DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
03 Dec 2024 04:10 PM IST
| DRREDDY 26DEC2024 1310 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.11
Vega: 0.58
Theta: -0.29
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 1224.50 | 3.2 | -0.30 | 19.72 | 170 | 15 | 80 | |||
| 2 Dec | 1221.75 | 3.5 | 0.05 | 20.31 | 119 | 19 | 65 | |||
| 29 Nov | 1202.30 | 3.45 | -0.45 | 22.18 | 182 | 16 | 45 | |||
| 28 Nov | 1191.95 | 3.9 | 0.05 | 23.35 | 3 | 0 | 28 | |||
| 27 Nov | 1199.90 | 3.85 | -1.60 | 22.02 | 13 | 3 | 27 | |||
| 26 Nov | 1208.65 | 5.45 | -0.10 | 22.06 | 31 | 15 | 23 | |||
| 25 Nov | 1209.30 | 5.55 | 0.30 | 21.23 | 8 | 6 | 10 | |||
| 22 Nov | 1214.45 | 5.25 | -0.65 | 19.92 | 10 | 1 | 5 | |||
| 21 Nov | 1195.35 | 5.9 | -2.10 | 24.07 | 1 | 0 | 4 | |||
| 20 Nov | 1213.45 | 8 | 0.00 | 21.94 | 3 | -1 | 5 | |||
| 19 Nov | 1213.45 | 8 | 2.00 | 21.94 | 3 | 0 | 5 | |||
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| 18 Nov | 1193.55 | 6 | -31.35 | 22.91 | 5 | 4 | 4 | |||
| 14 Nov | 1226.70 | 37.35 | 0.00 | 4.29 | 0 | 0 | 0 | |||
| 13 Nov | 1245.00 | 37.35 | 0.00 | 3.15 | 0 | 0 | 0 | |||
| 12 Nov | 1263.90 | 37.35 | 0.00 | 2.30 | 0 | 0 | 0 | |||
| 8 Nov | 1283.65 | 37.35 | 0.00 | 0.86 | 0 | 0 | 0 | |||
| 4 Nov | 1268.30 | 37.35 | 1.42 | 0 | 0 | 0 | ||||
For Dr. Reddy S Laboratories - strike price 1310 expiring on 26DEC2024
Delta for 1310 CE is 0.11
Historical price for 1310 CE is as follows
On 3 Dec DRREDDY was trading at 1224.50. The strike last trading price was 3.2, which was -0.30 lower than the previous day. The implied volatity was 19.72, the open interest changed by 15 which increased total open position to 80
On 2 Dec DRREDDY was trading at 1221.75. The strike last trading price was 3.5, which was 0.05 higher than the previous day. The implied volatity was 20.31, the open interest changed by 19 which increased total open position to 65
On 29 Nov DRREDDY was trading at 1202.30. The strike last trading price was 3.45, which was -0.45 lower than the previous day. The implied volatity was 22.18, the open interest changed by 16 which increased total open position to 45
On 28 Nov DRREDDY was trading at 1191.95. The strike last trading price was 3.9, which was 0.05 higher than the previous day. The implied volatity was 23.35, the open interest changed by 0 which decreased total open position to 28
On 27 Nov DRREDDY was trading at 1199.90. The strike last trading price was 3.85, which was -1.60 lower than the previous day. The implied volatity was 22.02, the open interest changed by 3 which increased total open position to 27
On 26 Nov DRREDDY was trading at 1208.65. The strike last trading price was 5.45, which was -0.10 lower than the previous day. The implied volatity was 22.06, the open interest changed by 15 which increased total open position to 23
On 25 Nov DRREDDY was trading at 1209.30. The strike last trading price was 5.55, which was 0.30 higher than the previous day. The implied volatity was 21.23, the open interest changed by 6 which increased total open position to 10
On 22 Nov DRREDDY was trading at 1214.45. The strike last trading price was 5.25, which was -0.65 lower than the previous day. The implied volatity was 19.92, the open interest changed by 1 which increased total open position to 5
On 21 Nov DRREDDY was trading at 1195.35. The strike last trading price was 5.9, which was -2.10 lower than the previous day. The implied volatity was 24.07, the open interest changed by 0 which decreased total open position to 4
On 20 Nov DRREDDY was trading at 1213.45. The strike last trading price was 8, which was 0.00 lower than the previous day. The implied volatity was 21.94, the open interest changed by -1 which decreased total open position to 5
On 19 Nov DRREDDY was trading at 1213.45. The strike last trading price was 8, which was 2.00 higher than the previous day. The implied volatity was 21.94, the open interest changed by 0 which decreased total open position to 5
On 18 Nov DRREDDY was trading at 1193.55. The strike last trading price was 6, which was -31.35 lower than the previous day. The implied volatity was 22.91, the open interest changed by 4 which increased total open position to 4
On 14 Nov DRREDDY was trading at 1226.70. The strike last trading price was 37.35, which was 0.00 lower than the previous day. The implied volatity was 4.29, the open interest changed by 0 which decreased total open position to 0
