DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
15 Apr 2025 01:35 PM IST
| DRREDDY 24APR2025 1250 CE | ||||||||||
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Delta: 0.06
Vega: 0.21
Theta: -0.40
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 15 Apr | 1145.20 | 1.45 | -0.45 | 33.56 | 788 | -214 | 854 | |||
| 11 Apr | 1109.50 | 1.95 | -0.1 | 38.09 | 743 | -106 | 1,068 | |||
| 9 Apr | 1094.05 | 2 | -0.6 | 39.26 | 883 | -157 | 1,167 | |||
| 8 Apr | 1107.95 | 2.55 | 0.25 | 36.22 | 309 | -80 | 1,325 | |||
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| 7 Apr | 1087.90 | 2.4 | 0.3 | 38.40 | 797 | -34 | 1,407 | |||
| 4 Apr | 1109.95 | 2.05 | -2.7 | 29.85 | 2,064 | 114 | 1,442 | |||
| 3 Apr | 1151.45 | 4.8 | 0.45 | 27.38 | 5,980 | 673 | 1,359 | |||
| 2 Apr | 1150.00 | 4.3 | 0.3 | 25.87 | 529 | 42 | 677 | |||
| 1 Apr | 1152.20 | 3.95 | 0.35 | 24.97 | 736 | 60 | 639 | |||
| 28 Mar | 1144.20 | 3.45 | -1.8 | 22.90 | 682 | 16 | 579 | |||
| 27 Mar | 1162.20 | 5.15 | -1.65 | 21.92 | 866 | 289 | 562 | |||
| 26 Mar | 1164.60 | 6.55 | -3.1 | 23.26 | 354 | 34 | 273 | |||
| 25 Mar | 1177.90 | 9.1 | -8.4 | 23.09 | 446 | 63 | 235 | |||
| 24 Mar | 1210.30 | 18.25 | 3.75 | 22.15 | 361 | 111 | 171 | |||
| 21 Mar | 1200.15 | 14.35 | 1.7 | 19.46 | 44 | 19 | 59 | |||
| 20 Mar | 1187.20 | 12.8 | 4.3 | 21.64 | 52 | 9 | 41 | |||
| 19 Mar | 1172.10 | 8.5 | 0.65 | 20.63 | 6 | 1 | 31 | |||
| 18 Mar | 1163.70 | 7.85 | -0.25 | 21.24 | 21 | 6 | 31 | |||
| 17 Mar | 1150.70 | 8.5 | -2.1 | 23.71 | 32 | 24 | 24 | |||
| 12 Mar | 1105.15 | 10.6 | 0 | 8.38 | 0 | 0 | 0 | |||
For Dr. Reddy S Laboratories - strike price 1250 expiring on 24APR2025
Delta for 1250 CE is 0.06
Historical price for 1250 CE is as follows
On 15 Apr DRREDDY was trading at 1145.20. The strike last trading price was 1.45, which was -0.45 lower than the previous day. The implied volatity was 33.56, the open interest changed by -214 which decreased total open position to 854
On 11 Apr DRREDDY was trading at 1109.50. The strike last trading price was 1.95, which was -0.1 lower than the previous day. The implied volatity was 38.09, the open interest changed by -106 which decreased total open position to 1068
On 9 Apr DRREDDY was trading at 1094.05. The strike last trading price was 2, which was -0.6 lower than the previous day. The implied volatity was 39.26, the open interest changed by -157 which decreased total open position to 1167
On 8 Apr DRREDDY was trading at 1107.95. The strike last trading price was 2.55, which was 0.25 higher than the previous day. The implied volatity was 36.22, the open interest changed by -80 which decreased total open position to 1325
On 7 Apr DRREDDY was trading at 1087.90. The strike last trading price was 2.4, which was 0.3 higher than the previous day. The implied volatity was 38.40, the open interest changed by -34 which decreased total open position to 1407
On 4 Apr DRREDDY was trading at 1109.95. The strike last trading price was 2.05, which was -2.7 lower than the previous day. The implied volatity was 29.85, the open interest changed by 114 which increased total open position to 1442
On 3 Apr DRREDDY was trading at 1151.45. The strike last trading price was 4.8, which was 0.45 higher than the previous day. The implied volatity was 27.38, the open interest changed by 673 which increased total open position to 1359
On 2 Apr DRREDDY was trading at 1150.00. The strike last trading price was 4.3, which was 0.3 higher than the previous day. The implied volatity was 25.87, the open interest changed by 42 which increased total open position to 677
On 1 Apr DRREDDY was trading at 1152.20. The strike last trading price was 3.95, which was 0.35 higher than the previous day. The implied volatity was 24.97, the open interest changed by 60 which increased total open position to 639
