DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
21 Nov 2024 04:10 PM IST
| DRREDDY 28NOV2024 1290 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.04
Vega: 0.13
Theta: -0.29
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1195.35 | 0.7 | -0.65 | 30.28 | 715 | -55 | 1,130 | |||
| 20 Nov | 1213.45 | 1.35 | 0.00 | 24.61 | 2,150 | 40 | 1,190 | |||
|
|
||||||||||
| 19 Nov | 1213.45 | 1.35 | 0.30 | 24.61 | 2,150 | 45 | 1,190 | |||
| 18 Nov | 1193.55 | 1.05 | -1.80 | 27.04 | 3,770 | 190 | 1,190 | |||
| 14 Nov | 1226.70 | 2.85 | -3.25 | 19.50 | 3,510 | 0 | 1,000 | |||
| 13 Nov | 1245.00 | 6.1 | -3.90 | 19.30 | 2,840 | -15 | 1,025 | |||
| 12 Nov | 1263.90 | 10 | -9.00 | 19.24 | 4,985 | 305 | 1,135 | |||
| 11 Nov | 1287.90 | 19 | 1.65 | 16.16 | 6,490 | 55 | 850 | |||
| 8 Nov | 1283.65 | 17.35 | -5.50 | 15.70 | 5,610 | 195 | 795 | |||
| 7 Nov | 1287.35 | 22.85 | -8.75 | 16.29 | 4,060 | 165 | 590 | |||
| 6 Nov | 1302.10 | 31.6 | 1.65 | 16.82 | 8,850 | -145 | 425 | |||
| 5 Nov | 1272.20 | 29.95 | -1.25 | 25.28 | 2,155 | 520 | 555 | |||
| 4 Nov | 1268.30 | 31.2 | 0.05 | 28.47 | 135 | 30 | 40 | |||
| 1 Nov | 1259.60 | 31.15 | 0.00 | 28.89 | 10 | 0 | 10 | |||
| 31 Oct | 1274.20 | 31.15 | -197.10 | - | 15 | 5 | 10 | |||
| 30 Oct | 1249.85 | 228.25 | 0.00 | - | 0 | 5 | 0 | |||
| 29 Oct | 1274.70 | 228.25 | -261.75 | - | 5 | 0 | 0 | |||
| 28 Oct | 1311.50 | 490 | - | 0 | 0 | 0 | ||||
For Dr. Reddy S Laboratories - strike price 1290 expiring on 28NOV2024
Delta for 1290 CE is 0.04
Historical price for 1290 CE is as follows
On 21 Nov DRREDDY was trading at 1195.35. The strike last trading price was 0.7, which was -0.65 lower than the previous day. The implied volatity was 30.28, the open interest changed by -11 which decreased total open position to 226
On 20 Nov DRREDDY was trading at 1213.45. The strike last trading price was 1.35, which was 0.00 lower than the previous day. The implied volatity was 24.61, the open interest changed by 8 which increased total open position to 238
On 19 Nov DRREDDY was trading at 1213.45. The strike last trading price was 1.35, which was 0.30 higher than the previous day. The implied volatity was 24.61, the open interest changed by 9 which increased total open position to 238
On 18 Nov DRREDDY was trading at 1193.55. The strike last trading price was 1.05, which was -1.80 lower than the previous day. The implied volatity was 27.04, the open interest changed by 38 which increased total open position to 238
On 14 Nov DRREDDY was trading at 1226.70. The strike last trading price was 2.85, which was -3.25 lower than the previous day. The implied volatity was 19.50, the open interest changed by 0 which decreased total open position to 200
On 13 Nov DRREDDY was trading at 1245.00. The strike last trading price was 6.1, which was -3.90 lower than the previous day. The implied volatity was 19.30, the open interest changed by -3 which decreased total open position to 205
On 12 Nov DRREDDY was trading at 1263.90. The strike last trading price was 10, which was -9.00 lower than the previous day. The implied volatity was 19.24, the open interest changed by 61 which increased total open position to 227
On 11 Nov DRREDDY was trading at 1287.90. The strike last trading price was 19, which was 1.65 higher than the previous day. The implied volatity was 16.16, the open interest changed by 11 which increased total open position to 170
On 8 Nov DRREDDY was trading at 1283.65. The strike last trading price was 17.35, which was -5.50 lower than the previous day. The implied volatity was 15.70, the open interest changed by 39 which increased total open position to 159
On 7 Nov DRREDDY was trading at 1287.35. The strike last trading price was 22.85, which was -8.75 lower than the previous day. The implied volatity was 16.29, the open interest changed by 33 which increased total open position to 118
On 6 Nov DRREDDY was trading at 1302.10. The strike last trading price was 31.6, which was 1.65 higher than the previous day. The implied volatity was 16.82, the open interest changed by -29 which decreased total open position to 85
On 5 Nov DRREDDY was trading at 1272.20. The strike last trading price was 29.95, which was -1.25 lower than the previous day. The implied volatity was 25.28, the open interest changed by 104 which increased total open position to 111
On 4 Nov DRREDDY was trading at 1268.30. The strike last trading price was 31.2, which was 0.05 higher than the previous day. The implied volatity was 28.47, the open interest changed by 6 which increased total open position to 8
On 1 Nov DRREDDY was trading at 1259.60. The strike last trading price was 31.15, which was 0.00 lower than the previous day. The implied volatity was 28.89, the open interest changed by 0 which decreased total open position to 2
