DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
27 Mar 2026 04:10 PM IST
| DRREDDY 30-MAR-2026 1300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.24
Vega: 0.36
Theta: -1.37
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 27 Mar | 1281.70 | 3.5 | -6.1 | 21.4 | 2,137 | -41 | 1,429 | |||||||||
| 25 Mar | 1300.70 | 9.75 | 6.1 | 3.48 | 3,831 | 245 | 1,470 | |||||||||
| 24 Mar | 1259.60 | 3.7 | -1.55 | 25.86 | 1,920 | -125 | 1,226 | |||||||||
| 23 Mar | 1253.30 | 4.15 | -15.85 | 27.85 | 3,658 | -6 | 1,339 | |||||||||
| 20 Mar | 1298.90 | 18.55 | 7.4 | 21.93 | 6,721 | 93 | 1,433 | |||||||||
| 19 Mar | 1274.50 | 12.6 | -5.2 | 21.98 | 2,737 | -12 | 1,349 | |||||||||
| 18 Mar | 1294.80 | 16.6 | 1.1 | 22.18 | 2,470 | 63 | 1,353 | |||||||||
| 17 Mar | 1283.80 | 15.05 | -1.05 | 21.76 | 1,987 | -122 | 1,283 | |||||||||
| 16 Mar | 1276.90 | 14.45 | -12.25 | 23.79 | 1,699 | 123 | 1,420 | |||||||||
| 13 Mar | 1292.30 | 26.4 | -16.5 | 25.48 | 1,671 | 88 | 1,271 | |||||||||
| 12 Mar | 1319.00 | 42.1 | -2.9 | 23.82 | 735 | 22 | 1,198 | |||||||||
| 11 Mar | 1325.50 | 44.4 | 6.7 | 23.02 | 986 | -74 | 1,179 | |||||||||
| 10 Mar | 1314.60 | 37.6 | 9.15 | 22.66 | 3,536 | -68 | 1,252 | |||||||||
| 9 Mar | 1287.00 | 27.1 | -8.1 | 25.26 | 3,364 | 326 | 1,313 | |||||||||
| 6 Mar | 1303.80 | 35 | -4.55 | 22.02 | 1,796 | 244 | 988 | |||||||||
| 5 Mar | 1313.50 | 36.75 | 6.3 | 19.8 | 2,570 | -97 | 746 | |||||||||
| 4 Mar | 1291.20 | 28.65 | -2.9 | 20.65 | 2,247 | 196 | 843 | |||||||||
| 2 Mar | 1294.40 | 30.4 | 1.1 | 22.03 | 1,068 | 29 | 642 | |||||||||
| 27 Feb | 1286.30 | 30.25 | -17.7 | 19.85 | 1,742 | 57 | 613 | |||||||||
| 26 Feb | 1319.30 | 48.2 | 8.2 | 21.28 | 1,047 | -46 | 563 | |||||||||
| 25 Feb | 1306.50 | 39.55 | 0.7 | 19.6 | 3,819 | -86 | 608 | |||||||||
| 24 Feb | 1300.20 | 38.55 | -4.2 | 20.42 | 1,421 | -48 | 692 | |||||||||
| 23 Feb | 1307.40 | 43.2 | 14.85 | 21.06 | 4,464 | 198 | 741 | |||||||||
| 20 Feb | 1280.40 | 26.75 | -2.65 | 18.74 | 601 | 8 | 538 | |||||||||
| 19 Feb | 1282.30 | 29.25 | 0.7 | 19.96 | 694 | 87 | 530 | |||||||||
| 18 Feb | 1280.30 | 28.6 | -2.15 | 17.71 | 370 | 73 | 445 | |||||||||
| 17 Feb | 1284.80 | 32 | 7.35 | 19.85 | 343 | 88 | 317 | |||||||||
| 16 Feb | 1269.40 | 23.8 | -0.35 | 18.31 | 104 | 51 | 228 | |||||||||
| 13 Feb | 1268.10 | 24.05 | -2.35 | 17.17 | 46 | 18 | 177 | |||||||||
| 12 Feb | 1274.90 | 26.45 | 2.4 | 17.67 | 75 | 9 | 156 | |||||||||
| 11 Feb | 1270.30 | 24 | 4.85 | 17.24 | 75 | 0 | 148 | |||||||||
| 10 Feb | 1256.00 | 19.5 | -6.7 | 17.04 | 39 | 4 | 149 | |||||||||
| 9 Feb | 1275.50 | 27.05 | 12.1 | 16.19 | 74 | -6 | 145 | |||||||||
| 6 Feb | 1241.20 | 14.9 | -5.1 | 17 | 145 | -21 | 151 | |||||||||
| 5 Feb | 1244.90 | 20 | 2.3 | 18.34 | 36 | 13 | 170 | |||||||||
| 4 Feb | 1240.20 | 17.7 | 3.15 | 17.8 | 132 | 107 | 158 | |||||||||
| 3 Feb | 1235.40 | 14.45 | 8.45 | 17.64 | 60 | -9 | 51 | |||||||||
| 2 Feb | 1182.50 | 4.65 | -4.75 | 16.94 | 57 | 20 | 61 | |||||||||
| 1 Feb | 1178.70 | 9.4 | -4.75 | 19.72 | 13 | 2 | 40 | |||||||||
| 30 Jan | 1218.10 | 14.15 | 2.35 | 19.25 | 52 | 23 | 37 | |||||||||
| 29 Jan | 1208.90 | 11.8 | -40.85 | 18.19 | 15 | 14 | 14 | |||||||||
| 28 Jan | 1222.50 | 52.65 | 0 | 3.04 | 0 | 0 | 0 | |||||||||
| 27 Jan | 1239.80 | - | - | - | 0 | 0 | 0 | |||||||||
| 23 Jan | 1235.60 | - | - | - | 0 | 0 | 0 | |||||||||
| 22 Jan | 1217.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 21 Jan | 1157.20 | - | - | - | 0 | 0 | 0 | |||||||||
| 20 Jan | 1166.70 | - | - | - | 0 | 0 | 0 | |||||||||
| 19 Jan | 1167.20 | - | - | - | 0 | 0 | 0 | |||||||||
| 16 Jan | 1175.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 14 Jan | 1186.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 13 Jan | 1191.30 | 52.65 | 0 | 3.63 | 0 | 0 | 0 | |||||||||
| 12 Jan | 1215.50 | 52.65 | 0 | 2.86 | 0 | 0 | 0 | |||||||||
