DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
21 Nov 2024 04:10 PM IST
| DRREDDY 28NOV2024 1250 CE | ||||||||||
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Delta: 0.09
Vega: 0.27
Theta: -0.50
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1195.35 | 1.7 | -3.40 | 24.18 | 8,835 | 210 | 2,465 | |||
| 20 Nov | 1213.45 | 5.1 | 0.00 | 21.81 | 10,450 | -550 | 2,270 | |||
| 19 Nov | 1213.45 | 5.1 | 1.95 | 21.81 | 10,450 | -535 | 2,270 | |||
| 18 Nov | 1193.55 | 3.15 | -7.05 | 23.69 | 10,550 | 1,595 | 2,800 | |||
| 14 Nov | 1226.70 | 10.2 | -8.65 | 17.77 | 6,015 | 320 | 1,215 | |||
| 13 Nov | 1245.00 | 18.85 | -10.65 | 18.25 | 2,415 | 315 | 905 | |||
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| 12 Nov | 1263.90 | 29.5 | -16.50 | 20.95 | 320 | -10 | 580 | |||
| 11 Nov | 1287.90 | 46 | 5.00 | 16.12 | 200 | 0 | 595 | |||
| 8 Nov | 1283.65 | 41 | -8.25 | 13.93 | 590 | -30 | 590 | |||
| 7 Nov | 1287.35 | 49.25 | -11.70 | 15.31 | 285 | -70 | 615 | |||
| 6 Nov | 1302.10 | 60.95 | 8.70 | 15.93 | 3,730 | -270 | 685 | |||
| 5 Nov | 1272.20 | 52.25 | 0.55 | 25.30 | 6,065 | 320 | 975 | |||
| 4 Nov | 1268.30 | 51.7 | 3.20 | 28.43 | 1,760 | 165 | 650 | |||
| 1 Nov | 1259.60 | 48.5 | -15.50 | 27.30 | 510 | 10 | 495 | |||
| 31 Oct | 1274.20 | 64 | 14.40 | - | 2,360 | 90 | 480 | |||
| 30 Oct | 1249.85 | 49.6 | -588.90 | - | 595 | 380 | 380 | |||
| 29 Oct | 1274.70 | 638.5 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1311.50 | 638.5 | - | 0 | 0 | 0 | ||||
For Dr. Reddy S Laboratories - strike price 1250 expiring on 28NOV2024
Delta for 1250 CE is 0.09
Historical price for 1250 CE is as follows
On 21 Nov DRREDDY was trading at 1195.35. The strike last trading price was 1.7, which was -3.40 lower than the previous day. The implied volatity was 24.18, the open interest changed by 42 which increased total open position to 493
On 20 Nov DRREDDY was trading at 1213.45. The strike last trading price was 5.1, which was 0.00 lower than the previous day. The implied volatity was 21.81, the open interest changed by -110 which decreased total open position to 454
On 19 Nov DRREDDY was trading at 1213.45. The strike last trading price was 5.1, which was 1.95 higher than the previous day. The implied volatity was 21.81, the open interest changed by -107 which decreased total open position to 454
On 18 Nov DRREDDY was trading at 1193.55. The strike last trading price was 3.15, which was -7.05 lower than the previous day. The implied volatity was 23.69, the open interest changed by 319 which increased total open position to 560
On 14 Nov DRREDDY was trading at 1226.70. The strike last trading price was 10.2, which was -8.65 lower than the previous day. The implied volatity was 17.77, the open interest changed by 64 which increased total open position to 243
On 13 Nov DRREDDY was trading at 1245.00. The strike last trading price was 18.85, which was -10.65 lower than the previous day. The implied volatity was 18.25, the open interest changed by 63 which increased total open position to 181
On 12 Nov DRREDDY was trading at 1263.90. The strike last trading price was 29.5, which was -16.50 lower than the previous day. The implied volatity was 20.95, the open interest changed by -2 which decreased total open position to 116
On 11 Nov DRREDDY was trading at 1287.90. The strike last trading price was 46, which was 5.00 higher than the previous day. The implied volatity was 16.12, the open interest changed by 0 which decreased total open position to 119
On 8 Nov DRREDDY was trading at 1283.65. The strike last trading price was 41, which was -8.25 lower than the previous day. The implied volatity was 13.93, the open interest changed by -6 which decreased total open position to 118
On 7 Nov DRREDDY was trading at 1287.35. The strike last trading price was 49.25, which was -11.70 lower than the previous day. The implied volatity was 15.31, the open interest changed by -14 which decreased total open position to 123
On 6 Nov DRREDDY was trading at 1302.10. The strike last trading price was 60.95, which was 8.70 higher than the previous day. The implied volatity was 15.93, the open interest changed by -54 which decreased total open position to 137
On 5 Nov DRREDDY was trading at 1272.20. The strike last trading price was 52.25, which was 0.55 higher than the previous day. The implied volatity was 25.30, the open interest changed by 64 which increased total open position to 195
On 4 Nov DRREDDY was trading at 1268.30. The strike last trading price was 51.7, which was 3.20 higher than the previous day. The implied volatity was 28.43, the open interest changed by 33 which increased total open position to 130
On 1 Nov DRREDDY was trading at 1259.60. The strike last trading price was 48.5, which was -15.50 lower than the previous day. The implied volatity was 27.30, the open interest changed by 2 which increased total open position to 99
On 31 Oct DRREDDY was trading at 1274.20. The strike last trading price was 64, which was 14.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct DRREDDY was trading at 1249.85. The strike last trading price was 49.6, which was -588.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct DRREDDY was trading at 1274.70. The strike last trading price was 638.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct DRREDDY was trading at 1311.50. The strike last trading price was 638.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| DRREDDY 28NOV2024 1250 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.88
