DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
03 Dec 2024 04:10 PM IST
| DRREDDY 26DEC2024 1260 CE | ||||||||||
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Delta: 0.31
Vega: 1.09
Theta: -0.52
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 1224.50 | 10.7 | -0.30 | 17.70 | 419 | 19 | 221 | |||
| 2 Dec | 1221.75 | 11 | 1.65 | 18.35 | 484 | 12 | 201 | |||
| 29 Nov | 1202.30 | 9.35 | 0.40 | 20.19 | 719 | 124 | 191 | |||
| 28 Nov | 1191.95 | 8.95 | -1.45 | 20.43 | 115 | 46 | 67 | |||
| 27 Nov | 1199.90 | 10.4 | -5.00 | 20.42 | 32 | 8 | 21 | |||
| 26 Nov | 1208.65 | 15.4 | -649.60 | 21.76 | 38 | 13 | 13 | |||
| 25 Nov | 1209.30 | 665 | 0.00 | 2.81 | 0 | 0 | 0 | |||
| 22 Nov | 1214.45 | 665 | 0.00 | 2.58 | 0 | 0 | 0 | |||
| 21 Nov | 1195.35 | 665 | 0.00 | 4.12 | 0 | 0 | 0 | |||
| 20 Nov | 1213.45 | 665 | 0.00 | 2.45 | 0 | 0 | 0 | |||
| 19 Nov | 1213.45 | 665 | 0.00 | 2.45 | 0 | 0 | 0 | |||
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| 18 Nov | 1193.55 | 665 | 0.00 | 3.83 | 0 | 0 | 0 | |||
| 14 Nov | 1226.70 | 665 | 0.00 | 1.24 | 0 | 0 | 0 | |||
| 13 Nov | 1245.00 | 665 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 1263.90 | 665 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 1283.65 | 665 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1287.35 | 665 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1268.30 | 665 | - | 0 | 0 | 0 | ||||
For Dr. Reddy S Laboratories - strike price 1260 expiring on 26DEC2024
Delta for 1260 CE is 0.31
Historical price for 1260 CE is as follows
On 3 Dec DRREDDY was trading at 1224.50. The strike last trading price was 10.7, which was -0.30 lower than the previous day. The implied volatity was 17.70, the open interest changed by 19 which increased total open position to 221
On 2 Dec DRREDDY was trading at 1221.75. The strike last trading price was 11, which was 1.65 higher than the previous day. The implied volatity was 18.35, the open interest changed by 12 which increased total open position to 201
On 29 Nov DRREDDY was trading at 1202.30. The strike last trading price was 9.35, which was 0.40 higher than the previous day. The implied volatity was 20.19, the open interest changed by 124 which increased total open position to 191
On 28 Nov DRREDDY was trading at 1191.95. The strike last trading price was 8.95, which was -1.45 lower than the previous day. The implied volatity was 20.43, the open interest changed by 46 which increased total open position to 67
On 27 Nov DRREDDY was trading at 1199.90. The strike last trading price was 10.4, which was -5.00 lower than the previous day. The implied volatity was 20.42, the open interest changed by 8 which increased total open position to 21
On 26 Nov DRREDDY was trading at 1208.65. The strike last trading price was 15.4, which was -649.60 lower than the previous day. The implied volatity was 21.76, the open interest changed by 13 which increased total open position to 13
On 25 Nov DRREDDY was trading at 1209.30. The strike last trading price was 665, which was 0.00 lower than the previous day. The implied volatity was 2.81, the open interest changed by 0 which decreased total open position to 0
On 22 Nov DRREDDY was trading at 1214.45. The strike last trading price was 665, which was 0.00 lower than the previous day. The implied volatity was 2.58, the open interest changed by 0 which decreased total open position to 0
On 21 Nov DRREDDY was trading at 1195.35. The strike last trading price was 665, which was 0.00 lower than the previous day. The implied volatity was 4.12, the open interest changed by 0 which decreased total open position to 0
On 20 Nov DRREDDY was trading at 1213.45. The strike last trading price was 665, which was 0.00 lower than the previous day. The implied volatity was 2.45, the open interest changed by 0 which decreased total open position to 0
On 19 Nov DRREDDY was trading at 1213.45. The strike last trading price was 665, which was 0.00 lower than the previous day. The implied volatity was 2.45, the open interest changed by 0 which decreased total open position to 0
On 18 Nov DRREDDY was trading at 1193.55. The strike last trading price was 665, which was 0.00 lower than the previous day. The implied volatity was 3.83, the open interest changed by 0 which decreased total open position to 0
On 14 Nov DRREDDY was trading at 1226.70. The strike last trading price was 665, which was 0.00 lower than the previous day. The implied volatity was 1.24, the open interest changed by 0 which decreased total open position to 0
On 13 Nov DRREDDY was trading at 1245.00. The strike last trading price was 665, which was 0.00 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 1263.90. The strike last trading price was 665, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Nov DRREDDY was trading at 1283.65. The strike last trading price was 665, which was 0.00 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 1287.35. The strike last trading price was 665, which was 0.00 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 1268.30. The strike last trading price was 665, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| DRREDDY 26DEC2024 1260 PE | |||||||
