DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
14 Nov 2024 04:10 PM IST
| DRREDDY 28NOV2024 1330 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 0.28
Theta: -0.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 1226.70 | 1.4 | -1.00 | 24.05 | 2,430 | -230 | 1,345 | |||
| 13 Nov | 1245.00 | 2.4 | -1.30 | 22.43 | 1,970 | -110 | 1,585 | |||
| 12 Nov | 1263.90 | 3.7 | -2.75 | 21.44 | 3,360 | 355 | 1,740 | |||
| 11 Nov | 1287.90 | 6.45 | -0.05 | 17.19 | 2,615 | 85 | 1,425 | |||
| 8 Nov | 1283.65 | 6.5 | -3.15 | 17.63 | 3,280 | 255 | 1,320 | |||
| 7 Nov | 1287.35 | 9.65 | -3.45 | 18.29 | 2,860 | 95 | 1,065 | |||
| 6 Nov | 1302.10 | 13.1 | -1.95 | 17.32 | 8,500 | 395 | 975 | |||
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| 5 Nov | 1272.20 | 15.05 | -2.95 | 25.11 | 1,505 | 500 | 580 | |||
| 4 Nov | 1268.30 | 18 | -2.15 | 28.92 | 70 | 50 | 80 | |||
| 1 Nov | 1259.60 | 20.15 | -342.65 | 30.91 | 50 | 25 | 25 | |||
| 31 Oct | 1274.20 | 362.8 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1249.85 | 362.8 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1274.70 | 362.8 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1311.50 | 362.8 | - | 0 | 0 | 0 | ||||
For Dr. Reddy S Laboratories - strike price 1330 expiring on 28NOV2024
Delta for 1330 CE is 0.06
Historical price for 1330 CE is as follows
On 14 Nov DRREDDY was trading at 1226.70. The strike last trading price was 1.4, which was -1.00 lower than the previous day. The implied volatity was 24.05, the open interest changed by -46 which decreased total open position to 269
On 13 Nov DRREDDY was trading at 1245.00. The strike last trading price was 2.4, which was -1.30 lower than the previous day. The implied volatity was 22.43, the open interest changed by -22 which decreased total open position to 317
On 12 Nov DRREDDY was trading at 1263.90. The strike last trading price was 3.7, which was -2.75 lower than the previous day. The implied volatity was 21.44, the open interest changed by 71 which increased total open position to 348
On 11 Nov DRREDDY was trading at 1287.90. The strike last trading price was 6.45, which was -0.05 lower than the previous day. The implied volatity was 17.19, the open interest changed by 17 which increased total open position to 285
On 8 Nov DRREDDY was trading at 1283.65. The strike last trading price was 6.5, which was -3.15 lower than the previous day. The implied volatity was 17.63, the open interest changed by 51 which increased total open position to 264
On 7 Nov DRREDDY was trading at 1287.35. The strike last trading price was 9.65, which was -3.45 lower than the previous day. The implied volatity was 18.29, the open interest changed by 19 which increased total open position to 213
On 6 Nov DRREDDY was trading at 1302.10. The strike last trading price was 13.1, which was -1.95 lower than the previous day. The implied volatity was 17.32, the open interest changed by 79 which increased total open position to 195
On 5 Nov DRREDDY was trading at 1272.20. The strike last trading price was 15.05, which was -2.95 lower than the previous day. The implied volatity was 25.11, the open interest changed by 100 which increased total open position to 116
On 4 Nov DRREDDY was trading at 1268.30. The strike last trading price was 18, which was -2.15 lower than the previous day. The implied volatity was 28.92, the open interest changed by 10 which increased total open position to 16
On 1 Nov DRREDDY was trading at 1259.60. The strike last trading price was 20.15, which was -342.65 lower than the previous day. The implied volatity was 30.91, the open interest changed by 5 which increased total open position to 5
On 31 Oct DRREDDY was trading at 1274.20. The strike last trading price was 362.8, which was 0.00 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 362.8, which was 0.00 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 362.8, which was 0.00 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 362.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| DRREDDY 28NOV2024 1330 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.86
Vega: 0.54
Theta: -0.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 1226.70 | 102 | 14.60 | 34.77 | 10 | 0 | 145 |
| 13 Nov | 1245.00 | 87.4 | 35.10 | 33.41 | 20 | 0 | 150 |
| 12 Nov | 1263.90 | 52.3 | -3.85 | - | 15 | -5 | 150 |
| 11 Nov | 1287.90 | 56.15 | 0.00 | 0.00 | 0 | 5 | 0 |
| 8 Nov | 1283.65 | 56.15 | 9.65 | 24.76 | 60 | 10 | 160 |
| 7 Nov | 1287.35 | 46.5 | 5.70 | 20.62 | 60 | -30 | 145 |
| 6 Nov | 1302.10 | 40.8 | -31.55 | 22.39 | 960 | 145 | 165 |
| 5 Nov | 1272.20 | 72.35 | -19.60 | 35.83 | 10 | 5 | 15 |
| 4 Nov | 1268.30 | 91.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 1259.60 | 91.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 1274.20 | 91.95 | 0.00 | - | 0 | 10 | 0 |
| 30 Oct | 1249.85 | 91.95 | -93.20 | - | 10 | 5 | 5 |
| 29 Oct | 1274.70 | 185.15 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1311.50 | 185.15 | - | 0 | 0 | 0 | |
For Dr. Reddy S Laboratories - strike price 1330 expiring on 28NOV2024
Delta for 1330 PE is -0.86
Historical price for 1330 PE is as follows
On 14 Nov DRREDDY was trading at 1226.70. The strike last trading price was 102, which was 14.60 higher than the previous day. The implied volatity was 34.77, the open interest changed by 0 which decreased total open position to 29
On 13 Nov DRREDDY was trading at 1245.00. The strike last trading price was 87.4, which was 35.10 higher than the previous day. The implied volatity was 33.41, the open interest changed by 0 which decreased total open position to 30
On 12 Nov DRREDDY was trading at 1263.90. The strike last trading price was 52.3, which was -3.85 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 30
On 11 Nov DRREDDY was trading at 1287.90. The strike last trading price was 56.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 8 Nov DRREDDY was trading at 1283.65. The strike last trading price was 56.15, which was 9.65 higher than the previous day. The implied volatity was 24.76, the open interest changed by 2 which increased total open position to 32
On 7 Nov DRREDDY was trading at 1287.35. The strike last trading price was 46.5, which was 5.70 higher than the previous day. The implied volatity was 20.62, the open interest changed by -6 which decreased total open position to 29
On 6 Nov DRREDDY was trading at 1302.10. The strike last trading price was 40.8, which was -31.55 lower than the previous day. The implied volatity was 22.39, the open interest changed by 29 which increased total open position to 33
On 5 Nov DRREDDY was trading at 1272.20. The strike last trading price was 72.35, which was -19.60 lower than the previous day. The implied volatity was 35.83, the open interest changed by 1 which increased total open position to 3
On 4 Nov DRREDDY was trading at 1268.30. The strike last trading price was 91.95, 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 1 Nov DRREDDY was trading at 1259.60. The strike last trading price was 91.95, 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 31 Oct DRREDDY was trading at 1274.20. The strike last trading price was 91.95, which was 0.00 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 91.95, which was -93.20 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 185.15, which was 0.00 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 185.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