On 28 Mar DRREDDY was trading at 1144.20. The strike last trading price was 3.45, which was -1.8 lower than the previous day. The implied volatity was 22.90, the open interest changed by 16 which increased total open position to 579
On 27 Mar DRREDDY was trading at 1162.20. The strike last trading price was 5.15, which was -1.65 lower than the previous day. The implied volatity was 21.92, the open interest changed by 289 which increased total open position to 562
On 26 Mar DRREDDY was trading at 1164.60. The strike last trading price was 6.55, which was -3.1 lower than the previous day. The implied volatity was 23.26, the open interest changed by 34 which increased total open position to 273
On 25 Mar DRREDDY was trading at 1177.90. The strike last trading price was 9.1, which was -8.4 lower than the previous day. The implied volatity was 23.09, the open interest changed by 63 which increased total open position to 235
On 24 Mar DRREDDY was trading at 1210.30. The strike last trading price was 18.25, which was 3.75 higher than the previous day. The implied volatity was 22.15, the open interest changed by 111 which increased total open position to 171
On 21 Mar DRREDDY was trading at 1200.15. The strike last trading price was 14.35, which was 1.7 higher than the previous day. The implied volatity was 19.46, the open interest changed by 19 which increased total open position to 59
On 20 Mar DRREDDY was trading at 1187.20. The strike last trading price was 12.8, which was 4.3 higher than the previous day. The implied volatity was 21.64, the open interest changed by 9 which increased total open position to 41
On 19 Mar DRREDDY was trading at 1172.10. The strike last trading price was 8.5, which was 0.65 higher than the previous day. The implied volatity was 20.63, the open interest changed by 1 which increased total open position to 31
On 18 Mar DRREDDY was trading at 1163.70. The strike last trading price was 7.85, which was -0.25 lower than the previous day. The implied volatity was 21.24, the open interest changed by 6 which increased total open position to 31
On 17 Mar DRREDDY was trading at 1150.70. The strike last trading price was 8.5, which was -2.1 lower than the previous day. The implied volatity was 23.71, the open interest changed by 24 which increased total open position to 24
On 12 Mar DRREDDY was trading at 1105.15. The strike last trading price was 10.6, which was 0 lower than the previous day. The implied volatity was 8.38, the open interest changed by 0 which decreased total open position to 0
| DRREDDY 24APR2025 1250 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.77
Vega: 0.55
Theta: -1.83
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 15 Apr | 1145.20 | 117.75 | -32.45 | 69.01 | 1 | -1 | 32 |
| 11 Apr | 1109.50 | 150.2 | -16.3 | 67.06 | 3 | 0 | 33 |
| 9 Apr | 1094.05 | 166.5 | 63.85 | 67.93 | 8 | 0 | 33 |
| 8 Apr | 1107.95 | 102.65 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Apr | 1087.90 | 102.65 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Apr | 1109.95 | 102.65 | 0 | 0.00 | 0 | 15 | 0 |
| 3 Apr | 1151.45 | 102.65 | -9.25 | 37.12 | 65 | 16 | 34 |
| 2 Apr | 1150.00 | 111.9 | 0.7 | 46.91 | 10 | 4 | 18 |
| 1 Apr | 1152.20 | 111.2 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Mar | 1144.20 | 111.2 | 2.45 | 37.24 | 1 | 0 | 14 |
| 27 Mar | 1162.20 | 108.75 | 20.75 | 43.81 | 3 | 2 | 13 |
| 26 Mar | 1164.60 | 88 | 28.3 | 26.42 | 1 | 0 | 10 |
| 25 Mar | 1177.90 | 59.7 | 0 | 0.00 | 0 | 8 | 0 |
| 24 Mar | 1210.30 | 59.7 | -32.2 | 29.63 | 13 | 8 | 10 |
| 21 Mar | 1200.15 | 91.9 | 0 | 0.00 | 0 | 0 | 0 |
| 20 Mar | 1187.20 | 91.9 | 0 | 0.00 | 0 | 0 | 0 |
| 19 Mar | 1172.10 | 91.9 | 0 | 0.00 | 0 | 2 | 0 |
| 18 Mar | 1163.70 | 91.9 | -29.45 | 29.60 | 2 | 1 | 1 |
| 17 Mar | 1150.70 | 121.35 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 1105.15 | 121.35 | 0 | - | 0 | 0 | 0 |