| 9 Jan | 1210.10 | 52.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jan | 1206.90 | 52.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Jan | 1242.80 | 52.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Jan | 1256.20 | 52.65 | 0 | 0.82 | 0 | 0 | 0 | |||||||||
| 5 Jan | 1250.00 | 52.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jan | 1256.10 | 52.65 | 0 | - | 0 | 0 | 0 | |||||||||
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| 1 Jan | 1253.40 | 52.65 | 0 | 0.85 | 0 | 0 | 0 | |||||||||
| 31 Dec | 1271.40 | 52.65 | 0 | - | 0 | 0 | 0 | |||||||||
For Dr. Reddy S Laboratories - strike price 1300 expiring on 30MAR2026
Delta for 1300 CE is 0.24
Historical price for 1300 CE is as follows
On 27 Mar DRREDDY was trading at 1281.70. The strike last trading price was 3.5, which was -6.1 lower than the previous day. The implied volatity was 21.4, the open interest changed by -41 which decreased total open position to 1429
On 25 Mar DRREDDY was trading at 1300.70. The strike last trading price was 9.75, which was 6.1 higher than the previous day. The implied volatity was 3.48, the open interest changed by 245 which increased total open position to 1470
On 24 Mar DRREDDY was trading at 1259.60. The strike last trading price was 3.7, which was -1.55 lower than the previous day. The implied volatity was 25.86, the open interest changed by -125 which decreased total open position to 1226
On 23 Mar DRREDDY was trading at 1253.30. The strike last trading price was 4.15, which was -15.85 lower than the previous day. The implied volatity was 27.85, the open interest changed by -6 which decreased total open position to 1339
On 20 Mar DRREDDY was trading at 1298.90. The strike last trading price was 18.55, which was 7.4 higher than the previous day. The implied volatity was 21.93, the open interest changed by 93 which increased total open position to 1433
On 19 Mar DRREDDY was trading at 1274.50. The strike last trading price was 12.6, which was -5.2 lower than the previous day. The implied volatity was 21.98, the open interest changed by -12 which decreased total open position to 1349
On 18 Mar DRREDDY was trading at 1294.80. The strike last trading price was 16.6, which was 1.1 higher than the previous day. The implied volatity was 22.18, the open interest changed by 63 which increased total open position to 1353
On 17 Mar DRREDDY was trading at 1283.80. The strike last trading price was 15.05, which was -1.05 lower than the previous day. The implied volatity was 21.76, the open interest changed by -122 which decreased total open position to 1283
On 16 Mar DRREDDY was trading at 1276.90. The strike last trading price was 14.45, which was -12.25 lower than the previous day. The implied volatity was 23.79, the open interest changed by 123 which increased total open position to 1420
On 13 Mar DRREDDY was trading at 1292.30. The strike last trading price was 26.4, which was -16.5 lower than the previous day. The implied volatity was 25.48, the open interest changed by 88 which increased total open position to 1271
On 12 Mar DRREDDY was trading at 1319.00. The strike last trading price was 42.1, which was -2.9 lower than the previous day. The implied volatity was 23.82, the open interest changed by 22 which increased total open position to 1198
On 11 Mar DRREDDY was trading at 1325.50. The strike last trading price was 44.4, which was 6.7 higher than the previous day. The implied volatity was 23.02, the open interest changed by -74 which decreased total open position to 1179
On 10 Mar DRREDDY was trading at 1314.60. The strike last trading price was 37.6, which was 9.15 higher than the previous day. The implied volatity was 22.66, the open interest changed by -68 which decreased total open position to 1252
On 9 Mar DRREDDY was trading at 1287.00. The strike last trading price was 27.1, which was -8.1 lower than the previous day. The implied volatity was 25.26, the open interest changed by 326 which increased total open position to 1313
