Historical option data for DRREDDY
29 May 2026 04:10 PM IST
| DRREDDY 30-Jun-2026 (31d) 1320 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.54
Vega: 0.02
Theta: -0.59
Gamma: 0.00475
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 May | 1303.50 | 36.5 | -1.5 (-3.95%) | 21.23 | 853 | 151 | 477 | |||||||||
| 27 May | 1319.00 | 38 | -4 (-9.52%) | 21.41 | 324 | 46 | 326 | |||||||||
| 26 May | 1327.90 | 43 | -6 (-12.24%) | 20.62 | 349 | 16 | 280 | |||||||||
| 25 May | 1331.40 | 48.05 | 11.05 (29.86%) | 22.27 | 413 | 2 | 264 | |||||||||
| 22 May | 1307.20 | 38.15 | -2.85 (-6.95%) | 23.09 | 229 | 75 | 262 | |||||||||
| 21 May | 1318.50 | 41.05 | -4.95 (-10.76%) | 21.15 | 303 | 175 | 183 | |||||||||
| 20 May | 1321.90 | 46 | -5 (-9.80%) | 23.31 | 25 | 6 | 8 | |||||||||
| 19 May | 1335.20 | 51 | -4 (-7.27%) | 23.08 | 1 | 0 | 1 | |||||||||
| 18 May | 1331.20 | 55 | 2.4 (4.56%) | 23.84 | 2 | 1 | 2 | |||||||||
| 15 May | 1336.70 | 52.6 | 5.5 (11.68%) | 20.35 | 1 | 0 | 0 | |||||||||
| 14 May | 1303.60 | 0 | -47.1 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 1265.30 | 0 | -47.1 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 1270.00 | 0 | -47.1 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 1279.90 | 0 | -47.1 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 1293.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 1307.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 1311.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 1271.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 1287.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 1322.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 1329.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Apr | 1334.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 24 Apr | 1317.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Apr | 1331.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 1235.90 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 1222.00 | 0 | 0 (0.00%) | 3.77 | 0 | 0 | 0 | |||||||||
| 7 Apr | 1196.10 | - | - | - | 0 | 0 | 0 | |||||||||
| 6 Apr | 1217.80 | 0 | 0 (0.00%) | 3.29 | 0 | 0 | 0 | |||||||||
| 2 Apr | 1217.30 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Dr. Reddy S Laboratories - strike price 1320 expiring on 30JUN2026
Delta for 1320 CE is 0.54
Historical price for 1320 CE is as follows
On 29 May DRREDDY was trading at 1303.50. The strike last trading price was 36.5, which was -1.5 lower than the previous day. The implied volatity was 21.23, the open interest changed by 151 which increased total open position to 477
On 27 May DRREDDY was trading at 1319.00. The strike last trading price was 38, which was -4 lower than the previous day. The implied volatity was 21.41, the open interest changed by 46 which increased total open position to 326
On 26 May DRREDDY was trading at 1327.90. The strike last trading price was 43, which was -6 lower than the previous day. The implied volatity was 20.62, the open interest changed by 16 which increased total open position to 280
On 25 May DRREDDY was trading at 1331.40. The strike last trading price was 48.05, which was 11.05 higher than the previous day. The implied volatity was 22.27, the open interest changed by 2 which increased total open position to 264
On 22 May DRREDDY was trading at 1307.20. The strike last trading price was 38.15, which was -2.85 lower than the previous day. The implied volatity was 23.09, the open interest changed by 75 which increased total open position to 262
On 21 May DRREDDY was trading at 1318.50. The strike last trading price was 41.05, which was -4.95 lower than the previous day. The implied volatity was 21.15, the open interest changed by 175 which increased total open position to 183
On 20 May DRREDDY was trading at 1321.90. The strike last trading price was 46, which was -5 lower than the previous day. The implied volatity was 23.31, the open interest changed by 6 which increased total open position to 8
On 19 May DRREDDY was trading at 1335.20. The strike last trading price was 51, which was -4 lower than the previous day. The implied volatity was 23.08, the open interest changed by 0 which decreased total open position to 1
On 18 May DRREDDY was trading at 1331.20. The strike last trading price was 55, which was 2.4 higher than the previous day. The implied volatity was 23.84, the open interest changed by 1 which increased total open position to 2
On 15 May DRREDDY was trading at 1336.70. The strike last trading price was 52.6, which was 5.5 higher than the previous day. The implied volatity was 20.35, the open interest changed by 0 which decreased total open position to 0
On 14 May DRREDDY was trading at 1303.60. The strike last trading price was 0, which was -47.1 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May DRREDDY was trading at 1265.30. The strike last trading price was 0, which was -47.1 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May DRREDDY was trading at 1270.00. The strike last trading price was 0, which was -47.1 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May DRREDDY was trading at 1279.90. The strike last trading price was 0, which was -47.1 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May DRREDDY was trading at 1293.90. 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 7 May DRREDDY was trading at 1307.60. 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 6 May DRREDDY was trading at 1311.00. 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 5 May DRREDDY was trading at 1271.20. 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 4 May DRREDDY was trading at 1287.20. 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 30 Apr DRREDDY was trading at 1322.90. 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 29 Apr DRREDDY was trading at 1329.80. 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 27 Apr DRREDDY was trading at 1334.50. 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 24 Apr DRREDDY was trading at 1317.10. 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 23 Apr DRREDDY was trading at 1331.00. 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 13 Apr DRREDDY was trading at 1235.90. 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 10 Apr DRREDDY was trading at 1222.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.77, the open interest changed by 0 which decreased total open position to 0
