[--[65.84.65.76]--]

DRREDDY

Dr. Reddy S Laboratories
1246.2 -20.30 (-1.60%)
L: 1241.3 H: 1267.4

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Historical option data for DRREDDY

09 Dec 2025 04:10 PM IST
DRREDDY 30-DEC-2025 1260 CE
Delta: 0.47
Vega: 1.19
Theta: -0.61
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 1246.20 16.75 -10.75 15.88 674 181 433
8 Dec 1266.50 27 -5.7 15.78 173 52 250
5 Dec 1275.20 33.05 -5.2 13.77 149 -30 199
4 Dec 1277.60 38.7 1.3 16.60 284 3 233
3 Dec 1280.70 37.5 1.15 14.17 877 7 230
2 Dec 1275.20 38.5 11.35 16.57 953 -68 231
1 Dec 1260.10 26.85 -1.8 15.32 1,108 -47 289
28 Nov 1258.80 27.95 4.2 15.88 746 -22 336
27 Nov 1249.30 24.4 -1.3 15.94 559 77 357
26 Nov 1248.00 25 3.35 16.89 401 -18 279
25 Nov 1236.10 20.6 1.55 17.05 900 152 300
24 Nov 1226.20 19.65 -3.25 19.38 534 74 153
21 Nov 1243.90 23.2 -4.65 15.23 63 23 77
20 Nov 1248.60 28 -0.35 16.66 59 37 53
19 Nov 1250.20 28.1 3.1 15.53 14 11 17
18 Nov 1243.80 25 2 15.90 1 0 6
17 Nov 1244.40 23 4 - 0 0 0
14 Nov 1246.00 23 4 - 0 0 0
13 Nov 1234.90 23 4 - 0 1 0
12 Nov 1229.60 23 4 16.26 2 0 5
11 Nov 1211.50 19 -2 17.75 5 1 4
10 Nov 1198.70 21 -19.55 - 0 0 0
7 Nov 1205.40 21 -19.55 - 0 0 0
6 Nov 1205.20 21 -19.55 - 0 0 0
4 Nov 1200.00 21 -19.55 - 0 0 0
3 Nov 1196.00 21 -19.55 - 0 0 0
31 Oct 1197.60 21 -19.55 - 0 1 0
30 Oct 1202.20 21 -19.55 18.10 4 -1 1
29 Oct 1250.90 40.55 -12.85 14.48 2 1 1
27 Oct 1284.30 53.4 0 - 0 0 0
24 Oct 1283.60 53.4 0 - 0 0 0
21 Oct 1288.70 53.4 0 - 0 0 0
16 Oct 1240.20 53.4 0 - 0 0 0
13 Oct 1262.40 53.4 0 - 0 0 0
10 Oct 1264.40 53.4 0 - 0 0 0
9 Oct 1246.10 53.4 0 - 0 0 0
8 Oct 1234.50 53.4 0 - 0 0 0
7 Oct 1248.50 53.4 0 - 0 0 0
6 Oct 1248.60 0 0 - 0 0 0
3 Oct 1248.10 0 0 - 0 0 0


For Dr. Reddy S Laboratories - strike price 1260 expiring on 30DEC2025

Delta for 1260 CE is 0.47

Historical price for 1260 CE is as follows

On 9 Dec DRREDDY was trading at 1246.20. The strike last trading price was 16.75, which was -10.75 lower than the previous day. The implied volatity was 15.88, the open interest changed by 181 which increased total open position to 433


On 8 Dec DRREDDY was trading at 1266.50. The strike last trading price was 27, which was -5.7 lower than the previous day. The implied volatity was 15.78, the open interest changed by 52 which increased total open position to 250


On 5 Dec DRREDDY was trading at 1275.20. The strike last trading price was 33.05, which was -5.2 lower than the previous day. The implied volatity was 13.77, the open interest changed by -30 which decreased total open position to 199


On 4 Dec DRREDDY was trading at 1277.60. The strike last trading price was 38.7, which was 1.3 higher than the previous day. The implied volatity was 16.60, the open interest changed by 3 which increased total open position to 233


On 3 Dec DRREDDY was trading at 1280.70. The strike last trading price was 37.5, which was 1.15 higher than the previous day. The implied volatity was 14.17, the open interest changed by 7 which increased total open position to 230


On 2 Dec DRREDDY was trading at 1275.20. The strike last trading price was 38.5, which was 11.35 higher than the previous day. The implied volatity was 16.57, the open interest changed by -68 which decreased total open position to 231


