DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
20 Feb 2026 04:10 PM IST
| DRREDDY 24-FEB-2026 1260 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.87
Vega: 0.28
Theta: -0.75
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Feb | 1280.40 | 20.3 | -2.75 | 12.87 | 304 | 26 | 439 | |||||||||
| 19 Feb | 1282.30 | 21.2 | -2.3 | 11.46 | 608 | -62 | 430 | |||||||||
| 18 Feb | 1280.30 | 23.25 | -5.75 | 16.74 | 755 | -139 | 495 | |||||||||
| 17 Feb | 1284.80 | 28.4 | 7.1 | 18.99 | 971 | 25 | 637 | |||||||||
| 16 Feb | 1269.40 | 20.8 | -1.75 | 19.85 | 939 | 29 | 614 | |||||||||
| 13 Feb | 1268.10 | 22 | -5.45 | 16.29 | 439 | 37 | 586 | |||||||||
| 12 Feb | 1274.90 | 25.45 | 1.45 | 17.63 | 724 | 0 | 550 | |||||||||
| 11 Feb | 1270.30 | 24.15 | 5.6 | 18.71 | 1,061 | -135 | 550 | |||||||||
| 10 Feb | 1256.00 | 18.95 | -9.15 | 19.05 | 1,442 | 172 | 693 | |||||||||
| 9 Feb | 1275.50 | 27.6 | 14.8 | 14.31 | 3,222 | 12 | 523 | |||||||||
| 6 Feb | 1241.20 | 12.6 | -4.2 | 17.8 | 1,043 | 160 | 510 | |||||||||
| 5 Feb | 1244.90 | 16.6 | 0.1 | 18.08 | 1,070 | 80 | 354 | |||||||||
| 4 Feb | 1240.20 | 16.35 | 1.5 | 19.23 | 225 | 33 | 277 | |||||||||
| 3 Feb | 1235.40 | 13.75 | 9.15 | 20.05 | 676 | -36 | 243 | |||||||||
| 2 Feb | 1182.50 | 4.65 | -1.1 | 21.65 | 447 | 50 | 277 | |||||||||
| 1 Feb | 1178.70 | 6.4 | -6.25 | 21.44 | 574 | 27 | 228 | |||||||||
| 30 Jan | 1218.10 | 12 | 0.5 | 20.91 | 639 | -8 | 202 | |||||||||
| 29 Jan | 1208.90 | 11.1 | -6.25 | 20.69 | 420 | 22 | 210 | |||||||||
| 28 Jan | 1222.50 | 16.9 | -10.35 | 21.93 | 505 | 29 | 187 | |||||||||
| 27 Jan | 1239.80 | 27.4 | 0.55 | 24.17 | 648 | 28 | 161 | |||||||||
| 23 Jan | 1235.60 | 29 | 9.25 | 23.17 | 908 | 70 | 140 | |||||||||
| 22 Jan | 1217.50 | 20.45 | 11.65 | 22.54 | 437 | 8 | 71 | |||||||||
| 21 Jan | 1157.20 | 8.6 | -1.35 | 26.19 | 101 | 37 | 62 | |||||||||
| 20 Jan | 1166.70 | 10 | -0.5 | 23.91 | 32 | -7 | 24 | |||||||||
| 19 Jan | 1167.20 | 10.5 | -2 | 24.52 | 9 | -2 | 31 | |||||||||
| 16 Jan | 1175.50 | 12.5 | -1.9 | 23.57 | 11 | -3 | 32 | |||||||||
| 14 Jan | 1186.50 | 14.4 | -6.2 | 21.55 | 8 | -2 | 36 | |||||||||
| 13 Jan | 1191.30 | 20.6 | -5.7 | 26.43 | 1 | 0 | 0 | |||||||||
| 12 Jan | 1215.50 | 26.3 | 5.3 | - | 0 | 0 | 38 | |||||||||
| 9 Jan | 1210.10 | 26.3 | 5.3 | 23.01 | 3 | 0 | 37 | |||||||||
| 8 Jan | 1206.90 | 21 | -15 | 20.93 | 25 | 6 | 37 | |||||||||
| 7 Jan | 1242.80 | 35.15 | -6.15 | 19.15 | 16 | 3 | 31 | |||||||||
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| 6 Jan | 1256.20 | 39.45 | 5.4 | 18.2 | 7 | 0 | 28 | |||||||||
| 5 Jan | 1250.00 | 34 | -6 | 17.32 | 19 | 7 | 25 | |||||||||
| 2 Jan | 1256.10 | 38.6 | -1.4 | 15.83 | 28 | 18 | 19 | |||||||||
| 1 Jan | 1253.40 | 40 | -18.5 | 18.06 | 1 | 0 | 0 | |||||||||
| 31 Dec | 1271.40 | 58.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Dec | 1265.80 | 58.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Dec | 1268.60 | 58.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Dec | 1269.30 | 58.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Dec | 1265.80 | 58.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Dec | 1283.50 | 58.5 | - | - | 0 | 0 | 0 | |||||||||
| 22 Dec | 1283.40 | - | - | - | 0 | 0 | 0 | |||||||||
| 19 Dec | 1278.20 | - | - | - | 0 | 0 | 0 | |||||||||
| 18 Dec | 1280.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 17 Dec | 1272.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 16 Dec | 1276.90 | 58.5 | - | - | 0 | 0 | 0 | |||||||||
| 15 Dec | 1280.60 | 58.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Dec | 1279.30 | - | - | - | 0 | 0 | 0 | |||||||||
| 11 Dec | 1273.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Dec | 1250.80 | - | - | - | 0 | 0 | 0 | |||||||||
| 9 Dec | 1246.20 | 58.5 | - | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 1266.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 5 Dec | 1275.20 | - | - | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 1277.60 | 58.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 1280.70 | - | - | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 1275.20 | - | - | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 1260.10 | 58.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 1258.80 | 58.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 1249.30 | 58.5 | 0 | - | 0 | 0 | 0 | |||||||||
