Historical option data for DRREDDY
12 Jun 2026 04:10 PM IST
| DRREDDY 30-Jun-2026 (16d) 1270 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.56
Vega: 0.01
Theta: -0.66
Gamma: 0.00723
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Jun | 1275.40 | 25.1 | -2.9 (-10.36%) | 19.16 | 1,158 | 49 | 309 | |||||||||
| 11 Jun | 1276.00 | 29.15 | 1.15 (4.11%) | 20.26 | 861 | -4 | 261 | |||||||||
| 10 Jun | 1271.70 | 28.05 | 0.05 (0.18%) | 20.92 | 533 | -9 | 264 | |||||||||
| 9 Jun | 1268.50 | 29.35 | -5.65 (-16.14%) | 22.17 | 399 | 40 | 278 | |||||||||
| 8 Jun | 1275.60 | 34.4 | -2.6 (-7.03%) | 23.11 | 193 | -5 | 239 | |||||||||
| 5 Jun | 1278.20 | 38.25 | 2.25 (6.25%) | 21.2 | 398 | -37 | 245 | |||||||||
| 4 Jun | 1267.50 | 35.9 | 1.9 (5.59%) | 25.05 | 586 | 153 | 282 | |||||||||
| 3 Jun | 1263.30 | 33.15 | -5.85 (-15.00%) | 25.07 | 436 | 44 | 125 | |||||||||
| 2 Jun | 1274.00 | 38 | -11 (-22.45%) | 22.65 | 313 | 61 | 81 | |||||||||
| 1 Jun | 1290.40 | 48.95 | -20.05 (-29.06%) | 23.12 | 10 | 2 | 19 | |||||||||
| 29 May | 1303.50 | 68.85 | -0.15 (-0.22%) | - | 6 | 0 | 17 | |||||||||
| 27 May | 1319.00 | 69.4 | -9.6 (-12.15%) | 20.89 | 6 | 4 | 16 | |||||||||
| 26 May | 1327.90 | 78.65 | 8.65 (12.36%) | 19.28 | 1 | 0 | 12 | |||||||||
| 25 May | 1331.40 | 70 | 0 (0.00%) | 22.48 | 1 | 0 | 12 | |||||||||
| 22 May | 1307.20 | 70 | -2 (-2.78%) | 22.48 | 1 | -1 | 12 | |||||||||
| 21 May | 1318.50 | 72.35 | -7.65 (-9.56%) | 22.44 | 1 | 0 | 13 | |||||||||
| 20 May | 1321.90 | 80.5 | 0.5 (0.63%) | 20.1 | 2 | 0 | 11 | |||||||||
| 19 May | 1335.20 | 80.5 | -9.5 (-10.56%) | 22.1 | 1 | 0 | 11 | |||||||||
| 18 May | 1331.20 | 90 | 0 (0.00%) | - | 0 | 0 | 11 | |||||||||
| 15 May | 1336.70 | 90 | 31.05 (52.67%) | 22.38 | 3 | 0 | 12 | |||||||||
| 14 May | 1303.60 | 58.95 | 8.05 (15.82%) | 17.51 | 4 | 2 | 12 | |||||||||
| 13 May | 1265.30 | 50.9 | -16.6 (-24.59%) | 0 | 16 | 10 | 11 | |||||||||
| 12 May | 1270.00 | 67.5 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 11 May | 1279.90 | 67.5 | -54.7 (-44.76%) | 29.77 | 1 | 1 | 1 | |||||||||
| 8 May | 1293.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 1307.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 1311.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 1271.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 1287.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 1322.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 1329.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Dr. Reddy S Laboratories - strike price 1270 expiring on 30JUN2026
Delta for 1270 CE is 0.56
Historical price for 1270 CE is as follows
On 12 Jun DRREDDY was trading at 1275.40. The strike last trading price was 25.1, which was -2.9 lower than the previous day. The implied volatity was 19.16, the open interest changed by 49 which increased total open position to 309
On 11 Jun DRREDDY was trading at 1276.00. The strike last trading price was 29.15, which was 1.15 higher than the previous day. The implied volatity was 20.26, the open interest changed by -4 which decreased total open position to 261
On 10 Jun DRREDDY was trading at 1271.70. The strike last trading price was 28.05, which was 0.05 higher than the previous day. The implied volatity was 20.92, the open interest changed by -9 which decreased total open position to 264
On 9 Jun DRREDDY was trading at 1268.50. The strike last trading price was 29.35, which was -5.65 lower than the previous day. The implied volatity was 22.17, the open interest changed by 40 which increased total open position to 278
On 8 Jun DRREDDY was trading at 1275.60. The strike last trading price was 34.4, which was -2.6 lower than the previous day. The implied volatity was 23.11, the open interest changed by -5 which decreased total open position to 239
On 5 Jun DRREDDY was trading at 1278.20. The strike last trading price was 38.25, which was 2.25 higher than the previous day. The implied volatity was 21.2, the open interest changed by -37 which decreased total open position to 245
On 4 Jun DRREDDY was trading at 1267.50. The strike last trading price was 35.9, which was 1.9 higher than the previous day. The implied volatity was 25.05, the open interest changed by 153 which increased total open position to 282