On 6 Mar DRREDDY was trading at 1303.80. The strike last trading price was 35, which was -4.55 lower than the previous day. The implied volatity was 22.02, the open interest changed by 244 which increased total open position to 988
On 5 Mar DRREDDY was trading at 1313.50. The strike last trading price was 36.75, which was 6.3 higher than the previous day. The implied volatity was 19.8, the open interest changed by -97 which decreased total open position to 746
On 4 Mar DRREDDY was trading at 1291.20. The strike last trading price was 28.65, which was -2.9 lower than the previous day. The implied volatity was 20.65, the open interest changed by 196 which increased total open position to 843
On 2 Mar DRREDDY was trading at 1294.40. The strike last trading price was 30.4, which was 1.1 higher than the previous day. The implied volatity was 22.03, the open interest changed by 29 which increased total open position to 642
On 27 Feb DRREDDY was trading at 1286.30. The strike last trading price was 30.25, which was -17.7 lower than the previous day. The implied volatity was 19.85, the open interest changed by 57 which increased total open position to 613
On 26 Feb DRREDDY was trading at 1319.30. The strike last trading price was 48.2, which was 8.2 higher than the previous day. The implied volatity was 21.28, the open interest changed by -46 which decreased total open position to 563
On 25 Feb DRREDDY was trading at 1306.50. The strike last trading price was 39.55, which was 0.7 higher than the previous day. The implied volatity was 19.6, the open interest changed by -86 which decreased total open position to 608
On 24 Feb DRREDDY was trading at 1300.20. The strike last trading price was 38.55, which was -4.2 lower than the previous day. The implied volatity was 20.42, the open interest changed by -48 which decreased total open position to 692
On 23 Feb DRREDDY was trading at 1307.40. The strike last trading price was 43.2, which was 14.85 higher than the previous day. The implied volatity was 21.06, the open interest changed by 198 which increased total open position to 741
On 20 Feb DRREDDY was trading at 1280.40. The strike last trading price was 26.75, which was -2.65 lower than the previous day. The implied volatity was 18.74, the open interest changed by 8 which increased total open position to 538
On 19 Feb DRREDDY was trading at 1282.30. The strike last trading price was 29.25, which was 0.7 higher than the previous day. The implied volatity was 19.96, the open interest changed by 87 which increased total open position to 530
On 18 Feb DRREDDY was trading at 1280.30. The strike last trading price was 28.6, which was -2.15 lower than the previous day. The implied volatity was 17.71, the open interest changed by 73 which increased total open position to 445
On 17 Feb DRREDDY was trading at 1284.80. The strike last trading price was 32, which was 7.35 higher than the previous day. The implied volatity was 19.85, the open interest changed by 88 which increased total open position to 317
On 16 Feb DRREDDY was trading at 1269.40. The strike last trading price was 23.8, which was -0.35 lower than the previous day. The implied volatity was 18.31, the open interest changed by 51 which increased total open position to 228
On 13 Feb DRREDDY was trading at 1268.10. The strike last trading price was 24.05, which was -2.35 lower than the previous day. The implied volatity was 17.17, the open interest changed by 18 which increased total open position to 177
On 12 Feb DRREDDY was trading at 1274.90. The strike last trading price was 26.45, which was 2.4 higher than the previous day. The implied volatity was 17.67, the open interest changed by 9 which increased total open position to 156
On 11 Feb DRREDDY was trading at 1270.30. The strike last trading price was 24, which was 4.85 higher than the previous day. The implied volatity was 17.24, the open interest changed by 0 which decreased total open position to 148