For Dr. Reddy S Laboratories - strike price 1260 expiring on 24FEB2026
Delta for 1260 CE is 0.87
Historical price for 1260 CE is as follows
On 20 Feb DRREDDY was trading at 1280.40. The strike last trading price was 20.3, which was -2.75 lower than the previous day. The implied volatity was 12.87, the open interest changed by 26 which increased total open position to 439
On 19 Feb DRREDDY was trading at 1282.30. The strike last trading price was 21.2, which was -2.3 lower than the previous day. The implied volatity was 11.46, the open interest changed by -62 which decreased total open position to 430
On 18 Feb DRREDDY was trading at 1280.30. The strike last trading price was 23.25, which was -5.75 lower than the previous day. The implied volatity was 16.74, the open interest changed by -139 which decreased total open position to 495
On 17 Feb DRREDDY was trading at 1284.80. The strike last trading price was 28.4, which was 7.1 higher than the previous day. The implied volatity was 18.99, the open interest changed by 25 which increased total open position to 637
On 16 Feb DRREDDY was trading at 1269.40. The strike last trading price was 20.8, which was -1.75 lower than the previous day. The implied volatity was 19.85, the open interest changed by 29 which increased total open position to 614
On 13 Feb DRREDDY was trading at 1268.10. The strike last trading price was 22, which was -5.45 lower than the previous day. The implied volatity was 16.29, the open interest changed by 37 which increased total open position to 586
On 12 Feb DRREDDY was trading at 1274.90. The strike last trading price was 25.45, which was 1.45 higher than the previous day. The implied volatity was 17.63, the open interest changed by 0 which decreased total open position to 550
On 11 Feb DRREDDY was trading at 1270.30. The strike last trading price was 24.15, which was 5.6 higher than the previous day. The implied volatity was 18.71, the open interest changed by -135 which decreased total open position to 550
On 10 Feb DRREDDY was trading at 1256.00. The strike last trading price was 18.95, which was -9.15 lower than the previous day. The implied volatity was 19.05, the open interest changed by 172 which increased total open position to 693
On 9 Feb DRREDDY was trading at 1275.50. The strike last trading price was 27.6, which was 14.8 higher than the previous day. The implied volatity was 14.31, the open interest changed by 12 which increased total open position to 523
On 6 Feb DRREDDY was trading at 1241.20. The strike last trading price was 12.6, which was -4.2 lower than the previous day. The implied volatity was 17.8, the open interest changed by 160 which increased total open position to 510
On 5 Feb DRREDDY was trading at 1244.90. The strike last trading price was 16.6, which was 0.1 higher than the previous day. The implied volatity was 18.08, the open interest changed by 80 which increased total open position to 354
On 4 Feb DRREDDY was trading at 1240.20. The strike last trading price was 16.35, which was 1.5 higher than the previous day. The implied volatity was 19.23, the open interest changed by 33 which increased total open position to 277
On 3 Feb DRREDDY was trading at 1235.40. The strike last trading price was 13.75, which was 9.15 higher than the previous day. The implied volatity was 20.05, the open interest changed by -36 which decreased total open position to 243
On 2 Feb DRREDDY was trading at 1182.50. The strike last trading price was 4.65, which was -1.1 lower than the previous day. The implied volatity was 21.65, the open interest changed by 50 which increased total open position to 277
