DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
24 Dec 2025 04:10 PM IST
| DRREDDY 27-JAN-2026 1270 CE | ||||||||||||||||
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Delta: 0.56
Vega: 1.52
Theta: -0.60
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Dec | 1265.80 | 33 | -9.75 | 18.44 | 77 | 26 | 29 | |||||||||
| 23 Dec | 1283.50 | 42.75 | 7.75 | - | 0 | 1 | 0 | |||||||||
| 22 Dec | 1283.40 | 42.75 | 7.75 | 17.86 | 4 | 1 | 3 | |||||||||
| 19 Dec | 1278.20 | 35 | -3 | 12.78 | 2 | 0 | 2 | |||||||||
| 18 Dec | 1280.00 | 38 | -4.3 | 15.79 | 1 | 0 | 1 | |||||||||
| 17 Dec | 1272.00 | 42.3 | 0.9 | 20.06 | 1 | 0 | 0 | |||||||||
| 16 Dec | 1276.90 | 41.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Dec | 1280.60 | 41.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Dec | 1279.30 | 41.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Dec | 1273.50 | 41.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Dec | 1250.80 | 41.4 | 0 | 0.44 | 0 | 0 | 0 | |||||||||
| 9 Dec | 1246.20 | 41.4 | 0 | 0.41 | 0 | 0 | 0 | |||||||||
| 8 Dec | 1266.50 | 41.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Dec | 1275.20 | 41.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 1277.60 | 41.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 1280.70 | 41.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 1275.20 | 41.4 | 0 | - | 0 | 0 | 0 | |||||||||
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| 1 Dec | 1260.10 | 41.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 1258.80 | 41.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 1249.30 | 41.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 1248.00 | 41.4 | 0 | 0.13 | 0 | 0 | 0 | |||||||||
For Dr. Reddy S Laboratories - strike price 1270 expiring on 27JAN2026
Delta for 1270 CE is 0.56
Historical price for 1270 CE is as follows
On 24 Dec DRREDDY was trading at 1265.80. The strike last trading price was 33, which was -9.75 lower than the previous day. The implied volatity was 18.44, the open interest changed by 26 which increased total open position to 29
On 23 Dec DRREDDY was trading at 1283.50. The strike last trading price was 42.75, which was 7.75 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 22 Dec DRREDDY was trading at 1283.40. The strike last trading price was 42.75, which was 7.75 higher than the previous day. The implied volatity was 17.86, the open interest changed by 1 which increased total open position to 3
On 19 Dec DRREDDY was trading at 1278.20. The strike last trading price was 35, which was -3 lower than the previous day. The implied volatity was 12.78, the open interest changed by 0 which decreased total open position to 2
On 18 Dec DRREDDY was trading at 1280.00. The strike last trading price was 38, which was -4.3 lower than the previous day. The implied volatity was 15.79, the open interest changed by 0 which decreased total open position to 1
On 17 Dec DRREDDY was trading at 1272.00. The strike last trading price was 42.3, which was 0.9 higher than the previous day. The implied volatity was 20.06, 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 41.4, 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 15 Dec DRREDDY was trading at 1280.60. The strike last trading price was 41.4, 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 12 Dec DRREDDY was trading at 1279.30. The strike last trading price was 41.4, 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 11 Dec DRREDDY was trading at 1273.50. The strike last trading price was 41.4, 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 Dec DRREDDY was trading at 1250.80. The strike last trading price was 41.4, which was 0 lower than the previous day. The implied volatity was 0.44, 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 41.4, which was 0 lower than the previous day. The implied volatity was 0.41, 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 41.4, 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 5 Dec DRREDDY was trading at 1275.20. The strike last trading price was 41.4, 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 4 Dec DRREDDY was trading at 1277.60. The strike last trading price was 41.4, 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 3 Dec DRREDDY was trading at 1280.70. The strike last trading price was 41.4, 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 2 Dec DRREDDY was trading at 1275.20. The strike last trading price was 41.4, 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 1 Dec DRREDDY was trading at 1260.10. The strike last trading price was 41.4, 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 28 Nov DRREDDY was trading at 1258.80. The strike last trading price was 41.4, 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 27 Nov DRREDDY was trading at 1249.30. The strike last trading price was 41.4, 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 26 Nov DRREDDY was trading at 1248.00. The strike last trading price was 41.4, which was 0 lower than the previous day. The implied volatity was 0.13, the open interest changed by 0 which decreased total open position to 0
