Historical option data for DRREDDY
26 May 2026 04:10 PM IST
| DRREDDY 30-Jun-2026 (34d) 1330 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.56
Vega: 0.02
Theta: -0.54
Gamma: 0.00484
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 26 May | 1327.90 | 37.05 | -5.95 (-13.84%) | 19.68 | 886 | 216 | 361 | |||||||||
| 25 May | 1331.40 | 43.7 | 10.7 (32.42%) | 22.95 | 379 | 70 | 145 | |||||||||
| 22 May | 1307.20 | 33.8 | -3.2 (-8.65%) | 22.97 | 125 | 59 | 75 | |||||||||
| 21 May | 1318.50 | 36.65 | -3.35 (-8.38%) | 21.76 | 22 | 8 | 15 | |||||||||
| 20 May | 1321.90 | 39.9 | -5.1 (-11.33%) | 22.82 | 6 | 4 | 8 | |||||||||
| 19 May | 1335.20 | 45 | -3 (-6.25%) | 21.91 | 3 | 2 | 3 | |||||||||
| 18 May | 1331.20 | 47.65 | -36.2 (-43.17%) | 23.55 | 3 | 0 | 0 | |||||||||
| 15 May | 1336.70 | 0 | -83.85 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 1303.60 | 0 | -83.85 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 1265.30 | 0 | -83.85 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 1270.00 | 0 | -83.85 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 1279.90 | 0 | -83.85 (-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 | |||||||||
For Dr. Reddy S Laboratories - strike price 1330 expiring on 30JUN2026
Delta for 1330 CE is 0.56
Historical price for 1330 CE is as follows
On 26 May DRREDDY was trading at 1327.90. The strike last trading price was 37.05, which was -5.95 lower than the previous day. The implied volatity was 19.68, the open interest changed by 216 which increased total open position to 361
On 25 May DRREDDY was trading at 1331.40. The strike last trading price was 43.7, which was 10.7 higher than the previous day. The implied volatity was 22.95, the open interest changed by 70 which increased total open position to 145
On 22 May DRREDDY was trading at 1307.20. The strike last trading price was 33.8, which was -3.2 lower than the previous day. The implied volatity was 22.97, the open interest changed by 59 which increased total open position to 75
On 21 May DRREDDY was trading at 1318.50. The strike last trading price was 36.65, which was -3.35 lower than the previous day. The implied volatity was 21.76, the open interest changed by 8 which increased total open position to 15
On 20 May DRREDDY was trading at 1321.90. The strike last trading price was 39.9, which was -5.1 lower than the previous day. The implied volatity was 22.82, the open interest changed by 4 which increased total open position to 8
On 19 May DRREDDY was trading at 1335.20. The strike last trading price was 45, which was -3 lower than the previous day. The implied volatity was 21.91, the open interest changed by 2 which increased total open position to 3
On 18 May DRREDDY was trading at 1331.20. The strike last trading price was 47.65, which was -36.2 lower than the previous day. The implied volatity was 23.55, 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 -83.85 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 -83.85 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 -83.85 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 -83.85 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 -83.85 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
| DRREDDY 30-Jun-2026 (34d) 1330 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.46
Vega: 0.02
Theta: -0.49
Gamma: 0.00366
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 26 May | 1327.90 | 40 | 2.1 (5.54%) | 26.23 | 434 | 72 | 148 |
| 25 May | 1331.40 | 37.9 | -14.55 (-27.74%) | 25.64 | 83 | 43 | 76 |
| 22 May | 1307.20 | 50.8 | -0.15 (-0.29%) | 25.65 | 29 | 15 | 33 |
| 21 May | 1318.50 | 50.5 | 3.3 (6.99%) | 27.8 | 18 | 16 | 18 |
| 20 May | 1321.90 | 47.2 | 1.2 (2.61%) | 28.34 | 1 | 0 | 1 |
| 19 May | 1335.20 | 46 | 46 (0.00%) | 27.69 | 0 | 0 | 1 |
| 18 May | 1331.20 | 46 | 0 (0.00%) | 27.69 | 1 | 0 | 0 |
| 15 May | 1336.70 | 0 | -46 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 1303.60 | 0 | -46 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 1265.30 | 0 | -46 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 1270.00 | 0 | -46 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 1279.90 | 0 | -46 (-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 |
For Dr. Reddy S Laboratories - strike price 1330 expiring on 30JUN2026
Delta for 1330 PE is -0.46
Historical price for 1330 PE is as follows
On 26 May DRREDDY was trading at 1327.90. The strike last trading price was 40, which was 2.1 higher than the previous day. The implied volatity was 26.23, the open interest changed by 72 which increased total open position to 148
On 25 May DRREDDY was trading at 1331.40. The strike last trading price was 37.9, which was -14.55 lower than the previous day. The implied volatity was 25.64, the open interest changed by 43 which increased total open position to 76
On 22 May DRREDDY was trading at 1307.20. The strike last trading price was 50.8, which was -0.15 lower than the previous day. The implied volatity was 25.65, the open interest changed by 15 which increased total open position to 33
On 21 May DRREDDY was trading at 1318.50. The strike last trading price was 50.5, which was 3.3 higher than the previous day. The implied volatity was 27.8, the open interest changed by 16 which increased total open position to 18
On 20 May DRREDDY was trading at 1321.90. The strike last trading price was 47.2, which was 1.2 higher than the previous day. The implied volatity was 28.34, the open interest changed by 0 which decreased total open position to 1
On 19 May DRREDDY was trading at 1335.20. The strike last trading price was 46, which was 46 higher than the previous day. The implied volatity was 27.69, 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 46, which was 0 lower than the previous day. The implied volatity was 27.69, 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 -46 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 -46 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 -46 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 -46 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 -46 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
