DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
21 Nov 2024 04:10 PM IST
| DRREDDY 28NOV2024 1310 CE | ||||||||||
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Delta: 0.02
Vega: 0.09
Theta: -0.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1195.35 | 0.5 | -0.40 | 33.29 | 520 | -50 | 1,680 | |||
| 20 Nov | 1213.45 | 0.9 | 0.00 | 27.19 | 1,235 | 295 | 1,730 | |||
| 19 Nov | 1213.45 | 0.9 | 0.05 | 27.19 | 1,235 | 295 | 1,730 | |||
| 18 Nov | 1193.55 | 0.85 | -1.00 | 30.18 | 1,490 | -75 | 1,455 | |||
| 14 Nov | 1226.70 | 1.85 | -1.85 | 21.54 | 2,285 | -55 | 1,550 | |||
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| 13 Nov | 1245.00 | 3.7 | -2.10 | 20.75 | 2,935 | 140 | 1,625 | |||
| 12 Nov | 1263.90 | 5.8 | -5.30 | 19.95 | 3,110 | -45 | 1,465 | |||
| 11 Nov | 1287.90 | 11.1 | 0.80 | 16.71 | 3,530 | -360 | 1,515 | |||
| 8 Nov | 1283.65 | 10.3 | -4.40 | 16.29 | 4,130 | 135 | 1,895 | |||
| 7 Nov | 1287.35 | 14.7 | -6.05 | 17.07 | 5,260 | 205 | 1,760 | |||
| 6 Nov | 1302.10 | 20.75 | 0.50 | 16.93 | 23,045 | 1,060 | 1,570 | |||
| 5 Nov | 1272.20 | 20.25 | -2.70 | 24.10 | 1,690 | 390 | 515 | |||
| 4 Nov | 1268.30 | 22.95 | -400.65 | 27.80 | 295 | 125 | 125 | |||
| 1 Nov | 1259.60 | 423.6 | 0.00 | 3.11 | 0 | 0 | 0 | |||
| 31 Oct | 1274.20 | 423.6 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1249.85 | 423.6 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1274.70 | 423.6 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1311.50 | 423.6 | - | 0 | 0 | 0 | ||||
For Dr. Reddy S Laboratories - strike price 1310 expiring on 28NOV2024
Delta for 1310 CE is 0.02
Historical price for 1310 CE is as follows
On 21 Nov DRREDDY was trading at 1195.35. The strike last trading price was 0.5, which was -0.40 lower than the previous day. The implied volatity was 33.29, the open interest changed by -10 which decreased total open position to 336
On 20 Nov DRREDDY was trading at 1213.45. The strike last trading price was 0.9, which was 0.00 lower than the previous day. The implied volatity was 27.19, the open interest changed by 59 which increased total open position to 346
On 19 Nov DRREDDY was trading at 1213.45. The strike last trading price was 0.9, which was 0.05 higher than the previous day. The implied volatity was 27.19, the open interest changed by 59 which increased total open position to 346
On 18 Nov DRREDDY was trading at 1193.55. The strike last trading price was 0.85, which was -1.00 lower than the previous day. The implied volatity was 30.18, the open interest changed by -15 which decreased total open position to 291
On 14 Nov DRREDDY was trading at 1226.70. The strike last trading price was 1.85, which was -1.85 lower than the previous day. The implied volatity was 21.54, the open interest changed by -11 which decreased total open position to 310
On 13 Nov DRREDDY was trading at 1245.00. The strike last trading price was 3.7, which was -2.10 lower than the previous day. The implied volatity was 20.75, the open interest changed by 28 which increased total open position to 325
On 12 Nov DRREDDY was trading at 1263.90. The strike last trading price was 5.8, which was -5.30 lower than the previous day. The implied volatity was 19.95, the open interest changed by -9 which decreased total open position to 293
On 11 Nov DRREDDY was trading at 1287.90. The strike last trading price was 11.1, which was 0.80 higher than the previous day. The implied volatity was 16.71, the open interest changed by -72 which decreased total open position to 303
On 8 Nov DRREDDY was trading at 1283.65. The strike last trading price was 10.3, which was -4.40 lower than the previous day. The implied volatity was 16.29, the open interest changed by 27 which increased total open position to 379
On 7 Nov DRREDDY was trading at 1287.35. The strike last trading price was 14.7, which was -6.05 lower than the previous day. The implied volatity was 17.07, the open interest changed by 41 which increased total open position to 352
On 6 Nov DRREDDY was trading at 1302.10. The strike last trading price was 20.75, which was 0.50 higher than the previous day. The implied volatity was 16.93, the open interest changed by 212 which increased total open position to 314
On 5 Nov DRREDDY was trading at 1272.20. The strike last trading price was 20.25, which was -2.70 lower than the previous day. The implied volatity was 24.10, the open interest changed by 78 which increased total open position to 103
On 4 Nov DRREDDY was trading at 1268.30. The strike last trading price was 22.95, which was -400.65 lower than the previous day. The implied volatity was 27.80, the open interest changed by 25 which increased total open position to 25
On 1 Nov DRREDDY was trading at 1259.60. The strike last trading price was 423.6, which was 0.00 lower than the previous day. The implied volatity was 3.11, the open interest changed by 0 which decreased total open position to 0
