DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
05 Dec 2025 02:45 PM IST
| DRREDDY 30-DEC-2025 1270 CE | ||||||||||||||||
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Delta: 0.63
Vega: 1.26
Theta: -0.55
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 5 Dec | 1275.10 | 25.25 | -6.4 | 13.21 | 193 | -29 | 282 | |||||||||
| 4 Dec | 1277.60 | 32.15 | 0.9 | 16.50 | 480 | 35 | 320 | |||||||||
| 3 Dec | 1280.70 | 31.1 | 0.5 | 14.47 | 1,293 | -99 | 291 | |||||||||
| 2 Dec | 1275.20 | 32.25 | 10.1 | 16.59 | 1,646 | 54 | 419 | |||||||||
| 1 Dec | 1260.10 | 22 | -1.75 | 15.58 | 614 | 58 | 366 | |||||||||
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| 28 Nov | 1258.80 | 23.1 | 3.6 | 16.05 | 426 | 188 | 308 | |||||||||
| 27 Nov | 1249.30 | 19.7 | -1.1 | 15.87 | 151 | 21 | 119 | |||||||||
| 26 Nov | 1248.00 | 20.6 | 2.85 | 16.93 | 121 | 6 | 98 | |||||||||
| 25 Nov | 1236.10 | 17.8 | 2.1 | 17.76 | 237 | 72 | 94 | |||||||||
| 24 Nov | 1226.20 | 14.7 | -55.35 | 18.25 | 46 | 21 | 21 | |||||||||
| 21 Nov | 1243.90 | 70.05 | 0 | 1.00 | 0 | 0 | 0 | |||||||||
| 20 Nov | 1248.60 | 70.05 | 0 | 0.62 | 0 | 0 | 0 | |||||||||
| 19 Nov | 1250.20 | 70.05 | 0 | 0.42 | 0 | 0 | 0 | |||||||||
| 18 Nov | 1243.80 | 70.05 | 0 | 0.98 | 0 | 0 | 0 | |||||||||
| 17 Nov | 1244.40 | 70.05 | 0 | 0.81 | 0 | 0 | 0 | |||||||||
| 14 Nov | 1246.00 | 70.05 | 0 | 0.40 | 0 | 0 | 0 | |||||||||
| 13 Nov | 1234.90 | 70.05 | 0 | 1.33 | 0 | 0 | 0 | |||||||||
| 12 Nov | 1229.60 | 70.05 | 0 | 1.46 | 0 | 0 | 0 | |||||||||
| 11 Nov | 1211.50 | 70.05 | 0 | 2.51 | 0 | 0 | 0 | |||||||||
| 10 Nov | 1198.70 | 70.05 | 0 | 3.36 | 0 | 0 | 0 | |||||||||
| 7 Nov | 1205.40 | 70.05 | 0 | 2.70 | 0 | 0 | 0 | |||||||||
| 6 Nov | 1205.20 | 70.05 | 0 | 2.84 | 0 | 0 | 0 | |||||||||
| 4 Nov | 1200.00 | 70.05 | 0 | 3.12 | 0 | 0 | 0 | |||||||||
| 3 Nov | 1196.00 | 70.05 | 0 | 3.05 | 0 | 0 | 0 | |||||||||
| 31 Oct | 1197.60 | 70.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 1202.20 | 70.05 | 0 | 2.57 | 0 | 0 | 0 | |||||||||
| 29 Oct | 1250.90 | 70.05 | 0 | - | 0 | 0 | 0 | |||||||||
For Dr. Reddy S Laboratories - strike price 1270 expiring on 30DEC2025
Delta for 1270 CE is 0.63
Historical price for 1270 CE is as follows
On 5 Dec DRREDDY was trading at 1275.10. The strike last trading price was 25.25, which was -6.4 lower than the previous day. The implied volatity was 13.21, the open interest changed by -29 which decreased total open position to 282
On 4 Dec DRREDDY was trading at 1277.60. The strike last trading price was 32.15, which was 0.9 higher than the previous day. The implied volatity was 16.50, the open interest changed by 35 which increased total open position to 320
On 3 Dec DRREDDY was trading at 1280.70. The strike last trading price was 31.1, which was 0.5 higher than the previous day. The implied volatity was 14.47, the open interest changed by -99 which decreased total open position to 291
On 2 Dec DRREDDY was trading at 1275.20. The strike last trading price was 32.25, which was 10.1 higher than the previous day. The implied volatity was 16.59, the open interest changed by 54 which increased total open position to 419
On 1 Dec DRREDDY was trading at 1260.10. The strike last trading price was 22, which was -1.75 lower than the previous day. The implied volatity was 15.58, the open interest changed by 58 which increased total open position to 366
On 28 Nov DRREDDY was trading at 1258.80. The strike last trading price was 23.1, which was 3.6 higher than the previous day. The implied volatity was 16.05, the open interest changed by 188 which increased total open position to 308
On 27 Nov DRREDDY was trading at 1249.30. The strike last trading price was 19.7, which was -1.1 lower than the previous day. The implied volatity was 15.87, the open interest changed by 21 which increased total open position to 119
On 26 Nov DRREDDY was trading at 1248.00. The strike last trading price was 20.6, which was 2.85 higher than the previous day. The implied volatity was 16.93, the open interest changed by 6 which increased total open position to 98
