DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
14 Nov 2024 04:10 PM IST
| DRREDDY 28NOV2024 1260 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.28
Vega: 0.81
Theta: -0.62
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 1226.70 | 7.45 | -7.75 | 18.12 | 4,545 | 100 | 1,535 | |||
| 13 Nov | 1245.00 | 15.2 | -7.80 | 19.17 | 6,030 | 615 | 1,445 | |||
| 12 Nov | 1263.90 | 23 | -14.35 | 20.02 | 1,635 | 120 | 825 | |||
| 11 Nov | 1287.90 | 37.35 | 3.80 | 15.21 | 1,875 | -190 | 710 | |||
| 8 Nov | 1283.65 | 33.55 | -7.65 | 14.20 | 1,225 | 115 | 900 | |||
| 7 Nov | 1287.35 | 41.2 | -11.90 | 15.21 | 335 | -5 | 780 | |||
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| 6 Nov | 1302.10 | 53.1 | 6.95 | 16.69 | 5,860 | -1,325 | 845 | |||
| 5 Nov | 1272.20 | 46.15 | -0.20 | 25.46 | 12,360 | 1,130 | 2,250 | |||
| 4 Nov | 1268.30 | 46.35 | 0.35 | 28.33 | 6,465 | 710 | 1,110 | |||
| 1 Nov | 1259.60 | 46 | -12.00 | 29.53 | 640 | 190 | 385 | |||
| 31 Oct | 1274.20 | 58 | -763.05 | - | 725 | 200 | 200 | |||
| 30 Oct | 1249.85 | 821.05 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1274.70 | 821.05 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1311.50 | 821.05 | - | 0 | 0 | 0 | ||||
For Dr. Reddy S Laboratories - strike price 1260 expiring on 28NOV2024
Delta for 1260 CE is 0.28
Historical price for 1260 CE is as follows
On 14 Nov DRREDDY was trading at 1226.70. The strike last trading price was 7.45, which was -7.75 lower than the previous day. The implied volatity was 18.12, the open interest changed by 20 which increased total open position to 307
On 13 Nov DRREDDY was trading at 1245.00. The strike last trading price was 15.2, which was -7.80 lower than the previous day. The implied volatity was 19.17, the open interest changed by 123 which increased total open position to 289
On 12 Nov DRREDDY was trading at 1263.90. The strike last trading price was 23, which was -14.35 lower than the previous day. The implied volatity was 20.02, the open interest changed by 24 which increased total open position to 165
On 11 Nov DRREDDY was trading at 1287.90. The strike last trading price was 37.35, which was 3.80 higher than the previous day. The implied volatity was 15.21, the open interest changed by -38 which decreased total open position to 142
On 8 Nov DRREDDY was trading at 1283.65. The strike last trading price was 33.55, which was -7.65 lower than the previous day. The implied volatity was 14.20, the open interest changed by 23 which increased total open position to 180
On 7 Nov DRREDDY was trading at 1287.35. The strike last trading price was 41.2, which was -11.90 lower than the previous day. The implied volatity was 15.21, the open interest changed by -1 which decreased total open position to 156
On 6 Nov DRREDDY was trading at 1302.10. The strike last trading price was 53.1, which was 6.95 higher than the previous day. The implied volatity was 16.69, the open interest changed by -265 which decreased total open position to 169
On 5 Nov DRREDDY was trading at 1272.20. The strike last trading price was 46.15, which was -0.20 lower than the previous day. The implied volatity was 25.46, the open interest changed by 226 which increased total open position to 450
On 4 Nov DRREDDY was trading at 1268.30. The strike last trading price was 46.35, which was 0.35 higher than the previous day. The implied volatity was 28.33, the open interest changed by 142 which increased total open position to 222
On 1 Nov DRREDDY was trading at 1259.60. The strike last trading price was 46, which was -12.00 lower than the previous day. The implied volatity was 29.53, the open interest changed by 38 which increased total open position to 77
On 31 Oct DRREDDY was trading at 1274.20. The strike last trading price was 58, which was -763.05 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 821.05, 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 821.05, 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 821.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| DRREDDY 28NOV2024 1260 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.69
