[--[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 1260 CE
Delta: 0.26
Vega: 0.87
Theta: -0.64
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Jan 1210.10 9.4 -0.35 22.73 1,567 796 2,033
8 Jan 1206.90 9.3 -11.1 23.59 1,742 -6 1,233
7 Jan 1242.80 20.1 -4.95 20.56 2,644 35 1,244
6 Jan 1256.20 24.05 3.15 19.10 1,184 52 1,209
5 Jan 1250.00 20.2 -4.7 18.60 1,304 0 1,159
2 Jan 1256.10 25 2.8 16.61 2,651 749 1,165
1 Jan 1253.40 21.4 -10.35 15.70 1,056 284 413
31 Dec 1271.40 32.05 -1 13.77 429 38 134
30 Dec 1265.80 31.25 -3.75 17.59 168 35 97
29 Dec 1268.60 34.7 -1.65 16.50 36 8 61
26 Dec 1269.30 35 -3.3 16.68 90 -2 53
24 Dec 1265.80 37.55 -13.45 17.72 282 40 57
23 Dec 1283.50 51 2 19.65 11 3 16
22 Dec 1283.40 49 3.5 17.70 5 -2 14
19 Dec 1278.20 45.5 -5.5 - 0 0 16
18 Dec 1280.00 45.5 -5.5 - 0 0 16
17 Dec 1272.00 45.5 -5.5 18.25 2 0 14
16 Dec 1276.90 51 3.75 - 0 0 14
15 Dec 1280.60 51 3.75 18.69 11 -1 11
12 Dec 1279.30 47.25 0 14.25 1 0 13
11 Dec 1273.50 47.25 11.55 16.17 8 4 13
10 Dec 1250.80 35.7 -0.5 18.81 2 0 8
9 Dec 1246.20 36 -18 18.40 4 2 8
8 Dec 1266.50 54 2 - 0 0 6
5 Dec 1275.20 54 2 - 0 0 0
4 Dec 1277.60 54 2 16.64 2 -1 5
3 Dec 1280.70 52 0.5 14.58 4 1 5
2 Dec 1275.20 51.5 7.1 15.45 10 1 4
1 Dec 1260.10 44.4 5 17.19 3 -1 2
28 Nov 1258.80 39.4 2.15 - 0 1 0
27 Nov 1249.30 39.4 2.15 16.68 1 0 2
26 Nov 1248.00 37.25 2.75 16.14 2 1 3
25 Nov 1236.10 34.5 -54.9 18.10 2 1 1
24 Nov 1226.20 89.4 0 - 0 0 0
19 Nov 1250.20 89.4 0 - 0 0 0
11 Nov 1211.50 89.4 0 1.14 0 0 0
10 Nov 1198.70 89.4 0 1.72 0 0 0
7 Nov 1205.40 89.4 0 1.26 0 0 0
6 Nov 1205.20 89.4 0 1.42 0 0 0
3 Nov 1196.00 89.4 0 - 0 0 0
31 Oct 1197.60 89.4 0 - 0 0 0


For Dr. Reddy S Laboratories - strike price 1260 expiring on 27JAN2026

Delta for 1260 CE is 0.26

Historical price for 1260 CE is as follows

On 9 Jan DRREDDY was trading at 1210.10. The strike last trading price was 9.4, which was -0.35 lower than the previous day. The implied volatity was 22.73, the open interest changed by 796 which increased total open position to 2033


On 8 Jan DRREDDY was trading at 1206.90. The strike last trading price was 9.3, which was -11.1 lower than the previous day. The implied volatity was 23.59, the open interest changed by -6 which decreased total open position to 1233


On 7 Jan DRREDDY was trading at 1242.80. The strike last trading price was 20.1, which was -4.95 lower than the previous day. The implied volatity was 20.56, the open interest changed by 35 which increased total open position to 1244


On 6 Jan DRREDDY was trading at 1256.20. The strike last trading price was 24.05, which was 3.15 higher than the previous day. The implied volatity was 19.10, the open interest changed by 52 which increased total open position to 1209


On 5 Jan DRREDDY was trading at 1250.00. The strike last trading price was 20.2, which was -4.7 lower than the previous day. The implied volatity was 18.60, the open interest changed by 0 which decreased total open position to 1159


