DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
29 Apr 2026 11:30 AM IST
| DRREDDY 26-May-2026 (27d) 1330 CE | ||||||||||||||||
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Delta: 0.62
Vega: 0.01
Theta: -0.78
Gamma: 0.00375
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Apr | 1351.10 | 54.95 | -6.699999999999996 | 27.36 | 502 | 23 | 314 | |||||||||
| 28 Apr | 1354.60 | 59.75 | 10.75 | 30.94 | 475 | -91 | 293 | |||||||||
| 27 Apr | 1334.50 | 49.25 | 10.200000000000003 | 28.82 | 779 | 92 | 384 | |||||||||
| 24 Apr | 1317.10 | 39.1 | -7.5 | 27.61 | 471 | 232 | 292 | |||||||||
| 23 Apr | 1331.00 | 46 | 38.5 | 28.23 | 173 | 48 | 60 | |||||||||
| 22 Apr | 1217.00 | 7.3 | -3.6499999999999995 | 25.51 | 12 | -4 | 12 | |||||||||
| 21 Apr | 1220.60 | 10.7 | -0.25 | 25.6 | 0 | 0 | 16 | |||||||||
| 20 Apr | 1232.60 | 10.7 | -0.45000000000000107 | 25.6 | 2 | -1 | 15 | |||||||||
| 17 Apr | 1235.70 | 11.15 | -0.049999999999998934 | 25.49 | 3 | 1 | 14 | |||||||||
| 16 Apr | 1221.40 | 11.2 | -0.40000000000000036 | 26.1 | 11 | 8 | 10 | |||||||||
| 15 Apr | 1217.80 | 11.6 | -0.25 | - | 0 | 0 | 2 | |||||||||
| 13 Apr | 1235.90 | 11.6 | -0.25 | - | 0 | 0 | 2 | |||||||||
| 10 Apr | 1232.20 | 11.6 | -0.25 | - | 0 | 0 | 2 | |||||||||
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| 9 Apr | 1211.90 | 11.6 | -15.65 | 25.39 | 2 | 0 | 0 | |||||||||
For Dr. Reddy S Laboratories - strike price 1330 expiring on 26MAY2026
Delta for 1330 CE is 0.62
Historical price for 1330 CE is as follows
On 29 Apr DRREDDY was trading at 1351.10. The strike last trading price was 54.95, which was -6.699999999999996 lower than the previous day. The implied volatity was 27.36, the open interest changed by 23 which increased total open position to 314
On 28 Apr DRREDDY was trading at 1354.60. The strike last trading price was 59.75, which was 10.75 higher than the previous day. The implied volatity was 30.94, the open interest changed by -91 which decreased total open position to 293
On 27 Apr DRREDDY was trading at 1334.50. The strike last trading price was 49.25, which was 10.200000000000003 higher than the previous day. The implied volatity was 28.82, the open interest changed by 92 which increased total open position to 384
On 24 Apr DRREDDY was trading at 1317.10. The strike last trading price was 39.1, which was -7.5 lower than the previous day. The implied volatity was 27.61, the open interest changed by 232 which increased total open position to 292
On 23 Apr DRREDDY was trading at 1331.00. The strike last trading price was 46, which was 38.5 higher than the previous day. The implied volatity was 28.23, the open interest changed by 48 which increased total open position to 60
On 22 Apr DRREDDY was trading at 1217.00. The strike last trading price was 7.3, which was -3.6499999999999995 lower than the previous day. The implied volatity was 25.51, the open interest changed by -4 which decreased total open position to 12
On 21 Apr DRREDDY was trading at 1220.60. The strike last trading price was 10.7, which was -0.25 lower than the previous day. The implied volatity was 25.6, the open interest changed by 0 which decreased total open position to 16
On 20 Apr DRREDDY was trading at 1232.60. The strike last trading price was 10.7, which was -0.45000000000000107 lower than the previous day. The implied volatity was 25.6, the open interest changed by -1 which decreased total open position to 15
On 17 Apr DRREDDY was trading at 1235.70. The strike last trading price was 11.15, which was -0.049999999999998934 lower than the previous day. The implied volatity was 25.49, the open interest changed by 1 which increased total open position to 14
On 16 Apr DRREDDY was trading at 1221.40. The strike last trading price was 11.2, which was -0.40000000000000036 lower than the previous day. The implied volatity was 26.1, the open interest changed by 8 which increased total open position to 10
On 15 Apr DRREDDY was trading at 1217.80. The strike last trading price was 11.6, which was -0.25 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 11.6, which was -0.25 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 11.6, which was -0.25 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 11.6, which was -15.65 lower than the previous day. The implied volatity was 25.39, the open interest changed by 0 which decreased total open position to 0
| DRREDDY 26-May-2026 (27d) 1330 PE | |||||||
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Delta: -0.4
Vega: 0.01
Theta: -0.75
Gamma: 0.00309
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Apr | 1351.10 | 37 | 2.75 | 33.65 | 825 | 128 | 376 |
| 28 Apr | 1354.60 | 35.5 | -13.75 | 31.68 | 678 | 43 | 249 |
| 27 Apr | 1334.50 | 49.4 | -16.9 | 36.52 | 459 | 54 | 208 |
| 24 Apr | 1317.10 | 69.55 | 10 | 41.07 | 230 | 136 | 154 |
| 23 Apr | 1331.00 | 61.2 | -26.450000000000003 | 38.88 | 38 | 18 | 18 |
| 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 | 87.65 | 0 | - | 0 | 0 | 0 |
For Dr. Reddy S Laboratories - strike price 1330 expiring on 26MAY2026
Delta for 1330 PE is -0.4
Historical price for 1330 PE is as follows
On 29 Apr DRREDDY was trading at 1351.10. The strike last trading price was 37, which was 2.75 higher than the previous day. The implied volatity was 33.65, the open interest changed by 128 which increased total open position to 376
On 28 Apr DRREDDY was trading at 1354.60. The strike last trading price was 35.5, which was -13.75 lower than the previous day. The implied volatity was 31.68, the open interest changed by 43 which increased total open position to 249
On 27 Apr DRREDDY was trading at 1334.50. The strike last trading price was 49.4, which was -16.9 lower than the previous day. The implied volatity was 36.52, the open interest changed by 54 which increased total open position to 208
On 24 Apr DRREDDY was trading at 1317.10. The strike last trading price was 69.55, which was 10 higher than the previous day. The implied volatity was 41.07, the open interest changed by 136 which increased total open position to 154
On 23 Apr DRREDDY was trading at 1331.00. The strike last trading price was 61.2, which was -26.450000000000003 lower than the previous day. The implied volatity was 38.88, the open interest changed by 18 which increased total open position to 18
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 87.65, 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