On 25 Nov DRREDDY was trading at 1236.10. The strike last trading price was 17.8, which was 2.1 higher than the previous day. The implied volatity was 17.76, the open interest changed by 72 which increased total open position to 94
On 24 Nov DRREDDY was trading at 1226.20. The strike last trading price was 14.7, which was -55.35 lower than the previous day. The implied volatity was 18.25, the open interest changed by 21 which increased total open position to 21
On 21 Nov DRREDDY was trading at 1243.90. The strike last trading price was 70.05, which was 0 lower than the previous day. The implied volatity was 1.00, 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 70.05, which was 0 lower than the previous day. The implied volatity was 0.62, 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 70.05, which was 0 lower than the previous day. The implied volatity was 0.42, 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 70.05, which was 0 lower than the previous day. The implied volatity was 0.98, 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 70.05, which was 0 lower than the previous day. The implied volatity was 0.81, 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 70.05, which was 0 lower than the previous day. The implied volatity was 0.40, 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 70.05, which was 0 lower than the previous day. The implied volatity was 1.33, 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 70.05, which was 0 lower than the previous day. The implied volatity was 1.46, 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 70.05, 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 10 Nov DRREDDY was trading at 1198.70. The strike last trading price was 70.05, which was 0 lower than the previous day. The implied volatity was 3.36, 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 70.05, which was 0 lower than the previous day. The implied volatity was 2.70, 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 70.05, which was 0 lower than the previous day. The implied volatity was 2.84, 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 70.05, which was 0 lower than the previous day. The implied volatity was 3.12, 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 70.05, which was 0 lower than the previous day. The implied volatity was 3.05, 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 70.05, 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 70.05, which was 0 lower than the previous day. The implied volatity was 2.57, 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 70.05, 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 1270 PE | |||||||
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Delta: -0.39
Vega: 1.28
Theta: -0.27
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 Dec | 1275.10 | 15.3 | -1 | 16.22 | 270 | 42 | 224 |
| 4 Dec | 1277.60 | 15.6 | -2.6 | 17.25 | 648 | 22 | 183 |
| 3 Dec | 1280.70 | 18.95 | 0.65 | 19.99 | 753 | 2 | 157 |
| 2 Dec | 1275.20 | 18.15 | -8.9 | 18.15 | 566 | 122 | 157 |
| 1 Dec | 1260.10 | 27.4 | -3.1 | 19.29 | 72 | 15 | 36 |
| 28 Nov | 1258.80 | 29.15 | -5.2 | 19.10 | 5 | 2 | 22 |
| 27 Nov | 1249.30 | 34.5 | 1.25 | 19.85 | 25 | -2 | 21 |
| 26 Nov | 1248.00 | 34.1 | -16.85 | 18.45 | 24 | 20 | 23 |
| 25 Nov | 1236.10 | 50.95 | 13.6 | - | 0 | 3 | 0 |
| 24 Nov | 1226.20 | 50.95 | 13.6 | 20.19 | 7 | 3 | 3 |
| 21 Nov | 1243.90 | 37.35 | 0 | - | 0 | 0 | 0 |
| 20 Nov | 1248.60 | 37.35 | 0 | - | 0 | 0 | 0 |
| 19 Nov | 1250.20 | 37.35 | 0 | - | 0 | 0 | 0 |
| 18 Nov | 1243.80 | 37.35 | 0 | - | 0 | 0 | 0 |
| 17 Nov | 1244.40 | 37.35 | 0 | - | 0 | 0 | 0 |
| 14 Nov | 1246.00 | 37.35 | 0 | - | 0 | 0 | 0 |
| 13 Nov | 1234.90 | 37.35 | 0 | - | 0 | 0 | 0 |
| 12 Nov | 1229.60 | 37.35 | 0 | - | 0 | 0 | 0 |
| 11 Nov | 1211.50 | 37.35 | 0 | - | 0 | 0 | 0 |
| 10 Nov | 1198.70 | 37.35 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 1205.40 | 37.35 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 1205.20 | 37.35 | 0 | - | 0 | 0 | 0 |
| 4 Nov | 1200.00 | 37.35 | 0 | - | 0 | 0 | 0 |
| 3 Nov | 1196.00 | 37.35 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 1197.60 | 37.35 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 1202.20 | 37.35 | 0 | - | 0 | 0 | 0 |
