[--[65.84.65.76]--]

DRREDDY

Dr. Reddy S Laboratories
1279.3 +5.80 (0.46%)
L: 1267.3 H: 1280.4

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Historical option data for DRREDDY

12 Dec 2025 04:10 PM IST
DRREDDY 30-DEC-2025 1300 CE
Delta: 0.35
Vega: 1.06
Theta: -0.48
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 1279.30 8.25 0.6 12.29 2,250 -5 3,598
11 Dec 1273.50 8.1 3.65 13.34 3,912 687 3,604
10 Dec 1250.80 4.4 -0.45 15.33 1,891 -53 2,917
9 Dec 1246.20 5 -3.85 16.26 1,925 53 2,988
8 Dec 1266.50 9.1 -2.95 15.53 2,479 -98 2,934
5 Dec 1275.20 13 -3.65 14.66 3,561 445 3,031
4 Dec 1277.60 16.65 -0.2 16.27 3,348 -330 2,607
3 Dec 1280.70 17 0.1 15.64 12,851 1,184 2,967
2 Dec 1275.20 17.8 6.35 16.91 3,234 280 1,615
1 Dec 1260.10 11.2 -1.6 16.15 1,253 -11 1,337
28 Nov 1258.80 12.4 2.1 16.61 767 21 1,348
27 Nov 1249.30 10.4 -0.6 16.51 2,040 749 1,329
26 Nov 1248.00 10.75 0.55 17.05 743 52 579
25 Nov 1236.10 9.6 1 18.10 1,894 114 527
24 Nov 1226.20 8.75 -2.3 19.39 931 87 413
21 Nov 1243.90 11.2 -2.3 16.63 276 103 325
20 Nov 1248.60 13.85 -0.3 17.41 154 28 222
19 Nov 1250.20 14 0.7 16.64 127 40 194
18 Nov 1243.80 13.25 -1.35 17.56 23 8 159
17 Nov 1244.40 14.35 -1.75 17.54 70 -10 151
14 Nov 1246.00 16.55 3.05 17.64 105 30 161
13 Nov 1234.90 13.5 0.6 17.89 86 5 140
12 Nov 1229.60 13.3 3.3 18.26 99 10 135
11 Nov 1211.50 10 0.95 18.70 62 -8 124
10 Nov 1198.70 9.05 -0.1 20.05 25 -4 129
7 Nov 1205.40 9.1 -1.1 18.05 50 16 132
6 Nov 1205.20 10.4 0 19.34 32 8 117
4 Nov 1200.00 10.7 0.4 20.06 35 -2 108
3 Nov 1196.00 10.25 -0.45 19.43 28 15 109
31 Oct 1197.60 10.7 -1.8 - 24 2 94
30 Oct 1202.20 12.3 -17.3 19.18 181 58 92
29 Oct 1250.90 31 -9 19.23 58 34 36
27 Oct 1284.30 40 1.7 - 0 0 0
24 Oct 1283.60 40 1.7 - 0 2 0
23 Oct 1279.40 40 1.7 17.26 2 1 1
21 Oct 1288.70 38.3 0 - 0 0 0
16 Oct 1240.20 38.3 0 1.68 0 0 0
13 Oct 1262.40 38.3 0 - 0 0 0
10 Oct 1264.40 38.3 0 0.39 0 0 0
9 Oct 1246.10 38.3 0 - 0 0 0
8 Oct 1234.50 38.3 0 1.70 0 0 0
7 Oct 1248.50 38.3 0 - 0 0 0
6 Oct 1248.60 0 0 - 0 0 0
3 Oct 1248.10 0 0 0.97 0 0 0


For Dr. Reddy S Laboratories - strike price 1300 expiring on 30DEC2025

Delta for 1300 CE is 0.35

Historical price for 1300 CE is as follows

On 12 Dec DRREDDY was trading at 1279.30. The strike last trading price was 8.25, which was 0.6 higher than the previous day. The implied volatity was 12.29, the open interest changed by -5 which decreased total open position to 3598


On 11 Dec DRREDDY was trading at 1273.50. The strike last trading price was 8.1, which was 3.65 higher than the previous day. The implied volatity was 13.34, the open interest changed by 687 which increased total open position to 3604


On 10 Dec DRREDDY was trading at 1250.80. The strike last trading price was 4.4, which was -0.45 lower than the previous day. The implied volatity was 15.33, the open interest changed by -53 which decreased total open position to 2917


On 9 Dec DRREDDY was trading at 1246.20. The strike last trading price was 5, which was -3.85 lower than the previous day. The implied volatity was 16.26, the open interest changed by 53 which increased total open position to 2988