On 10 Feb DRREDDY was trading at 1256.00. The strike last trading price was 19.5, which was -6.7 lower than the previous day. The implied volatity was 17.04, the open interest changed by 4 which increased total open position to 149
On 9 Feb DRREDDY was trading at 1275.50. The strike last trading price was 27.05, which was 12.1 higher than the previous day. The implied volatity was 16.19, the open interest changed by -6 which decreased total open position to 145
On 6 Feb DRREDDY was trading at 1241.20. The strike last trading price was 14.9, which was -5.1 lower than the previous day. The implied volatity was 17, the open interest changed by -21 which decreased total open position to 151
On 5 Feb DRREDDY was trading at 1244.90. The strike last trading price was 20, which was 2.3 higher than the previous day. The implied volatity was 18.34, the open interest changed by 13 which increased total open position to 170
On 4 Feb DRREDDY was trading at 1240.20. The strike last trading price was 17.7, which was 3.15 higher than the previous day. The implied volatity was 17.8, the open interest changed by 107 which increased total open position to 158
On 3 Feb DRREDDY was trading at 1235.40. The strike last trading price was 14.45, which was 8.45 higher than the previous day. The implied volatity was 17.64, the open interest changed by -9 which decreased total open position to 51
On 2 Feb DRREDDY was trading at 1182.50. The strike last trading price was 4.65, which was -4.75 lower than the previous day. The implied volatity was 16.94, the open interest changed by 20 which increased total open position to 61
On 1 Feb DRREDDY was trading at 1178.70. The strike last trading price was 9.4, which was -4.75 lower than the previous day. The implied volatity was 19.72, the open interest changed by 2 which increased total open position to 40
On 30 Jan DRREDDY was trading at 1218.10. The strike last trading price was 14.15, which was 2.35 higher than the previous day. The implied volatity was 19.25, the open interest changed by 23 which increased total open position to 37
On 29 Jan DRREDDY was trading at 1208.90. The strike last trading price was 11.8, which was -40.85 lower than the previous day. The implied volatity was 18.19, the open interest changed by 14 which increased total open position to 14
On 28 Jan DRREDDY was trading at 1222.50. The strike last trading price was 52.65, which was 0 lower than the previous day. The implied volatity was 3.04, the open interest changed by 0 which decreased total open position to 0
On 27 Jan DRREDDY was trading at 1239.80. The strike last trading price was -, which was - 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 1235.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Jan DRREDDY was trading at 1217.50. The strike last trading price was -, which was - 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 1157.20. The strike last trading price was -, which was - 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 1166.70. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Jan DRREDDY was trading at 1167.20. The strike last trading price was -, which was - 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 1175.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Jan DRREDDY was trading at 1186.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Jan DRREDDY was trading at 1191.30. The strike last trading price was 52.65, which was 0 lower than the previous day. The implied volatity was 3.63, the open interest changed by 0 which decreased total open position to 0
On 12 Jan DRREDDY was trading at 1215.50. The strike last trading price was 52.65, which was 0 lower than the previous day. The implied volatity was 2.86, the open interest changed by 0 which decreased total open position to 0