On 2 Jan DRREDDY was trading at 1256.10. The strike last trading price was 25, which was 2.8 higher than the previous day. The implied volatity was 16.61, the open interest changed by 749 which increased total open position to 1165


On 1 Jan DRREDDY was trading at 1253.40. The strike last trading price was 21.4, which was -10.35 lower than the previous day. The implied volatity was 15.70, the open interest changed by 284 which increased total open position to 413


On 31 Dec DRREDDY was trading at 1271.40. The strike last trading price was 32.05, which was -1 lower than the previous day. The implied volatity was 13.77, the open interest changed by 38 which increased total open position to 134


On 30 Dec DRREDDY was trading at 1265.80. The strike last trading price was 31.25, which was -3.75 lower than the previous day. The implied volatity was 17.59, the open interest changed by 35 which increased total open position to 97


On 29 Dec DRREDDY was trading at 1268.60. The strike last trading price was 34.7, which was -1.65 lower than the previous day. The implied volatity was 16.50, the open interest changed by 8 which increased total open position to 61


On 26 Dec DRREDDY was trading at 1269.30. The strike last trading price was 35, which was -3.3 lower than the previous day. The implied volatity was 16.68, the open interest changed by -2 which decreased total open position to 53


On 24 Dec DRREDDY was trading at 1265.80. The strike last trading price was 37.55, which was -13.45 lower than the previous day. The implied volatity was 17.72, the open interest changed by 40 which increased total open position to 57


On 23 Dec DRREDDY was trading at 1283.50. The strike last trading price was 51, which was 2 higher than the previous day. The implied volatity was 19.65, the open interest changed by 3 which increased total open position to 16


On 22 Dec DRREDDY was trading at 1283.40. The strike last trading price was 49, which was 3.5 higher than the previous day. The implied volatity was 17.70, the open interest changed by -2 which decreased total open position to 14


On 19 Dec DRREDDY was trading at 1278.20. The strike last trading price was 45.5, which was -5.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16


On 18 Dec DRREDDY was trading at 1280.00. The strike last trading price was 45.5, which was -5.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16


On 17 Dec DRREDDY was trading at 1272.00. The strike last trading price was 45.5, which was -5.5 lower than the previous day. The implied volatity was 18.25, the open interest changed by 0 which decreased total open position to 14


On 16 Dec DRREDDY was trading at 1276.90. The strike last trading price was 51, which was 3.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14


On 15 Dec DRREDDY was trading at 1280.60. The strike last trading price was 51, which was 3.75 higher than the previous day. The implied volatity was 18.69, the open interest changed by -1 which decreased total open position to 11


On 12 Dec DRREDDY was trading at 1279.30. The strike last trading price was 47.25, which was 0 lower than the previous day. The implied volatity was 14.25, the open interest changed by 0 which decreased total open position to 13


On 11 Dec DRREDDY was trading at 1273.50. The strike last trading price was 47.25, which was 11.55 higher than the previous day. The implied volatity was 16.17, the open interest changed by 4 which increased total open position to 13


On 10 Dec DRREDDY was trading at 1250.80. The strike last trading price was 35.7, which was -0.5 lower than the previous day. The implied volatity was 18.81, the open interest changed by 0 which decreased total open position to 8


On 9 Dec DRREDDY was trading at 1246.20. The strike last trading price was 36, which was -18 lower than the previous day. The implied volatity was 18.40, the open interest changed by 2 which increased total open position to 8


On 8 Dec DRREDDY was trading at 1266.50. The strike last trading price was 54, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6


On 5 Dec DRREDDY was trading at 1275.20. The strike last trading price was 54, which was 2 higher 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 54, which was 2 higher than the previous day. The implied volatity was 16.64, the open interest changed by -1 which decreased total open position to 5


On 3 Dec DRREDDY was trading at 1280.70. The strike last trading price was 52, which was 0.5 higher than the previous day. The implied volatity was 14.58, the open interest changed by 1 which increased total open position to 5


On 2 Dec DRREDDY was trading at 1275.20. The strike last trading price was 51.5, which was 7.1 higher than the previous day. The implied volatity was 15.45, the open interest changed by 1 which increased total open position to 4