On 8 Dec DRREDDY was trading at 1266.50. The strike last trading price was 9.1, which was -2.95 lower than the previous day. The implied volatity was 15.53, the open interest changed by -98 which decreased total open position to 2934


On 5 Dec DRREDDY was trading at 1275.20. The strike last trading price was 13, which was -3.65 lower than the previous day. The implied volatity was 14.66, the open interest changed by 445 which increased total open position to 3031


On 4 Dec DRREDDY was trading at 1277.60. The strike last trading price was 16.65, which was -0.2 lower than the previous day. The implied volatity was 16.27, the open interest changed by -330 which decreased total open position to 2607


On 3 Dec DRREDDY was trading at 1280.70. The strike last trading price was 17, which was 0.1 higher than the previous day. The implied volatity was 15.64, the open interest changed by 1184 which increased total open position to 2967


On 2 Dec DRREDDY was trading at 1275.20. The strike last trading price was 17.8, which was 6.35 higher than the previous day. The implied volatity was 16.91, the open interest changed by 280 which increased total open position to 1615


On 1 Dec DRREDDY was trading at 1260.10. The strike last trading price was 11.2, which was -1.6 lower than the previous day. The implied volatity was 16.15, the open interest changed by -11 which decreased total open position to 1337


On 28 Nov DRREDDY was trading at 1258.80. The strike last trading price was 12.4, which was 2.1 higher than the previous day. The implied volatity was 16.61, the open interest changed by 21 which increased total open position to 1348


On 27 Nov DRREDDY was trading at 1249.30. The strike last trading price was 10.4, which was -0.6 lower than the previous day. The implied volatity was 16.51, the open interest changed by 749 which increased total open position to 1329


On 26 Nov DRREDDY was trading at 1248.00. The strike last trading price was 10.75, which was 0.55 higher than the previous day. The implied volatity was 17.05, the open interest changed by 52 which increased total open position to 579


On 25 Nov DRREDDY was trading at 1236.10. The strike last trading price was 9.6, which was 1 higher than the previous day. The implied volatity was 18.10, the open interest changed by 114 which increased total open position to 527


On 24 Nov DRREDDY was trading at 1226.20. The strike last trading price was 8.75, which was -2.3 lower than the previous day. The implied volatity was 19.39, the open interest changed by 87 which increased total open position to 413


On 21 Nov DRREDDY was trading at 1243.90. The strike last trading price was 11.2, which was -2.3 lower than the previous day. The implied volatity was 16.63, the open interest changed by 103 which increased total open position to 325


On 20 Nov DRREDDY was trading at 1248.60. The strike last trading price was 13.85, which was -0.3 lower than the previous day. The implied volatity was 17.41, the open interest changed by 28 which increased total open position to 222


On 19 Nov DRREDDY was trading at 1250.20. The strike last trading price was 14, which was 0.7 higher than the previous day. The implied volatity was 16.64, the open interest changed by 40 which increased total open position to 194


On 18 Nov DRREDDY was trading at 1243.80. The strike last trading price was 13.25, which was -1.35 lower than the previous day. The implied volatity was 17.56, the open interest changed by 8 which increased total open position to 159


On 17 Nov DRREDDY was trading at 1244.40. The strike last trading price was 14.35, which was -1.75 lower than the previous day. The implied volatity was 17.54, the open interest changed by -10 which decreased total open position to 151


On 14 Nov DRREDDY was trading at 1246.00. The strike last trading price was 16.55, which was 3.05 higher than the previous day. The implied volatity was 17.64, the open interest changed by 30 which increased total open position to 161


On 13 Nov DRREDDY was trading at 1234.90. The strike last trading price was 13.5, which was 0.6 higher than the previous day. The implied volatity was 17.89, the open interest changed by 5 which increased total open position to 140


On 12 Nov DRREDDY was trading at 1229.60. The strike last trading price was 13.3, which was 3.3 higher than the previous day. The implied volatity was 18.26, the open interest changed by 10 which increased total open position to 135


On 11 Nov DRREDDY was trading at 1211.50. The strike last trading price was 10, which was 0.95 higher than the previous day. The implied volatity was 18.70, the open interest changed by -8 which decreased total open position to 124


On 10 Nov DRREDDY was trading at 1198.70. The strike last trading price was 9.05, which was -0.1 lower than the previous day. The implied volatity was 20.05, the open interest changed by -4 which decreased total open position to 129


