DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
21 Nov 2024 04:10 PM IST
| DRREDDY 28NOV2024 1270 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.05
Vega: 0.18
Theta: -0.35
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1195.35 | 0.95 | -1.60 | 26.69 | 2,665 | 45 | 1,090 | |||
| 20 Nov | 1213.45 | 2.55 | 0.00 | 23.02 | 2,960 | -110 | 1,065 | |||
| 19 Nov | 1213.45 | 2.55 | 0.75 | 23.02 | 2,960 | -90 | 1,065 | |||
| 18 Nov | 1193.55 | 1.8 | -3.55 | 25.39 | 6,200 | 165 | 1,180 | |||
| 14 Nov | 1226.70 | 5.35 | -5.50 | 18.45 | 2,910 | 125 | 1,015 | |||
| 13 Nov | 1245.00 | 10.85 | -7.25 | 18.56 | 2,770 | 145 | 900 | |||
| 12 Nov | 1263.90 | 18.1 | -13.75 | 19.94 | 1,450 | 140 | 770 | |||
| 11 Nov | 1287.90 | 31.85 | 4.05 | 17.09 | 1,960 | 10 | 635 | |||
| 8 Nov | 1283.65 | 27.8 | -6.95 | 15.23 | 3,110 | 15 | 620 | |||
| 7 Nov | 1287.35 | 34.75 | -9.25 | 16.03 | 600 | -20 | 605 | |||
| 6 Nov | 1302.10 | 44 | 3.70 | 15.35 | 6,995 | -1,100 | 625 | |||
| 5 Nov | 1272.20 | 40.3 | -0.80 | 25.43 | 8,790 | 1,125 | 1,730 | |||
| 4 Nov | 1268.30 | 41.1 | -254.90 | 28.44 | 4,035 | 575 | 595 | |||
| 1 Nov | 1259.60 | 296 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 1274.20 | 296 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1249.85 | 296 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1274.70 | 296 | 0.00 | - | 0 | 20 | 0 | |||
|
|
||||||||||
| 28 Oct | 1311.50 | 296 | - | 0 | 3 | 0 | ||||
For Dr. Reddy S Laboratories - strike price 1270 expiring on 28NOV2024
Delta for 1270 CE is 0.05
Historical price for 1270 CE is as follows
On 21 Nov DRREDDY was trading at 1195.35. The strike last trading price was 0.95, which was -1.60 lower than the previous day. The implied volatity was 26.69, the open interest changed by 9 which increased total open position to 218
On 20 Nov DRREDDY was trading at 1213.45. The strike last trading price was 2.55, which was 0.00 lower than the previous day. The implied volatity was 23.02, the open interest changed by -22 which decreased total open position to 213
On 19 Nov DRREDDY was trading at 1213.45. The strike last trading price was 2.55, which was 0.75 higher than the previous day. The implied volatity was 23.02, the open interest changed by -18 which decreased total open position to 213
On 18 Nov DRREDDY was trading at 1193.55. The strike last trading price was 1.8, which was -3.55 lower than the previous day. The implied volatity was 25.39, the open interest changed by 33 which increased total open position to 236
On 14 Nov DRREDDY was trading at 1226.70. The strike last trading price was 5.35, which was -5.50 lower than the previous day. The implied volatity was 18.45, the open interest changed by 25 which increased total open position to 203
On 13 Nov DRREDDY was trading at 1245.00. The strike last trading price was 10.85, which was -7.25 lower than the previous day. The implied volatity was 18.56, the open interest changed by 29 which increased total open position to 180
On 12 Nov DRREDDY was trading at 1263.90. The strike last trading price was 18.1, which was -13.75 lower than the previous day. The implied volatity was 19.94, the open interest changed by 28 which increased total open position to 154
On 11 Nov DRREDDY was trading at 1287.90. The strike last trading price was 31.85, which was 4.05 higher than the previous day. The implied volatity was 17.09, the open interest changed by 2 which increased total open position to 127
On 8 Nov DRREDDY was trading at 1283.65. The strike last trading price was 27.8, which was -6.95 lower than the previous day. The implied volatity was 15.23, the open interest changed by 3 which increased total open position to 124
On 7 Nov DRREDDY was trading at 1287.35. The strike last trading price was 34.75, which was -9.25 lower than the previous day. The implied volatity was 16.03, the open interest changed by -4 which decreased total open position to 121
On 6 Nov DRREDDY was trading at 1302.10. The strike last trading price was 44, which was 3.70 higher than the previous day. The implied volatity was 15.35, the open interest changed by -220 which decreased total open position to 125
On 5 Nov DRREDDY was trading at 1272.20. The strike last trading price was 40.3, which was -0.80 lower than the previous day. The implied volatity was 25.43, the open interest changed by 225 which increased total open position to 346
On 4 Nov DRREDDY was trading at 1268.30. The strike last trading price was 41.1, which was -254.90 lower than the previous day. The implied volatity was 28.44, the open interest changed by 115 which increased total open position to 119
On 1 Nov DRREDDY was trading at 1259.60. The strike last trading price was 296, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 31 Oct DRREDDY was trading at 1274.20. The strike last trading price was 296, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct DRREDDY was trading at 1249.85. The strike last trading price was 296, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct DRREDDY was trading at 1274.70. The strike last trading price was 296, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct DRREDDY was trading at 1311.50. The strike last trading price was 296, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| DRREDDY 28NOV2024 1270 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1195.35 | 72.3 | 17.30 | - | 15 | -5 | 550 |