On 31 Oct DRREDDY was trading at 1274.20. The strike last trading price was 423.6, which was 0.00 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 423.6, which was 0.00 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 423.6, which was 0.00 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 423.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| DRREDDY 28NOV2024 1310 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1195.35 | 89.55 | 0.00 | 0.00 | 0 | -10 | 0 |
| 20 Nov | 1213.45 | 89.55 | 0.00 | - | 10 | -10 | 390 |
| 19 Nov | 1213.45 | 89.55 | -25.45 | - | 10 | 0 | 390 |
| 18 Nov | 1193.55 | 115 | 35.20 | 34.02 | 20 | -5 | 400 |
| 14 Nov | 1226.70 | 79.8 | 14.70 | 25.71 | 155 | 5 | 410 |
| 13 Nov | 1245.00 | 65.1 | 16.25 | 24.87 | 50 | -10 | 415 |
| 12 Nov | 1263.90 | 48.85 | 8.05 | 15.68 | 65 | 5 | 425 |
| 11 Nov | 1287.90 | 40.8 | 0.00 | 0.00 | 0 | -45 | 0 |
| 8 Nov | 1283.65 | 40.8 | 5.15 | 23.14 | 225 | -50 | 415 |
| 7 Nov | 1287.35 | 35.65 | 8.65 | 22.44 | 1,515 | 25 | 470 |
| 6 Nov | 1302.10 | 27 | -39.35 | 20.52 | 4,255 | 445 | 455 |
| 5 Nov | 1272.20 | 66.35 | 0.00 | 0.00 | 0 | 10 | 0 |
| 4 Nov | 1268.30 | 66.35 | -80.80 | 37.29 | 55 | 10 | 10 |
| 1 Nov | 1259.60 | 147.15 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 1274.20 | 147.15 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 1249.85 | 147.15 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 1274.70 | 147.15 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1311.50 | 147.15 | - | 0 | 0 | 0 | |
For Dr. Reddy S Laboratories - strike price 1310 expiring on 28NOV2024
Delta for 1310 PE is 0.00
Historical price for 1310 PE is as follows
On 21 Nov DRREDDY was trading at 1195.35. The strike last trading price was 89.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 20 Nov DRREDDY was trading at 1213.45. The strike last trading price was 89.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 78
On 19 Nov DRREDDY was trading at 1213.45. The strike last trading price was 89.55, which was -25.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 78
On 18 Nov DRREDDY was trading at 1193.55. The strike last trading price was 115, which was 35.20 higher than the previous day. The implied volatity was 34.02, the open interest changed by -1 which decreased total open position to 80
On 14 Nov DRREDDY was trading at 1226.70. The strike last trading price was 79.8, which was 14.70 higher than the previous day. The implied volatity was 25.71, the open interest changed by 1 which increased total open position to 82
On 13 Nov DRREDDY was trading at 1245.00. The strike last trading price was 65.1, which was 16.25 higher than the previous day. The implied volatity was 24.87, the open interest changed by -2 which decreased total open position to 83
On 12 Nov DRREDDY was trading at 1263.90. The strike last trading price was 48.85, which was 8.05 higher than the previous day. The implied volatity was 15.68, the open interest changed by 1 which increased total open position to 85
On 11 Nov DRREDDY was trading at 1287.90. The strike last trading price was 40.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -9 which decreased total open position to 0
On 8 Nov DRREDDY was trading at 1283.65. The strike last trading price was 40.8, which was 5.15 higher than the previous day. The implied volatity was 23.14, the open interest changed by -10 which decreased total open position to 83
On 7 Nov DRREDDY was trading at 1287.35. The strike last trading price was 35.65, which was 8.65 higher than the previous day. The implied volatity was 22.44, the open interest changed by 5 which increased total open position to 94
On 6 Nov DRREDDY was trading at 1302.10. The strike last trading price was 27, which was -39.35 lower than the previous day. The implied volatity was 20.52, the open interest changed by 89 which increased total open position to 91
On 5 Nov DRREDDY was trading at 1272.20. The strike last trading price was 66.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 4 Nov DRREDDY was trading at 1268.30. The strike last trading price was 66.35, which was -80.80 lower than the previous day. The implied volatity was 37.29, the open interest changed by 2 which increased total open position to 2
On 1 Nov DRREDDY was trading at 1259.60. The strike last trading price was 147.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Oct DRREDDY was trading at 1274.20. The strike last trading price was 147.15, which was 0.00 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 147.15, which was 0.00 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 147.15, which was 0.00 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 147.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