On 1 Dec DRREDDY was trading at 1260.10. The strike last trading price was 44.4, which was 5 higher than the previous day. The implied volatity was 17.19, the open interest changed by -1 which decreased total open position to 2


On 28 Nov DRREDDY was trading at 1258.80. The strike last trading price was 39.4, which was 2.15 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 27 Nov DRREDDY was trading at 1249.30. The strike last trading price was 39.4, which was 2.15 higher than the previous day. The implied volatity was 16.68, the open interest changed by 0 which decreased total open position to 2


On 26 Nov DRREDDY was trading at 1248.00. The strike last trading price was 37.25, which was 2.75 higher than the previous day. The implied volatity was 16.14, the open interest changed by 1 which increased total open position to 3


On 25 Nov DRREDDY was trading at 1236.10. The strike last trading price was 34.5, which was -54.9 lower than the previous day. The implied volatity was 18.10, the open interest changed by 1 which increased total open position to 1


On 24 Nov DRREDDY was trading at 1226.20. The strike last trading price was 89.4, 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 Nov DRREDDY was trading at 1250.20. The strike last trading price was 89.4, 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 Nov DRREDDY was trading at 1211.50. The strike last trading price was 89.4, which was 0 lower than the previous day. The implied volatity was 1.14, the open interest changed by 0 which decreased total open position to 0


On 10 Nov DRREDDY was trading at 1198.70. The strike last trading price was 89.4, which was 0 lower than the previous day. The implied volatity was 1.72, the open interest changed by 0 which decreased total open position to 0


On 7 Nov DRREDDY was trading at 1205.40. The strike last trading price was 89.4, which was 0 lower than the previous day. The implied volatity was 1.26, the open interest changed by 0 which decreased total open position to 0


On 6 Nov DRREDDY was trading at 1205.20. The strike last trading price was 89.4, which was 0 lower than the previous day. The implied volatity was 1.42, the open interest changed by 0 which decreased total open position to 0


On 3 Nov DRREDDY was trading at 1196.00. The strike last trading price was 89.4, 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 31 Oct DRREDDY was trading at 1197.60. The strike last trading price was 89.4, 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 1260 PE
Delta: -0.72
Vega: 0.91
Theta: -0.39
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Jan 1210.10 53.2 -9.4 25.30 41 -1 252
8 Jan 1206.90 64.4 29.85 32.32 385 -66 255
7 Jan 1242.80 34 7.75 25.48 462 -23 324
6 Jan 1256.20 27.65 -4.2 23.96 142 40 355
5 Jan 1250.00 32.75 6.2 24.52 350 7 316
2 Jan 1256.10 26.5 -0.25 22.52 909 81 309
1 Jan 1253.40 27.45 9.25 20.95 885 70 229
31 Dec 1271.40 17.85 -4.45 20.14 376 53 160
30 Dec 1265.80 21.95 0.7 20.03 170 8 107
29 Dec 1268.60 21.75 0.25 21.68 108 21 96
26 Dec 1269.30 22.35 -0.15 20.62 142 -3 76
24 Dec 1265.80 22.2 -0.25 20.04 136 50 79
23 Dec 1283.50 22.45 -0.8 - 0 0 0
22 Dec 1283.40 22.45 -0.8 - 0 0 29
19 Dec 1278.20 22.45 -0.8 22.34 1 0 28
18 Dec 1280.00 23.25 3.35 - 0 0 28
17 Dec 1272.00 23.25 3.35 20.64 1 0 27
16 Dec 1276.90 19.9 -0.2 18.52 7 1 25
15 Dec 1280.60 20.1 -1 19.60 8 2 23
12 Dec 1279.30 21.95 -1.9 20.78 7 3 21
11 Dec 1273.50 23.85 -9.3 20.63 3 0 18
10 Dec 1250.80 33.15 -2.45 19.38 10 -4 19
9 Dec 1246.20 35.35 10.25 20.74 6 -3 26
8 Dec 1266.50 25.1 -0.9 - 0 0 29
5 Dec 1275.20 25.1 -0.9 20.84 2 -1 29
4 Dec 1277.60 26 0.3 21.69 4 -1 29
3 Dec 1280.70 25.7 -1.3 21.68 3 0 30
2 Dec 1275.20 27 -9.3 21.61 11 9 29
1 Dec 1260.10 36.3 -3.7 23.02 7 6 19
28 Nov 1258.80 40 -2.3 24.30 4 0 11
27 Nov 1249.30 42.3 -2.7 23.37 6 3 8
26 Nov 1248.00 45 5 - 0 2 0
25 Nov 1236.10 45 5 20.65 2 1 4
24 Nov 1226.20 40 -19.95 - 1 0 2
19 Nov 1250.20 59.95 23.95 - 0 0 0
11 Nov 1211.50 59.95 23.95 21.40 1 0 1
10 Nov 1198.70 36 -4.95 - 0 0 0
7 Nov 1205.40 36 -4.95 - 0 0 0
6 Nov 1205.20 36 -4.95 - 0 0 0
3 Nov 1196.00 36 -4.95 - 0 0 0
31 Oct 1197.60 36 -4.95 - 0 0 0


