Historical option data for DRREDDY
02 Jun 2026 12:32 PM IST
| DRREDDY 30-Jun-2026 (28d) 1310 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.34
Vega: 0.01
Theta: -0.6
Gamma: 0.00449
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Jun | 1268.80 | 18.2 | -9.8 (-35.00%) | 23.13 | 251 | 1 | 82 | |||||||||
| 1 Jun | 1290.40 | 25.5 | -12.5 (-32.89%) | 22.95 | 380 | 6 | 82 | |||||||||
| 29 May | 1303.50 | 43 | 0 (0.00%) | 22.38 | 165 | 37 | 77 | |||||||||
| 27 May | 1319.00 | 42.85 | -4.15 (-8.83%) | 21.48 | 15 | 0 | 40 | |||||||||
| 26 May | 1327.90 | 46.25 | -10.75 (-18.86%) | 21.29 | 76 | 24 | 41 | |||||||||
| 25 May | 1331.40 | 57.25 | 13.25 (30.11%) | 24.5 | 46 | 0 | 5 | |||||||||
| 22 May | 1307.20 | 44.35 | -51.65 (-53.80%) | 23.6 | 5 | 5 | 5 | |||||||||
| 21 May | 1318.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 May | 1321.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 May | 1331.20 | 0 | -95.65 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 1336.70 | 0 | -95.65 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 1303.60 | 0 | -95.65 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 1265.30 | 0 | -95.65 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 1270.00 | 0 | -95.65 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 1279.90 | 0 | -95.65 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 1293.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 1307.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 1311.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 1271.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 1287.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 1322.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 1329.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Dr. Reddy S Laboratories - strike price 1310 expiring on 30JUN2026
Delta for 1310 CE is 0.34
Historical price for 1310 CE is as follows
On 2 Jun DRREDDY was trading at 1268.80. The strike last trading price was 18.2, which was -9.8 lower than the previous day. The implied volatity was 23.13, the open interest changed by 1 which increased total open position to 82
On 1 Jun DRREDDY was trading at 1290.40. The strike last trading price was 25.5, which was -12.5 lower than the previous day. The implied volatity was 22.95, the open interest changed by 6 which increased total open position to 82
On 29 May DRREDDY was trading at 1303.50. The strike last trading price was 43, which was 0 lower than the previous day. The implied volatity was 22.38, the open interest changed by 37 which increased total open position to 77
On 27 May DRREDDY was trading at 1319.00. The strike last trading price was 42.85, which was -4.15 lower than the previous day. The implied volatity was 21.48, the open interest changed by 0 which decreased total open position to 40
On 26 May DRREDDY was trading at 1327.90. The strike last trading price was 46.25, which was -10.75 lower than the previous day. The implied volatity was 21.29, the open interest changed by 24 which increased total open position to 41
On 25 May DRREDDY was trading at 1331.40. The strike last trading price was 57.25, which was 13.25 higher than the previous day. The implied volatity was 24.5, the open interest changed by 0 which decreased total open position to 5
On 22 May DRREDDY was trading at 1307.20. The strike last trading price was 44.35, which was -51.65 lower than the previous day. The implied volatity was 23.6, the open interest changed by 5 which increased total open position to 5
On 21 May DRREDDY was trading at 1318.50. 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 May DRREDDY was trading at 1321.90. 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 18 May DRREDDY was trading at 1331.20. The strike last trading price was 0, which was -95.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May DRREDDY was trading at 1336.70. The strike last trading price was 0, which was -95.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May DRREDDY was trading at 1303.60. The strike last trading price was 0, which was -95.65 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May DRREDDY was trading at 1265.30. The strike last trading price was 0, which was -95.65 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May DRREDDY was trading at 1270.00. The strike last trading price was 0, which was -95.65 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May DRREDDY was trading at 1279.90. The strike last trading price was 0, which was -95.65 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May DRREDDY was trading at 1293.90. 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 7 May DRREDDY was trading at 1307.60. 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 6 May DRREDDY was trading at 1311.00. 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 5 May DRREDDY was trading at 1271.20. 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 4 May DRREDDY was trading at 1287.20. 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 30 Apr DRREDDY was trading at 1322.90. 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 29 Apr DRREDDY was trading at 1329.80. 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
| DRREDDY 30-Jun-2026 (28d) 1310 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.68
