DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
09 Jan 2026 04:10 PM IST
| DRREDDY 27-JAN-2026 1250 CE | ||||||||||||||||
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Delta: 0.32
Vega: 0.97
Theta: -0.73
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Jan | 1210.10 | 12.8 | 0.65 | 23.27 | 491 | 58 | 621 | |||||||||
| 8 Jan | 1206.90 | 11.85 | -12.5 | 23.61 | 1,418 | 23 | 563 | |||||||||
| 7 Jan | 1242.80 | 25.05 | -5.4 | 20.81 | 1,464 | 29 | 535 | |||||||||
| 6 Jan | 1256.20 | 29.6 | 4.1 | 19.25 | 890 | 73 | 508 | |||||||||
| 5 Jan | 1250.00 | 25.15 | -5.3 | 18.68 | 591 | 30 | 435 | |||||||||
| 2 Jan | 1256.10 | 30.45 | 3.35 | 16.42 | 2,236 | 100 | 416 | |||||||||
| 1 Jan | 1253.40 | 26.5 | -11.9 | 15.53 | 1,277 | 294 | 314 | |||||||||
| 31 Dec | 1271.40 | 38.25 | -2.8 | 12.95 | 45 | 14 | 19 | |||||||||
| 30 Dec | 1265.80 | 41.05 | -9.15 | - | 0 | 0 | 5 | |||||||||
| 29 Dec | 1268.60 | 41.05 | -9.15 | 16.36 | 6 | 4 | 4 | |||||||||
| 26 Dec | 1269.30 | 50.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Dec | 1265.80 | 50.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Dec | 1283.50 | 50.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Dec | 1283.40 | 50.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Dec | 1278.20 | 50.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Dec | 1280.00 | 50.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Dec | 1272.00 | 50.2 | 0 | - | 0 | 0 | 0 | |||||||||
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| 16 Dec | 1276.90 | 50.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Dec | 1280.60 | 50.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Dec | 1279.30 | 50.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Dec | 1273.50 | 50.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Dec | 1250.80 | 50.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Dec | 1246.20 | 50.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 1266.50 | 50.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Dec | 1275.20 | 50.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 1277.60 | 50.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 1280.70 | 50.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 1275.20 | 50.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 1260.10 | 50.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 1258.80 | 50.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 1249.30 | 50.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 1248.00 | 50.2 | 0 | - | 0 | 0 | 0 | |||||||||
For Dr. Reddy S Laboratories - strike price 1250 expiring on 27JAN2026
Delta for 1250 CE is 0.32
Historical price for 1250 CE is as follows
On 9 Jan DRREDDY was trading at 1210.10. The strike last trading price was 12.8, which was 0.65 higher than the previous day. The implied volatity was 23.27, the open interest changed by 58 which increased total open position to 621
On 8 Jan DRREDDY was trading at 1206.90. The strike last trading price was 11.85, which was -12.5 lower than the previous day. The implied volatity was 23.61, the open interest changed by 23 which increased total open position to 563
On 7 Jan DRREDDY was trading at 1242.80. The strike last trading price was 25.05, which was -5.4 lower than the previous day. The implied volatity was 20.81, the open interest changed by 29 which increased total open position to 535
On 6 Jan DRREDDY was trading at 1256.20. The strike last trading price was 29.6, which was 4.1 higher than the previous day. The implied volatity was 19.25, the open interest changed by 73 which increased total open position to 508
On 5 Jan DRREDDY was trading at 1250.00. The strike last trading price was 25.15, which was -5.3 lower than the previous day. The implied volatity was 18.68, the open interest changed by 30 which increased total open position to 435
On 2 Jan DRREDDY was trading at 1256.10. The strike last trading price was 30.45, which was 3.35 higher than the previous day. The implied volatity was 16.42, the open interest changed by 100 which increased total open position to 416