For Dr. Reddy S Laboratories - strike price 1260 expiring on 27JAN2026

Delta for 1260 PE is -0.72

Historical price for 1260 PE is as follows

On 9 Jan DRREDDY was trading at 1210.10. The strike last trading price was 53.2, which was -9.4 lower than the previous day. The implied volatity was 25.30, the open interest changed by -1 which decreased total open position to 252


On 8 Jan DRREDDY was trading at 1206.90. The strike last trading price was 64.4, which was 29.85 higher than the previous day. The implied volatity was 32.32, the open interest changed by -66 which decreased total open position to 255


On 7 Jan DRREDDY was trading at 1242.80. The strike last trading price was 34, which was 7.75 higher than the previous day. The implied volatity was 25.48, the open interest changed by -23 which decreased total open position to 324


On 6 Jan DRREDDY was trading at 1256.20. The strike last trading price was 27.65, which was -4.2 lower than the previous day. The implied volatity was 23.96, the open interest changed by 40 which increased total open position to 355


On 5 Jan DRREDDY was trading at 1250.00. The strike last trading price was 32.75, which was 6.2 higher than the previous day. The implied volatity was 24.52, the open interest changed by 7 which increased total open position to 316


On 2 Jan DRREDDY was trading at 1256.10. The strike last trading price was 26.5, which was -0.25 lower than the previous day. The implied volatity was 22.52, the open interest changed by 81 which increased total open position to 309


On 1 Jan DRREDDY was trading at 1253.40. The strike last trading price was 27.45, which was 9.25 higher than the previous day. The implied volatity was 20.95, the open interest changed by 70 which increased total open position to 229


On 31 Dec DRREDDY was trading at 1271.40. The strike last trading price was 17.85, which was -4.45 lower than the previous day. The implied volatity was 20.14, the open interest changed by 53 which increased total open position to 160


On 30 Dec DRREDDY was trading at 1265.80. The strike last trading price was 21.95, which was 0.7 higher than the previous day. The implied volatity was 20.03, the open interest changed by 8 which increased total open position to 107


On 29 Dec DRREDDY was trading at 1268.60. The strike last trading price was 21.75, which was 0.25 higher than the previous day. The implied volatity was 21.68, the open interest changed by 21 which increased total open position to 96


On 26 Dec DRREDDY was trading at 1269.30. The strike last trading price was 22.35, which was -0.15 lower than the previous day. The implied volatity was 20.62, the open interest changed by -3 which decreased total open position to 76


On 24 Dec DRREDDY was trading at 1265.80. The strike last trading price was 22.2, which was -0.25 lower than the previous day. The implied volatity was 20.04, the open interest changed by 50 which increased total open position to 79


On 23 Dec DRREDDY was trading at 1283.50. The strike last trading price was 22.45, which was -0.8 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 22.45, which was -0.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29


On 19 Dec DRREDDY was trading at 1278.20. The strike last trading price was 22.45, which was -0.8 lower than the previous day. The implied volatity was 22.34, the open interest changed by 0 which decreased total open position to 28


On 18 Dec DRREDDY was trading at 1280.00. The strike last trading price was 23.25, which was 3.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 28


