DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
11 Apr 2025 04:10 PM IST
| DRREDDY 24APR2025 1320 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.11
Theta: -0.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 1109.50 | 0.75 | 0.15 | 43.94 | 7 | 0 | 111 | |||
| 9 Apr | 1094.05 | 0.6 | -0.55 | 42.53 | 4 | 0 | 113 | |||
| 8 Apr | 1107.95 | 1.15 | 0 | 42.39 | 3 | 1 | 111 | |||
| 7 Apr | 1087.90 | 1.3 | 0.45 | 45.12 | 119 | -19 | 110 | |||
| 4 Apr | 1109.95 | 0.9 | -0.4 | 35.28 | 95 | -2 | 130 | |||
| 3 Apr | 1151.45 | 1.35 | 0.65 | 30.57 | 187 | 62 | 132 | |||
| 2 Apr | 1150.00 | 0.7 | -0.45 | 26.68 | 7 | 2 | 70 | |||
| 1 Apr | 1152.20 | 1.15 | 0.15 | 28.56 | 53 | 1 | 68 | |||
| 28 Mar | 1144.20 | 1 | -0.4 | 26.27 | 111 | 9 | 67 | |||
| 27 Mar | 1162.20 | 1.4 | -0.65 | 24.92 | 8 | -1 | 58 | |||
| 26 Mar | 1164.60 | 2 | -0.8 | 26.23 | 9 | 1 | 59 | |||
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| 25 Mar | 1177.90 | 2.45 | -2.4 | 25.00 | 210 | 2 | 59 | |||
| 24 Mar | 1210.30 | 5.05 | 1.9 | 23.39 | 500 | 48 | 58 | |||
| 21 Mar | 1200.15 | 3.15 | 0 | 0.00 | 0 | 0 | 0 | |||
| 20 Mar | 1187.20 | 3.15 | 0 | 0.00 | 0 | 0 | 0 | |||
| 19 Mar | 1172.10 | 3.15 | -0.2 | 24.27 | 1 | 0 | 10 | |||
| 18 Mar | 1163.70 | 3.35 | 0.45 | 25.45 | 9 | 8 | 10 | |||
| 17 Mar | 1150.70 | 2.9 | -18.75 | 25.83 | 12 | 2 | 2 | |||
| 12 Mar | 1105.15 | 21.65 | 0 | 12.68 | 0 | 0 | 0 | |||
| 13 Feb | 1223.60 | 21.65 | 0 | 3.79 | 0 | 0 | 0 | |||
| 10 Feb | 1220.95 | 21.65 | 0 | 3.64 | 0 | 0 | 0 | |||
| 7 Feb | 1240.40 | 21.65 | 0 | 2.56 | 0 | 0 | 0 | |||
| 6 Feb | 1236.65 | 21.65 | 0 | 2.09 | 0 | 0 | 0 | |||
| 5 Feb | 1227.55 | 21.65 | 0 | 3.21 | 0 | 0 | 0 | |||
For Dr. Reddy S Laboratories - strike price 1320 expiring on 24APR2025
Delta for 1320 CE is 0.02
Historical price for 1320 CE is as follows
On 11 Apr DRREDDY was trading at 1109.50. The strike last trading price was 0.75, which was 0.15 higher than the previous day. The implied volatity was 43.94, the open interest changed by 0 which decreased total open position to 111
On 9 Apr DRREDDY was trading at 1094.05. The strike last trading price was 0.6, which was -0.55 lower than the previous day. The implied volatity was 42.53, the open interest changed by 0 which decreased total open position to 113
On 8 Apr DRREDDY was trading at 1107.95. The strike last trading price was 1.15, which was 0 lower than the previous day. The implied volatity was 42.39, the open interest changed by 1 which increased total open position to 111
On 7 Apr DRREDDY was trading at 1087.90. The strike last trading price was 1.3, which was 0.45 higher than the previous day. The implied volatity was 45.12, the open interest changed by -19 which decreased total open position to 110
On 4 Apr DRREDDY was trading at 1109.95. The strike last trading price was 0.9, which was -0.4 lower than the previous day. The implied volatity was 35.28, the open interest changed by -2 which decreased total open position to 130
On 3 Apr DRREDDY was trading at 1151.45. The strike last trading price was 1.35, which was 0.65 higher than the previous day. The implied volatity was 30.57, the open interest changed by 62 which increased total open position to 132
On 2 Apr DRREDDY was trading at 1150.00. The strike last trading price was 0.7, which was -0.45 lower than the previous day. The implied volatity was 26.68, the open interest changed by 2 which increased total open position to 70
On 1 Apr DRREDDY was trading at 1152.20. The strike last trading price was 1.15, which was 0.15 higher than the previous day. The implied volatity was 28.56, the open interest changed by 1 which increased total open position to 68
On 28 Mar DRREDDY was trading at 1144.20. The strike last trading price was 1, which was -0.4 lower than the previous day. The implied volatity was 26.27, the open interest changed by 9 which increased total open position to 67
