[--[65.84.65.76]--]

DRREDDY

Dr. Reddy S Laboratories
1210.1 +3.20 (0.27%)
L: 1203.6 H: 1216.4

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Historical option data for DRREDDY

09 Jan 2026 04:10 PM IST
DRREDDY 27-JAN-2026 1250 CE
Delta: 0.32
Vega: 0.97
Theta: -0.73
Gamma: 0.01
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
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
Delta: -0.66
Vega: 0.99
Theta: -0.49
Gamma: 0.01
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