DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
14 Nov 2024 04:10 PM IST
| DRREDDY 28NOV2024 1320 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.07
Vega: 0.31
Theta: -0.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 1226.70 | 1.6 | -1.40 | 22.81 | 2,140 | 190 | 2,790 | |||
| 13 Nov | 1245.00 | 3 | -1.50 | 21.66 | 2,225 | 40 | 2,620 | |||
| 12 Nov | 1263.90 | 4.5 | -3.85 | 20.51 | 3,355 | 135 | 2,590 | |||
| 11 Nov | 1287.90 | 8.35 | 0.30 | 17.04 | 3,260 | -210 | 2,450 | |||
| 8 Nov | 1283.65 | 8.05 | -3.80 | 16.84 | 4,215 | -195 | 2,655 | |||
| 7 Nov | 1287.35 | 11.85 | -4.65 | 17.63 | 5,430 | -210 | 2,855 | |||
| 6 Nov | 1302.10 | 16.5 | -1.50 | 17.06 | 26,400 | 1,750 | 3,090 | |||
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| 5 Nov | 1272.20 | 18 | -2.80 | 25.06 | 4,765 | 465 | 1,385 | |||
| 4 Nov | 1268.30 | 20.8 | -1.25 | 28.76 | 1,050 | 210 | 915 | |||
| 1 Nov | 1259.60 | 22.05 | -7.45 | 30.08 | 590 | 0 | 705 | |||
| 31 Oct | 1274.20 | 29.5 | 7.50 | - | 1,025 | 125 | 700 | |||
| 30 Oct | 1249.85 | 22 | -6.35 | - | 410 | 25 | 575 | |||
| 29 Oct | 1274.70 | 28.35 | -13.70 | - | 1,045 | 270 | 545 | |||
| 28 Oct | 1311.50 | 42.05 | - | 140 | 235 | 280 | ||||
For Dr. Reddy S Laboratories - strike price 1320 expiring on 28NOV2024
Delta for 1320 CE is 0.07
Historical price for 1320 CE is as follows
On 14 Nov DRREDDY was trading at 1226.70. The strike last trading price was 1.6, which was -1.40 lower than the previous day. The implied volatity was 22.81, the open interest changed by 38 which increased total open position to 558
On 13 Nov DRREDDY was trading at 1245.00. The strike last trading price was 3, which was -1.50 lower than the previous day. The implied volatity was 21.66, the open interest changed by 8 which increased total open position to 524
On 12 Nov DRREDDY was trading at 1263.90. The strike last trading price was 4.5, which was -3.85 lower than the previous day. The implied volatity was 20.51, the open interest changed by 27 which increased total open position to 518
On 11 Nov DRREDDY was trading at 1287.90. The strike last trading price was 8.35, which was 0.30 higher than the previous day. The implied volatity was 17.04, the open interest changed by -42 which decreased total open position to 490
On 8 Nov DRREDDY was trading at 1283.65. The strike last trading price was 8.05, which was -3.80 lower than the previous day. The implied volatity was 16.84, the open interest changed by -39 which decreased total open position to 531
On 7 Nov DRREDDY was trading at 1287.35. The strike last trading price was 11.85, which was -4.65 lower than the previous day. The implied volatity was 17.63, the open interest changed by -42 which decreased total open position to 571
On 6 Nov DRREDDY was trading at 1302.10. The strike last trading price was 16.5, which was -1.50 lower than the previous day. The implied volatity was 17.06, the open interest changed by 350 which increased total open position to 618
On 5 Nov DRREDDY was trading at 1272.20. The strike last trading price was 18, which was -2.80 lower than the previous day. The implied volatity was 25.06, the open interest changed by 93 which increased total open position to 277
On 4 Nov DRREDDY was trading at 1268.30. The strike last trading price was 20.8, which was -1.25 lower than the previous day. The implied volatity was 28.76, the open interest changed by 42 which increased total open position to 183
On 1 Nov DRREDDY was trading at 1259.60. The strike last trading price was 22.05, which was -7.45 lower than the previous day. The implied volatity was 30.08, the open interest changed by 0 which decreased total open position to 141
On 31 Oct DRREDDY was trading at 1274.20. The strike last trading price was 29.5, which was 7.50 higher 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 22, which was -6.35 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 28.35, which was -13.70 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 42.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| DRREDDY 28NOV2024 1320 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.86