On 9 Jan DRREDDY was trading at 1210.10. The strike last trading price was 52.65, 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 8 Jan DRREDDY was trading at 1206.90. The strike last trading price was 52.65, 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 7 Jan DRREDDY was trading at 1242.80. The strike last trading price was 52.65, 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 6 Jan DRREDDY was trading at 1256.20. The strike last trading price was 52.65, which was 0 lower than the previous day. The implied volatity was 0.82, the open interest changed by 0 which decreased total open position to 0
On 5 Jan DRREDDY was trading at 1250.00. The strike last trading price was 52.65, 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 2 Jan DRREDDY was trading at 1256.10. The strike last trading price was 52.65, 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 1 Jan DRREDDY was trading at 1253.40. The strike last trading price was 52.65, which was 0 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 31 Dec DRREDDY was trading at 1271.40. The strike last trading price was 52.65, 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 30MAR2026 1300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.78
Vega: 0.35
Theta: -0.88
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 27 Mar | 1281.70 | 20.8 | 4.7 | 19.9 | 576 | -14 | 982 |
| 25 Mar | 1300.70 | 14.9 | -32.75 | 31.81 | 1,140 | 16 | 996 |
| 24 Mar | 1259.60 | 47.55 | -6.25 | 31.68 | 89 | -19 | 978 |
| 23 Mar | 1253.30 | 54.8 | 31.7 | 32.08 | 576 | 51 | 998 |
| 20 Mar | 1298.90 | 23.45 | -14.8 | 27.14 | 1,727 | 62 | 974 |
| 19 Mar | 1274.50 | 34 | 9.95 | 28.19 | 727 | 29 | 908 |
| 18 Mar | 1294.80 | 25.5 | -6.2 | 22.25 | 665 | 5 | 882 |
| 17 Mar | 1283.80 | 31 | -9.6 | 24.38 | 515 | -113 | 877 |
| 16 Mar | 1276.90 | 43.25 | 9.4 | 30.91 | 2,138 | -178 | 1,006 |
| 13 Mar | 1292.30 | 34.6 | 15.55 | 29.3 | 1,776 | -92 | 1,190 |
| 12 Mar | 1319.00 | 19.45 | -0.15 | 26.34 | 771 | -5 | 1,291 |
| 11 Mar | 1325.50 | 19.45 | -1.2 | 26.83 | 1,477 | 87 | 1,298 |
| 10 Mar | 1314.60 | 20.4 | -16.25 | 23.51 | 2,946 | 529 | 1,222 |
| 9 Mar | 1287.00 | 37.55 | 9.7 | 26.9 | 1,635 | 46 | 699 |
| 6 Mar | 1303.80 | 28 | 5.15 | 25.01 | 1,487 | 139 | 653 |
| 5 Mar | 1313.50 | 23.9 | -12.85 | 23.61 | 997 | 28 | 522 |
| 4 Mar | 1291.20 | 38.5 | 5.55 | 28.21 | 609 | -67 | 520 |
| 2 Mar | 1294.40 | 34.2 | -1.15 | 23.32 | 373 | -21 | 592 |
| 27 Feb | 1286.30 | 34.25 | 10.3 | 23.18 | 1,618 | 99 | 613 |
| 26 Feb | 1319.30 | 22.85 | -6.45 | 22.65 | 867 | 74 | 517 |
| 25 Feb | 1306.50 | 29.7 | -0.75 | 24.09 | 2,599 | 58 | 443 |
| 24 Feb | 1300.20 | 31 | 4.05 | 23.31 | 407 | 4 | 374 |
| 23 Feb | 1307.40 | 26.95 | -11.3 | 21.87 | 633 | 51 | 368 |
| 20 Feb | 1280.40 | 38.9 | 0.3 | 20.82 | 238 | 62 | 326 |
| 19 Feb | 1282.30 | 39.8 | -0.6 | 21.15 | 236 | 130 | 260 |
| 18 Feb | 1280.30 | 40.4 | 2.85 | 22.95 | 86 | 58 | 129 |
| 17 Feb | 1284.80 | 38.45 | -8.55 | 21.17 | 77 | 58 | 65 |
| 16 Feb | 1269.40 | 47 | 4 | 22.09 | 1 | 0 | 6 |
| 13 Feb | 1268.10 | 43 | -0.75 | 19.77 | 1 | 0 | 5 |
| 12 Feb | 1274.90 | 43.75 | 1.75 | 20.78 | 1 | 0 | 4 |
| 11 Feb | 1270.30 | 42 | -4 | 18.21 | 4 | 2 | 3 |
| 10 Feb | 1256.00 | 46 | -21.6 | - | 0 | 0 | 1 |
| 9 Feb | 1275.50 | 46 | -21.6 | 22.26 | 1 | 0 | 0 |
| 6 Feb | 1241.20 | 67.6 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 1244.90 | 67.6 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 1240.20 | 67.6 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 1235.40 | 67.6 | 0 | - | 0 | 0 | 0 |
| 2 Feb | 1182.50 | 67.6 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 1178.70 | 67.6 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 1218.10 | 67.6 | 0 | - | 0 | 0 | 0 |
| 29 Jan | 1208.90 | 67.6 | 0 | - | 0 | 0 | 0 |
| 28 Jan | 1222.50 | 67.6 | 0 | - | 0 | 0 | 0 |
| 27 Jan | 1239.80 | - | - | - | 0 | 0 | 0 |
| 23 Jan | 1235.60 | - | - | - | 0 | 0 | 0 |
