[--[65.84.65.76]--]

DRREDDY

Dr. Reddy S Laboratories
1275.1 -2.50 (-0.20%)
L: 1272.6 H: 1282.8

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Historical option data for DRREDDY

05 Dec 2025 02:45 PM IST
DRREDDY 30-DEC-2025 1270 CE
Delta: 0.63
Vega: 1.26
Theta: -0.55
Gamma: 0.01
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
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
Delta: -0.39
Vega: 1.28
Theta: -0.27
Gamma: 0.01
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