DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
03 Dec 2024 04:10 PM IST
| DRREDDY 26DEC2024 1250 CE | ||||||||||
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Delta: 0.38
Vega: 1.17
Theta: -0.56
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 1224.50 | 13.65 | -0.05 | 17.43 | 1,505 | 39 | 571 | |||
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| 2 Dec | 1221.75 | 13.7 | 1.95 | 17.94 | 2,329 | -61 | 530 | |||
| 29 Nov | 1202.30 | 11.75 | 0.75 | 20.11 | 2,754 | 238 | 586 | |||
| 28 Nov | 1191.95 | 11 | -1.95 | 20.16 | 823 | 78 | 347 | |||
| 27 Nov | 1199.90 | 12.95 | -5.30 | 20.39 | 577 | 9 | 270 | |||
| 26 Nov | 1208.65 | 18.25 | -0.90 | 21.49 | 426 | 97 | 260 | |||
| 25 Nov | 1209.30 | 19.15 | -1.70 | 20.88 | 212 | 128 | 163 | |||
| 22 Nov | 1214.45 | 20.85 | 5.40 | 20.88 | 28 | 8 | 43 | |||
| 21 Nov | 1195.35 | 15.45 | -4.35 | 22.19 | 48 | 9 | 34 | |||
| 20 Nov | 1213.45 | 19.8 | 0.00 | 19.47 | 30 | 11 | 22 | |||
| 19 Nov | 1213.45 | 19.8 | 3.30 | 19.47 | 30 | 8 | 22 | |||
| 18 Nov | 1193.55 | 16.5 | -20.50 | 21.81 | 14 | 8 | 13 | |||
| 14 Nov | 1226.70 | 37 | 0.00 | 0.00 | 0 | 5 | 0 | |||
| 13 Nov | 1245.00 | 37 | -30.65 | 18.55 | 5 | 2 | 2 | |||
| 12 Nov | 1263.90 | 67.65 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 1283.65 | 67.65 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1287.35 | 67.65 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1268.30 | 67.65 | - | 0 | 0 | 0 | ||||
For Dr. Reddy S Laboratories - strike price 1250 expiring on 26DEC2024
Delta for 1250 CE is 0.38
Historical price for 1250 CE is as follows
On 3 Dec DRREDDY was trading at 1224.50. The strike last trading price was 13.65, which was -0.05 lower than the previous day. The implied volatity was 17.43, the open interest changed by 39 which increased total open position to 571
On 2 Dec DRREDDY was trading at 1221.75. The strike last trading price was 13.7, which was 1.95 higher than the previous day. The implied volatity was 17.94, the open interest changed by -61 which decreased total open position to 530
On 29 Nov DRREDDY was trading at 1202.30. The strike last trading price was 11.75, which was 0.75 higher than the previous day. The implied volatity was 20.11, the open interest changed by 238 which increased total open position to 586
On 28 Nov DRREDDY was trading at 1191.95. The strike last trading price was 11, which was -1.95 lower than the previous day. The implied volatity was 20.16, the open interest changed by 78 which increased total open position to 347
On 27 Nov DRREDDY was trading at 1199.90. The strike last trading price was 12.95, which was -5.30 lower than the previous day. The implied volatity was 20.39, the open interest changed by 9 which increased total open position to 270
On 26 Nov DRREDDY was trading at 1208.65. The strike last trading price was 18.25, which was -0.90 lower than the previous day. The implied volatity was 21.49, the open interest changed by 97 which increased total open position to 260
On 25 Nov DRREDDY was trading at 1209.30. The strike last trading price was 19.15, which was -1.70 lower than the previous day. The implied volatity was 20.88, the open interest changed by 128 which increased total open position to 163
On 22 Nov DRREDDY was trading at 1214.45. The strike last trading price was 20.85, which was 5.40 higher than the previous day. The implied volatity was 20.88, the open interest changed by 8 which increased total open position to 43
On 21 Nov DRREDDY was trading at 1195.35. The strike last trading price was 15.45, which was -4.35 lower than the previous day. The implied volatity was 22.19, the open interest changed by 9 which increased total open position to 34
On 20 Nov DRREDDY was trading at 1213.45. The strike last trading price was 19.8, which was 0.00 lower than the previous day. The implied volatity was 19.47, the open interest changed by 11 which increased total open position to 22
On 19 Nov DRREDDY was trading at 1213.45. The strike last trading price was 19.8, which was 3.30 higher than the previous day. The implied volatity was 19.47, the open interest changed by 8 which increased total open position to 22
On 18 Nov DRREDDY was trading at 1193.55. The strike last trading price was 16.5, which was -20.50 lower than the previous day. The implied volatity was 21.81, the open interest changed by 8 which increased total open position to 13
On 14 Nov DRREDDY was trading at 1226.70. The strike last trading price was 37, 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 13 Nov DRREDDY was trading at 1245.00. The strike last trading price was 37, which was -30.65 lower than the previous day. The implied volatity was 18.55, the open interest changed by 2 which increased total open position to 2
On 12 Nov DRREDDY was trading at 1263.90. The strike last trading price was 67.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Nov DRREDDY was trading at 1283.65. The strike last trading price was 67.65, which was 0.00 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 1287.35. The strike last trading price was 67.65, which was 0.00 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 1268.30. The strike last trading price was 67.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| DRREDDY 26DEC2024 1250 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.59
