DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
14 Nov 2024 04:10 PM IST
| DRREDDY 28NOV2024 1300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.09
Vega: 0.40
Theta: -0.32
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 1226.70 | 2.1 | -2.50 | 20.09 | 6,895 | -500 | 12,360 | |||
| 13 Nov | 1245.00 | 4.6 | -2.75 | 19.81 | 10,355 | -185 | 12,890 | |||
| 12 Nov | 1263.90 | 7.35 | -7.05 | 19.24 | 9,240 | 260 | 13,130 | |||
| 11 Nov | 1287.90 | 14.4 | 1.35 | 16.22 | 12,580 | -5 | 12,905 | |||
| 8 Nov | 1283.65 | 13.05 | -5.25 | 15.65 | 13,350 | 50 | 12,880 | |||
| 7 Nov | 1287.35 | 18.3 | -7.30 | 16.60 | 14,595 | -260 | 12,850 | |||
| 6 Nov | 1302.10 | 25.6 | 0.60 | 16.71 | 74,890 | -110 | 13,100 | |||
| 5 Nov | 1272.20 | 25 | -2.80 | 24.82 | 27,135 | 5,435 | 13,265 | |||
| 4 Nov | 1268.30 | 27.8 | -0.65 | 29.01 | 16,305 | 4,305 | 7,830 | |||
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| 1 Nov | 1259.60 | 28.45 | -8.10 | 29.79 | 2,650 | 230 | 3,505 | |||
| 31 Oct | 1274.20 | 36.55 | 8.80 | - | 15,890 | 1,210 | 3,285 | |||
| 30 Oct | 1249.85 | 27.75 | -7.40 | - | 4,650 | 610 | 2,075 | |||
| 29 Oct | 1274.70 | 35.15 | -18.45 | - | 4,245 | 1,460 | 1,480 | |||
| 28 Oct | 1311.50 | 53.6 | - | 25 | 10 | 10 | ||||
For Dr. Reddy S Laboratories - strike price 1300 expiring on 28NOV2024
Delta for 1300 CE is 0.09
Historical price for 1300 CE is as follows
On 14 Nov DRREDDY was trading at 1226.70. The strike last trading price was 2.1, which was -2.50 lower than the previous day. The implied volatity was 20.09, the open interest changed by -100 which decreased total open position to 2472
On 13 Nov DRREDDY was trading at 1245.00. The strike last trading price was 4.6, which was -2.75 lower than the previous day. The implied volatity was 19.81, the open interest changed by -37 which decreased total open position to 2578
On 12 Nov DRREDDY was trading at 1263.90. The strike last trading price was 7.35, which was -7.05 lower than the previous day. The implied volatity was 19.24, the open interest changed by 52 which increased total open position to 2626
On 11 Nov DRREDDY was trading at 1287.90. The strike last trading price was 14.4, which was 1.35 higher than the previous day. The implied volatity was 16.22, the open interest changed by -1 which decreased total open position to 2581
On 8 Nov DRREDDY was trading at 1283.65. The strike last trading price was 13.05, which was -5.25 lower than the previous day. The implied volatity was 15.65, the open interest changed by 10 which increased total open position to 2576
On 7 Nov DRREDDY was trading at 1287.35. The strike last trading price was 18.3, which was -7.30 lower than the previous day. The implied volatity was 16.60, the open interest changed by -52 which decreased total open position to 2570
On 6 Nov DRREDDY was trading at 1302.10. The strike last trading price was 25.6, which was 0.60 higher than the previous day. The implied volatity was 16.71, the open interest changed by -22 which decreased total open position to 2620
On 5 Nov DRREDDY was trading at 1272.20. The strike last trading price was 25, which was -2.80 lower than the previous day. The implied volatity was 24.82, the open interest changed by 1087 which increased total open position to 2653
On 4 Nov DRREDDY was trading at 1268.30. The strike last trading price was 27.8, which was -0.65 lower than the previous day. The implied volatity was 29.01, the open interest changed by 861 which increased total open position to 1566
On 1 Nov DRREDDY was trading at 1259.60. The strike last trading price was 28.45, which was -8.10 lower than the previous day. The implied volatity was 29.79, the open interest changed by 46 which increased total open position to 701
On 31 Oct DRREDDY was trading at 1274.20. The strike last trading price was 36.55, which was 8.80 higher 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 27.75, which was -7.40 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 35.15, which was -18.45 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 53.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| DRREDDY 28NOV2024 1300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.79