For Dr. Reddy S Laboratories - strike price 1250 expiring on 24APR2025
Delta for 1250 PE is -0.77
Historical price for 1250 PE is as follows
On 15 Apr DRREDDY was trading at 1145.20. The strike last trading price was 117.75, which was -32.45 lower than the previous day. The implied volatity was 69.01, the open interest changed by -1 which decreased total open position to 32
On 11 Apr DRREDDY was trading at 1109.50. The strike last trading price was 150.2, which was -16.3 lower than the previous day. The implied volatity was 67.06, the open interest changed by 0 which decreased total open position to 33
On 9 Apr DRREDDY was trading at 1094.05. The strike last trading price was 166.5, which was 63.85 higher than the previous day. The implied volatity was 67.93, the open interest changed by 0 which decreased total open position to 33
On 8 Apr DRREDDY was trading at 1107.95. The strike last trading price was 102.65, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 7 Apr DRREDDY was trading at 1087.90. The strike last trading price was 102.65, which was 0 lower 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 Apr DRREDDY was trading at 1109.95. The strike last trading price was 102.65, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 15 which increased total open position to 0
On 3 Apr DRREDDY was trading at 1151.45. The strike last trading price was 102.65, which was -9.25 lower than the previous day. The implied volatity was 37.12, the open interest changed by 16 which increased total open position to 34
On 2 Apr DRREDDY was trading at 1150.00. The strike last trading price was 111.9, which was 0.7 higher than the previous day. The implied volatity was 46.91, the open interest changed by 4 which increased total open position to 18
On 1 Apr DRREDDY was trading at 1152.20. The strike last trading price was 111.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 28 Mar DRREDDY was trading at 1144.20. The strike last trading price was 111.2, which was 2.45 higher than the previous day. The implied volatity was 37.24, the open interest changed by 0 which decreased total open position to 14
On 27 Mar DRREDDY was trading at 1162.20. The strike last trading price was 108.75, which was 20.75 higher than the previous day. The implied volatity was 43.81, the open interest changed by 2 which increased total open position to 13
On 26 Mar DRREDDY was trading at 1164.60. The strike last trading price was 88, which was 28.3 higher than the previous day. The implied volatity was 26.42, the open interest changed by 0 which decreased total open position to 10
On 25 Mar DRREDDY was trading at 1177.90. The strike last trading price was 59.7, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 24 Mar DRREDDY was trading at 1210.30. The strike last trading price was 59.7, which was -32.2 lower than the previous day. The implied volatity was 29.63, the open interest changed by 8 which increased total open position to 10
On 21 Mar DRREDDY was trading at 1200.15. The strike last trading price was 91.9, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 20 Mar DRREDDY was trading at 1187.20. The strike last trading price was 91.9, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 19 Mar DRREDDY was trading at 1172.10. The strike last trading price was 91.9, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 18 Mar DRREDDY was trading at 1163.70. The strike last trading price was 91.9, which was -29.45 lower than the previous day. The implied volatity was 29.60, the open interest changed by 1 which increased total open position to 1
On 17 Mar DRREDDY was trading at 1150.70. The strike last trading price was 121.35, 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 12 Mar DRREDDY was trading at 1105.15. The strike last trading price was 121.35, 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
