DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
29 Apr 2026 10:11 AM IST
| DRREDDY 26-May-2026 (27d) 1320 CE | ||||||||||||||||
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Delta: 0.62
Vega: 0.01
Theta: -0.81
Gamma: 0.00359
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Apr | 1342.80 | 57.5 | -10.299999999999997 | 28.75 | 252 | -6 | 216 | |||||||||
| 28 Apr | 1354.60 | 68 | 14 | 31.41 | 295 | -21 | 224 | |||||||||
| 27 Apr | 1334.50 | 51.05 | 8.099999999999994 | 26.35 | 559 | -40 | 248 | |||||||||
| 24 Apr | 1317.10 | 42.5 | -8.649999999999999 | 27.45 | 833 | 100 | 285 | |||||||||
| 23 Apr | 1331.00 | 51 | 42.4 | 27.6 | 989 | 159 | 183 | |||||||||
| 22 Apr | 1217.00 | 8.55 | -1.6999999999999993 | 25.25 | 28 | 14 | 26 | |||||||||
| 21 Apr | 1220.60 | 10.25 | -3.4499999999999993 | 25.87 | 10 | 8 | 12 | |||||||||
| 20 Apr | 1232.60 | 13.7 | 0.5 | 25.42 | 2 | 1 | 3 | |||||||||
| 17 Apr | 1235.70 | 13.2 | -0.45000000000000107 | - | 0 | 0 | 2 | |||||||||
| 16 Apr | 1221.40 | 13.2 | -0.45000000000000107 | - | 0 | 0 | 2 | |||||||||
| 15 Apr | 1217.80 | 13.2 | -0.45000000000000107 | - | 0 | 0 | 2 | |||||||||
| 13 Apr | 1235.90 | 13.2 | -0.45000000000000107 | - | 0 | 0 | 2 | |||||||||
| 10 Apr | 1232.20 | 13.2 | -0.45000000000000107 | - | 0 | 0 | 2 | |||||||||
| 9 Apr | 1211.90 | 13.2 | -52.6 | 25.22 | 2 | 0 | 0 | |||||||||
| 1 Apr | 1209.60 | - | - | - | 0 | 0 | 0 | |||||||||
| 30 Mar | 1254.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Mar | 1298.90 | - | - | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 1274.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 1294.80 | 0 | 0 | 0.11 | 0 | 0 | 0 | |||||||||
| 17 Mar | 1283.80 | 0 | 0 | 0.57 | 0 | 0 | 0 | |||||||||
| 16 Mar | 1276.90 | 0 | 0 | 1.05 | 0 | 0 | 0 | |||||||||
| 13 Mar | 1292.30 | 0 | 0 | 0.02 | 0 | 0 | 0 | |||||||||
| 12 Mar | 1319.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 1325.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 1314.60 | 0 | 0 | 0.31 | 0 | 0 | 0 | |||||||||
| 9 Mar | 1287.00 | 0 | 0 | 0.12 | 0 | 0 | 0 | |||||||||
| 6 Mar | 1303.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 5 Mar | 1313.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 1291.20 | 0 | 0 | 0.15 | 0 | 0 | 0 | |||||||||
| 2 Mar | 1294.40 | 0 | 0 | 0.29 | 0 | 0 | 0 | |||||||||
| 27 Feb | 1286.30 | 0 | 0 | 0.1 | 0 | 0 | 0 | |||||||||
For Dr. Reddy S Laboratories - strike price 1320 expiring on 26MAY2026
Delta for 1320 CE is 0.62
Historical price for 1320 CE is as follows
On 29 Apr DRREDDY was trading at 1342.80. The strike last trading price was 57.5, which was -10.299999999999997 lower than the previous day. The implied volatity was 28.75, the open interest changed by -6 which decreased total open position to 216
On 28 Apr DRREDDY was trading at 1354.60. The strike last trading price was 68, which was 14 higher than the previous day. The implied volatity was 31.41, the open interest changed by -21 which decreased total open position to 224
On 27 Apr DRREDDY was trading at 1334.50. The strike last trading price was 51.05, which was 8.099999999999994 higher than the previous day. The implied volatity was 26.35, the open interest changed by -40 which decreased total open position to 248
On 24 Apr DRREDDY was trading at 1317.10. The strike last trading price was 42.5, which was -8.649999999999999 lower than the previous day. The implied volatity was 27.45, the open interest changed by 100 which increased total open position to 285
On 23 Apr DRREDDY was trading at 1331.00. The strike last trading price was 51, which was 42.4 higher than the previous day. The implied volatity was 27.6, the open interest changed by 159 which increased total open position to 183
On 22 Apr DRREDDY was trading at 1217.00. The strike last trading price was 8.55, which was -1.6999999999999993 lower than the previous day. The implied volatity was 25.25, the open interest changed by 14 which increased total open position to 26
On 21 Apr DRREDDY was trading at 1220.60. The strike last trading price was 10.25, which was -3.4499999999999993 lower than the previous day. The implied volatity was 25.87, the open interest changed by 8 which increased total open position to 12
On 20 Apr DRREDDY was trading at 1232.60. The strike last trading price was 13.7, which was 0.5 higher than the previous day. The implied volatity was 25.42, the open interest changed by 1 which increased total open position to 3