On 7 Nov DRREDDY was trading at 1205.40. The strike last trading price was 9.1, which was -1.1 lower than the previous day. The implied volatity was 18.05, the open interest changed by 16 which increased total open position to 132


On 6 Nov DRREDDY was trading at 1205.20. The strike last trading price was 10.4, which was 0 lower than the previous day. The implied volatity was 19.34, the open interest changed by 8 which increased total open position to 117


On 4 Nov DRREDDY was trading at 1200.00. The strike last trading price was 10.7, which was 0.4 higher than the previous day. The implied volatity was 20.06, the open interest changed by -2 which decreased total open position to 108


On 3 Nov DRREDDY was trading at 1196.00. The strike last trading price was 10.25, which was -0.45 lower than the previous day. The implied volatity was 19.43, the open interest changed by 15 which increased total open position to 109


On 31 Oct DRREDDY was trading at 1197.60. The strike last trading price was 10.7, which was -1.8 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 94


On 30 Oct DRREDDY was trading at 1202.20. The strike last trading price was 12.3, which was -17.3 lower than the previous day. The implied volatity was 19.18, the open interest changed by 58 which increased total open position to 92


On 29 Oct DRREDDY was trading at 1250.90. The strike last trading price was 31, which was -9 lower than the previous day. The implied volatity was 19.23, the open interest changed by 34 which increased total open position to 36


On 27 Oct DRREDDY was trading at 1284.30. The strike last trading price was 40, which was 1.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Oct DRREDDY was trading at 1283.60. The strike last trading price was 40, which was 1.7 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 23 Oct DRREDDY was trading at 1279.40. The strike last trading price was 40, which was 1.7 higher than the previous day. The implied volatity was 17.26, the open interest changed by 1 which increased total open position to 1


On 21 Oct DRREDDY was trading at 1288.70. The strike last trading price was 38.3, 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 Oct DRREDDY was trading at 1240.20. The strike last trading price was 38.3, which was 0 lower than the previous day. The implied volatity was 1.68, the open interest changed by 0 which decreased total open position to 0


On 13 Oct DRREDDY was trading at 1262.40. The strike last trading price was 38.3, 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 10 Oct DRREDDY was trading at 1264.40. The strike last trading price was 38.3, which was 0 lower than the previous day. The implied volatity was 0.39, the open interest changed by 0 which decreased total open position to 0


On 9 Oct DRREDDY was trading at 1246.10. The strike last trading price was 38.3, 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 Oct DRREDDY was trading at 1234.50. The strike last trading price was 38.3, which was 0 lower than the previous day. The implied volatity was 1.70, the open interest changed by 0 which decreased total open position to 0


On 7 Oct DRREDDY was trading at 1248.50. The strike last trading price was 38.3, 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 Oct DRREDDY was trading at 1248.60. 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 3 Oct DRREDDY was trading at 1248.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.97, the open interest changed by 0 which decreased total open position to 0


DRREDDY 30DEC2025 1300 PE
Delta: -0.60
Vega: 1.10
Theta: -0.32
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 1279.30 27.7 -3.65 17.70 60 6 172
11 Dec 1273.50 30.75 -17 17.34 58 26 166
10 Dec 1250.80 47.75 -2.4 12.51 26 -4 140
9 Dec 1246.20 50.05 13.3 16.99 33 -20 145
8 Dec 1266.50 35.25 4.45 15.50 88 -12 164
5 Dec 1275.20 30.5 -0.8 16.51 117 1 173
4 Dec 1277.60 30.25 -3.25 17.26 148 7 172
3 Dec 1280.70 34.3 0.5 20.65 295 15 170
2 Dec 1275.20 32.95 -13.1 18.05 189 -12 152
1 Dec 1260.10 46.25 -0.25 20.14 35 6 164
28 Nov 1258.80 46.5 -8.25 18.73 27 -1 158
27 Nov 1249.30 55.55 2.85 21.48 25 12 158
26 Nov 1248.00 54 -13.75 18.83 52 8 145
25 Nov 1236.10 67.75 -4 23.27 40 17 137
24 Nov 1226.20 76.35 13.35 23.08 107 47 119
21 Nov 1243.90 63 0.55 22.98 20 11 72
20 Nov 1248.60 62 -0.6 23.84 15 10 60
19 Nov 1250.20 62.9 -4.1 25.36 25 5 49
18 Nov 1243.80 67 -0.45 24.55 4 0 44
17 Nov 1244.40 67.45 2.25 25.48 6 4 44
14 Nov 1246.00 65.3 -11 24.84 6 0 40
13 Nov 1234.90 76.3 -0.2 26.43 1 0 40
12 Nov 1229.60 76.5 -35 25.00 9 0 40
11 Nov 1211.50 111.5 3.5 - 0 0 0
10 Nov 1198.70 111.5 3.5 - 0 0 0
7 Nov 1205.40 111.5 3.5 - 0 0 0
6 Nov 1205.20 111.5 3.5 - 0 0 0
4 Nov 1200.00 111.5 3.5 - 0 5 0
3 Nov 1196.00 111.5 3.5 31.87 7 5 40
31 Oct 1197.60 108 0.25 - 1 0 36
30 Oct 1202.20 107.75 38.25 31.33 35 33 35
29 Oct 1250.90 65 -29.95 26.19 3 2 2
27 Oct 1284.30 94.95 0 0.44 0 0 0
24 Oct 1283.60 94.95 0 0.46 0 0 0
23 Oct 1279.40 94.95 0 0.26 0 0 0
21 Oct 1288.70 94.95 0 0.66 0 0 0
16 Oct 1240.20 94.95 0 - 0 0 0
13 Oct 1262.40 94.95 0 - 0 0 0
10 Oct 1264.40 94.95 0 - 0 0 0
9 Oct 1246.10 94.95 0 - 0 0 0
8 Oct 1234.50 94.95 0 - 0 0 0
7 Oct 1248.50 94.95 0 - 0 0 0
6 Oct 1248.60 0 0 - 0 0 0
3 Oct 1248.10 0 0 - 0 0 0