On 27 Mar DRREDDY was trading at 1162.20. The strike last trading price was 1.4, which was -0.65 lower than the previous day. The implied volatity was 24.92, the open interest changed by -1 which decreased total open position to 58
On 26 Mar DRREDDY was trading at 1164.60. The strike last trading price was 2, which was -0.8 lower than the previous day. The implied volatity was 26.23, the open interest changed by 1 which increased total open position to 59
On 25 Mar DRREDDY was trading at 1177.90. The strike last trading price was 2.45, which was -2.4 lower than the previous day. The implied volatity was 25.00, the open interest changed by 2 which increased total open position to 59
On 24 Mar DRREDDY was trading at 1210.30. The strike last trading price was 5.05, which was 1.9 higher than the previous day. The implied volatity was 23.39, the open interest changed by 48 which increased total open position to 58
On 21 Mar DRREDDY was trading at 1200.15. The strike last trading price was 3.15, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 20 Mar DRREDDY was trading at 1187.20. The strike last trading price was 3.15, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 19 Mar DRREDDY was trading at 1172.10. The strike last trading price was 3.15, which was -0.2 lower than the previous day. The implied volatity was 24.27, the open interest changed by 0 which decreased total open position to 10
On 18 Mar DRREDDY was trading at 1163.70. The strike last trading price was 3.35, which was 0.45 higher than the previous day. The implied volatity was 25.45, the open interest changed by 8 which increased total open position to 10
On 17 Mar DRREDDY was trading at 1150.70. The strike last trading price was 2.9, which was -18.75 lower than the previous day. The implied volatity was 25.83, the open interest changed by 2 which increased total open position to 2
On 12 Mar DRREDDY was trading at 1105.15. The strike last trading price was 21.65, which was 0 lower than the previous day. The implied volatity was 12.68, the open interest changed by 0 which decreased total open position to 0
On 13 Feb DRREDDY was trading at 1223.60. The strike last trading price was 21.65, which was 0 lower than the previous day. The implied volatity was 3.79, the open interest changed by 0 which decreased total open position to 0
On 10 Feb DRREDDY was trading at 1220.95. The strike last trading price was 21.65, which was 0 lower than the previous day. The implied volatity was 3.64, the open interest changed by 0 which decreased total open position to 0
On 7 Feb DRREDDY was trading at 1240.40. The strike last trading price was 21.65, which was 0 lower than the previous day. The implied volatity was 2.56, the open interest changed by 0 which decreased total open position to 0
On 6 Feb DRREDDY was trading at 1236.65. The strike last trading price was 21.65, which was 0 lower than the previous day. The implied volatity was 2.09, the open interest changed by 0 which decreased total open position to 0
On 5 Feb DRREDDY was trading at 1227.55. The strike last trading price was 21.65, which was 0 lower than the previous day. The implied volatity was 3.21, the open interest changed by 0 which decreased total open position to 0
| DRREDDY 24APR2025 1320 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 |
| 11 Apr | 1109.50 | 134 | 0 | 0.00 | 0 | 0 | 0 |
| 9 Apr | 1094.05 | 134 | 0 | 0.00 | 0 | 0 | 0 |
| 8 Apr | 1107.95 | 134 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Apr | 1087.90 | 134 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Apr | 1109.95 | 134 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Apr | 1151.45 | 134 | 0 | 0.00 | 0 | 0 | 0 |
| 2 Apr | 1150.00 | 134 | 0 | 0.00 | 0 | 0 | 0 |
| 1 Apr | 1152.20 | 134 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Mar | 1144.20 | 134 | 0 | 0.00 | 0 | 0 | 0 |
| 27 Mar | 1162.20 | 134 | 0 | 0.00 | 0 | 0 | 0 |
| 26 Mar | 1164.60 | 134 | 0 | 0.00 | 0 | 0 | 0 |