On 31 Oct DRREDDY was trading at 1274.20. The strike last trading price was 31.15, which was -197.10 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 228.25, 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 228.25, which was -261.75 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 490, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| DRREDDY 28NOV2024 1290 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.98
Vega: 0.07
Theta: 0.21
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1195.35 | 95 | 32.15 | 26.01 | 10 | 0 | 245 |
| 20 Nov | 1213.45 | 62.85 | 0.00 | - | 190 | -100 | 250 |
| 19 Nov | 1213.45 | 62.85 | -28.45 | - | 190 | -95 | 250 |
| 18 Nov | 1193.55 | 91.3 | 28.45 | - | 130 | -45 | 350 |
| 14 Nov | 1226.70 | 62.85 | 14.45 | 25.87 | 355 | 15 | 405 |
| 13 Nov | 1245.00 | 48.4 | 13.15 | 23.57 | 270 | -70 | 395 |
| 12 Nov | 1263.90 | 35.25 | 12.20 | 18.42 | 1,360 | -65 | 465 |
| 11 Nov | 1287.90 | 23.05 | -5.20 | 21.81 | 2,980 | -10 | 535 |
| 8 Nov | 1283.65 | 28.25 | 5.05 | 22.35 | 2,500 | 35 | 545 |
| 7 Nov | 1287.35 | 23.2 | 5.15 | 20.99 | 3,920 | -260 | 510 |
| 6 Nov | 1302.10 | 18.05 | -26.90 | 20.68 | 4,655 | 725 | 770 |
| 5 Nov | 1272.20 | 44.95 | -17.40 | 33.11 | 35 | 10 | 45 |
| 4 Nov | 1268.30 | 62.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 1259.60 | 62.35 | 0.00 | 0.00 | 0 | 15 | 0 |
| 31 Oct | 1274.20 | 62.35 | -1.65 | - | 25 | 5 | 25 |
| 30 Oct | 1249.85 | 64 | -50.80 | - | 40 | 20 | 20 |
| 29 Oct | 1274.70 | 114.8 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1311.50 | 114.8 | - | 0 | 0 | 0 | |
For Dr. Reddy S Laboratories - strike price 1290 expiring on 28NOV2024
Delta for 1290 PE is -0.98
Historical price for 1290 PE is as follows
On 21 Nov DRREDDY was trading at 1195.35. The strike last trading price was 95, which was 32.15 higher than the previous day. The implied volatity was 26.01, the open interest changed by 0 which decreased total open position to 49
On 20 Nov DRREDDY was trading at 1213.45. The strike last trading price was 62.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -20 which decreased total open position to 50
On 19 Nov DRREDDY was trading at 1213.45. The strike last trading price was 62.85, which was -28.45 lower than the previous day. The implied volatity was -, the open interest changed by -19 which decreased total open position to 50
On 18 Nov DRREDDY was trading at 1193.55. The strike last trading price was 91.3, which was 28.45 higher than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 70
On 14 Nov DRREDDY was trading at 1226.70. The strike last trading price was 62.85, which was 14.45 higher than the previous day. The implied volatity was 25.87, the open interest changed by 3 which increased total open position to 81
On 13 Nov DRREDDY was trading at 1245.00. The strike last trading price was 48.4, which was 13.15 higher than the previous day. The implied volatity was 23.57, the open interest changed by -14 which decreased total open position to 79
On 12 Nov DRREDDY was trading at 1263.90. The strike last trading price was 35.25, which was 12.20 higher than the previous day. The implied volatity was 18.42, the open interest changed by -13 which decreased total open position to 93
On 11 Nov DRREDDY was trading at 1287.90. The strike last trading price was 23.05, which was -5.20 lower than the previous day. The implied volatity was 21.81, the open interest changed by -2 which decreased total open position to 107
On 8 Nov DRREDDY was trading at 1283.65. The strike last trading price was 28.25, which was 5.05 higher than the previous day. The implied volatity was 22.35, the open interest changed by 7 which increased total open position to 109
On 7 Nov DRREDDY was trading at 1287.35. The strike last trading price was 23.2, which was 5.15 higher than the previous day. The implied volatity was 20.99, the open interest changed by -52 which decreased total open position to 102
On 6 Nov DRREDDY was trading at 1302.10. The strike last trading price was 18.05, which was -26.90 lower than the previous day. The implied volatity was 20.68, the open interest changed by 145 which increased total open position to 154
On 5 Nov DRREDDY was trading at 1272.20. The strike last trading price was 44.95, which was -17.40 lower than the previous day. The implied volatity was 33.11, the open interest changed by 2 which increased total open position to 9
On 4 Nov DRREDDY was trading at 1268.30. The strike last trading price was 62.35, 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 1 Nov DRREDDY was trading at 1259.60. The strike last trading price was 62.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 31 Oct DRREDDY was trading at 1274.20. The strike last trading price was 62.35, which was -1.65 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 64, which was -50.80 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 114.8, 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 114.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