Vega: 0.53
Theta: -0.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 1226.70 | 91.15 | 15.10 | 30.76 | 15 | 0 | 660 |
| 13 Nov | 1245.00 | 76.05 | 16.05 | 28.86 | 70 | -45 | 660 |
| 12 Nov | 1263.90 | 60 | 22.00 | 19.92 | 45 | 5 | 705 |
| 11 Nov | 1287.90 | 38 | -6.35 | 19.10 | 50 | -25 | 700 |
| 8 Nov | 1283.65 | 44.35 | 2.85 | 20.28 | 55 | -5 | 725 |
| 7 Nov | 1287.35 | 41.5 | 7.50 | 22.17 | 1,045 | -65 | 750 |
| 6 Nov | 1302.10 | 34 | -25.35 | 21.74 | 4,870 | 535 | 810 |
| 5 Nov | 1272.20 | 59.35 | -17.70 | 30.51 | 65 | -5 | 275 |
| 4 Nov | 1268.30 | 77.05 | -6.95 | 40.80 | 65 | 30 | 270 |
| 1 Nov | 1259.60 | 84 | 19.45 | 40.68 | 5 | 0 | 240 |
| 31 Oct | 1274.20 | 64.55 | -18.20 | - | 115 | 30 | 245 |
| 30 Oct | 1249.85 | 82.75 | 4.50 | - | 95 | -40 | 210 |
| 29 Oct | 1274.70 | 78.25 | 29.75 | - | 125 | 20 | 250 |
| 28 Oct | 1311.50 | 48.5 | - | 165 | 199 | 230 | |
For Dr. Reddy S Laboratories - strike price 1320 expiring on 28NOV2024
Delta for 1320 PE is -0.86
Historical price for 1320 PE is as follows
On 14 Nov DRREDDY was trading at 1226.70. The strike last trading price was 91.15, which was 15.10 higher than the previous day. The implied volatity was 30.76, the open interest changed by 0 which decreased total open position to 132
On 13 Nov DRREDDY was trading at 1245.00. The strike last trading price was 76.05, which was 16.05 higher than the previous day. The implied volatity was 28.86, the open interest changed by -9 which decreased total open position to 132
On 12 Nov DRREDDY was trading at 1263.90. The strike last trading price was 60, which was 22.00 higher than the previous day. The implied volatity was 19.92, the open interest changed by 1 which increased total open position to 141
On 11 Nov DRREDDY was trading at 1287.90. The strike last trading price was 38, which was -6.35 lower than the previous day. The implied volatity was 19.10, the open interest changed by -5 which decreased total open position to 140
On 8 Nov DRREDDY was trading at 1283.65. The strike last trading price was 44.35, which was 2.85 higher than the previous day. The implied volatity was 20.28, the open interest changed by -1 which decreased total open position to 145
On 7 Nov DRREDDY was trading at 1287.35. The strike last trading price was 41.5, which was 7.50 higher than the previous day. The implied volatity was 22.17, the open interest changed by -13 which decreased total open position to 150
On 6 Nov DRREDDY was trading at 1302.10. The strike last trading price was 34, which was -25.35 lower than the previous day. The implied volatity was 21.74, the open interest changed by 107 which increased total open position to 162
On 5 Nov DRREDDY was trading at 1272.20. The strike last trading price was 59.35, which was -17.70 lower than the previous day. The implied volatity was 30.51, the open interest changed by -1 which decreased total open position to 55
On 4 Nov DRREDDY was trading at 1268.30. The strike last trading price was 77.05, which was -6.95 lower than the previous day. The implied volatity was 40.80, the open interest changed by 6 which increased total open position to 54
On 1 Nov DRREDDY was trading at 1259.60. The strike last trading price was 84, which was 19.45 higher than the previous day. The implied volatity was 40.68, the open interest changed by 0 which decreased total open position to 48
On 31 Oct DRREDDY was trading at 1274.20. The strike last trading price was 64.55, which was -18.20 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 82.75, which was 4.50 higher 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 78.25, which was 29.75 higher 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 48.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