On 1 Dec DRREDDY was trading at 1260.10. The strike last trading price was 26.85, which was -1.8 lower than the previous day. The implied volatity was 15.32, the open interest changed by -47 which decreased total open position to 289


On 28 Nov DRREDDY was trading at 1258.80. The strike last trading price was 27.95, which was 4.2 higher than the previous day. The implied volatity was 15.88, the open interest changed by -22 which decreased total open position to 336


On 27 Nov DRREDDY was trading at 1249.30. The strike last trading price was 24.4, which was -1.3 lower than the previous day. The implied volatity was 15.94, the open interest changed by 77 which increased total open position to 357


On 26 Nov DRREDDY was trading at 1248.00. The strike last trading price was 25, which was 3.35 higher than the previous day. The implied volatity was 16.89, the open interest changed by -18 which decreased total open position to 279


On 25 Nov DRREDDY was trading at 1236.10. The strike last trading price was 20.6, which was 1.55 higher than the previous day. The implied volatity was 17.05, the open interest changed by 152 which increased total open position to 300


On 24 Nov DRREDDY was trading at 1226.20. The strike last trading price was 19.65, which was -3.25 lower than the previous day. The implied volatity was 19.38, the open interest changed by 74 which increased total open position to 153


On 21 Nov DRREDDY was trading at 1243.90. The strike last trading price was 23.2, which was -4.65 lower than the previous day. The implied volatity was 15.23, the open interest changed by 23 which increased total open position to 77


On 20 Nov DRREDDY was trading at 1248.60. The strike last trading price was 28, which was -0.35 lower than the previous day. The implied volatity was 16.66, the open interest changed by 37 which increased total open position to 53


On 19 Nov DRREDDY was trading at 1250.20. The strike last trading price was 28.1, which was 3.1 higher than the previous day. The implied volatity was 15.53, the open interest changed by 11 which increased total open position to 17


On 18 Nov DRREDDY was trading at 1243.80. The strike last trading price was 25, which was 2 higher than the previous day. The implied volatity was 15.90, the open interest changed by 0 which decreased total open position to 6


On 17 Nov DRREDDY was trading at 1244.40. The strike last trading price was 23, which was 4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Nov DRREDDY was trading at 1246.00. The strike last trading price was 23, which was 4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Nov DRREDDY was trading at 1234.90. The strike last trading price was 23, which was 4 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 12 Nov DRREDDY was trading at 1229.60. The strike last trading price was 23, which was 4 higher than the previous day. The implied volatity was 16.26, the open interest changed by 0 which decreased total open position to 5


On 11 Nov DRREDDY was trading at 1211.50. The strike last trading price was 19, which was -2 lower than the previous day. The implied volatity was 17.75, the open interest changed by 1 which increased total open position to 4


On 10 Nov DRREDDY was trading at 1198.70. The strike last trading price was 21, which was -19.55 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 21, which was -19.55 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 21, which was -19.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Nov DRREDDY was trading at 1200.00. The strike last trading price was 21, which was -19.55 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 21, which was -19.55 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 21, which was -19.55 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 30 Oct DRREDDY was trading at 1202.20. The strike last trading price was 21, which was -19.55 lower than the previous day. The implied volatity was 18.10, the open interest changed by -1 which decreased total open position to 1


On 29 Oct DRREDDY was trading at 1250.90. The strike last trading price was 40.55, which was -12.85 lower than the previous day. The implied volatity was 14.48, the open interest changed by 1 which increased total open position to 1