| 22 Jan | 1217.50 | - | - | - | 0 | 0 | 0 |
| 21 Jan | 1157.20 | - | - | - | 0 | 0 | 0 |
| 20 Jan | 1166.70 | - | - | - | 0 | 0 | 0 |
| 19 Jan | 1167.20 | - | - | - | 0 | 0 | 0 |
| 16 Jan | 1175.50 | - | - | - | 0 | 0 | 0 |
| 14 Jan | 1186.50 | - | - | - | 0 | 0 | 0 |
| 13 Jan | 1191.30 | 67.6 | 0 | - | 0 | 0 | 0 |
| 12 Jan | 1215.50 | 67.6 | 0 | - | 0 | 0 | 0 |
| 9 Jan | 1210.10 | 67.6 | 0 | - | 0 | 0 | 0 |
| 8 Jan | 1206.90 | 67.6 | 0 | - | 0 | 0 | 0 |
| 7 Jan | 1242.80 | 67.6 | 0 | - | 0 | 0 | 0 |
| 6 Jan | 1256.20 | 67.6 | 0 | - | 0 | 0 | 0 |
| 5 Jan | 1250.00 | 67.6 | 0 | - | 0 | 0 | 0 |
| 2 Jan | 1256.10 | 67.6 | 0 | - | 0 | 0 | 0 |
| 1 Jan | 1253.40 | 67.6 | 0 | - | 0 | 0 | 0 |
| 31 Dec | 1271.40 | 67.6 | 0 | - | 0 | 0 | 0 |
For Dr. Reddy S Laboratories - strike price 1300 expiring on 30MAR2026
Delta for 1300 PE is -0.78
Historical price for 1300 PE is as follows
On 27 Mar DRREDDY was trading at 1281.70. The strike last trading price was 20.8, which was 4.7 higher than the previous day. The implied volatity was 19.9, the open interest changed by -14 which decreased total open position to 982
On 25 Mar DRREDDY was trading at 1300.70. The strike last trading price was 14.9, which was -32.75 lower than the previous day. The implied volatity was 31.81, the open interest changed by 16 which increased total open position to 996
On 24 Mar DRREDDY was trading at 1259.60. The strike last trading price was 47.55, which was -6.25 lower than the previous day. The implied volatity was 31.68, the open interest changed by -19 which decreased total open position to 978
On 23 Mar DRREDDY was trading at 1253.30. The strike last trading price was 54.8, which was 31.7 higher than the previous day. The implied volatity was 32.08, the open interest changed by 51 which increased total open position to 998
On 20 Mar DRREDDY was trading at 1298.90. The strike last trading price was 23.45, which was -14.8 lower than the previous day. The implied volatity was 27.14, the open interest changed by 62 which increased total open position to 974
On 19 Mar DRREDDY was trading at 1274.50. The strike last trading price was 34, which was 9.95 higher than the previous day. The implied volatity was 28.19, the open interest changed by 29 which increased total open position to 908
On 18 Mar DRREDDY was trading at 1294.80. The strike last trading price was 25.5, which was -6.2 lower than the previous day. The implied volatity was 22.25, the open interest changed by 5 which increased total open position to 882
On 17 Mar DRREDDY was trading at 1283.80. The strike last trading price was 31, which was -9.6 lower than the previous day. The implied volatity was 24.38, the open interest changed by -113 which decreased total open position to 877
On 16 Mar DRREDDY was trading at 1276.90. The strike last trading price was 43.25, which was 9.4 higher than the previous day. The implied volatity was 30.91, the open interest changed by -178 which decreased total open position to 1006
On 13 Mar DRREDDY was trading at 1292.30. The strike last trading price was 34.6, which was 15.55 higher than the previous day. The implied volatity was 29.3, the open interest changed by -92 which decreased total open position to 1190
On 12 Mar DRREDDY was trading at 1319.00. The strike last trading price was 19.45, which was -0.15 lower than the previous day. The implied volatity was 26.34, the open interest changed by -5 which decreased total open position to 1291
On 11 Mar DRREDDY was trading at 1325.50. The strike last trading price was 19.45, which was -1.2 lower than the previous day. The implied volatity was 26.83, the open interest changed by 87 which increased total open position to 1298
On 10 Mar DRREDDY was trading at 1314.60. The strike last trading price was 20.4, which was -16.25 lower than the previous day. The implied volatity was 23.51, the open interest changed by 529 which increased total open position to 1222