Vega: 0.85
Theta: -0.41
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 1226.70 | 36.6 | 10.60 | 21.44 | 1,360 | -80 | 1,295 |
| 13 Nov | 1245.00 | 26 | 6.50 | 20.95 | 3,430 | -240 | 1,370 |
| 12 Nov | 1263.90 | 19.5 | 8.05 | 20.37 | 2,785 | -150 | 1,650 |
| 11 Nov | 1287.90 | 11.45 | -3.40 | 22.11 | 2,940 | 285 | 1,800 |
| 8 Nov | 1283.65 | 14.85 | 2.60 | 22.09 | 4,750 | -755 | 1,520 |
| 7 Nov | 1287.35 | 12.25 | 2.10 | 21.54 | 3,555 | -280 | 2,270 |
| 6 Nov | 1302.10 | 10.15 | -19.10 | 22.25 | 11,580 | 405 | 2,590 |
| 5 Nov | 1272.20 | 29.25 | -8.05 | 31.95 | 8,030 | 640 | 2,190 |
| 4 Nov | 1268.30 | 37.3 | -5.95 | 35.54 | 3,900 | 770 | 1,530 |
| 1 Nov | 1259.60 | 43.25 | 8.65 | 35.81 | 690 | 55 | 765 |
| 31 Oct | 1274.20 | 34.6 | -13.40 | - | 1,270 | 195 | 735 |
| 30 Oct | 1249.85 | 48 | 11.50 | - | 770 | 140 | 535 |
| 29 Oct | 1274.70 | 36.5 | 13.45 | - | 760 | 285 | 395 |
| 28 Oct | 1311.50 | 23.05 | - | 105 | 73 | 80 | |
For Dr. Reddy S Laboratories - strike price 1260 expiring on 28NOV2024
Delta for 1260 PE is -0.69
Historical price for 1260 PE is as follows
On 14 Nov DRREDDY was trading at 1226.70. The strike last trading price was 36.6, which was 10.60 higher than the previous day. The implied volatity was 21.44, the open interest changed by -16 which decreased total open position to 259
On 13 Nov DRREDDY was trading at 1245.00. The strike last trading price was 26, which was 6.50 higher than the previous day. The implied volatity was 20.95, the open interest changed by -48 which decreased total open position to 274
On 12 Nov DRREDDY was trading at 1263.90. The strike last trading price was 19.5, which was 8.05 higher than the previous day. The implied volatity was 20.37, the open interest changed by -30 which decreased total open position to 330
On 11 Nov DRREDDY was trading at 1287.90. The strike last trading price was 11.45, which was -3.40 lower than the previous day. The implied volatity was 22.11, the open interest changed by 57 which increased total open position to 360
On 8 Nov DRREDDY was trading at 1283.65. The strike last trading price was 14.85, which was 2.60 higher than the previous day. The implied volatity was 22.09, the open interest changed by -151 which decreased total open position to 304
On 7 Nov DRREDDY was trading at 1287.35. The strike last trading price was 12.25, which was 2.10 higher than the previous day. The implied volatity was 21.54, the open interest changed by -56 which decreased total open position to 454
On 6 Nov DRREDDY was trading at 1302.10. The strike last trading price was 10.15, which was -19.10 lower than the previous day. The implied volatity was 22.25, the open interest changed by 81 which increased total open position to 518
On 5 Nov DRREDDY was trading at 1272.20. The strike last trading price was 29.25, which was -8.05 lower than the previous day. The implied volatity was 31.95, the open interest changed by 128 which increased total open position to 438
On 4 Nov DRREDDY was trading at 1268.30. The strike last trading price was 37.3, which was -5.95 lower than the previous day. The implied volatity was 35.54, the open interest changed by 154 which increased total open position to 306
On 1 Nov DRREDDY was trading at 1259.60. The strike last trading price was 43.25, which was 8.65 higher than the previous day. The implied volatity was 35.81, the open interest changed by 11 which increased total open position to 153
On 31 Oct DRREDDY was trading at 1274.20. The strike last trading price was 34.6, which was -13.40 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 48, which was 11.50 higher 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 36.5, which was 13.45 higher 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 23.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