Vega: 0.01
Theta: -0.33
Gamma: 0.00492
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Jun | 1268.80 | 50.95 | 10.3 (25.34%) | 20.61 | 49 | -13 | 122 |
| 1 Jun | 1290.40 | 42.05 | 9.3 (28.40%) | 22.02 | 251 | -15 | 135 |
| 29 May | 1303.50 | 30.8 | 1.3 (4.41%) | 24.71 | 239 | 36 | 150 |
| 27 May | 1319.00 | 29.5 | -1.7 (-5.45%) | 23.24 | 115 | 8 | 114 |
| 26 May | 1327.90 | 31.4 | 1.7 (5.72%) | 25.22 | 211 | 47 | 109 |
| 25 May | 1331.40 | 29.3 | -11.55 (-28.27%) | 25.81 | 150 | 24 | 62 |
| 22 May | 1307.20 | 40.85 | 3.05 (8.07%) | 25.14 | 22 | 16 | 38 |
| 21 May | 1318.50 | 37.8 | -0.95 (-2.45%) | 27.75 | 4 | 0 | 18 |
| 20 May | 1321.90 | 38.75 | 0.75 (1.97%) | 27.08 | 25 | 17 | 17 |
| 18 May | 1331.20 | 0 | -38 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 1336.70 | 0 | -38 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 1303.60 | 0 | -38 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 1265.30 | 0 | -38 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 1270.00 | 0 | -38 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 1279.90 | 0 | -38 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 1293.90 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 1307.60 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 1311.00 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 1271.20 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 1287.20 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 1322.90 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 1329.80 | 0 | 0 | - | 0 | 0 | 0 |
For Dr. Reddy S Laboratories - strike price 1310 expiring on 30JUN2026
Delta for 1310 PE is -0.68
Historical price for 1310 PE is as follows
On 2 Jun DRREDDY was trading at 1268.80. The strike last trading price was 50.95, which was 10.3 higher than the previous day. The implied volatity was 20.61, the open interest changed by -13 which decreased total open position to 122
On 1 Jun DRREDDY was trading at 1290.40. The strike last trading price was 42.05, which was 9.3 higher than the previous day. The implied volatity was 22.02, the open interest changed by -15 which decreased total open position to 135
On 29 May DRREDDY was trading at 1303.50. The strike last trading price was 30.8, which was 1.3 higher than the previous day. The implied volatity was 24.71, the open interest changed by 36 which increased total open position to 150
On 27 May DRREDDY was trading at 1319.00. The strike last trading price was 29.5, which was -1.7 lower than the previous day. The implied volatity was 23.24, the open interest changed by 8 which increased total open position to 114
On 26 May DRREDDY was trading at 1327.90. The strike last trading price was 31.4, which was 1.7 higher than the previous day. The implied volatity was 25.22, the open interest changed by 47 which increased total open position to 109
On 25 May DRREDDY was trading at 1331.40. The strike last trading price was 29.3, which was -11.55 lower than the previous day. The implied volatity was 25.81, the open interest changed by 24 which increased total open position to 62
On 22 May DRREDDY was trading at 1307.20. The strike last trading price was 40.85, which was 3.05 higher than the previous day. The implied volatity was 25.14, the open interest changed by 16 which increased total open position to 38
On 21 May DRREDDY was trading at 1318.50. The strike last trading price was 37.8, which was -0.95 lower than the previous day. The implied volatity was 27.75, the open interest changed by 0 which decreased total open position to 18
On 20 May DRREDDY was trading at 1321.90. The strike last trading price was 38.75, which was 0.75 higher than the previous day. The implied volatity was 27.08, the open interest changed by 17 which increased total open position to 17
On 18 May DRREDDY was trading at 1331.20. The strike last trading price was 0, which was -38 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May DRREDDY was trading at 1336.70. The strike last trading price was 0, which was -38 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May DRREDDY was trading at 1303.60. The strike last trading price was 0, which was -38 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May DRREDDY was trading at 1265.30. The strike last trading price was 0, which was -38 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May DRREDDY was trading at 1270.00. The strike last trading price was 0, which was -38 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May DRREDDY was trading at 1279.90. The strike last trading price was 0, which was -38 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May DRREDDY was trading at 1293.90. 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 7 May DRREDDY was trading at 1307.60. 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 6 May DRREDDY was trading at 1311.00. 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 5 May DRREDDY was trading at 1271.20. 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 4 May DRREDDY was trading at 1287.20. 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 30 Apr DRREDDY was trading at 1322.90. 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 29 Apr DRREDDY was trading at 1329.80. 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