On 27 Oct DRREDDY was trading at 1284.30. The strike last trading price was 53.4, 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 24 Oct DRREDDY was trading at 1283.60. The strike last trading price was 53.4, 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 21 Oct DRREDDY was trading at 1288.70. The strike last trading price was 53.4, 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 16 Oct DRREDDY was trading at 1240.20. The strike last trading price was 53.4, 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 13 Oct DRREDDY was trading at 1262.40. The strike last trading price was 53.4, 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 10 Oct DRREDDY was trading at 1264.40. The strike last trading price was 53.4, 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 9 Oct DRREDDY was trading at 1246.10. The strike last trading price was 53.4, 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 8 Oct DRREDDY was trading at 1234.50. The strike last trading price was 53.4, 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 7 Oct DRREDDY was trading at 1248.50. The strike last trading price was 53.4, 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 6 Oct DRREDDY was trading at 1248.60. The strike last trading price was 0, 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 Oct DRREDDY was trading at 1248.10. The strike last trading price was 0, 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 30DEC2025 1260 PE
Delta: -0.53
Vega: 1.19
Theta: -0.30
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 1246.20 22.95 8.25 17.16 479 -4 205
8 Dec 1266.50 14.55 3.05 16.73 483 38 207
5 Dec 1275.20 11.3 -1.4 16.21 332 -2 167
4 Dec 1277.60 12.15 -1.9 17.34 451 -2 170
3 Dec 1280.70 15.05 0.7 19.83 725 2 175
2 Dec 1275.20 14.05 -8.05 17.89 497 55 185
1 Dec 1260.10 22.05 -1.35 18.89 430 47 129
28 Nov 1258.80 23.5 -4.95 18.58 168 34 83
27 Nov 1249.30 28.5 0.4 19.37 61 4 50
26 Nov 1248.00 28.7 -11.45 18.46 39 27 47
25 Nov 1236.10 40.1 3.7 22.02 19 11 20
24 Nov 1226.20 36.4 0.8 14.63 22 8 10
21 Nov 1243.90 35.6 -35 20.80 2 0 0
20 Nov 1248.60 70.6 0 0.16 0 0 0
19 Nov 1250.20 70.6 0 0.35 0 0 0
18 Nov 1243.80 70.6 0 - 0 0 0
17 Nov 1244.40 70.6 0 - 0 0 0
14 Nov 1246.00 70.6 0 0.32 0 0 0
13 Nov 1234.90 70.6 0 - 0 0 0
12 Nov 1229.60 70.6 0 - 0 0 0
11 Nov 1211.50 70.6 0 - 0 0 0
10 Nov 1198.70 70.6 0 - 0 0 0
7 Nov 1205.40 70.6 0 - 0 0 0
6 Nov 1205.20 70.6 0 - 0 0 0
4 Nov 1200.00 70.6 0 - 0 0 0
3 Nov 1196.00 70.6 0 - 0 0 0
31 Oct 1197.60 70.6 0 - 0 0 0
30 Oct 1202.20 70.6 0 - 0 0 0
29 Oct 1250.90 70.6 0 1.09 0 0 0
27 Oct 1284.30 70.6 0 2.51 0 0 0
24 Oct 1283.60 70.6 0 2.49 0 0 0
21 Oct 1288.70 70.6 0 2.80 0 0 0
16 Oct 1240.20 70.6 0 0.31 0 0 0
13 Oct 1262.40 70.6 0 - 0 0 0
10 Oct 1264.40 70.6 0 1.54 0 0 0
9 Oct 1246.10 70.6 0 - 0 0 0
8 Oct 1234.50 70.6 0 0.20 0 0 0
7 Oct 1248.50 70.6 0 0.93 0 0 0
6 Oct 1248.60 0 0 - 0 0 0
3 Oct 1248.10 0 0 0.86 0 0 0


For Dr. Reddy S Laboratories - strike price 1260 expiring on 30DEC2025

Delta for 1260 PE is -0.53

Historical price for 1260 PE is as follows

On 9 Dec DRREDDY was trading at 1246.20. The strike last trading price was 22.95, which was 8.25 higher than the previous day. The implied volatity was 17.16, the open interest changed by -4 which decreased total open position to 205


On 8 Dec DRREDDY was trading at 1266.50. The strike last trading price was 14.55, which was 3.05 higher than the previous day. The implied volatity was 16.73, the open interest changed by 38 which increased total open position to 207


On 5 Dec DRREDDY was trading at 1275.20. The strike last trading price was 11.3, which was -1.4 lower than the previous day. The implied volatity was 16.21, the open interest changed by -2 which decreased total open position to 167


On 4 Dec DRREDDY was trading at 1277.60. The strike last trading price was 12.15, which was -1.9 lower than the previous day. The implied volatity was 17.34, the open interest changed by -2 which decreased total open position to 170


On 3 Dec DRREDDY was trading at 1280.70. The strike last trading price was 15.05, which was 0.7 higher than the previous day. The implied volatity was 19.83, the open interest changed by 2 which increased total open position to 175


On 2 Dec DRREDDY was trading at 1275.20. The strike last trading price was 14.05, which was -8.05 lower than the previous day. The implied volatity was 17.89, the open interest changed by 55 which increased total open position to 185


On 1 Dec DRREDDY was trading at 1260.10. The strike last trading price was 22.05, which was -1.35 lower than the previous day. The implied volatity was 18.89, the open interest changed by 47 which increased total open position to 129