On 17 Apr DRREDDY was trading at 1235.70. The strike last trading price was 13.2, which was -0.45000000000000107 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 16 Apr DRREDDY was trading at 1221.40. The strike last trading price was 13.2, which was -0.45000000000000107 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 15 Apr DRREDDY was trading at 1217.80. The strike last trading price was 13.2, which was -0.45000000000000107 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 13 Apr DRREDDY was trading at 1235.90. The strike last trading price was 13.2, which was -0.45000000000000107 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Apr DRREDDY was trading at 1232.20. The strike last trading price was 13.2, which was -0.45000000000000107 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Apr DRREDDY was trading at 1211.90. The strike last trading price was 13.2, which was -52.6 lower than the previous day. The implied volatity was 25.22, the open interest changed by 0 which decreased total open position to 0
On 1 Apr DRREDDY was trading at 1209.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Mar DRREDDY was trading at 1254.90. 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 20 Mar DRREDDY was trading at 1298.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Mar DRREDDY was trading at 1274.50. 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 18 Mar DRREDDY was trading at 1294.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.11, the open interest changed by 0 which decreased total open position to 0
On 17 Mar DRREDDY was trading at 1283.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.57, the open interest changed by 0 which decreased total open position to 0
On 16 Mar DRREDDY was trading at 1276.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.05, the open interest changed by 0 which decreased total open position to 0
On 13 Mar DRREDDY was trading at 1292.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.02, the open interest changed by 0 which decreased total open position to 0
On 12 Mar DRREDDY was trading at 1319.00. 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 11 Mar DRREDDY was trading at 1325.50. 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 10 Mar DRREDDY was trading at 1314.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.31, the open interest changed by 0 which decreased total open position to 0
On 9 Mar DRREDDY was trading at 1287.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.12, the open interest changed by 0 which decreased total open position to 0
On 6 Mar DRREDDY was trading at 1303.80. 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 5 Mar DRREDDY was trading at 1313.50. 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 4 Mar DRREDDY was trading at 1291.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.15, the open interest changed by 0 which decreased total open position to 0
On 2 Mar DRREDDY was trading at 1294.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.29, the open interest changed by 0 which decreased total open position to 0
On 27 Feb DRREDDY was trading at 1286.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.1, the open interest changed by 0 which decreased total open position to 0
| DRREDDY 26-May-2026 (27d) 1320 PE | |||||||
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Delta: -0.39
Vega: 0.01
Theta: -0.74
Gamma: 0.0031
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Apr | 1342.80 | 35.95 | 5.100000000000001 | 33.51 | 595 | 104 | 334 |
| 28 Apr | 1354.60 | 31.5 | -12.5 | 31.36 | 582 | 33 | 233 |
| 27 Apr | 1334.50 | 41.5 | -17.700000000000003 | 34.36 | 446 | 25 | 202 |
| 24 Apr | 1317.10 | 58 | 2.8999999999999986 | 37.21 | 461 | 138 | 178 |
| 23 Apr | 1331.00 | 55.45 | -8.399999999999999 | 38.43 | 88 | 38 | 38 |
| 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 | 0 | 0 |
| 9 Apr | 1211.90 | 63.85 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 1209.60 | - | - | - | 0 | 0 | 0 |
| 30 Mar | 1254.90 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 1298.90 | - | - | - | 0 | 0 | 0 |
| 19 Mar | 1274.50 | 0 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 1294.80 | 0 | 0 | 0.11 | 0 | 0 | 0 |