On 17 Dec DRREDDY was trading at 1272.00. The strike last trading price was 23.25, which was 3.35 higher than the previous day. The implied volatity was 20.64, the open interest changed by 0 which decreased total open position to 27


On 16 Dec DRREDDY was trading at 1276.90. The strike last trading price was 19.9, which was -0.2 lower than the previous day. The implied volatity was 18.52, the open interest changed by 1 which increased total open position to 25


On 15 Dec DRREDDY was trading at 1280.60. The strike last trading price was 20.1, which was -1 lower than the previous day. The implied volatity was 19.60, the open interest changed by 2 which increased total open position to 23


On 12 Dec DRREDDY was trading at 1279.30. The strike last trading price was 21.95, which was -1.9 lower than the previous day. The implied volatity was 20.78, the open interest changed by 3 which increased total open position to 21


On 11 Dec DRREDDY was trading at 1273.50. The strike last trading price was 23.85, which was -9.3 lower than the previous day. The implied volatity was 20.63, the open interest changed by 0 which decreased total open position to 18


On 10 Dec DRREDDY was trading at 1250.80. The strike last trading price was 33.15, which was -2.45 lower than the previous day. The implied volatity was 19.38, the open interest changed by -4 which decreased total open position to 19


On 9 Dec DRREDDY was trading at 1246.20. The strike last trading price was 35.35, which was 10.25 higher than the previous day. The implied volatity was 20.74, the open interest changed by -3 which decreased total open position to 26


On 8 Dec DRREDDY was trading at 1266.50. The strike last trading price was 25.1, which was -0.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29


On 5 Dec DRREDDY was trading at 1275.20. The strike last trading price was 25.1, which was -0.9 lower than the previous day. The implied volatity was 20.84, the open interest changed by -1 which decreased total open position to 29


On 4 Dec DRREDDY was trading at 1277.60. The strike last trading price was 26, which was 0.3 higher than the previous day. The implied volatity was 21.69, the open interest changed by -1 which decreased total open position to 29


On 3 Dec DRREDDY was trading at 1280.70. The strike last trading price was 25.7, which was -1.3 lower than the previous day. The implied volatity was 21.68, the open interest changed by 0 which decreased total open position to 30


On 2 Dec DRREDDY was trading at 1275.20. The strike last trading price was 27, which was -9.3 lower than the previous day. The implied volatity was 21.61, the open interest changed by 9 which increased total open position to 29


On 1 Dec DRREDDY was trading at 1260.10. The strike last trading price was 36.3, which was -3.7 lower than the previous day. The implied volatity was 23.02, the open interest changed by 6 which increased total open position to 19


On 28 Nov DRREDDY was trading at 1258.80. The strike last trading price was 40, which was -2.3 lower than the previous day. The implied volatity was 24.30, the open interest changed by 0 which decreased total open position to 11


On 27 Nov DRREDDY was trading at 1249.30. The strike last trading price was 42.3, which was -2.7 lower than the previous day. The implied volatity was 23.37, the open interest changed by 3 which increased total open position to 8


On 26 Nov DRREDDY was trading at 1248.00. The strike last trading price was 45, which was 5 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 25 Nov DRREDDY was trading at 1236.10. The strike last trading price was 45, which was 5 higher than the previous day. The implied volatity was 20.65, the open interest changed by 1 which increased total open position to 4


On 24 Nov DRREDDY was trading at 1226.20. The strike last trading price was 40, which was -19.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 19 Nov DRREDDY was trading at 1250.20. The strike last trading price was 59.95, which was 23.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Nov DRREDDY was trading at 1211.50. The strike last trading price was 59.95, which was 23.95 higher than the previous day. The implied volatity was 21.40, the open interest changed by 0 which decreased total open position to 1


On 10 Nov DRREDDY was trading at 1198.70. The strike last trading price was 36, which was -4.95 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 1205.40. The strike last trading price was 36, which was -4.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Nov DRREDDY was trading at 1205.20. The strike last trading price was 36, which was -4.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Nov DRREDDY was trading at 1196.00. The strike last trading price was 36, which was -4.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 31 Oct DRREDDY was trading at 1197.60. The strike last trading price was 36, which was -4.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0