On 1 Jan DRREDDY was trading at 1253.40. The strike last trading price was 26.5, which was -11.9 lower than the previous day. The implied volatity was 15.53, the open interest changed by 294 which increased total open position to 314
On 31 Dec DRREDDY was trading at 1271.40. The strike last trading price was 38.25, which was -2.8 lower than the previous day. The implied volatity was 12.95, the open interest changed by 14 which increased total open position to 19
On 30 Dec DRREDDY was trading at 1265.80. The strike last trading price was 41.05, which was -9.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 29 Dec DRREDDY was trading at 1268.60. The strike last trading price was 41.05, which was -9.15 lower than the previous day. The implied volatity was 16.36, the open interest changed by 4 which increased total open position to 4
On 26 Dec DRREDDY was trading at 1269.30. The strike last trading price was 50.2, 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 24 Dec DRREDDY was trading at 1265.80. The strike last trading price was 50.2, 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 23 Dec DRREDDY was trading at 1283.50. The strike last trading price was 50.2, 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 22 Dec DRREDDY was trading at 1283.40. The strike last trading price was 50.2, 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 19 Dec DRREDDY was trading at 1278.20. The strike last trading price was 50.2, 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 18 Dec DRREDDY was trading at 1280.00. The strike last trading price was 50.2, 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 17 Dec DRREDDY was trading at 1272.00. The strike last trading price was 50.2, 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 16 Dec DRREDDY was trading at 1276.90. The strike last trading price was 50.2, 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 15 Dec DRREDDY was trading at 1280.60. The strike last trading price was 50.2, 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 Dec DRREDDY was trading at 1279.30. The strike last trading price was 50.2, 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 11 Dec DRREDDY was trading at 1273.50. The strike last trading price was 50.2, 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 Dec DRREDDY was trading at 1250.80. The strike last trading price was 50.2, 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 9 Dec DRREDDY was trading at 1246.20. The strike last trading price was 50.2, 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 8 Dec DRREDDY was trading at 1266.50. The strike last trading price was 50.2, 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 5 Dec DRREDDY was trading at 1275.20. The strike last trading price was 50.2, 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 Dec DRREDDY was trading at 1277.60. The strike last trading price was 50.2, 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 Dec DRREDDY was trading at 1280.70. The strike last trading price was 50.2, 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 2 Dec DRREDDY was trading at 1275.20. The strike last trading price was 50.2, 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 1 Dec DRREDDY was trading at 1260.10. The strike last trading price was 50.2, 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 28 Nov DRREDDY was trading at 1258.80. The strike last trading price was 50.2, 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 27 Nov DRREDDY was trading at 1249.30. The strike last trading price was 50.2, 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 26 Nov DRREDDY was trading at 1248.00. The strike last trading price was 50.2, 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 1250 PE | |||||||
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Delta: -0.66
Vega: 0.99
Theta: -0.49
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Jan | 1210.10 | 46.55 | -9.7 | 26.13 | 99 | -54 | 827 |
| 8 Jan | 1206.90 | 57.55 | 27.75 | 32.35 | 740 | -223 | 889 |
| 7 Jan | 1242.80 | 28.75 | 6.75 | 25.49 | 1,342 | 34 | 1,105 |
