DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
14 Nov 2024 04:10 PM IST
| DRREDDY 28NOV2024 1280 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.16
Vega: 0.60
Theta: -0.46
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 1226.70 | 3.9 | -4.35 | 18.96 | 3,530 | 310 | 1,740 | |||
| 13 Nov | 1245.00 | 8.25 | -5.65 | 19.02 | 3,920 | 305 | 1,425 | |||
| 12 Nov | 1263.90 | 13.9 | -10.60 | 19.81 | 4,475 | 135 | 1,405 | |||
| 11 Nov | 1287.90 | 24.5 | 2.70 | 16.12 | 3,695 | -45 | 1,260 | |||
| 8 Nov | 1283.65 | 21.8 | -6.25 | 15.17 | 6,130 | 585 | 1,300 | |||
| 7 Nov | 1287.35 | 28.05 | -10.05 | 15.85 | 2,965 | 95 | 715 | |||
| 6 Nov | 1302.10 | 38.1 | 3.85 | 16.76 | 13,315 | -505 | 615 | |||
| 5 Nov | 1272.20 | 34.25 | -1.70 | 24.86 | 6,995 | 750 | 1,105 | |||
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| 4 Nov | 1268.30 | 35.95 | -707.65 | 28.29 | 1,695 | 365 | 365 | |||
| 1 Nov | 1259.60 | 743.6 | 0.00 | 0.78 | 0 | 0 | 0 | |||
| 31 Oct | 1274.20 | 743.6 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1249.85 | 743.6 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1274.70 | 743.6 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1311.50 | 743.6 | - | 0 | 0 | 0 | ||||
For Dr. Reddy S Laboratories - strike price 1280 expiring on 28NOV2024
Delta for 1280 CE is 0.16
Historical price for 1280 CE is as follows
On 14 Nov DRREDDY was trading at 1226.70. The strike last trading price was 3.9, which was -4.35 lower than the previous day. The implied volatity was 18.96, the open interest changed by 62 which increased total open position to 348
On 13 Nov DRREDDY was trading at 1245.00. The strike last trading price was 8.25, which was -5.65 lower than the previous day. The implied volatity was 19.02, the open interest changed by 61 which increased total open position to 285
On 12 Nov DRREDDY was trading at 1263.90. The strike last trading price was 13.9, which was -10.60 lower than the previous day. The implied volatity was 19.81, the open interest changed by 27 which increased total open position to 281
On 11 Nov DRREDDY was trading at 1287.90. The strike last trading price was 24.5, which was 2.70 higher than the previous day. The implied volatity was 16.12, the open interest changed by -9 which decreased total open position to 252
On 8 Nov DRREDDY was trading at 1283.65. The strike last trading price was 21.8, which was -6.25 lower than the previous day. The implied volatity was 15.17, the open interest changed by 117 which increased total open position to 260
On 7 Nov DRREDDY was trading at 1287.35. The strike last trading price was 28.05, which was -10.05 lower than the previous day. The implied volatity was 15.85, the open interest changed by 19 which increased total open position to 143
On 6 Nov DRREDDY was trading at 1302.10. The strike last trading price was 38.1, which was 3.85 higher than the previous day. The implied volatity was 16.76, the open interest changed by -101 which decreased total open position to 123
On 5 Nov DRREDDY was trading at 1272.20. The strike last trading price was 34.25, which was -1.70 lower than the previous day. The implied volatity was 24.86, the open interest changed by 150 which increased total open position to 221
On 4 Nov DRREDDY was trading at 1268.30. The strike last trading price was 35.95, which was -707.65 lower than the previous day. The implied volatity was 28.29, the open interest changed by 73 which increased total open position to 73
On 1 Nov DRREDDY was trading at 1259.60. The strike last trading price was 743.6, which was 0.00 lower than the previous day. The implied volatity was 0.78, 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 743.6, 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 743.6, 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 743.6, 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 743.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| DRREDDY 28NOV2024 1280 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.77