On 1 Feb DRREDDY was trading at 1178.70. The strike last trading price was 6.4, which was -6.25 lower than the previous day. The implied volatity was 21.44, the open interest changed by 27 which increased total open position to 228
On 30 Jan DRREDDY was trading at 1218.10. The strike last trading price was 12, which was 0.5 higher than the previous day. The implied volatity was 20.91, the open interest changed by -8 which decreased total open position to 202
On 29 Jan DRREDDY was trading at 1208.90. The strike last trading price was 11.1, which was -6.25 lower than the previous day. The implied volatity was 20.69, the open interest changed by 22 which increased total open position to 210
On 28 Jan DRREDDY was trading at 1222.50. The strike last trading price was 16.9, which was -10.35 lower than the previous day. The implied volatity was 21.93, the open interest changed by 29 which increased total open position to 187
On 27 Jan DRREDDY was trading at 1239.80. The strike last trading price was 27.4, which was 0.55 higher than the previous day. The implied volatity was 24.17, the open interest changed by 28 which increased total open position to 161
On 23 Jan DRREDDY was trading at 1235.60. The strike last trading price was 29, which was 9.25 higher than the previous day. The implied volatity was 23.17, the open interest changed by 70 which increased total open position to 140
On 22 Jan DRREDDY was trading at 1217.50. The strike last trading price was 20.45, which was 11.65 higher than the previous day. The implied volatity was 22.54, the open interest changed by 8 which increased total open position to 71
On 21 Jan DRREDDY was trading at 1157.20. The strike last trading price was 8.6, which was -1.35 lower than the previous day. The implied volatity was 26.19, the open interest changed by 37 which increased total open position to 62
On 20 Jan DRREDDY was trading at 1166.70. The strike last trading price was 10, which was -0.5 lower than the previous day. The implied volatity was 23.91, the open interest changed by -7 which decreased total open position to 24
On 19 Jan DRREDDY was trading at 1167.20. The strike last trading price was 10.5, which was -2 lower than the previous day. The implied volatity was 24.52, the open interest changed by -2 which decreased total open position to 31
On 16 Jan DRREDDY was trading at 1175.50. The strike last trading price was 12.5, which was -1.9 lower than the previous day. The implied volatity was 23.57, the open interest changed by -3 which decreased total open position to 32
On 14 Jan DRREDDY was trading at 1186.50. The strike last trading price was 14.4, which was -6.2 lower than the previous day. The implied volatity was 21.55, the open interest changed by -2 which decreased total open position to 36
On 13 Jan DRREDDY was trading at 1191.30. The strike last trading price was 20.6, which was -5.7 lower than the previous day. The implied volatity was 26.43, the open interest changed by 0 which decreased total open position to 0
On 12 Jan DRREDDY was trading at 1215.50. The strike last trading price was 26.3, which was 5.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 38
On 9 Jan DRREDDY was trading at 1210.10. The strike last trading price was 26.3, which was 5.3 higher than the previous day. The implied volatity was 23.01, the open interest changed by 0 which decreased total open position to 37
On 8 Jan DRREDDY was trading at 1206.90. The strike last trading price was 21, which was -15 lower than the previous day. The implied volatity was 20.93, the open interest changed by 6 which increased total open position to 37
On 7 Jan DRREDDY was trading at 1242.80. The strike last trading price was 35.15, which was -6.15 lower than the previous day. The implied volatity was 19.15, the open interest changed by 3 which increased total open position to 31
On 6 Jan DRREDDY was trading at 1256.20. The strike last trading price was 39.45, which was 5.4 higher than the previous day. The implied volatity was 18.2, the open interest changed by 0 which decreased total open position to 28