On 3 Jun DRREDDY was trading at 1263.30. The strike last trading price was 33.15, which was -5.85 lower than the previous day. The implied volatity was 25.07, the open interest changed by 44 which increased total open position to 125
On 2 Jun DRREDDY was trading at 1274.00. The strike last trading price was 38, which was -11 lower than the previous day. The implied volatity was 22.65, the open interest changed by 61 which increased total open position to 81
On 1 Jun DRREDDY was trading at 1290.40. The strike last trading price was 48.95, which was -20.05 lower than the previous day. The implied volatity was 23.12, the open interest changed by 2 which increased total open position to 19
On 29 May DRREDDY was trading at 1303.50. The strike last trading price was 68.85, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 27 May DRREDDY was trading at 1319.00. The strike last trading price was 69.4, which was -9.6 lower than the previous day. The implied volatity was 20.89, the open interest changed by 4 which increased total open position to 16
On 26 May DRREDDY was trading at 1327.90. The strike last trading price was 78.65, which was 8.65 higher than the previous day. The implied volatity was 19.28, the open interest changed by 0 which decreased total open position to 12
On 25 May DRREDDY was trading at 1331.40. The strike last trading price was 70, which was 0 lower than the previous day. The implied volatity was 22.48, the open interest changed by 0 which decreased total open position to 12
On 22 May DRREDDY was trading at 1307.20. The strike last trading price was 70, which was -2 lower than the previous day. The implied volatity was 22.48, the open interest changed by -1 which decreased total open position to 12
On 21 May DRREDDY was trading at 1318.50. The strike last trading price was 72.35, which was -7.65 lower than the previous day. The implied volatity was 22.44, the open interest changed by 0 which decreased total open position to 13
On 20 May DRREDDY was trading at 1321.90. The strike last trading price was 80.5, which was 0.5 higher than the previous day. The implied volatity was 20.1, the open interest changed by 0 which decreased total open position to 11
On 19 May DRREDDY was trading at 1335.20. The strike last trading price was 80.5, which was -9.5 lower than the previous day. The implied volatity was 22.1, the open interest changed by 0 which decreased total open position to 11
On 18 May DRREDDY was trading at 1331.20. The strike last trading price was 90, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 15 May DRREDDY was trading at 1336.70. The strike last trading price was 90, which was 31.05 higher than the previous day. The implied volatity was 22.38, the open interest changed by 0 which decreased total open position to 12
On 14 May DRREDDY was trading at 1303.60. The strike last trading price was 58.95, which was 8.05 higher than the previous day. The implied volatity was 17.51, the open interest changed by 2 which increased total open position to 12
On 13 May DRREDDY was trading at 1265.30. The strike last trading price was 50.9, which was -16.6 lower than the previous day. The implied volatity was 0, the open interest changed by 10 which increased total open position to 11
On 12 May DRREDDY was trading at 1270.00. The strike last trading price was 67.5, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 11 May DRREDDY was trading at 1279.90. The strike last trading price was 67.5, which was -54.7 lower than the previous day. The implied volatity was 29.77, the open interest changed by 1 which increased total open position to 1
On 8 May DRREDDY was trading at 1293.90. 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 7 May DRREDDY was trading at 1307.60. 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 6 May DRREDDY was trading at 1311.00. 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 5 May DRREDDY was trading at 1271.20. 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 4 May DRREDDY was trading at 1287.20. 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 30 Apr DRREDDY was trading at 1322.90. 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 29 Apr DRREDDY was trading at 1329.80. 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 30-Jun-2026 (16d) 1270 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.45