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Delta: -0.65
Vega: 1.14
Theta: -0.33
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 1224.50 | 44.05 | -2.30 | 22.41 | 3 | -1 | 18 |
| 2 Dec | 1221.75 | 46.35 | -13.90 | 22.43 | 18 | 12 | 19 |
| 29 Nov | 1202.30 | 60.25 | 0.00 | 0.00 | 0 | 4 | 0 |
| 28 Nov | 1191.95 | 60.25 | -1.75 | 19.20 | 4 | 3 | 6 |
| 27 Nov | 1199.90 | 62 | 5.50 | 23.55 | 1 | 0 | 2 |
| 26 Nov | 1208.65 | 56.5 | -50.50 | 23.68 | 2 | 1 | 1 |
| 25 Nov | 1209.30 | 107 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 1214.45 | 107 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 1195.35 | 107 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 1213.45 | 107 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 1213.45 | 107 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 1193.55 | 107 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 1226.70 | 107 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 1245.00 | 107 | 0.00 | 0.06 | 0 | 0 | 0 |
| 12 Nov | 1263.90 | 107 | 0.00 | 0.96 | 0 | 0 | 0 |
| 8 Nov | 1283.65 | 107 | 0.00 | 2.26 | 0 | 0 | 0 |
| 7 Nov | 1287.35 | 107 | 0.00 | 2.73 | 0 | 0 | 0 |
| 4 Nov | 1268.30 | 107 | 1.67 | 0 | 0 | 0 | |
For Dr. Reddy S Laboratories - strike price 1260 expiring on 26DEC2024
Delta for 1260 PE is -0.65
Historical price for 1260 PE is as follows
On 3 Dec DRREDDY was trading at 1224.50. The strike last trading price was 44.05, which was -2.30 lower than the previous day. The implied volatity was 22.41, the open interest changed by -1 which decreased total open position to 18
On 2 Dec DRREDDY was trading at 1221.75. The strike last trading price was 46.35, which was -13.90 lower than the previous day. The implied volatity was 22.43, the open interest changed by 12 which increased total open position to 19
On 29 Nov DRREDDY was trading at 1202.30. The strike last trading price was 60.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 28 Nov DRREDDY was trading at 1191.95. The strike last trading price was 60.25, which was -1.75 lower than the previous day. The implied volatity was 19.20, the open interest changed by 3 which increased total open position to 6
On 27 Nov DRREDDY was trading at 1199.90. The strike last trading price was 62, which was 5.50 higher than the previous day. The implied volatity was 23.55, the open interest changed by 0 which decreased total open position to 2
On 26 Nov DRREDDY was trading at 1208.65. The strike last trading price was 56.5, which was -50.50 lower than the previous day. The implied volatity was 23.68, the open interest changed by 1 which increased total open position to 1
On 25 Nov DRREDDY was trading at 1209.30. The strike last trading price was 107, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Nov DRREDDY was trading at 1214.45. The strike last trading price was 107, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Nov DRREDDY was trading at 1195.35. The strike last trading price was 107, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Nov DRREDDY was trading at 1213.45. The strike last trading price was 107, which was 0.00 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 1213.45. The strike last trading price was 107, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Nov DRREDDY was trading at 1193.55. The strike last trading price was 107, which was 0.00 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 1226.70. The strike last trading price was 107, which was 0.00 lower 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 1245.00. The strike last trading price was 107, which was 0.00 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 12 Nov DRREDDY was trading at 1263.90. The strike last trading price was 107, which was 0.00 lower than the previous day. The implied volatity was 0.96, the open interest changed by 0 which decreased total open position to 0
On 8 Nov DRREDDY was trading at 1283.65. The strike last trading price was 107, which was 0.00 lower than the previous day. The implied volatity was 2.26, the open interest changed by 0 which decreased total open position to 0
On 7 Nov DRREDDY was trading at 1287.35. The strike last trading price was 107, which was 0.00 lower than the previous day. The implied volatity was 2.73, the open interest changed by 0 which decreased total open position to 0
On 4 Nov DRREDDY was trading at 1268.30. The strike last trading price was 107, which was lower than the previous day. The implied volatity was 1.67, the open interest changed by 0 which decreased total open position to 0