On 5 Jan DRREDDY was trading at 1250.00. The strike last trading price was 34, which was -6 lower than the previous day. The implied volatity was 17.32, the open interest changed by 7 which increased total open position to 25
On 2 Jan DRREDDY was trading at 1256.10. The strike last trading price was 38.6, which was -1.4 lower than the previous day. The implied volatity was 15.83, the open interest changed by 18 which increased total open position to 19
On 1 Jan DRREDDY was trading at 1253.40. The strike last trading price was 40, which was -18.5 lower than the previous day. The implied volatity was 18.06, the open interest changed by 0 which decreased total open position to 0
On 31 Dec DRREDDY was trading at 1271.40. The strike last trading price was 58.5, 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 30 Dec DRREDDY was trading at 1265.80. The strike last trading price was 58.5, 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 29 Dec DRREDDY was trading at 1268.60. The strike last trading price was 58.5, 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 Dec DRREDDY was trading at 1269.30. The strike last trading price was 58.5, 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 58.5, 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 58.5, which was - 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 -, which was - 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 -, which was - 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 -, which was - 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 -, which was - 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 58.5, which was - 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 58.5, 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 -, which was - 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 -, which was - 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 -, which was - 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 58.5, which was - 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 -, which was - 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 -, which was - 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 58.5, 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 -, which was - 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 -, which was - 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 58.5, 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 58.5, 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 58.5, 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 24FEB2026 1260 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.11
Vega: 0.25
Theta: -0.32
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Feb | 1280.40 | 0.8 | -1.25 | 11.66 | 573 | -14 | 413 |
| 19 Feb | 1282.30 | 2.1 | -1.45 | 14.74 | 492 | -18 | 428 |
| 18 Feb | 1280.30 | 3.5 | -1.3 | 18.62 | 437 | 4 | 441 |
| 17 Feb | 1284.80 | 5.2 | -3.9 | 19.92 | 703 | 52 | 438 |
| 16 Feb | 1269.40 | 8.85 | -2.8 | 18.18 | 559 | -17 | 385 |
| 13 Feb | 1268.10 | 11.5 | 1.35 | 19.92 | 582 | -1 | 409 |
| 12 Feb | 1274.90 | 10.45 | -3.4 | 18.96 | 667 | 39 | 407 |
| 11 Feb | 1270.30 | 13.3 | -6.8 | 19.5 | 739 | 10 | 358 |
| 10 Feb | 1256.00 | 19.9 | 7.15 | 20.55 | 1,052 | -30 | 343 |
| 9 Feb | 1275.50 | 13.6 | -17.5 | 22.11 | 1,035 | 334 | 372 |
| 6 Feb | 1241.20 | 30.95 | 2.95 | 19.85 | 73 | 2 | 37 |
| 5 Feb | 1244.90 | 29 | -4.75 | 21.58 | 17 | -2 | 35 |
| 4 Feb | 1240.20 | 34.4 | -2.7 | 23.39 | 19 | -2 | 37 |
| 3 Feb | 1235.40 | 37.7 | -37.8 | 20.12 | 26 | 3 | 39 |
| 2 Feb | 1182.50 | 75.5 | 18.65 | 23.4 | 8 | 0 | 36 |
| 1 Feb | 1178.70 | 56.85 | 6.95 | 15.19 | 5 | 0 | 37 |
| 30 Jan | 1218.10 | 49.9 | -3.8 | 20.63 | 5 | -1 | 37 |
| 29 Jan | 1208.90 | 53.7 | 5.8 | 21.19 | 26 | -3 | 39 |
| 28 Jan | 1222.50 | 47.9 | 8.85 | 22.97 | 105 | 1 | 43 |
| 27 Jan | 1239.80 | 39 | -5.75 | 23.6 | 95 | 10 | 42 |
| 23 Jan | 1235.60 | 43.5 | -9.25 | 25.85 | 88 | 9 | 32 |
| 22 Jan | 1217.50 | 52.75 | -28.2 | 24.24 | 55 | 15 | 23 |
| 21 Jan | 1157.20 | 80.95 | 0.35 | - | 0 | 0 | 8 |