| 25 Mar | 1177.90 | 134 | 0 | 0.00 | 0 | 0 | 0 |
| 24 Mar | 1210.30 | 134 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Mar | 1200.15 | 134 | 0 | 0.00 | 0 | 0 | 0 |
| 20 Mar | 1187.20 | 134 | -66 | 36.49 | 1 | 0 | 1 |
| 19 Mar | 1172.10 | 200 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Mar | 1163.70 | 200 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Mar | 1150.70 | 200 | 0 | 0.00 | 0 | 0 | 0 |
| 12 Mar | 1105.15 | 200 | 74.8 | - | 9 | 3 | 3 |
| 13 Feb | 1223.60 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 1220.95 | 0 | 0 | - | 0 | 0 | 0 |
| 7 Feb | 1240.40 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 1236.65 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 1227.55 | 0 | 0 | - | 0 | 0 | 0 |
For Dr. Reddy S Laboratories - strike price 1320 expiring on 24APR2025
Delta for 1320 PE is 0.00
Historical price for 1320 PE is as follows
On 11 Apr DRREDDY was trading at 1109.50. The strike last trading price was 134, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 9 Apr DRREDDY was trading at 1094.05. The strike last trading price was 134, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 8 Apr DRREDDY was trading at 1107.95. The strike last trading price was 134, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 7 Apr DRREDDY was trading at 1087.90. The strike last trading price was 134, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 4 Apr DRREDDY was trading at 1109.95. The strike last trading price was 134, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 3 Apr DRREDDY was trading at 1151.45. The strike last trading price was 134, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 2 Apr DRREDDY was trading at 1150.00. The strike last trading price was 134, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 1 Apr DRREDDY was trading at 1152.20. The strike last trading price was 134, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 28 Mar DRREDDY was trading at 1144.20. The strike last trading price was 134, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 27 Mar DRREDDY was trading at 1162.20. The strike last trading price was 134, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 26 Mar DRREDDY was trading at 1164.60. The strike last trading price was 134, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 25 Mar DRREDDY was trading at 1177.90. The strike last trading price was 134, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 24 Mar DRREDDY was trading at 1210.30. The strike last trading price was 134, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 21 Mar DRREDDY was trading at 1200.15. The strike last trading price was 134, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 20 Mar DRREDDY was trading at 1187.20. The strike last trading price was 134, which was -66 lower than the previous day. The implied volatity was 36.49, the open interest changed by 0 which decreased total open position to 1
On 19 Mar DRREDDY was trading at 1172.10. The strike last trading price was 200, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Mar DRREDDY was trading at 1163.70. The strike last trading price was 200, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 17 Mar DRREDDY was trading at 1150.70. The strike last trading price was 200, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 12 Mar DRREDDY was trading at 1105.15. The strike last trading price was 200, which was 74.8 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3
On 13 Feb DRREDDY was trading at 1223.60. 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 10 Feb DRREDDY was trading at 1220.95. 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 Feb DRREDDY was trading at 1240.40. 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 6 Feb DRREDDY was trading at 1236.65. 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 Feb DRREDDY was trading at 1227.55. 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
