DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
04 May 2026 04:10 PM IST
| DRREDDY 26-May-2026 (21d) 1310 CE | ||||||||||||||||
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Delta: 0.44
Vega: 0.01
Theta: -0.85
Gamma: 0.00447
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 4 May | 1287.20 | 27.5 | -20.25 (-42.41%) | 27.66 | 899 | 165 | 408 | |||||||||
| 30 Apr | 1322.90 | 47.45 | -2.75 (-5.48%) | 28.63 | 319 | 76 | 319 | |||||||||
| 29 Apr | 1329.80 | 50.2 | -23.75 (-32.12%) | 24.24 | 292 | 36 | 242 | |||||||||
| 28 Apr | 1354.60 | 73 | 11.950000000000003 (19.57%) | 31.83 | 204 | 15 | 207 | |||||||||
| 27 Apr | 1334.50 | 61 | 11.950000000000003 (24.36%) | 28.67 | 373 | 102 | 192 | |||||||||
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| 24 Apr | 1317.10 | 47.35 | -9.199999999999996 (-16.27%) | 26.39 | 138 | 24 | 88 | |||||||||
| 23 Apr | 1331.00 | 55.45 | 43.300000000000004 (356.38%) | 27.94 | 130 | 38 | 63 | |||||||||
| 22 Apr | 1217.00 | 12.15 | 0 (0.00%) | 26 | 0 | 0 | 25 | |||||||||
| 21 Apr | 1220.60 | 12.15 | -21.65 (-64.05%) | 26 | 28 | 24 | 24 | |||||||||
| 20 Apr | 1232.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 1235.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 1221.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 1217.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 1235.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 1232.20 | 0 | 0 (0.00%) | 4.41 | 0 | 0 | 0 | |||||||||
| 9 Apr | 1211.90 | 33.8 | 0 (0.00%) | 5.1 | 0 | 0 | 0 | |||||||||
For Dr. Reddy S Laboratories - strike price 1310 expiring on 26MAY2026
Delta for 1310 CE is 0.44
Historical price for 1310 CE is as follows
On 4 May DRREDDY was trading at 1287.20. The strike last trading price was 27.5, which was -20.25 lower than the previous day. The implied volatity was 27.66, the open interest changed by 165 which increased total open position to 408
On 30 Apr DRREDDY was trading at 1322.90. The strike last trading price was 47.45, which was -2.75 lower than the previous day. The implied volatity was 28.63, the open interest changed by 76 which increased total open position to 319
On 29 Apr DRREDDY was trading at 1329.80. The strike last trading price was 50.2, which was -23.75 lower than the previous day. The implied volatity was 24.24, the open interest changed by 36 which increased total open position to 242
On 28 Apr DRREDDY was trading at 1354.60. The strike last trading price was 73, which was 11.950000000000003 higher than the previous day. The implied volatity was 31.83, the open interest changed by 15 which increased total open position to 207
On 27 Apr DRREDDY was trading at 1334.50. The strike last trading price was 61, which was 11.950000000000003 higher than the previous day. The implied volatity was 28.67, the open interest changed by 102 which increased total open position to 192
On 24 Apr DRREDDY was trading at 1317.10. The strike last trading price was 47.35, which was -9.199999999999996 lower than the previous day. The implied volatity was 26.39, the open interest changed by 24 which increased total open position to 88
On 23 Apr DRREDDY was trading at 1331.00. The strike last trading price was 55.45, which was 43.300000000000004 higher than the previous day. The implied volatity was 27.94, the open interest changed by 38 which increased total open position to 63
On 22 Apr DRREDDY was trading at 1217.00. The strike last trading price was 12.15, which was 0 lower than the previous day. The implied volatity was 26, the open interest changed by 0 which decreased total open position to 25
On 21 Apr DRREDDY was trading at 1220.60. The strike last trading price was 12.15, which was -21.65 lower than the previous day. The implied volatity was 26, the open interest changed by 24 which increased total open position to 24
On 20 Apr DRREDDY was trading at 1232.60. 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 17 Apr DRREDDY was trading at 1235.70. 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 16 Apr DRREDDY was trading at 1221.40. 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 15 Apr DRREDDY was trading at 1217.80. 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 13 Apr DRREDDY was trading at 1235.90. 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 10 Apr DRREDDY was trading at 1232.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.41, the open interest changed by 0 which decreased total open position to 0