On 9 Mar DRREDDY was trading at 1287.00. The strike last trading price was 37.55, which was 9.7 higher than the previous day. The implied volatity was 26.9, the open interest changed by 46 which increased total open position to 699
On 6 Mar DRREDDY was trading at 1303.80. The strike last trading price was 28, which was 5.15 higher than the previous day. The implied volatity was 25.01, the open interest changed by 139 which increased total open position to 653
On 5 Mar DRREDDY was trading at 1313.50. The strike last trading price was 23.9, which was -12.85 lower than the previous day. The implied volatity was 23.61, the open interest changed by 28 which increased total open position to 522
On 4 Mar DRREDDY was trading at 1291.20. The strike last trading price was 38.5, which was 5.55 higher than the previous day. The implied volatity was 28.21, the open interest changed by -67 which decreased total open position to 520
On 2 Mar DRREDDY was trading at 1294.40. The strike last trading price was 34.2, which was -1.15 lower than the previous day. The implied volatity was 23.32, the open interest changed by -21 which decreased total open position to 592
On 27 Feb DRREDDY was trading at 1286.30. The strike last trading price was 34.25, which was 10.3 higher than the previous day. The implied volatity was 23.18, the open interest changed by 99 which increased total open position to 613
On 26 Feb DRREDDY was trading at 1319.30. The strike last trading price was 22.85, which was -6.45 lower than the previous day. The implied volatity was 22.65, the open interest changed by 74 which increased total open position to 517
On 25 Feb DRREDDY was trading at 1306.50. The strike last trading price was 29.7, which was -0.75 lower than the previous day. The implied volatity was 24.09, the open interest changed by 58 which increased total open position to 443
On 24 Feb DRREDDY was trading at 1300.20. The strike last trading price was 31, which was 4.05 higher than the previous day. The implied volatity was 23.31, the open interest changed by 4 which increased total open position to 374
On 23 Feb DRREDDY was trading at 1307.40. The strike last trading price was 26.95, which was -11.3 lower than the previous day. The implied volatity was 21.87, the open interest changed by 51 which increased total open position to 368
On 20 Feb DRREDDY was trading at 1280.40. The strike last trading price was 38.9, which was 0.3 higher than the previous day. The implied volatity was 20.82, the open interest changed by 62 which increased total open position to 326
On 19 Feb DRREDDY was trading at 1282.30. The strike last trading price was 39.8, which was -0.6 lower than the previous day. The implied volatity was 21.15, the open interest changed by 130 which increased total open position to 260
On 18 Feb DRREDDY was trading at 1280.30. The strike last trading price was 40.4, which was 2.85 higher than the previous day. The implied volatity was 22.95, the open interest changed by 58 which increased total open position to 129
On 17 Feb DRREDDY was trading at 1284.80. The strike last trading price was 38.45, which was -8.55 lower than the previous day. The implied volatity was 21.17, the open interest changed by 58 which increased total open position to 65
On 16 Feb DRREDDY was trading at 1269.40. The strike last trading price was 47, which was 4 higher than the previous day. The implied volatity was 22.09, the open interest changed by 0 which decreased total open position to 6
On 13 Feb DRREDDY was trading at 1268.10. The strike last trading price was 43, which was -0.75 lower than the previous day. The implied volatity was 19.77, the open interest changed by 0 which decreased total open position to 5
On 12 Feb DRREDDY was trading at 1274.90. The strike last trading price was 43.75, which was 1.75 higher than the previous day. The implied volatity was 20.78, the open interest changed by 0 which decreased total open position to 4
