY was trading at 1229.60. The strike last trading price was 50, which was -12 lower than the previous day. The implied volatity was 27.14, the open interest changed by 0 which decreased total open position to 1
On 11 Nov DRREDDY was trading at 1211.50. The strike last trading price was 62, which was 32.4 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 10 Nov DRREDDY was trading at 1198.70. The strike last trading price was 62, which was 32.4 higher than the previous day. The implied volatity was 23.71, 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 29.6, 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 29.6, 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 4 Nov DRREDDY was trading at 1200.00. The strike last trading price was 29.6, 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 29.6, 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 29.6, 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 30 Oct DRREDDY was trading at 1202.20. The strike last trading price was 29.6, 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 29 Oct DRREDDY was trading at 1250.90. The strike last trading price was 29.6, which was 0 lower than the previous day. The implied volatity was 1.64, the open interest changed by 0 which decreased total open position to 0































































































































































































































