Historical option data for DRREDDY
22 Jun 2026 01:17 PM IST
| DRREDDY 28-Jul-2026 (36d) 1280 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.62
Vega: 0.02
Theta: -0.51
Gamma: 0.00462
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 1300.50 | 44.95 | 9.95 (28.43%) | 20.14 | 118 | 42 | 45 | |||||||||
| 19 Jun | 1272.10 | 35 | 0 (0.00%) | 22.45 | 1 | 0 | 3 | |||||||||
| 18 Jun | 1267.50 | 35 | -11 (-23.91%) | 22.45 | 1 | 0 | 2 | |||||||||
| 17 Jun | 1269.00 | 46.25 | 0.25 (0.54%) | - | 2 | 0 | 2 | |||||||||
| 16 Jun | 1276.90 | 46.25 | 0.25 (0.54%) | 24.24 | 2 | 0 | 2 | |||||||||
| 15 Jun | 1279.50 | 46.25 | -83.75 (-64.42%) | 24.24 | 2 | 2 | 2 | |||||||||
| 5 May | 1271.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 1287.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Dr. Reddy S Laboratories - strike price 1280 expiring on 28JUL2026
Delta for 1280 CE is 0.62
Historical price for 1280 CE is as follows
On 22 Jun DRREDDY was trading at 1300.50. The strike last trading price was 44.95, which was 9.95 higher than the previous day. The implied volatity was 20.14, the open interest changed by 42 which increased total open position to 45
On 19 Jun DRREDDY was trading at 1272.10. The strike last trading price was 35, which was 0 lower than the previous day. The implied volatity was 22.45, the open interest changed by 0 which decreased total open position to 3
On 18 Jun DRREDDY was trading at 1267.50. The strike last trading price was 35, which was -11 lower than the previous day. The implied volatity was 22.45, the open interest changed by 0 which decreased total open position to 2
On 17 Jun DRREDDY was trading at 1269.00. The strike last trading price was 46.25, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 16 Jun DRREDDY was trading at 1276.90. The strike last trading price was 46.25, which was 0.25 higher than the previous day. The implied volatity was 24.24, the open interest changed by 0 which decreased total open position to 2
On 15 Jun DRREDDY was trading at 1279.50. The strike last trading price was 46.25, which was -83.75 lower than the previous day. The implied volatity was 24.24, the open interest changed by 2 which increased total open position to 2
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
| DRREDDY 28-Jul-2026 (36d) 1280 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.39
Vega: 0.02
Theta: -0.55
Gamma: 0.00304
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 1300.50 | 36.95 | 0.1 (0.27%) | 30.7 | 74 | 44 | 44 |
| 19 Jun | 1272.10 | 0 | 0 | - | 0 | 0 | 0 |
| 18 Jun | 1267.50 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Jun | 1269.00 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Jun | 1276.90 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Jun | 1279.50 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 1271.20 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 1287.20 | 0 | 0 | - | 0 | 0 | 0 |
For Dr. Reddy S Laboratories - strike price 1280 expiring on 28JUL2026
Delta for 1280 PE is -0.39
Historical price for 1280 PE is as follows
On 22 Jun DRREDDY was trading at 1300.50. The strike last trading price was 36.95, which was 0.1 higher than the previous day. The implied volatity was 30.7, the open interest changed by 44 which increased total open position to 44
On 19 Jun DRREDDY was trading at 1272.10. 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 18 Jun DRREDDY was trading at 1267.50. 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 17 Jun DRREDDY was trading at 1269.00. 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 16 Jun DRREDDY was trading at 1276.90. 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 15 Jun DRREDDY was trading at 1279.50. 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