Vega: 0.34
Theta: -0.37
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1195.35 | 57.6 | 17.35 | 27.73 | 235 | -45 | 550 |
| 20 Nov | 1213.45 | 40.25 | 0.00 | 24.61 | 410 | 0 | 595 |
| 19 Nov | 1213.45 | 40.25 | -17.55 | 24.61 | 410 | 0 | 595 |
| 18 Nov | 1193.55 | 57.8 | 28.60 | 26.04 | 1,085 | -435 | 600 |
| 14 Nov | 1226.70 | 29.2 | 9.40 | 20.62 | 3,420 | -320 | 1,035 |
| 13 Nov | 1245.00 | 19.8 | 4.35 | 20.12 | 7,035 | -570 | 1,375 |
| 12 Nov | 1263.90 | 15.45 | 6.05 | 20.72 | 4,295 | 410 | 2,090 |
| 11 Nov | 1287.90 | 9.4 | -3.10 | 22.94 | 3,155 | 315 | 1,670 |
| 8 Nov | 1283.65 | 12.5 | 2.55 | 22.94 | 4,785 | 40 | 1,360 |
| 7 Nov | 1287.35 | 9.95 | 1.10 | 22.03 | 3,140 | -730 | 1,315 |
| 6 Nov | 1302.10 | 8.85 | -17.15 | 23.37 | 10,215 | 925 | 2,055 |
| 5 Nov | 1272.20 | 26 | -7.00 | 32.56 | 5,990 | 780 | 1,145 |
| 4 Nov | 1268.30 | 33 | -32.85 | 35.58 | 690 | 355 | 355 |
| 1 Nov | 1259.60 | 65.85 | 0.00 | 1.78 | 0 | 0 | 0 |
| 31 Oct | 1274.20 | 65.85 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 1249.85 | 65.85 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 1274.70 | 65.85 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1311.50 | 65.85 | - | 0 | 0 | 0 | |
For Dr. Reddy S Laboratories - strike price 1250 expiring on 28NOV2024
Delta for 1250 PE is -0.88
Historical price for 1250 PE is as follows
On 21 Nov DRREDDY was trading at 1195.35. The strike last trading price was 57.6, which was 17.35 higher than the previous day. The implied volatity was 27.73, the open interest changed by -9 which decreased total open position to 110
On 20 Nov DRREDDY was trading at 1213.45. The strike last trading price was 40.25, which was 0.00 lower than the previous day. The implied volatity was 24.61, the open interest changed by 0 which decreased total open position to 119
On 19 Nov DRREDDY was trading at 1213.45. The strike last trading price was 40.25, which was -17.55 lower than the previous day. The implied volatity was 24.61, the open interest changed by 0 which decreased total open position to 119
On 18 Nov DRREDDY was trading at 1193.55. The strike last trading price was 57.8, which was 28.60 higher than the previous day. The implied volatity was 26.04, the open interest changed by -87 which decreased total open position to 120
On 14 Nov DRREDDY was trading at 1226.70. The strike last trading price was 29.2, which was 9.40 higher than the previous day. The implied volatity was 20.62, the open interest changed by -64 which decreased total open position to 207
On 13 Nov DRREDDY was trading at 1245.00. The strike last trading price was 19.8, which was 4.35 higher than the previous day. The implied volatity was 20.12, the open interest changed by -114 which decreased total open position to 275
On 12 Nov DRREDDY was trading at 1263.90. The strike last trading price was 15.45, which was 6.05 higher than the previous day. The implied volatity was 20.72, the open interest changed by 82 which increased total open position to 418
On 11 Nov DRREDDY was trading at 1287.90. The strike last trading price was 9.4, which was -3.10 lower than the previous day. The implied volatity was 22.94, the open interest changed by 63 which increased total open position to 334
On 8 Nov DRREDDY was trading at 1283.65. The strike last trading price was 12.5, which was 2.55 higher than the previous day. The implied volatity was 22.94, the open interest changed by 8 which increased total open position to 272
On 7 Nov DRREDDY was trading at 1287.35. The strike last trading price was 9.95, which was 1.10 higher than the previous day. The implied volatity was 22.03, the open interest changed by -146 which decreased total open position to 263
On 6 Nov DRREDDY was trading at 1302.10. The strike last trading price was 8.85, which was -17.15 lower than the previous day. The implied volatity was 23.37, the open interest changed by 185 which increased total open position to 411
On 5 Nov DRREDDY was trading at 1272.20. The strike last trading price was 26, which was -7.00 lower than the previous day. The implied volatity was 32.56, the open interest changed by 156 which increased total open position to 229
On 4 Nov DRREDDY was trading at 1268.30. The strike last trading price was 33, which was -32.85 lower than the previous day. The implied volatity was 35.58, the open interest changed by 71 which increased total open position to 71
On 1 Nov DRREDDY was trading at 1259.60. The strike last trading price was 65.85, which was 0.00 lower than the previous day. The implied volatity was 1.78, the open interest changed by 0 which decreased total open position to 0
On 31 Oct DRREDDY was trading at 1274.20. The strike last trading price was 65.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct DRREDDY was trading at 1249.85. The strike last trading price was 65.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct DRREDDY was trading at 1274.70. The strike last trading price was 65.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct DRREDDY was trading at 1311.50. The strike last trading price was 65.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