Vega: 0.01
Theta: -0.55
Gamma: 0.00638
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Jun | 1275.40 | 21.6 | -0.3 (-1.37%) | 21.73 | 588 | 82 | 327 |
| 11 Jun | 1276.00 | 21.6 | -3.1 (-12.55%) | 22.64 | 619 | 16 | 249 |
| 10 Jun | 1271.70 | 24.75 | -1.75 (-6.60%) | 23.55 | 436 | -12 | 233 |
| 9 Jun | 1268.50 | 24.8 | 1.25 (5.31%) | 22.02 | 304 | -1 | 246 |
| 8 Jun | 1275.60 | 24.45 | 1.2 (5.16%) | 23.01 | 219 | 16 | 249 |
| 5 Jun | 1278.20 | 21.9 | -5.5 (-20.07%) | 22.42 | 266 | -3 | 233 |
| 4 Jun | 1267.50 | 26.6 | -3.7 (-12.21%) | 20.91 | 222 | 20 | 237 |
| 3 Jun | 1263.30 | 31.55 | 5.95 (23.24%) | 21.82 | 341 | 37 | 213 |
| 2 Jun | 1274.00 | 26.65 | 4.45 (20.05%) | 22.69 | 448 | 92 | 174 |
| 1 Jun | 1290.40 | 22 | 4.8 (27.91%) | 23.55 | 152 | -5 | 82 |
| 29 May | 1303.50 | 16.8 | 1.45 (9.45%) | 21.92 | 73 | 12 | 85 |
| 27 May | 1319.00 | 15.5 | -2.5 (-13.89%) | 23.12 | 116 | 19 | 73 |
| 26 May | 1327.90 | 18 | 1.4 (8.43%) | 25.57 | 50 | 11 | 53 |
| 25 May | 1331.40 | 16.6 | -9.55 (-36.52%) | 25.94 | 47 | 4 | 41 |
| 22 May | 1307.20 | 25.8 | 2 (8.40%) | 26.47 | 29 | 8 | 35 |
| 21 May | 1318.50 | 23.8 | 0.2 (0.85%) | 27.55 | 1 | 0 | 27 |
| 20 May | 1321.90 | 23.6 | -1.7 (-6.72%) | 27.63 | 1 | 0 | 27 |
| 19 May | 1335.20 | 25.3 | 25.3 (2.85%) | 29.59 | 0 | 0 | 27 |
| 18 May | 1331.20 | 25.3 | 0.7 (2.85%) | 29.59 | 2 | 1 | 26 |
| 15 May | 1336.70 | 22.35 | -10.9 (-32.78%) | 29.03 | 11 | 4 | 25 |
| 14 May | 1303.60 | 33.5 | -13.15 (-28.19%) | 28.27 | 4 | 0 | 20 |
| 13 May | 1265.30 | 46.65 | -13.15 (-21.99%) | 0 | 36 | 19 | 21 |
| 12 May | 1270.00 | 59.8 | 0 (0.00%) | 0 | 1 | 1 | 2 |
| 11 May | 1279.90 | 59.8 | 34.85 (139.68%) | 37.24 | 1 | 1 | 1 |
| 8 May | 1293.90 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 1307.60 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 1311.00 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 1271.20 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 1287.20 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 1322.90 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 1329.80 | 0 | 0 | - | 0 | 0 | 0 |
For Dr. Reddy S Laboratories - strike price 1270 expiring on 30JUN2026
Delta for 1270 PE is -0.45
Historical price for 1270 PE is as follows
On 12 Jun DRREDDY was trading at 1275.40. The strike last trading price was 21.6, which was -0.3 lower than the previous day. The implied volatity was 21.73, the open interest changed by 82 which increased total open position to 327
On 11 Jun DRREDDY was trading at 1276.00. The strike last trading price was 21.6, which was -3.1 lower than the previous day. The implied volatity was 22.64, the open interest changed by 16 which increased total open position to 249
On 10 Jun DRREDDY was trading at 1271.70. The strike last trading price was 24.75, which was -1.75 lower than the previous day. The implied volatity was 23.55, the open interest changed by -12 which decreased total open position to 233
On 9 Jun DRREDDY was trading at 1268.50. The strike last trading price was 24.8, which was 1.25 higher than the previous day. The implied volatity was 22.02, the open interest changed by -1 which decreased total open position to 246
On 8 Jun DRREDDY was trading at 1275.60. The strike last trading price was 24.45, which was 1.2 higher than the previous day. The implied volatity was 23.01, the open interest changed by 16 which increased total open position to 249
On 5 Jun DRREDDY was trading at 1278.20. The strike last trading price was 21.9, which was -5.5 lower than the previous day. The implied volatity was 22.42, the open interest changed by -3 which decreased total open position to 233
On 4 Jun DRREDDY was trading at 1267.50. The strike last trading price was 26.6, which was -3.7 lower than the previous day. The implied volatity was 20.91, the open interest changed by 20 which increased total open position to 237
On 3 Jun DRREDDY was trading at 1263.30. The strike last trading price was 31.55, which was 5.95 higher than the previous day. The implied volatity was 21.82, the open interest changed by 37 which increased total open position to 213