| 29 Oct | 1250.90 | 37.35 | 0 | 0.59 | 0 | 0 | 0 |
For Dr. Reddy S Laboratories - strike price 1270 expiring on 30DEC2025
Delta for 1270 PE is -0.39
Historical price for 1270 PE is as follows
On 5 Dec DRREDDY was trading at 1275.10. The strike last trading price was 15.3, which was -1 lower than the previous day. The implied volatity was 16.22, the open interest changed by 42 which increased total open position to 224
On 4 Dec DRREDDY was trading at 1277.60. The strike last trading price was 15.6, which was -2.6 lower than the previous day. The implied volatity was 17.25, the open interest changed by 22 which increased total open position to 183
On 3 Dec DRREDDY was trading at 1280.70. The strike last trading price was 18.95, which was 0.65 higher than the previous day. The implied volatity was 19.99, the open interest changed by 2 which increased total open position to 157
On 2 Dec DRREDDY was trading at 1275.20. The strike last trading price was 18.15, which was -8.9 lower than the previous day. The implied volatity was 18.15, the open interest changed by 122 which increased total open position to 157
On 1 Dec DRREDDY was trading at 1260.10. The strike last trading price was 27.4, which was -3.1 lower than the previous day. The implied volatity was 19.29, the open interest changed by 15 which increased total open position to 36
On 28 Nov DRREDDY was trading at 1258.80. The strike last trading price was 29.15, which was -5.2 lower than the previous day. The implied volatity was 19.10, the open interest changed by 2 which increased total open position to 22
On 27 Nov DRREDDY was trading at 1249.30. The strike last trading price was 34.5, which was 1.25 higher than the previous day. The implied volatity was 19.85, the open interest changed by -2 which decreased total open position to 21
On 26 Nov DRREDDY was trading at 1248.00. The strike last trading price was 34.1, which was -16.85 lower than the previous day. The implied volatity was 18.45, the open interest changed by 20 which increased total open position to 23
On 25 Nov DRREDDY was trading at 1236.10. The strike last trading price was 50.95, which was 13.6 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 24 Nov DRREDDY was trading at 1226.20. The strike last trading price was 50.95, which was 13.6 higher than the previous day. The implied volatity was 20.19, the open interest changed by 3 which increased total open position to 3
On 21 Nov DRREDDY was trading at 1243.90. The strike last trading price was 37.35, 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 20 Nov DRREDDY was trading at 1248.60. The strike last trading price was 37.35, 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 19 Nov DRREDDY was trading at 1250.20. The strike last trading price was 37.35, 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 18 Nov DRREDDY was trading at 1243.80. The strike last trading price was 37.35, 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 37.35, 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 37.35, 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 Nov DRREDDY was trading at 1234.90. The strike last trading price was 37.35, 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 37.35, 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 37.35, 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 37.35, 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 37.35, 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 37.35, 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 37.35, 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 37.35, 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 37.35, 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 37.35, 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 37.35, which was 0 lower than the previous day. The implied volatity was 0.59, the open interest changed by 0 which decreased total open position to 0































































































































































































