Vega: 0.72
Theta: -0.35
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 1226.70 | 53.75 | 12.75 | 24.30 | 385 | -30 | 615 |
| 13 Nov | 1245.00 | 41 | 11.65 | 23.33 | 995 | -170 | 645 |
| 12 Nov | 1263.90 | 29.35 | 10.65 | 19.22 | 3,740 | 45 | 1,500 |
| 11 Nov | 1287.90 | 18.7 | -4.00 | 22.04 | 3,065 | 215 | 1,460 |
| 8 Nov | 1283.65 | 22.7 | 3.70 | 21.85 | 4,215 | 205 | 1,255 |
| 7 Nov | 1287.35 | 19 | 4.00 | 21.19 | 3,590 | -390 | 1,175 |
| 6 Nov | 1302.10 | 15 | -22.95 | 21.23 | 12,675 | 790 | 1,565 |
| 5 Nov | 1272.20 | 37.95 | -10.05 | 31.64 | 1,910 | 125 | 765 |
| 4 Nov | 1268.30 | 48 | -6.85 | 36.29 | 595 | 120 | 620 |
| 1 Nov | 1259.60 | 54.85 | 11.05 | 36.81 | 150 | -70 | 505 |
| 31 Oct | 1274.20 | 43.8 | -15.55 | - | 470 | 235 | 570 |
| 30 Oct | 1249.85 | 59.35 | 25.95 | - | 135 | -10 | 340 |
| 29 Oct | 1274.70 | 33.4 | 0.00 | - | 0 | 350 | 0 |
| 28 Oct | 1311.50 | 33.4 | - | 15 | 276 | 345 | |
For Dr. Reddy S Laboratories - strike price 1280 expiring on 28NOV2024
Delta for 1280 PE is -0.77
Historical price for 1280 PE is as follows
On 14 Nov DRREDDY was trading at 1226.70. The strike last trading price was 53.75, which was 12.75 higher than the previous day. The implied volatity was 24.30, the open interest changed by -6 which decreased total open position to 123
On 13 Nov DRREDDY was trading at 1245.00. The strike last trading price was 41, which was 11.65 higher than the previous day. The implied volatity was 23.33, the open interest changed by -34 which decreased total open position to 129
On 12 Nov DRREDDY was trading at 1263.90. The strike last trading price was 29.35, which was 10.65 higher than the previous day. The implied volatity was 19.22, the open interest changed by 9 which increased total open position to 300
On 11 Nov DRREDDY was trading at 1287.90. The strike last trading price was 18.7, which was -4.00 lower than the previous day. The implied volatity was 22.04, the open interest changed by 43 which increased total open position to 292
On 8 Nov DRREDDY was trading at 1283.65. The strike last trading price was 22.7, which was 3.70 higher than the previous day. The implied volatity was 21.85, the open interest changed by 41 which increased total open position to 251
On 7 Nov DRREDDY was trading at 1287.35. The strike last trading price was 19, which was 4.00 higher than the previous day. The implied volatity was 21.19, the open interest changed by -78 which decreased total open position to 235
On 6 Nov DRREDDY was trading at 1302.10. The strike last trading price was 15, which was -22.95 lower than the previous day. The implied volatity was 21.23, the open interest changed by 158 which increased total open position to 313
On 5 Nov DRREDDY was trading at 1272.20. The strike last trading price was 37.95, which was -10.05 lower than the previous day. The implied volatity was 31.64, the open interest changed by 25 which increased total open position to 153
On 4 Nov DRREDDY was trading at 1268.30. The strike last trading price was 48, which was -6.85 lower than the previous day. The implied volatity was 36.29, the open interest changed by 24 which increased total open position to 124
On 1 Nov DRREDDY was trading at 1259.60. The strike last trading price was 54.85, which was 11.05 higher than the previous day. The implied volatity was 36.81, the open interest changed by -14 which decreased total open position to 101
On 31 Oct DRREDDY was trading at 1274.20. The strike last trading price was 43.8, which was -15.55 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 59.35, which was 25.95 higher 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 33.4, 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 33.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