For Dr. Reddy S Laboratories - strike price 1300 expiring on 30DEC2025

Delta for 1300 PE is -0.60

Historical price for 1300 PE is as follows

On 12 Dec DRREDDY was trading at 1279.30. The strike last trading price was 27.7, which was -3.65 lower than the previous day. The implied volatity was 17.70, the open interest changed by 6 which increased total open position to 172


On 11 Dec DRREDDY was trading at 1273.50. The strike last trading price was 30.75, which was -17 lower than the previous day. The implied volatity was 17.34, the open interest changed by 26 which increased total open position to 166


On 10 Dec DRREDDY was trading at 1250.80. The strike last trading price was 47.75, which was -2.4 lower than the previous day. The implied volatity was 12.51, the open interest changed by -4 which decreased total open position to 140


On 9 Dec DRREDDY was trading at 1246.20. The strike last trading price was 50.05, which was 13.3 higher than the previous day. The implied volatity was 16.99, the open interest changed by -20 which decreased total open position to 145


On 8 Dec DRREDDY was trading at 1266.50. The strike last trading price was 35.25, which was 4.45 higher than the previous day. The implied volatity was 15.50, the open interest changed by -12 which decreased total open position to 164


On 5 Dec DRREDDY was trading at 1275.20. The strike last trading price was 30.5, which was -0.8 lower than the previous day. The implied volatity was 16.51, the open interest changed by 1 which increased total open position to 173


On 4 Dec DRREDDY was trading at 1277.60. The strike last trading price was 30.25, which was -3.25 lower than the previous day. The implied volatity was 17.26, the open interest changed by 7 which increased total open position to 172


On 3 Dec DRREDDY was trading at 1280.70. The strike last trading price was 34.3, which was 0.5 higher than the previous day. The implied volatity was 20.65, the open interest changed by 15 which increased total open position to 170


On 2 Dec DRREDDY was trading at 1275.20. The strike last trading price was 32.95, which was -13.1 lower than the previous day. The implied volatity was 18.05, the open interest changed by -12 which decreased total open position to 152


On 1 Dec DRREDDY was trading at 1260.10. The strike last trading price was 46.25, which was -0.25 lower than the previous day. The implied volatity was 20.14, the open interest changed by 6 which increased total open position to 164


On 28 Nov DRREDDY was trading at 1258.80. The strike last trading price was 46.5, which was -8.25 lower than the previous day. The implied volatity was 18.73, the open interest changed by -1 which decreased total open position to 158


On 27 Nov DRREDDY was trading at 1249.30. The strike last trading price was 55.55, which was 2.85 higher than the previous day. The implied volatity was 21.48, the open interest changed by 12 which increased total open position to 158


On 26 Nov DRREDDY was trading at 1248.00. The strike last trading price was 54, which was -13.75 lower than the previous day. The implied volatity was 18.83, the open interest changed by 8 which increased total open position to 145


On 25 Nov DRREDDY was trading at 1236.10. The strike last trading price was 67.75, which was -4 lower than the previous day. The implied volatity was 23.27, the open interest changed by 17 which increased total open position to 137