On 9 Apr DRREDDY was trading at 1211.90. The strike last trading price was 33.8, which was 0 lower than the previous day. The implied volatity was 5.1, the open interest changed by 0 which decreased total open position to 0
| DRREDDY 26-May-2026 (21d) 1310 PE | |||||||
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Delta: -0.54
Vega: 0.01
Theta: -0.91
Gamma: 0.00343
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 4 May | 1287.20 | 55.55 | 20.049999999999997 (56.48%) | 36.3 | 446 | 87 | 261 |
| 30 Apr | 1322.90 | 35.7 | -0.5999999999999943 (-1.65%) | 30.03 | 467 | 59 | 233 |
| 29 Apr | 1329.80 | 35.05 | 8.099999999999998 (30.06%) | 32.7 | 420 | 77 | 174 |
| 28 Apr | 1354.60 | 28.3 | -11.400000000000002 (-28.72%) | 32.91 | 257 | 15 | 96 |
| 27 Apr | 1334.50 | 40.4 | -13.700000000000003 (-25.32%) | 35.98 | 87 | 23 | 81 |
| 24 Apr | 1317.10 | 49.95 | 0.6000000000000014 (1.22%) | 35.91 | 84 | 53 | 58 |
| 23 Apr | 1331.00 | 50 | -24.400000000000006 (-32.80%) | 38 | 11 | 5 | 5 |
| 22 Apr | 1217.00 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Apr | 1220.60 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Apr | 1232.60 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Apr | 1235.70 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 1221.40 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 1217.80 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 1235.90 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 1232.20 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 9 Apr | 1211.90 | 74.4 | 0 (0.00%) | - | 0 | 0 | 0 |
For Dr. Reddy S Laboratories - strike price 1310 expiring on 26MAY2026
Delta for 1310 PE is -0.54
Historical price for 1310 PE is as follows
On 4 May DRREDDY was trading at 1287.20. The strike last trading price was 55.55, which was 20.049999999999997 higher than the previous day. The implied volatity was 36.3, the open interest changed by 87 which increased total open position to 261
On 30 Apr DRREDDY was trading at 1322.90. The strike last trading price was 35.7, which was -0.5999999999999943 lower than the previous day. The implied volatity was 30.03, the open interest changed by 59 which increased total open position to 233
On 29 Apr DRREDDY was trading at 1329.80. The strike last trading price was 35.05, which was 8.099999999999998 higher than the previous day. The implied volatity was 32.7, the open interest changed by 77 which increased total open position to 174
On 28 Apr DRREDDY was trading at 1354.60. The strike last trading price was 28.3, which was -11.400000000000002 lower than the previous day. The implied volatity was 32.91, the open interest changed by 15 which increased total open position to 96
On 27 Apr DRREDDY was trading at 1334.50. The strike last trading price was 40.4, which was -13.700000000000003 lower than the previous day. The implied volatity was 35.98, the open interest changed by 23 which increased total open position to 81
On 24 Apr DRREDDY was trading at 1317.10. The strike last trading price was 49.95, which was 0.6000000000000014 higher than the previous day. The implied volatity was 35.91, the open interest changed by 53 which increased total open position to 58
On 23 Apr DRREDDY was trading at 1331.00. The strike last trading price was 50, which was -24.400000000000006 lower than the previous day. The implied volatity was 38, the open interest changed by 5 which increased total open position to 5
On 22 Apr DRREDDY was trading at 1217.00. 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 21 Apr DRREDDY was trading at 1220.60. 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 20 Apr DRREDDY was trading at 1232.60. 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 17 Apr DRREDDY was trading at 1235.70. 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 16 Apr DRREDDY was trading at 1221.40. 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 15 Apr DRREDDY was trading at 1217.80. 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 13 Apr DRREDDY was trading at 1235.90. 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 10 Apr DRREDDY was trading at 1232.20. 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 9 Apr DRREDDY was trading at 1211.90. The strike last trading price was 74.4, 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