| 17 Mar | 1283.80 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Mar | 1276.90 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 1292.30 | 0 | 0 | 0.29 | 0 | 0 | 0 |
| 12 Mar | 1319.00 | 0 | 0 | 1.24 | 0 | 0 | 0 |
| 11 Mar | 1325.50 | 0 | 0 | 1.54 | 0 | 0 | 0 |
| 10 Mar | 1314.60 | 0 | 0 | 0.99 | 0 | 0 | 0 |
| 9 Mar | 1287.00 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 1303.80 | 0 | 0 | 0.63 | 0 | 0 | 0 |
| 5 Mar | 1313.50 | 0 | 0 | 1.33 | 0 | 0 | 0 |
| 4 Mar | 1291.20 | 0 | 0 | 0.15 | 0 | 0 | 0 |
| 2 Mar | 1294.40 | 0 | 0 | 0.26 | 0 | 0 | 0 |
| 27 Feb | 1286.30 | 0 | 0 | 0.22 | 0 | 0 | 0 |
For Dr. Reddy S Laboratories - strike price 1320 expiring on 26MAY2026
Delta for 1320 PE is -0.39
Historical price for 1320 PE is as follows
On 29 Apr DRREDDY was trading at 1342.80. The strike last trading price was 35.95, which was 5.100000000000001 higher than the previous day. The implied volatity was 33.51, the open interest changed by 104 which increased total open position to 334
On 28 Apr DRREDDY was trading at 1354.60. The strike last trading price was 31.5, which was -12.5 lower than the previous day. The implied volatity was 31.36, the open interest changed by 33 which increased total open position to 233
On 27 Apr DRREDDY was trading at 1334.50. The strike last trading price was 41.5, which was -17.700000000000003 lower than the previous day. The implied volatity was 34.36, the open interest changed by 25 which increased total open position to 202
On 24 Apr DRREDDY was trading at 1317.10. The strike last trading price was 58, which was 2.8999999999999986 higher than the previous day. The implied volatity was 37.21, the open interest changed by 138 which increased total open position to 178
On 23 Apr DRREDDY was trading at 1331.00. The strike last trading price was 55.45, which was -8.399999999999999 lower than the previous day. The implied volatity was 38.43, the open interest changed by 38 which increased total open position to 38
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 63.85, 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 1 Apr DRREDDY was trading at 1209.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Mar DRREDDY was trading at 1254.90. 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 20 Mar DRREDDY was trading at 1298.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Mar DRREDDY was trading at 1274.50. 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 18 Mar DRREDDY was trading at 1294.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.11, the open interest changed by 0 which decreased total open position to 0
On 17 Mar DRREDDY was trading at 1283.80. 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 16 Mar DRREDDY was trading at 1276.90. 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 13 Mar DRREDDY was trading at 1292.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.29, the open interest changed by 0 which decreased total open position to 0
On 12 Mar DRREDDY was trading at 1319.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.24, the open interest changed by 0 which decreased total open position to 0
On 11 Mar DRREDDY was trading at 1325.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.54, the open interest changed by 0 which decreased total open position to 0
On 10 Mar DRREDDY was trading at 1314.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.99, the open interest changed by 0 which decreased total open position to 0
On 9 Mar DRREDDY was trading at 1287.00. 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 6 Mar DRREDDY was trading at 1303.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.63, the open interest changed by 0 which decreased total open position to 0
On 5 Mar DRREDDY was trading at 1313.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.33, the open interest changed by 0 which decreased total open position to 0
On 4 Mar DRREDDY was trading at 1291.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.15, the open interest changed by 0 which decreased total open position to 0
On 2 Mar DRREDDY was trading at 1294.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.26, the open interest changed by 0 which decreased total open position to 0
On 27 Feb DRREDDY was trading at 1286.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.22, the open interest changed by 0 which decreased total open position to 0
