DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
11 Dec 2024 04:10 PM IST
| DRREDDY 26DEC2024 1330 CE | ||||||||||
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Delta: 0.06
Vega: 0.29
Theta: -0.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Dec | 1238.55 | 1.25 | -0.40 | 20.81 | 107 | 1 | 100 | |||
| 10 Dec | 1240.35 | 1.65 | -0.95 | 21.25 | 818 | -8 | 99 | |||
| 9 Dec | 1255.15 | 2.6 | -0.30 | 19.32 | 126 | 8 | 110 | |||
| 6 Dec | 1253.70 | 2.9 | 0.30 | 18.54 | 165 | 15 | 88 | |||
| 5 Dec | 1239.85 | 2.6 | 1.05 | 19.70 | 128 | 23 | 73 | |||
| 4 Dec | 1215.55 | 1.55 | -0.40 | 21.31 | 2 | 1 | 50 | |||
| 3 Dec | 1224.50 | 1.95 | -0.30 | 20.49 | 54 | 7 | 49 | |||
| 2 Dec | 1221.75 | 2.25 | -0.15 | 21.19 | 86 | 8 | 42 | |||
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| 29 Nov | 1202.30 | 2.4 | -0.60 | 23.12 | 45 | 33 | 33 | |||
| 28 Nov | 1191.95 | 3 | -0.25 | 24.61 | 1 | 0 | 1 | |||
| 27 Nov | 1199.90 | 3.25 | -26.60 | 23.96 | 25 | 1 | 1 | |||
| 26 Nov | 1208.65 | 29.85 | 0.00 | 7.82 | 0 | 0 | 0 | |||
| 25 Nov | 1209.30 | 29.85 | 0.00 | 7.84 | 0 | 0 | 0 | |||
| 22 Nov | 1214.45 | 29.85 | 0.00 | 7.18 | 0 | 0 | 0 | |||
| 21 Nov | 1195.35 | 29.85 | 0.00 | 8.40 | 0 | 0 | 0 | |||
| 20 Nov | 1213.45 | 29.85 | 0.00 | 6.85 | 0 | 0 | 0 | |||
| 19 Nov | 1213.45 | 29.85 | 0.00 | 6.85 | 0 | 0 | 0 | |||
| 18 Nov | 1193.55 | 29.85 | 0.00 | 8.22 | 0 | 0 | 0 | |||
| 14 Nov | 1226.70 | 29.85 | 0.00 | 5.46 | 0 | 0 | 0 | |||
| 13 Nov | 1245.00 | 29.85 | 0.00 | 4.34 | 0 | 0 | 0 | |||
| 12 Nov | 1263.90 | 29.85 | 0.00 | 3.50 | 0 | 0 | 0 | |||
| 8 Nov | 1283.65 | 29.85 | 1.98 | 0 | 0 | 0 | ||||
For Dr. Reddy S Laboratories - strike price 1330 expiring on 26DEC2024
Delta for 1330 CE is 0.06
Historical price for 1330 CE is as follows
On 11 Dec DRREDDY was trading at 1238.55. The strike last trading price was 1.25, which was -0.40 lower than the previous day. The implied volatity was 20.81, the open interest changed by 1 which increased total open position to 100
On 10 Dec DRREDDY was trading at 1240.35. The strike last trading price was 1.65, which was -0.95 lower than the previous day. The implied volatity was 21.25, the open interest changed by -8 which decreased total open position to 99
On 9 Dec DRREDDY was trading at 1255.15. The strike last trading price was 2.6, which was -0.30 lower than the previous day. The implied volatity was 19.32, the open interest changed by 8 which increased total open position to 110
On 6 Dec DRREDDY was trading at 1253.70. The strike last trading price was 2.9, which was 0.30 higher than the previous day. The implied volatity was 18.54, the open interest changed by 15 which increased total open position to 88
On 5 Dec DRREDDY was trading at 1239.85. The strike last trading price was 2.6, which was 1.05 higher than the previous day. The implied volatity was 19.70, the open interest changed by 23 which increased total open position to 73
On 4 Dec DRREDDY was trading at 1215.55. The strike last trading price was 1.55, which was -0.40 lower than the previous day. The implied volatity was 21.31, the open interest changed by 1 which increased total open position to 50
On 3 Dec DRREDDY was trading at 1224.50. The strike last trading price was 1.95, which was -0.30 lower than the previous day. The implied volatity was 20.49, the open interest changed by 7 which increased total open position to 49
On 2 Dec DRREDDY was trading at 1221.75. The strike last trading price was 2.25, which was -0.15 lower than the previous day. The implied volatity was 21.19, the open interest changed by 8 which increased total open position to 42
On 29 Nov DRREDDY was trading at 1202.30. The strike last trading price was 2.4, which was -0.60 lower than the previous day. The implied volatity was 23.12, the open interest changed by 33 which increased total open position to 33
On 28 Nov DRREDDY was trading at 1191.95. The strike last trading price was 3, which was -0.25 lower than the previous day. The implied volatity was 24.61, the open interest changed by 0 which decreased total open position to 1
On 27 Nov DRREDDY was trading at 1199.90. The strike last trading price was 3.25, which was -26.60 lower than the previous day. The implied volatity was 23.96, the open interest changed by 1 which increased total open position to 1