On 13 Nov DRREDDY was trading at 1245.00. The strike last trading price was 37.35, which was 0.00 lower than the previous day. The implied volatity was 3.15, the open interest changed by 0 which decreased total open position to 0
On 12 Nov DRREDDY was trading at 1263.90. The strike last trading price was 37.35, which was 0.00 lower than the previous day. The implied volatity was 2.30, the open interest changed by 0 which decreased total open position to 0
On 8 Nov DRREDDY was trading at 1283.65. The strike last trading price was 37.35, which was 0.00 lower than the previous day. The implied volatity was 0.86, the open interest changed by 0 which decreased total open position to 0
On 4 Nov DRREDDY was trading at 1268.30. The strike last trading price was 37.35, which was lower than the previous day. The implied volatity was 1.42, the open interest changed by 0 which decreased total open position to 0
| DRREDDY 26DEC2024 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 |
| 3 Dec | 1224.50 | 88.95 | 0.00 | 0.00 | 0 | 2 | 0 |
| 2 Dec | 1221.75 | 88.95 | 30.35 | 27.13 | 2 | 1 | 1 |
| 29 Nov | 1202.30 | 58.6 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 1191.95 | 58.6 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 1199.90 | 58.6 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 1208.65 | 58.6 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 1209.30 | 58.6 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 1214.45 | 58.6 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 1195.35 | 58.6 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 1213.45 | 58.6 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 1213.45 | 58.6 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 1193.55 | 58.6 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 1226.70 | 58.6 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 1245.00 | 58.6 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 1263.90 | 58.6 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 1283.65 | 58.6 | 58.60 | - | 0 | 0 | 0 |
| 4 Nov | 1268.30 | 0 | - | 0 | 0 | 0 | |
For Dr. Reddy S Laboratories - strike price 1310 expiring on 26DEC2024
Delta for 1310 PE is 0.00
Historical price for 1310 PE is as follows
On 3 Dec DRREDDY was trading at 1224.50. The strike last trading price was 88.95, 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 2 Dec DRREDDY was trading at 1221.75. The strike last trading price was 88.95, which was 30.35 higher than the previous day. The implied volatity was 27.13, the open interest changed by 1 which increased total open position to 1
On 29 Nov DRREDDY was trading at 1202.30. The strike last trading price was 58.6, 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 28 Nov DRREDDY was trading at 1191.95. The strike last trading price was 58.6, 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 27 Nov DRREDDY was trading at 1199.90. The strike last trading price was 58.6, 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 26 Nov DRREDDY was trading at 1208.65. The strike last trading price was 58.6, 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 25 Nov DRREDDY was trading at 1209.30. The strike last trading price was 58.6, 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 22 Nov DRREDDY was trading at 1214.45. The strike last trading price was 58.6, 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 21 Nov DRREDDY was trading at 1195.35. The strike last trading price was 58.6, 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 20 Nov DRREDDY was trading at 1213.45. The strike last trading price was 58.6, 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 19 Nov DRREDDY was trading at 1213.45. The strike last trading price was 58.6, 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 18 Nov DRREDDY was trading at 1193.55. The strike last trading price was 58.6, 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 14 Nov DRREDDY was trading at 1226.70. The strike last trading price was 58.6, 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 13 Nov DRREDDY was trading at 1245.00. The strike last trading price was 58.6, 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 12 Nov DRREDDY was trading at 1263.90. The strike last trading price was 58.6, 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 8 Nov DRREDDY was trading at 1283.65. The strike last trading price was 58.6, which was 58.60 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 1268.30. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