| 20 Jan | 1166.70 | 80.95 | 0.35 | - | 0 | 0 | 8 |
| 19 Jan | 1167.20 | 80.95 | 0.35 | - | 0 | 0 | 8 |
| 16 Jan | 1175.50 | 80.95 | 0.35 | 23.19 | 7 | 0 | 9 |
| 14 Jan | 1186.50 | 80.6 | 17.15 | 29.85 | 15 | 12 | 12 |
| 13 Jan | 1191.30 | 63.45 | 0 | - | 0 | 0 | 0 |
| 12 Jan | 1215.50 | 63.45 | 0 | - | 0 | 0 | 0 |
| 9 Jan | 1210.10 | 63.45 | 0 | - | 0 | 0 | 0 |
| 8 Jan | 1206.90 | 63.45 | 0 | - | 0 | 0 | 0 |
| 7 Jan | 1242.80 | 63.45 | 0 | 0.06 | 0 | 0 | 0 |
| 6 Jan | 1256.20 | 63.45 | 0 | 0.8 | 0 | 0 | 0 |
| 5 Jan | 1250.00 | 63.45 | 0 | 0.32 | 0 | 0 | 0 |
| 2 Jan | 1256.10 | 63.45 | 0 | 1.03 | 0 | 0 | 0 |
| 1 Jan | 1253.40 | 63.45 | 0 | 0.68 | 0 | 0 | 0 |
| 31 Dec | 1271.40 | 63.45 | 0 | 1.75 | 0 | 0 | 0 |
| 30 Dec | 1265.80 | 63.45 | 0 | 1.57 | 0 | 0 | 0 |
| 29 Dec | 1268.60 | 63.45 | 0 | - | 0 | 0 | 0 |
| 26 Dec | 1269.30 | 63.45 | 0 | 1.61 | 0 | 0 | 0 |
| 24 Dec | 1265.80 | 63.45 | 0 | 1.49 | 0 | 0 | 0 |
| 23 Dec | 1283.50 | 63.45 | - | - | 0 | 0 | 0 |
| 22 Dec | 1283.40 | - | - | - | 0 | 0 | 0 |
| 19 Dec | 1278.20 | - | - | - | 0 | 0 | 0 |
| 18 Dec | 1280.00 | - | - | - | 0 | 0 | 0 |
| 17 Dec | 1272.00 | - | - | - | 0 | 0 | 0 |
| 16 Dec | 1276.90 | 63.45 | - | - | 0 | 0 | 0 |
| 15 Dec | 1280.60 | 63.45 | 0 | - | 0 | 0 | 0 |
| 12 Dec | 1279.30 | - | - | - | 0 | 0 | 0 |
| 11 Dec | 1273.50 | - | - | - | 0 | 0 | 0 |
| 10 Dec | 1250.80 | - | - | - | 0 | 0 | 0 |
| 9 Dec | 1246.20 | 63.45 | - | - | 0 | 0 | 0 |
| 8 Dec | 1266.50 | - | - | - | 0 | 0 | 0 |
| 5 Dec | 1275.20 | - | - | - | 0 | 0 | 0 |
| 4 Dec | 1277.60 | 63.45 | 0 | 2.25 | 0 | 0 | 0 |
| 3 Dec | 1280.70 | - | - | - | 0 | 0 | 0 |
| 2 Dec | 1275.20 | - | - | - | 0 | 0 | 0 |
| 1 Dec | 1260.10 | 63.45 | 0 | 1.38 | 0 | 0 | 0 |
| 28 Nov | 1258.80 | 63.45 | 0 | 1.35 | 0 | 0 | 0 |
| 27 Nov | 1249.30 | 63.45 | 0 | 0.94 | 0 | 0 | 0 |
For Dr. Reddy S Laboratories - strike price 1260 expiring on 24FEB2026
Delta for 1260 PE is -0.11
Historical price for 1260 PE is as follows
On 20 Feb DRREDDY was trading at 1280.40. The strike last trading price was 0.8, which was -1.25 lower than the previous day. The implied volatity was 11.66, the open interest changed by -14 which decreased total open position to 413
On 19 Feb DRREDDY was trading at 1282.30. The strike last trading price was 2.1, which was -1.45 lower than the previous day. The implied volatity was 14.74, the open interest changed by -18 which decreased total open position to 428
On 18 Feb DRREDDY was trading at 1280.30. The strike last trading price was 3.5, which was -1.3 lower than the previous day. The implied volatity was 18.62, the open interest changed by 4 which increased total open position to 441
On 17 Feb DRREDDY was trading at 1284.80. The strike last trading price was 5.2, which was -3.9 lower than the previous day. The implied volatity was 19.92, the open interest changed by 52 which increased total open position to 438
On 16 Feb DRREDDY was trading at 1269.40. The strike last trading price was 8.85, which was -2.8 lower than the previous day. The implied volatity was 18.18, the open interest changed by -17 which decreased total open position to 385
On 13 Feb DRREDDY was trading at 1268.10. The strike last trading price was 11.5, which was 1.35 higher than the previous day. The implied volatity was 19.92, the open interest changed by -1 which decreased total open position to 409
On 12 Feb DRREDDY was trading at 1274.90. The strike last trading price was 10.45, which was -3.4 lower than the previous day. The implied volatity was 18.96, the open interest changed by 39 which increased total open position to 407
On 11 Feb DRREDDY was trading at 1270.30. The strike last trading price was 13.3, which was -6.8 lower than the previous day. The implied volatity was 19.5, the open interest changed by 10 which increased total open position to 358
On 10 Feb DRREDDY was trading at 1256.00. The strike last trading price was 19.9, which was 7.15 higher than the previous day. The implied volatity was 20.55, the open interest changed by -30 which decreased total open position to 343