Vega: 1.19
Theta: -0.36
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 1224.50 | 37.15 | -2.25 | 21.96 | 86 | 2 | 128 |
| 2 Dec | 1221.75 | 39.4 | -10.70 | 22.04 | 42 | 1 | 126 |
| 29 Nov | 1202.30 | 50.1 | -8.85 | 20.12 | 81 | 33 | 125 |
| 28 Nov | 1191.95 | 58.95 | 4.45 | 24.82 | 27 | 11 | 91 |
| 27 Nov | 1199.90 | 54.5 | 3.65 | 23.20 | 50 | 8 | 76 |
| 26 Nov | 1208.65 | 50.85 | 2.90 | 25.14 | 3 | -1 | 67 |
| 25 Nov | 1209.30 | 47.95 | -3.05 | 24.09 | 16 | 31 | 66 |
| 22 Nov | 1214.45 | 51 | -9.00 | 25.15 | 36 | 28 | 63 |
| 21 Nov | 1195.35 | 60 | 11.75 | 21.63 | 24 | 12 | 37 |
| 20 Nov | 1213.45 | 48.25 | 0.00 | 22.46 | 26 | 15 | 24 |
| 19 Nov | 1213.45 | 48.25 | -14.35 | 22.46 | 26 | 14 | 24 |
| 18 Nov | 1193.55 | 62.6 | 30.60 | 23.29 | 9 | 1 | 10 |
| 14 Nov | 1226.70 | 32 | 0.00 | 0.00 | 0 | 6 | 0 |
| 13 Nov | 1245.00 | 32 | 11.45 | 21.78 | 6 | 2 | 5 |
| 12 Nov | 1263.90 | 20.55 | -0.95 | 17.85 | 2 | 1 | 3 |
| 8 Nov | 1283.65 | 21.5 | -19.35 | 22.29 | 4 | 1 | 3 |
| 7 Nov | 1287.35 | 40.85 | 11.30 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 1268.30 | 29.55 | 2.26 | 0 | 0 | 0 | |
For Dr. Reddy S Laboratories - strike price 1250 expiring on 26DEC2024
Delta for 1250 PE is -0.59
Historical price for 1250 PE is as follows
On 3 Dec DRREDDY was trading at 1224.50. The strike last trading price was 37.15, which was -2.25 lower than the previous day. The implied volatity was 21.96, the open interest changed by 2 which increased total open position to 128
On 2 Dec DRREDDY was trading at 1221.75. The strike last trading price was 39.4, which was -10.70 lower than the previous day. The implied volatity was 22.04, the open interest changed by 1 which increased total open position to 126
On 29 Nov DRREDDY was trading at 1202.30. The strike last trading price was 50.1, which was -8.85 lower than the previous day. The implied volatity was 20.12, the open interest changed by 33 which increased total open position to 125
On 28 Nov DRREDDY was trading at 1191.95. The strike last trading price was 58.95, which was 4.45 higher than the previous day. The implied volatity was 24.82, the open interest changed by 11 which increased total open position to 91
On 27 Nov DRREDDY was trading at 1199.90. The strike last trading price was 54.5, which was 3.65 higher than the previous day. The implied volatity was 23.20, the open interest changed by 8 which increased total open position to 76
On 26 Nov DRREDDY was trading at 1208.65. The strike last trading price was 50.85, which was 2.90 higher than the previous day. The implied volatity was 25.14, the open interest changed by -1 which decreased total open position to 67
On 25 Nov DRREDDY was trading at 1209.30. The strike last trading price was 47.95, which was -3.05 lower than the previous day. The implied volatity was 24.09, the open interest changed by 31 which increased total open position to 66
On 22 Nov DRREDDY was trading at 1214.45. The strike last trading price was 51, which was -9.00 lower than the previous day. The implied volatity was 25.15, the open interest changed by 28 which increased total open position to 63
On 21 Nov DRREDDY was trading at 1195.35. The strike last trading price was 60, which was 11.75 higher than the previous day. The implied volatity was 21.63, the open interest changed by 12 which increased total open position to 37
On 20 Nov DRREDDY was trading at 1213.45. The strike last trading price was 48.25, which was 0.00 lower than the previous day. The implied volatity was 22.46, the open interest changed by 15 which increased total open position to 24
On 19 Nov DRREDDY was trading at 1213.45. The strike last trading price was 48.25, which was -14.35 lower than the previous day. The implied volatity was 22.46, the open interest changed by 14 which increased total open position to 24
On 18 Nov DRREDDY was trading at 1193.55. The strike last trading price was 62.6, which was 30.60 higher than the previous day. The implied volatity was 23.29, the open interest changed by 1 which increased total open position to 10
On 14 Nov DRREDDY was trading at 1226.70. The strike last trading price was 32, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 13 Nov DRREDDY was trading at 1245.00. The strike last trading price was 32, which was 11.45 higher than the previous day. The implied volatity was 21.78, the open interest changed by 2 which increased total open position to 5
On 12 Nov DRREDDY was trading at 1263.90. The strike last trading price was 20.55, which was -0.95 lower than the previous day. The implied volatity was 17.85, the open interest changed by 1 which increased total open position to 3
On 8 Nov DRREDDY was trading at 1283.65. The strike last trading price was 21.5, which was -19.35 lower than the previous day. The implied volatity was 22.29, the open interest changed by 1 which increased total open position to 3
On 7 Nov DRREDDY was trading at 1287.35. The strike last trading price was 40.85, which was 11.30 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 4 Nov DRREDDY was trading at 1268.30. The strike last trading price was 29.55, which was lower than the previous day. The implied volatity was 2.26, the open interest changed by 0 which decreased total open position to 0