| 20 Nov | 1213.45 | 55 | 0.00 | 20.05 | 40 | -5 | 555 |
| 19 Nov | 1213.45 | 55 | -21.75 | 20.05 | 40 | -5 | 555 |
| 18 Nov | 1193.55 | 76.75 | 32.30 | 29.57 | 330 | -135 | 560 |
| 14 Nov | 1226.70 | 44.45 | 12.70 | 22.16 | 315 | -110 | 700 |
| 13 Nov | 1245.00 | 31.75 | 8.10 | 20.58 | 1,370 | -55 | 815 |
| 12 Nov | 1263.90 | 23.65 | 9.25 | 19.42 | 3,195 | 90 | 980 |
| 11 Nov | 1287.90 | 14.4 | -3.80 | 21.72 | 3,890 | 180 | 890 |
| 8 Nov | 1283.65 | 18.2 | 2.85 | 21.72 | 4,260 | -20 | 720 |
| 7 Nov | 1287.35 | 15.35 | 3.20 | 21.36 | 2,230 | -520 | 750 |
| 6 Nov | 1302.10 | 12.15 | -21.75 | 21.54 | 8,145 | 90 | 1,280 |
| 5 Nov | 1272.20 | 33.9 | -9.10 | 32.19 | 3,750 | 730 | 1,180 |
| 4 Nov | 1268.30 | 43 | 18.25 | 36.33 | 980 | 270 | 445 |
| 1 Nov | 1259.60 | 24.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 1274.20 | 24.75 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 1249.85 | 24.75 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 1274.70 | 24.75 | 0.00 | - | 0 | 175 | 0 |
| 28 Oct | 1311.50 | 24.75 | - | 180 | 125 | 125 | |
For Dr. Reddy S Laboratories - strike price 1270 expiring on 28NOV2024
Delta for 1270 PE is -
Historical price for 1270 PE is as follows
On 21 Nov DRREDDY was trading at 1195.35. The strike last trading price was 72.3, which was 17.30 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 110
On 20 Nov DRREDDY was trading at 1213.45. The strike last trading price was 55, which was 0.00 lower than the previous day. The implied volatity was 20.05, the open interest changed by -1 which decreased total open position to 111
On 19 Nov DRREDDY was trading at 1213.45. The strike last trading price was 55, which was -21.75 lower than the previous day. The implied volatity was 20.05, the open interest changed by -1 which decreased total open position to 111
On 18 Nov DRREDDY was trading at 1193.55. The strike last trading price was 76.75, which was 32.30 higher than the previous day. The implied volatity was 29.57, the open interest changed by -27 which decreased total open position to 112
On 14 Nov DRREDDY was trading at 1226.70. The strike last trading price was 44.45, which was 12.70 higher than the previous day. The implied volatity was 22.16, the open interest changed by -22 which decreased total open position to 140
On 13 Nov DRREDDY was trading at 1245.00. The strike last trading price was 31.75, which was 8.10 higher than the previous day. The implied volatity was 20.58, the open interest changed by -11 which decreased total open position to 163
On 12 Nov DRREDDY was trading at 1263.90. The strike last trading price was 23.65, which was 9.25 higher than the previous day. The implied volatity was 19.42, the open interest changed by 18 which increased total open position to 196
On 11 Nov DRREDDY was trading at 1287.90. The strike last trading price was 14.4, which was -3.80 lower than the previous day. The implied volatity was 21.72, the open interest changed by 36 which increased total open position to 178
On 8 Nov DRREDDY was trading at 1283.65. The strike last trading price was 18.2, which was 2.85 higher than the previous day. The implied volatity was 21.72, the open interest changed by -4 which decreased total open position to 144
On 7 Nov DRREDDY was trading at 1287.35. The strike last trading price was 15.35, which was 3.20 higher than the previous day. The implied volatity was 21.36, the open interest changed by -104 which decreased total open position to 150
On 6 Nov DRREDDY was trading at 1302.10. The strike last trading price was 12.15, which was -21.75 lower than the previous day. The implied volatity was 21.54, the open interest changed by 18 which increased total open position to 256
On 5 Nov DRREDDY was trading at 1272.20. The strike last trading price was 33.9, which was -9.10 lower than the previous day. The implied volatity was 32.19, the open interest changed by 146 which increased total open position to 236
On 4 Nov DRREDDY was trading at 1268.30. The strike last trading price was 43, which was 18.25 higher than the previous day. The implied volatity was 36.33, the open interest changed by 54 which increased total open position to 89
On 1 Nov DRREDDY was trading at 1259.60. The strike last trading price was 24.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 31 Oct DRREDDY was trading at 1274.20. The strike last trading price was 24.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct DRREDDY was trading at 1249.85. The strike last trading price was 24.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct DRREDDY was trading at 1274.70. The strike last trading price was 24.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct DRREDDY was trading at 1311.50. The strike last trading price was 24.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