| DRREDDY 27JAN2026 1270 PE | |||||||
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Delta: -0.44
Vega: 1.53
Theta: -0.30
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Dec | 1265.80 | 27.55 | 1.4 | 20.68 | 19 | 12 | 17 |
| 23 Dec | 1283.50 | 26.15 | -3.5 | - | 0 | 1 | 0 |
| 22 Dec | 1283.40 | 26.15 | -3.5 | 23.11 | 1 | 0 | 4 |
| 19 Dec | 1278.20 | 29.65 | 2.2 | - | 0 | 0 | 4 |
| 18 Dec | 1280.00 | 29.65 | 2.2 | 23.80 | 1 | 0 | 3 |
| 17 Dec | 1272.00 | 27.45 | 0 | 20.61 | 1 | 0 | 2 |
| 16 Dec | 1276.90 | 27.45 | -34.55 | - | 0 | 0 | 2 |
| 15 Dec | 1280.60 | 27.45 | -34.55 | - | 0 | 0 | 0 |
| 12 Dec | 1279.30 | 27.45 | -34.55 | - | 0 | 0 | 2 |
| 11 Dec | 1273.50 | 27.45 | -34.55 | 20.51 | 3 | 2 | 2 |
| 10 Dec | 1250.80 | 62 | 0 | - | 0 | 0 | 0 |
| 9 Dec | 1246.20 | 62 | 0 | - | 0 | 0 | 0 |
| 8 Dec | 1266.50 | 62 | 0 | 1.22 | 0 | 0 | 0 |
| 5 Dec | 1275.20 | 62 | 0 | 1.44 | 0 | 0 | 0 |
| 4 Dec | 1277.60 | 62 | 0 | 1.63 | 0 | 0 | 0 |
| 3 Dec | 1280.70 | 62 | 0 | 1.60 | 0 | 0 | 0 |
| 2 Dec | 1275.20 | 62 | 0 | 1.43 | 0 | 0 | 0 |
| 1 Dec | 1260.10 | 62 | 0 | 0.60 | 0 | 0 | 0 |
| 28 Nov | 1258.80 | 62 | 0 | 0.58 | 0 | 0 | 0 |
| 27 Nov | 1249.30 | 62 | 0 | 0.05 | 0 | 0 | 0 |
| 26 Nov | 1248.00 | 62 | 0 | - | 0 | 0 | 0 |
For Dr. Reddy S Laboratories - strike price 1270 expiring on 27JAN2026
Delta for 1270 PE is -0.44
Historical price for 1270 PE is as follows
On 24 Dec DRREDDY was trading at 1265.80. The strike last trading price was 27.55, which was 1.4 higher than the previous day. The implied volatity was 20.68, the open interest changed by 12 which increased total open position to 17
On 23 Dec DRREDDY was trading at 1283.50. The strike last trading price was 26.15, which was -3.5 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 22 Dec DRREDDY was trading at 1283.40. The strike last trading price was 26.15, which was -3.5 lower than the previous day. The implied volatity was 23.11, the open interest changed by 0 which decreased total open position to 4
On 19 Dec DRREDDY was trading at 1278.20. The strike last trading price was 29.65, which was 2.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 18 Dec DRREDDY was trading at 1280.00. The strike last trading price was 29.65, which was 2.2 higher than the previous day. The implied volatity was 23.80, the open interest changed by 0 which decreased total open position to 3
On 17 Dec DRREDDY was trading at 1272.00. The strike last trading price was 27.45, which was 0 lower than the previous day. The implied volatity was 20.61, the open interest changed by 0 which decreased total open position to 2
On 16 Dec DRREDDY was trading at 1276.90. The strike last trading price was 27.45, which was -34.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 15 Dec DRREDDY was trading at 1280.60. The strike last trading price was 27.45, which was -34.55 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 27.45, which was -34.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 11 Dec DRREDDY was trading at 1273.50. The strike last trading price was 27.45, which was -34.55 lower than the previous day. The implied volatity was 20.51, the open interest changed by 2 which increased total open position to 2
On 10 Dec DRREDDY was trading at 1250.80. The strike last trading price was 62, 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 Dec DRREDDY was trading at 1246.20. The strike last trading price was 62, 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 Dec DRREDDY was trading at 1266.50. The strike last trading price was 62, which was 0 lower than the previous day. The implied volatity was 1.22, 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 62, which was 0 lower than the previous day. The implied volatity was 1.44, 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 62, which was 0 lower than the previous day. The implied volatity was 1.63, 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 62, which was 0 lower than the previous day. The implied volatity was 1.60, 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 62, which was 0 lower than the previous day. The implied volatity was 1.43, 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 62, which was 0 lower than the previous day. The implied volatity was 0.60, 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 62, which was 0 lower than the previous day. The implied volatity was 0.58, 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 62, which was 0 lower than the previous day. The implied volatity was 0.05, the open interest changed by 0 which decreased total open position to 0
On 26 Nov DRREDDY was trading at 1248.00. The strike last trading price was 62, 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































































































































































































