On 28 Nov DRREDDY was trading at 1258.80. The strike last trading price was 23.5, which was -4.95 lower than the previous day. The implied volatity was 18.58, the open interest changed by 34 which increased total open position to 83


On 27 Nov DRREDDY was trading at 1249.30. The strike last trading price was 28.5, which was 0.4 higher than the previous day. The implied volatity was 19.37, the open interest changed by 4 which increased total open position to 50


On 26 Nov DRREDDY was trading at 1248.00. The strike last trading price was 28.7, which was -11.45 lower than the previous day. The implied volatity was 18.46, the open interest changed by 27 which increased total open position to 47


On 25 Nov DRREDDY was trading at 1236.10. The strike last trading price was 40.1, which was 3.7 higher than the previous day. The implied volatity was 22.02, the open interest changed by 11 which increased total open position to 20


On 24 Nov DRREDDY was trading at 1226.20. The strike last trading price was 36.4, which was 0.8 higher than the previous day. The implied volatity was 14.63, the open interest changed by 8 which increased total open position to 10


On 21 Nov DRREDDY was trading at 1243.90. The strike last trading price was 35.6, which was -35 lower than the previous day. The implied volatity was 20.80, the open interest changed by 0 which decreased total open position to 0


On 20 Nov DRREDDY was trading at 1248.60. The strike last trading price was 70.6, which was 0 lower than the previous day. The implied volatity was 0.16, 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 70.6, which was 0 lower than the previous day. The implied volatity was 0.35, the open interest changed by 0 which decreased total open position to 0


On 18 Nov DRREDDY was trading at 1243.80. The strike last trading price was 70.6, 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 Nov DRREDDY was trading at 1244.40. The strike last trading price was 70.6, 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 14 Nov DRREDDY was trading at 1246.00. The strike last trading price was 70.6, 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 13 Nov DRREDDY was trading at 1234.90. The strike last trading price was 70.6, 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 Nov DRREDDY was trading at 1229.60. The strike last trading price was 70.6, 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 70.6, 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 Nov DRREDDY was trading at 1198.70. The strike last trading price was 70.6, 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 Nov DRREDDY was trading at 1205.40. The strike last trading price was 70.6, 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 6 Nov DRREDDY was trading at 1205.20. The strike last trading price was 70.6, 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 Nov DRREDDY was trading at 1200.00. The strike last trading price was 70.6, 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 Nov DRREDDY was trading at 1196.00. The strike last trading price was 70.6, 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 70.6, 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 Oct DRREDDY was trading at 1202.20. The strike last trading price was 70.6, 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 Oct DRREDDY was trading at 1250.90. The strike last trading price was 70.6, which was 0 lower than the previous day. The implied volatity was 1.09, the open interest changed by 0 which decreased total open position to 0


On 27 Oct DRREDDY was trading at 1284.30. The strike last trading price was 70.6, which was 0 lower than the previous day. The implied volatity was 2.51, the open interest changed by 0 which decreased total open position to 0


On 24 Oct DRREDDY was trading at 1283.60. The strike last trading price was 70.6, which was 0 lower than the previous day. The implied volatity was 2.49, the open interest changed by 0 which decreased total open position to 0


On 21 Oct DRREDDY was trading at 1288.70. The strike last trading price was 70.6, which was 0 lower than the previous day. The implied volatity was 2.80, the open interest changed by 0 which decreased total open position to 0


On 16 Oct DRREDDY was trading at 1240.20. The strike last trading price was 70.6, which was 0 lower than the previous day. The implied volatity was 0.31, the open interest changed by 0 which decreased total open position to 0


On 13 Oct DRREDDY was trading at 1262.40. The strike last trading price was 70.6, 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 Oct DRREDDY was trading at 1264.40. The strike last trading price was 70.6, which was 0 lower than the previous day. The implied volatity was 1.54, the open interest changed by 0 which decreased total open position to 0


On 9 Oct DRREDDY was trading at 1246.10. The strike last trading price was 70.6, 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 Oct DRREDDY was trading at 1234.50. The strike last trading price was 70.6, which was 0 lower than the previous day. The implied volatity was 0.20, the open interest changed by 0 which decreased total open position to 0


On 7 Oct DRREDDY was trading at 1248.50. The strike last trading price was 70.6, which was 0 lower than the previous day. The implied volatity was 0.93, the open interest changed by 0 which decreased total open position to 0


On 6 Oct DRREDDY was trading at 1248.60. The strike last trading price was 0, 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 Oct DRREDDY was trading at 1248.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.86, the open interest changed by 0 which decreased total open position to 0