On 9 Feb DRREDDY was trading at 1275.50. The strike last trading price was 13.6, which was -17.5 lower than the previous day. The implied volatity was 22.11, the open interest changed by 334 which increased total open position to 372
On 6 Feb DRREDDY was trading at 1241.20. The strike last trading price was 30.95, which was 2.95 higher than the previous day. The implied volatity was 19.85, the open interest changed by 2 which increased total open position to 37
On 5 Feb DRREDDY was trading at 1244.90. The strike last trading price was 29, which was -4.75 lower than the previous day. The implied volatity was 21.58, the open interest changed by -2 which decreased total open position to 35
On 4 Feb DRREDDY was trading at 1240.20. The strike last trading price was 34.4, which was -2.7 lower than the previous day. The implied volatity was 23.39, the open interest changed by -2 which decreased total open position to 37
On 3 Feb DRREDDY was trading at 1235.40. The strike last trading price was 37.7, which was -37.8 lower than the previous day. The implied volatity was 20.12, the open interest changed by 3 which increased total open position to 39
On 2 Feb DRREDDY was trading at 1182.50. The strike last trading price was 75.5, which was 18.65 higher than the previous day. The implied volatity was 23.4, the open interest changed by 0 which decreased total open position to 36
On 1 Feb DRREDDY was trading at 1178.70. The strike last trading price was 56.85, which was 6.95 higher than the previous day. The implied volatity was 15.19, the open interest changed by 0 which decreased total open position to 37
On 30 Jan DRREDDY was trading at 1218.10. The strike last trading price was 49.9, which was -3.8 lower than the previous day. The implied volatity was 20.63, the open interest changed by -1 which decreased total open position to 37
On 29 Jan DRREDDY was trading at 1208.90. The strike last trading price was 53.7, which was 5.8 higher than the previous day. The implied volatity was 21.19, the open interest changed by -3 which decreased total open position to 39
On 28 Jan DRREDDY was trading at 1222.50. The strike last trading price was 47.9, which was 8.85 higher than the previous day. The implied volatity was 22.97, the open interest changed by 1 which increased total open position to 43
On 27 Jan DRREDDY was trading at 1239.80. The strike last trading price was 39, which was -5.75 lower than the previous day. The implied volatity was 23.6, the open interest changed by 10 which increased total open position to 42
On 23 Jan DRREDDY was trading at 1235.60. The strike last trading price was 43.5, which was -9.25 lower than the previous day. The implied volatity was 25.85, the open interest changed by 9 which increased total open position to 32
On 22 Jan DRREDDY was trading at 1217.50. The strike last trading price was 52.75, which was -28.2 lower than the previous day. The implied volatity was 24.24, the open interest changed by 15 which increased total open position to 23
On 21 Jan DRREDDY was trading at 1157.20. The strike last trading price was 80.95, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 20 Jan DRREDDY was trading at 1166.70. The strike last trading price was 80.95, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 19 Jan DRREDDY was trading at 1167.20. The strike last trading price was 80.95, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 16 Jan DRREDDY was trading at 1175.50. The strike last trading price was 80.95, which was 0.35 higher than the previous day. The implied volatity was 23.19, the open interest changed by 0 which decreased total open position to 9
On 14 Jan DRREDDY was trading at 1186.50. The strike last trading price was 80.6, which was 17.15 higher than the previous day. The implied volatity was 29.85, the open interest changed by 12 which increased total open position to 12