| 6 Jan | 1256.20 | 23.2 | -3.55 | 24.17 | 582 | 36 | 1,075 |
| 5 Jan | 1250.00 | 27.1 | 4.9 | 24.08 | 359 | 0 | 1,041 |
| 2 Jan | 1256.10 | 22.3 | 0.15 | 22.75 | 2,149 | 655 | 1,034 |
| 1 Jan | 1253.40 | 22.8 | 8.1 | 21.02 | 1,974 | 131 | 378 |
| 31 Dec | 1271.40 | 14.6 | -3.25 | 20.38 | 217 | 29 | 250 |
| 30 Dec | 1265.80 | 18.55 | 1.45 | 20.55 | 352 | 108 | 220 |
| 29 Dec | 1268.60 | 17.05 | -0.75 | 21.00 | 64 | 28 | 115 |
| 26 Dec | 1269.30 | 18 | -0.35 | 20.28 | 51 | 11 | 87 |
| 24 Dec | 1265.80 | 18.75 | 5.65 | 20.33 | 148 | 37 | 76 |
| 23 Dec | 1283.50 | 13.1 | -0.5 | 19.45 | 43 | 20 | 34 |
| 22 Dec | 1283.40 | 13.6 | -4.7 | 19.60 | 3 | 0 | 14 |
| 19 Dec | 1278.20 | 18.3 | 2.45 | 21.88 | 4 | 1 | 13 |
| 18 Dec | 1280.00 | 15.85 | -1.65 | 19.69 | 5 | 1 | 10 |
| 17 Dec | 1272.00 | 17.5 | -1.2 | - | 0 | 0 | 9 |
| 16 Dec | 1276.90 | 17.5 | -1.2 | 19.25 | 4 | 3 | 8 |
| 15 Dec | 1280.60 | 18.7 | -6.3 | 20.90 | 5 | 4 | 6 |
| 12 Dec | 1279.30 | 25 | 0 | - | 0 | 0 | 2 |
| 11 Dec | 1273.50 | 25 | 0 | - | 0 | 0 | 2 |
| 10 Dec | 1250.80 | 25 | 0 | - | 0 | 0 | 2 |
| 9 Dec | 1246.20 | 25 | 0 | 17.49 | 1 | 0 | 1 |
| 8 Dec | 1266.50 | 25 | -26.05 | - | 0 | 0 | 1 |
| 5 Dec | 1275.20 | 25 | -26.05 | - | 0 | 1 | 0 |
| 4 Dec | 1277.60 | 25 | -26.05 | 23.60 | 1 | 0 | 0 |
| 3 Dec | 1280.70 | 51.05 | 0 | 2.77 | 0 | 0 | 0 |
| 2 Dec | 1275.20 | 51.05 | 0 | 2.63 | 0 | 0 | 0 |
| 1 Dec | 1260.10 | 51.05 | 0 | 1.69 | 0 | 0 | 0 |
| 28 Nov | 1258.80 | 51.05 | 0 | 1.65 | 0 | 0 | 0 |
| 27 Nov | 1249.30 | 51.05 | 0 | 1.16 | 0 | 0 | 0 |
| 26 Nov | 1248.00 | 51.05 | 0 | 1.10 | 0 | 0 | 0 |
For Dr. Reddy S Laboratories - strike price 1250 expiring on 27JAN2026
Delta for 1250 PE is -0.66
Historical price for 1250 PE is as follows
On 9 Jan DRREDDY was trading at 1210.10. The strike last trading price was 46.55, which was -9.7 lower than the previous day. The implied volatity was 26.13, the open interest changed by -54 which decreased total open position to 827
On 8 Jan DRREDDY was trading at 1206.90. The strike last trading price was 57.55, which was 27.75 higher than the previous day. The implied volatity was 32.35, the open interest changed by -223 which decreased total open position to 889
On 7 Jan DRREDDY was trading at 1242.80. The strike last trading price was 28.75, which was 6.75 higher than the previous day. The implied volatity was 25.49, the open interest changed by 34 which increased total open position to 1105
On 6 Jan DRREDDY was trading at 1256.20. The strike last trading price was 23.2, which was -3.55 lower than the previous day. The implied volatity was 24.17, the open interest changed by 36 which increased total open position to 1075
On 5 Jan DRREDDY was trading at 1250.00. The strike last trading price was 27.1, which was 4.9 higher than the previous day. The implied volatity was 24.08, the open interest changed by 0 which decreased total open position to 1041
On 2 Jan DRREDDY was trading at 1256.10. The strike last trading price was 22.3, which was 0.15 higher than the previous day. The implied volatity was 22.75, the open interest changed by 655 which increased total open position to 1034
On 1 Jan DRREDDY was trading at 1253.40. The strike last trading price was 22.8, which was 8.1 higher than the previous day. The implied volatity was 21.02, the open interest changed by 131 which increased total open position to 378
On 31 Dec DRREDDY was trading at 1271.40. The strike last trading price was 14.6, which was -3.25 lower than the previous day. The implied volatity was 20.38, the open interest changed by 29 which increased total open position to 250
On 30 Dec DRREDDY was trading at 1265.80. The strike last trading price was 18.55, which was 1.45 higher than the previous day. The implied volatity was 20.55, the open interest changed by 108 which increased total open position to 220
On 29 Dec DRREDDY was trading at 1268.60. The strike last trading price was 17.05, which was -0.75 lower than the previous day. The implied volatity was 21.00, the open interest changed by 28 which increased total open position to 115