Vega: 0.69
Theta: -0.50
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 1226.70 | 75 | 18.50 | 31.84 | 555 | -105 | 2,150 |
| 13 Nov | 1245.00 | 56.5 | 13.50 | 24.11 | 1,580 | -175 | 2,250 |
| 12 Nov | 1263.90 | 43 | 14.95 | 18.86 | 1,710 | -65 | 2,435 |
| 11 Nov | 1287.90 | 28.05 | -6.85 | 21.58 | 2,270 | 45 | 2,500 |
| 8 Nov | 1283.65 | 34.9 | 5.55 | 23.29 | 3,530 | -205 | 2,460 |
| 7 Nov | 1287.35 | 29.35 | 6.85 | 21.89 | 5,770 | -740 | 2,675 |
| 6 Nov | 1302.10 | 22.5 | -25.60 | 20.82 | 26,670 | 1,850 | 3,540 |
| 5 Nov | 1272.20 | 48.1 | -10.60 | 31.26 | 1,470 | 225 | 1,685 |
| 4 Nov | 1268.30 | 58.7 | -9.80 | 36.01 | 1,295 | -110 | 1,465 |
| 1 Nov | 1259.60 | 68.5 | 15.00 | 38.44 | 255 | 15 | 1,575 |
| 31 Oct | 1274.20 | 53.5 | -17.80 | - | 1,145 | 205 | 1,560 |
| 30 Oct | 1249.85 | 71.3 | 14.30 | - | 1,020 | -45 | 1,360 |
| 29 Oct | 1274.70 | 57 | 21.35 | - | 2,230 | 175 | 1,425 |
| 28 Oct | 1311.50 | 35.65 | - | 920 | 1,003 | 1,225 | |
For Dr. Reddy S Laboratories - strike price 1300 expiring on 28NOV2024
Delta for 1300 PE is -0.79
Historical price for 1300 PE is as follows
On 14 Nov DRREDDY was trading at 1226.70. The strike last trading price was 75, which was 18.50 higher than the previous day. The implied volatity was 31.84, the open interest changed by -21 which decreased total open position to 430
On 13 Nov DRREDDY was trading at 1245.00. The strike last trading price was 56.5, which was 13.50 higher than the previous day. The implied volatity was 24.11, the open interest changed by -35 which decreased total open position to 450
On 12 Nov DRREDDY was trading at 1263.90. The strike last trading price was 43, which was 14.95 higher than the previous day. The implied volatity was 18.86, the open interest changed by -13 which decreased total open position to 487
On 11 Nov DRREDDY was trading at 1287.90. The strike last trading price was 28.05, which was -6.85 lower than the previous day. The implied volatity was 21.58, the open interest changed by 9 which increased total open position to 500
On 8 Nov DRREDDY was trading at 1283.65. The strike last trading price was 34.9, which was 5.55 higher than the previous day. The implied volatity was 23.29, the open interest changed by -41 which decreased total open position to 492
On 7 Nov DRREDDY was trading at 1287.35. The strike last trading price was 29.35, which was 6.85 higher than the previous day. The implied volatity was 21.89, the open interest changed by -148 which decreased total open position to 535
On 6 Nov DRREDDY was trading at 1302.10. The strike last trading price was 22.5, which was -25.60 lower than the previous day. The implied volatity was 20.82, the open interest changed by 370 which increased total open position to 708
On 5 Nov DRREDDY was trading at 1272.20. The strike last trading price was 48.1, which was -10.60 lower than the previous day. The implied volatity was 31.26, the open interest changed by 45 which increased total open position to 337
On 4 Nov DRREDDY was trading at 1268.30. The strike last trading price was 58.7, which was -9.80 lower than the previous day. The implied volatity was 36.01, the open interest changed by -22 which decreased total open position to 293
On 1 Nov DRREDDY was trading at 1259.60. The strike last trading price was 68.5, which was 15.00 higher than the previous day. The implied volatity was 38.44, the open interest changed by 3 which increased total open position to 315
On 31 Oct DRREDDY was trading at 1274.20. The strike last trading price was 53.5, which was -17.80 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 71.3, which was 14.30 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 57, which was 21.35 higher 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 35.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