On 13 Jan DRREDDY was trading at 1191.30. The strike last trading price was 63.45, 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 Jan DRREDDY was trading at 1215.50. The strike last trading price was 63.45, 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 Jan DRREDDY was trading at 1210.10. The strike last trading price was 63.45, 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 Jan DRREDDY was trading at 1206.90. The strike last trading price was 63.45, 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 7 Jan DRREDDY was trading at 1242.80. The strike last trading price was 63.45, which was 0 lower than the previous day. The implied volatity was 0.06, the open interest changed by 0 which decreased total open position to 0
On 6 Jan DRREDDY was trading at 1256.20. The strike last trading price was 63.45, which was 0 lower than the previous day. The implied volatity was 0.8, the open interest changed by 0 which decreased total open position to 0
On 5 Jan DRREDDY was trading at 1250.00. The strike last trading price was 63.45, which was 0 lower than the previous day. The implied volatity was 0.32, the open interest changed by 0 which decreased total open position to 0
On 2 Jan DRREDDY was trading at 1256.10. The strike last trading price was 63.45, which was 0 lower than the previous day. The implied volatity was 1.03, the open interest changed by 0 which decreased total open position to 0
On 1 Jan DRREDDY was trading at 1253.40. The strike last trading price was 63.45, which was 0 lower than the previous day. The implied volatity was 0.68, the open interest changed by 0 which decreased total open position to 0
On 31 Dec DRREDDY was trading at 1271.40. The strike last trading price was 63.45, which was 0 lower than the previous day. The implied volatity was 1.75, the open interest changed by 0 which decreased total open position to 0
On 30 Dec DRREDDY was trading at 1265.80. The strike last trading price was 63.45, which was 0 lower than the previous day. The implied volatity was 1.57, the open interest changed by 0 which decreased total open position to 0
On 29 Dec DRREDDY was trading at 1268.60. The strike last trading price was 63.45, 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 Dec DRREDDY was trading at 1269.30. The strike last trading price was 63.45, which was 0 lower than the previous day. The implied volatity was 1.61, 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 63.45, which was 0 lower than the previous day. The implied volatity was 1.49, 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 63.45, which was - 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 -, which was - 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 -, which was - 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 -, which was - 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 -, which was - 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 63.45, which was - 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 63.45, 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 -, which was - 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 -, which was - 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 -, which was - 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 63.45, which was - 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 -, which was - 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 -, which was - 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 63.45, which was 0 lower than the previous day. The implied volatity was 2.25, 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 -, which was - 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 -, which was - 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 63.45, which was 0 lower than the previous day. The implied volatity was 1.38, 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 63.45, which was 0 lower than the previous day. The implied volatity was 1.35, 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 63.45, which was 0 lower than the previous day. The implied volatity was 0.94, the open interest changed by 0 which decreased total open position to 0