On 11 Feb DRREDDY was trading at 1270.30. The strike last trading price was 42, which was -4 lower than the previous day. The implied volatity was 18.21, the open interest changed by 2 which increased total open position to 3
On 10 Feb DRREDDY was trading at 1256.00. The strike last trading price was 46, which was -21.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Feb DRREDDY was trading at 1275.50. The strike last trading price was 46, which was -21.6 lower than the previous day. The implied volatity was 22.26, the open interest changed by 0 which decreased total open position to 0
On 6 Feb DRREDDY was trading at 1241.20. The strike last trading price was 67.6, 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 Feb DRREDDY was trading at 1244.90. The strike last trading price was 67.6, 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 Feb DRREDDY was trading at 1240.20. The strike last trading price was 67.6, 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 3 Feb DRREDDY was trading at 1235.40. The strike last trading price was 67.6, 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 2 Feb DRREDDY was trading at 1182.50. The strike last trading price was 67.6, 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 1 Feb DRREDDY was trading at 1178.70. The strike last trading price was 67.6, 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 30 Jan DRREDDY was trading at 1218.10. The strike last trading price was 67.6, 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 29 Jan DRREDDY was trading at 1208.90. The strike last trading price was 67.6, 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 1222.50. The strike last trading price was 67.6, 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 1239.80. The strike last trading price was -, which was - 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 1235.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Jan DRREDDY was trading at 1217.50. The strike last trading price was -, which was - 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 1157.20. The strike last trading price was -, which was - 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 1166.70. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Jan DRREDDY was trading at 1167.20. The strike last trading price was -, which was - 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 1175.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Jan DRREDDY was trading at 1186.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Jan DRREDDY was trading at 1191.30. The strike last trading price was 67.6, 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 12 Jan DRREDDY was trading at 1215.50. The strike last trading price was 67.6, 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 9 Jan DRREDDY was trading at 1210.10. The strike last trading price was 67.6, 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 8 Jan DRREDDY was trading at 1206.90. The strike last trading price was 67.6, 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 7 Jan DRREDDY was trading at 1242.80. The strike last trading price was 67.6, 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 6 Jan DRREDDY was trading at 1256.20. The strike last trading price was 67.6, 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 Jan DRREDDY was trading at 1250.00. The strike last trading price was 67.6, 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 2 Jan DRREDDY was trading at 1256.10. The strike last trading price was 67.6, 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 1 Jan DRREDDY was trading at 1253.40. The strike last trading price was 67.6, 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 31 Dec DRREDDY was trading at 1271.40. The strike last trading price was 67.6, 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