On 26 Dec DRREDDY was trading at 1269.30. The strike last trading price was 18, which was -0.35 lower than the previous day. The implied volatity was 20.28, the open interest changed by 11 which increased total open position to 87
On 24 Dec DRREDDY was trading at 1265.80. The strike last trading price was 18.75, which was 5.65 higher than the previous day. The implied volatity was 20.33, the open interest changed by 37 which increased total open position to 76
On 23 Dec DRREDDY was trading at 1283.50. The strike last trading price was 13.1, which was -0.5 lower than the previous day. The implied volatity was 19.45, the open interest changed by 20 which increased total open position to 34
On 22 Dec DRREDDY was trading at 1283.40. The strike last trading price was 13.6, which was -4.7 lower than the previous day. The implied volatity was 19.60, the open interest changed by 0 which decreased total open position to 14
On 19 Dec DRREDDY was trading at 1278.20. The strike last trading price was 18.3, which was 2.45 higher than the previous day. The implied volatity was 21.88, the open interest changed by 1 which increased total open position to 13
On 18 Dec DRREDDY was trading at 1280.00. The strike last trading price was 15.85, which was -1.65 lower than the previous day. The implied volatity was 19.69, the open interest changed by 1 which increased total open position to 10
On 17 Dec DRREDDY was trading at 1272.00. The strike last trading price was 17.5, which was -1.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 16 Dec DRREDDY was trading at 1276.90. The strike last trading price was 17.5, which was -1.2 lower than the previous day. The implied volatity was 19.25, the open interest changed by 3 which increased total open position to 8
On 15 Dec DRREDDY was trading at 1280.60. The strike last trading price was 18.7, which was -6.3 lower than the previous day. The implied volatity was 20.90, the open interest changed by 4 which increased total open position to 6
On 12 Dec DRREDDY was trading at 1279.30. The strike last trading price was 25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 11 Dec DRREDDY was trading at 1273.50. The strike last trading price was 25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Dec DRREDDY was trading at 1250.80. The strike last trading price was 25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Dec DRREDDY was trading at 1246.20. The strike last trading price was 25, which was 0 lower than the previous day. The implied volatity was 17.49, the open interest changed by 0 which decreased total open position to 1
On 8 Dec DRREDDY was trading at 1266.50. The strike last trading price was 25, which was -26.05 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 25, which was -26.05 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 4 Dec DRREDDY was trading at 1277.60. The strike last trading price was 25, which was -26.05 lower than the previous day. The implied volatity was 23.60, 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 51.05, which was 0 lower than the previous day. The implied volatity was 2.77, 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 51.05, which was 0 lower than the previous day. The implied volatity was 2.63, 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 51.05, which was 0 lower than the previous day. The implied volatity was 1.69, 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 51.05, which was 0 lower than the previous day. The implied volatity was 1.65, 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 51.05, which was 0 lower than the previous day. The implied volatity was 1.16, 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 51.05, which was 0 lower than the previous day. The implied volatity was 1.10, the open interest changed by 0 which decreased total open position to 0































































































































































































