On 2 Jun DRREDDY was trading at 1274.00. The strike last trading price was 26.65, which was 4.45 higher than the previous day. The implied volatity was 22.69, the open interest changed by 92 which increased total open position to 174
On 1 Jun DRREDDY was trading at 1290.40. The strike last trading price was 22, which was 4.8 higher than the previous day. The implied volatity was 23.55, the open interest changed by -5 which decreased total open position to 82
On 29 May DRREDDY was trading at 1303.50. The strike last trading price was 16.8, which was 1.45 higher than the previous day. The implied volatity was 21.92, the open interest changed by 12 which increased total open position to 85
On 27 May DRREDDY was trading at 1319.00. The strike last trading price was 15.5, which was -2.5 lower than the previous day. The implied volatity was 23.12, the open interest changed by 19 which increased total open position to 73
On 26 May DRREDDY was trading at 1327.90. The strike last trading price was 18, which was 1.4 higher than the previous day. The implied volatity was 25.57, the open interest changed by 11 which increased total open position to 53
On 25 May DRREDDY was trading at 1331.40. The strike last trading price was 16.6, which was -9.55 lower than the previous day. The implied volatity was 25.94, the open interest changed by 4 which increased total open position to 41
On 22 May DRREDDY was trading at 1307.20. The strike last trading price was 25.8, which was 2 higher than the previous day. The implied volatity was 26.47, the open interest changed by 8 which increased total open position to 35
On 21 May DRREDDY was trading at 1318.50. The strike last trading price was 23.8, which was 0.2 higher than the previous day. The implied volatity was 27.55, the open interest changed by 0 which decreased total open position to 27
On 20 May DRREDDY was trading at 1321.90. The strike last trading price was 23.6, which was -1.7 lower than the previous day. The implied volatity was 27.63, the open interest changed by 0 which decreased total open position to 27
On 19 May DRREDDY was trading at 1335.20. The strike last trading price was 25.3, which was 25.3 higher than the previous day. The implied volatity was 29.59, the open interest changed by 0 which decreased total open position to 27
On 18 May DRREDDY was trading at 1331.20. The strike last trading price was 25.3, which was 0.7 higher than the previous day. The implied volatity was 29.59, the open interest changed by 1 which increased total open position to 26
On 15 May DRREDDY was trading at 1336.70. The strike last trading price was 22.35, which was -10.9 lower than the previous day. The implied volatity was 29.03, the open interest changed by 4 which increased total open position to 25
On 14 May DRREDDY was trading at 1303.60. The strike last trading price was 33.5, which was -13.15 lower than the previous day. The implied volatity was 28.27, the open interest changed by 0 which decreased total open position to 20
On 13 May DRREDDY was trading at 1265.30. The strike last trading price was 46.65, which was -13.15 lower than the previous day. The implied volatity was 0, the open interest changed by 19 which increased total open position to 21
On 12 May DRREDDY was trading at 1270.00. The strike last trading price was 59.8, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 2
On 11 May DRREDDY was trading at 1279.90. The strike last trading price was 59.8, which was 34.85 higher than the previous day. The implied volatity was 37.24, the open interest changed by 1 which increased total open position to 1
On 8 May DRREDDY was trading at 1293.90. 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 7 May DRREDDY was trading at 1307.60. 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 6 May DRREDDY was trading at 1311.00. 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 5 May DRREDDY was trading at 1271.20. 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 4 May DRREDDY was trading at 1287.20. 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 30 Apr DRREDDY was trading at 1322.90. 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 29 Apr DRREDDY was trading at 1329.80. 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