On 26 Nov DRREDDY was trading at 1208.65. The strike last trading price was 29.85, which was 0.00 lower than the previous day. The implied volatity was 7.82, 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 29.85, which was 0.00 lower than the previous day. The implied volatity was 7.84, 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 29.85, which was 0.00 lower than the previous day. The implied volatity was 7.18, 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 29.85, which was 0.00 lower than the previous day. The implied volatity was 8.40, 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 29.85, which was 0.00 lower than the previous day. The implied volatity was 6.85, 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 29.85, which was 0.00 lower than the previous day. The implied volatity was 6.85, 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 29.85, which was 0.00 lower than the previous day. The implied volatity was 8.22, 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 29.85, which was 0.00 lower than the previous day. The implied volatity was 5.46, 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 29.85, which was 0.00 lower than the previous day. The implied volatity was 4.34, 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 29.85, which was 0.00 lower than the previous day. The implied volatity was 3.50, 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 29.85, which was lower than the previous day. The implied volatity was 1.98, the open interest changed by 0 which decreased total open position to 0
| DRREDDY 26DEC2024 1330 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 Dec | 1238.55 | 86 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 1240.35 | 86 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 1255.15 | 86 | 7.00 | 39.27 | 2 | 0 | 5 |
| 6 Dec | 1253.70 | 79 | 8.15 | 28.03 | 15 | 5 | 5 |
| 5 Dec | 1239.85 | 70.85 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 1215.55 | 70.85 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 1224.50 | 70.85 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 1221.75 | 70.85 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 1202.30 | 70.85 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 1191.95 | 70.85 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 1199.90 | 70.85 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 1208.65 | 70.85 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 1209.30 | 70.85 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 1214.45 | 70.85 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 1195.35 | 70.85 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 1213.45 | 70.85 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 1213.45 | 70.85 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 1193.55 | 70.85 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 1226.70 | 70.85 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 1245.00 | 70.85 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 1263.90 | 70.85 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 1283.65 | 70.85 | - | 0 | 0 | 0 | |
For Dr. Reddy S Laboratories - strike price 1330 expiring on 26DEC2024
Delta for 1330 PE is 0.00
Historical price for 1330 PE is as follows
On 11 Dec DRREDDY was trading at 1238.55. The strike last trading price was 86, which was 0.00 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 10 Dec DRREDDY was trading at 1240.35. The strike last trading price was 86, which was 0.00 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 Dec DRREDDY was trading at 1255.15. The strike last trading price was 86, which was 7.00 higher than the previous day. The implied volatity was 39.27, the open interest changed by 0 which decreased total open position to 5
On 6 Dec DRREDDY was trading at 1253.70. The strike last trading price was 79, which was 8.15 higher than the previous day. The implied volatity was 28.03, the open interest changed by 5 which increased total open position to 5
On 5 Dec DRREDDY was trading at 1239.85. The strike last trading price was 70.85, 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 4 Dec DRREDDY was trading at 1215.55. The strike last trading price was 70.85, 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 3 Dec DRREDDY was trading at 1224.50. The strike last trading price was 70.85, 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 2 Dec DRREDDY was trading at 1221.75. The strike last trading price was 70.85, 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 29 Nov DRREDDY was trading at 1202.30. The strike last trading price was 70.85, 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 70.85, 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 70.85, 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 70.85, 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 70.85, 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 70.85, 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 70.85, 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 70.85, 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 70.85, 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 70.85, 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 70.85, 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 70.85, 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 70.85, 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 70.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
