DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
31 Jan 2025 04:10 PM IST
| DRREDDY 27FEB2025 1290 CE | ||||||||||
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Delta: 0.21
Vega: 0.95
Theta: -0.46
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 31 Jan | 1217.35 | 8.5 | -1 | 22.64 | 173 | 14 | 118 | |||
| 30 Jan | 1194.50 | 9.4 | 1 | 27.29 | 122 | 28 | 104 | |||
| 29 Jan | 1181.20 | 8.4 | 1.85 | 27.77 | 46 | 15 | 66 | |||
| 28 Jan | 1181.25 | 6.55 | -2.3 | 25.38 | 62 | 28 | 51 | |||
| 27 Jan | 1197.65 | 8.8 | -7.6 | 25.00 | 27 | 8 | 24 | |||
| 24 Jan | 1224.40 | 16.4 | -37.7 | 24.04 | 30 | 8 | 16 | |||
| 23 Jan | 1289.40 | 54.6 | -48.60 | 29.32 | 10 | 7 | 7 | |||
| 22 Jan | 1296.25 | 103.2 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Jan | 1288.15 | 103.2 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Jan | 1302.35 | 103.2 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Jan | 1309.40 | 103.2 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Jan | 1302.75 | 103.2 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Jan | 1337.20 | 103.2 | - | 0 | 0 | 0 | ||||
For Dr. Reddy S Laboratories - strike price 1290 expiring on 27FEB2025
Delta for 1290 CE is 0.21
Historical price for 1290 CE is as follows
On 31 Jan DRREDDY was trading at 1217.35. The strike last trading price was 8.5, which was -1 lower than the previous day. The implied volatity was 22.64, the open interest changed by 14 which increased total open position to 118
On 30 Jan DRREDDY was trading at 1194.50. The strike last trading price was 9.4, which was 1 higher than the previous day. The implied volatity was 27.29, the open interest changed by 28 which increased total open position to 104
On 29 Jan DRREDDY was trading at 1181.20. The strike last trading price was 8.4, which was 1.85 higher than the previous day. The implied volatity was 27.77, the open interest changed by 15 which increased total open position to 66
On 28 Jan DRREDDY was trading at 1181.25. The strike last trading price was 6.55, which was -2.3 lower than the previous day. The implied volatity was 25.38, the open interest changed by 28 which increased total open position to 51
On 27 Jan DRREDDY was trading at 1197.65. The strike last trading price was 8.8, which was -7.6 lower than the previous day. The implied volatity was 25.00, the open interest changed by 8 which increased total open position to 24
On 24 Jan DRREDDY was trading at 1224.40. The strike last trading price was 16.4, which was -37.7 lower than the previous day. The implied volatity was 24.04, the open interest changed by 8 which increased total open position to 16
On 23 Jan DRREDDY was trading at 1289.40. The strike last trading price was 54.6, which was -48.60 lower than the previous day. The implied volatity was 29.32, the open interest changed by 7 which increased total open position to 7
On 22 Jan DRREDDY was trading at 1296.25. The strike last trading price was 103.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Jan DRREDDY was trading at 1288.15. The strike last trading price was 103.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Jan DRREDDY was trading at 1302.35. The strike last trading price was 103.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Jan DRREDDY was trading at 1309.40. The strike last trading price was 103.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Jan DRREDDY was trading at 1302.75. The strike last trading price was 103.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 Jan DRREDDY was trading at 1337.20. The strike last trading price was 103.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| DRREDDY 27FEB2025 1290 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.75
Vega: 1.06
Theta: -0.27
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 31 Jan | 1217.35 | 78.4 | -13.6 | 27.46 | 1 | 0 | 1 |
| 30 Jan | 1194.50 | 92 | 70.15 | 25.56 | 1 | 0 | 0 |
| 29 Jan | 1181.20 | 21.85 | 0 | - | 0 | 0 | 0 |
| 28 Jan | 1181.25 | 21.85 | 0 | - | 0 | 0 | 0 |
| 27 Jan | 1197.65 | 21.85 | 0 | - | 0 | 0 | 0 |
| 24 Jan | 1224.40 | 21.85 | 0 | - | 0 | 0 | 0 |
| 23 Jan | 1289.40 | 21.85 | 0.00 | 0.97 | 0 | 0 | 0 |
| 22 Jan | 1296.25 | 21.85 | 0.00 | 1.43 | 0 | 0 | 0 |
| 21 Jan | 1288.15 | 21.85 | 0.00 | 0.85 | 0 | 0 | 0 |
| 20 Jan | 1302.35 | 21.85 | 0.00 | 1.67 | 0 | 0 | 0 |
| 17 Jan | 1309.40 | 21.85 | 0.00 | 2.19 | 0 | 0 | 0 |
| 16 Jan | 1302.75 | 21.85 | 0.00 | 2.06 | 0 | 0 | 0 |
| 15 Jan | 1337.20 | 21.85 | 3.66 | 0 | 0 | 0 | |
For Dr. Reddy S Laboratories - strike price 1290 expiring on 27FEB2025
Delta for 1290 PE is -0.75
Historical price for 1290 PE is as follows
On 31 Jan DRREDDY was trading at 1217.35. The strike last trading price was 78.4, which was -13.6 lower than the previous day. The implied volatity was 27.46, the open interest changed by 0 which decreased total open position to 1
On 30 Jan DRREDDY was trading at 1194.50. The strike last trading price was 92, which was 70.15 higher than the previous day. The implied volatity was 25.56, the open interest changed by 0 which decreased total open position to 0
On 29 Jan DRREDDY was trading at 1181.20. The strike last trading price was 21.85, 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 28 Jan DRREDDY was trading at 1181.25. The strike last trading price was 21.85, 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 27 Jan DRREDDY was trading at 1197.65. The strike last trading price was 21.85, 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 24 Jan DRREDDY was trading at 1224.40. The strike last trading price was 21.85, 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 23 Jan DRREDDY was trading at 1289.40. The strike last trading price was 21.85, which was 0.00 lower than the previous day. The implied volatity was 0.97, the open interest changed by 0 which decreased total open position to 0
On 22 Jan DRREDDY was trading at 1296.25. The strike last trading price was 21.85, which was 0.00 lower than the previous day. The implied volatity was 1.43, the open interest changed by 0 which decreased total open position to 0
On 21 Jan DRREDDY was trading at 1288.15. The strike last trading price was 21.85, which was 0.00 lower than the previous day. The implied volatity was 0.85, the open interest changed by 0 which decreased total open position to 0
On 20 Jan DRREDDY was trading at 1302.35. The strike last trading price was 21.85, which was 0.00 lower than the previous day. The implied volatity was 1.67, the open interest changed by 0 which decreased total open position to 0
On 17 Jan DRREDDY was trading at 1309.40. The strike last trading price was 21.85, which was 0.00 lower than the previous day. The implied volatity was 2.19, the open interest changed by 0 which decreased total open position to 0
On 16 Jan DRREDDY was trading at 1302.75. The strike last trading price was 21.85, which was 0.00 lower than the previous day. The implied volatity was 2.06, the open interest changed by 0 which decreased total open position to 0
On 15 Jan DRREDDY was trading at 1337.20. The strike last trading price was 21.85, which was lower than the previous day. The implied volatity was 3.66, the open interest changed by 0 which decreased total open position to 0