On 24 Nov DRREDDY was trading at 1226.20. The strike last trading price was 76.35, which was 13.35 higher than the previous day. The implied volatity was 23.08, the open interest changed by 47 which increased total open position to 119


On 21 Nov DRREDDY was trading at 1243.90. The strike last trading price was 63, which was 0.55 higher than the previous day. The implied volatity was 22.98, the open interest changed by 11 which increased total open position to 72


On 20 Nov DRREDDY was trading at 1248.60. The strike last trading price was 62, which was -0.6 lower than the previous day. The implied volatity was 23.84, the open interest changed by 10 which increased total open position to 60


On 19 Nov DRREDDY was trading at 1250.20. The strike last trading price was 62.9, which was -4.1 lower than the previous day. The implied volatity was 25.36, the open interest changed by 5 which increased total open position to 49


On 18 Nov DRREDDY was trading at 1243.80. The strike last trading price was 67, which was -0.45 lower than the previous day. The implied volatity was 24.55, the open interest changed by 0 which decreased total open position to 44


On 17 Nov DRREDDY was trading at 1244.40. The strike last trading price was 67.45, which was 2.25 higher than the previous day. The implied volatity was 25.48, the open interest changed by 4 which increased total open position to 44


On 14 Nov DRREDDY was trading at 1246.00. The strike last trading price was 65.3, which was -11 lower than the previous day. The implied volatity was 24.84, the open interest changed by 0 which decreased total open position to 40


On 13 Nov DRREDDY was trading at 1234.90. The strike last trading price was 76.3, which was -0.2 lower than the previous day. The implied volatity was 26.43, the open interest changed by 0 which decreased total open position to 40


On 12 Nov DRREDDY was trading at 1229.60. The strike last trading price was 76.5, which was -35 lower than the previous day. The implied volatity was 25.00, the open interest changed by 0 which decreased total open position to 40


On 11 Nov DRREDDY was trading at 1211.50. The strike last trading price was 111.5, which was 3.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Nov DRREDDY was trading at 1198.70. The strike last trading price was 111.5, which was 3.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Nov DRREDDY was trading at 1205.40. The strike last trading price was 111.5, which was 3.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Nov DRREDDY was trading at 1205.20. The strike last trading price was 111.5, which was 3.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Nov DRREDDY was trading at 1200.00. The strike last trading price was 111.5, which was 3.5 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0


On 3 Nov DRREDDY was trading at 1196.00. The strike last trading price was 111.5, which was 3.5 higher than the previous day. The implied volatity was 31.87, the open interest changed by 5 which increased total open position to 40


On 31 Oct DRREDDY was trading at 1197.60. The strike last trading price was 108, 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 36


On 30 Oct DRREDDY was trading at 1202.20. The strike last trading price was 107.75, which was 38.25 higher than the previous day. The implied volatity was 31.33, the open interest changed by 33 which increased total open position to 35


On 29 Oct DRREDDY was trading at 1250.90. The strike last trading price was 65, which was -29.95 lower than the previous day. The implied volatity was 26.19, the open interest changed by 2 which increased total open position to 2


On 27 Oct DRREDDY was trading at 1284.30. The strike last trading price was 94.95, which was 0 lower than the previous day. The implied volatity was 0.44, the open interest changed by 0 which decreased total open position to 0


On 24 Oct DRREDDY was trading at 1283.60. The strike last trading price was 94.95, which was 0 lower than the previous day. The implied volatity was 0.46, the open interest changed by 0 which decreased total open position to 0


On 23 Oct DRREDDY was trading at 1279.40. The strike last trading price was 94.95, which was 0 lower than the previous day. The implied volatity was 0.26, the open interest changed by 0 which decreased total open position to 0


On 21 Oct DRREDDY was trading at 1288.70. The strike last trading price was 94.95, which was 0 lower than the previous day. The implied volatity was 0.66, the open interest changed by 0 which decreased total open position to 0


On 16 Oct DRREDDY was trading at 1240.20. The strike last trading price was 94.95, 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 13 Oct DRREDDY was trading at 1262.40. The strike last trading price was 94.95, 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 10 Oct DRREDDY was trading at 1264.40. The strike last trading price was 94.95, 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 Oct DRREDDY was trading at 1246.10. The strike last trading price was 94.95, 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 Oct DRREDDY was trading at 1234.50. The strike last trading price was 94.95, 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 Oct DRREDDY was trading at 1248.50. The strike last trading price was 94.95, 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 Oct DRREDDY was trading at 1248.60. 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 3 Oct DRREDDY was trading at 1248.10. 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