On 7 Apr DRREDDY was trading at 1196.10. 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 6 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 3.29, the open interest changed by 0 which decreased total open position to 0
On 2 Apr DRREDDY was trading at 1217.30. 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
| DRREDDY 30-Jun-2026 (31d) 1320 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.45
Vega: 0.02
Theta: -0.5
Gamma: 0.00393
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 May | 1303.50 | 35.65 | 1.65 (4.85%) | 25.59 | 732 | 219 | 475 |
| 27 May | 1319.00 | 34.2 | -1.15 (-3.25%) | 22.74 | 316 | 24 | 257 |
| 26 May | 1327.90 | 36.3 | 2.6 (7.72%) | 25.73 | 338 | 22 | 234 |
| 25 May | 1331.40 | 33.7 | -13.15 (-28.07%) | 25.86 | 407 | -4 | 210 |
| 22 May | 1307.20 | 46.1 | 0.8 (1.77%) | 26.07 | 128 | 13 | 214 |
| 21 May | 1318.50 | 44.9 | 0.25 (0.56%) | 27.97 | 328 | 176 | 196 |
| 20 May | 1321.90 | 44.3 | -44.25 (-49.97%) | 27.58 | 28 | 19 | 19 |
| 19 May | 1335.20 | 0 | 0 | - | 0 | 0 | 0 |
| 18 May | 1331.20 | 0 | 0 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 1336.70 | 0 | -88.55 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 1303.60 | 0 | -88.55 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 1265.30 | 0 | -88.55 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 1270.00 | 0 | -88.55 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 1279.90 | 0 | -88.55 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 1293.90 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 1307.60 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 1311.00 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 1271.20 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 1287.20 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 1322.90 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 1329.80 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Apr | 1334.50 | - | - | - | 0 | 0 | 0 |
| 24 Apr | 1317.10 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Apr | 1331.00 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 1235.90 | - | - | - | 0 | 0 | 0 |
| 10 Apr | 1222.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 Apr | 1196.10 | - | - | - | 0 | 0 | 0 |
| 6 Apr | 1217.80 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Apr | 1217.30 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Dr. Reddy S Laboratories - strike price 1320 expiring on 30JUN2026
Delta for 1320 PE is -0.45
Historical price for 1320 PE is as follows
On 29 May DRREDDY was trading at 1303.50. The strike last trading price was 35.65, which was 1.65 higher than the previous day. The implied volatity was 25.59, the open interest changed by 219 which increased total open position to 475
On 27 May DRREDDY was trading at 1319.00. The strike last trading price was 34.2, which was -1.15 lower than the previous day. The implied volatity was 22.74, the open interest changed by 24 which increased total open position to 257
On 26 May DRREDDY was trading at 1327.90. The strike last trading price was 36.3, which was 2.6 higher than the previous day. The implied volatity was 25.73, the open interest changed by 22 which increased total open position to 234
On 25 May DRREDDY was trading at 1331.40. The strike last trading price was 33.7, which was -13.15 lower than the previous day. The implied volatity was 25.86, the open interest changed by -4 which decreased total open position to 210
On 22 May DRREDDY was trading at 1307.20. The strike last trading price was 46.1, which was 0.8 higher than the previous day. The implied volatity was 26.07, the open interest changed by 13 which increased total open position to 214
On 21 May DRREDDY was trading at 1318.50. The strike last trading price was 44.9, which was 0.25 higher than the previous day. The implied volatity was 27.97, the open interest changed by 176 which increased total open position to 196
On 20 May DRREDDY was trading at 1321.90. The strike last trading price was 44.3, which was -44.25 lower than the previous day. The implied volatity was 27.58, the open interest changed by 19 which increased total open position to 19
On 19 May DRREDDY was trading at 1335.20. 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 18 May DRREDDY was trading at 1331.20. 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 15 May DRREDDY was trading at 1336.70. The strike last trading price was 0, which was -88.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May DRREDDY was trading at 1303.60. The strike last trading price was 0, which was -88.55 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May DRREDDY was trading at 1265.30. The strike last trading price was 0, which was -88.55 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May DRREDDY was trading at 1270.00. The strike last trading price was 0, which was -88.55 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May DRREDDY was trading at 1279.90. The strike last trading price was 0, which was -88.55 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May DRREDDY was trading at 1293.90. 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 7 May DRREDDY was trading at 1307.60. 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 6 May DRREDDY was trading at 1311.00. 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 5 May DRREDDY was trading at 1271.20. 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 4 May DRREDDY was trading at 1287.20. 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 30 Apr DRREDDY was trading at 1322.90. 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 29 Apr DRREDDY was trading at 1329.80. 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 27 Apr DRREDDY was trading at 1334.50. 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 24 Apr DRREDDY was trading at 1317.10. 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 23 Apr DRREDDY was trading at 1331.00. 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 13 Apr DRREDDY was trading at 1235.90. 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 10 Apr DRREDDY was trading at 1222.00. 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 7 Apr DRREDDY was trading at 1196.10. 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 6 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 2 Apr DRREDDY was trading at 1217.30. 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
