Historical option data for DRREDDY
29 Jun 2026 10:50 AM IST
| DRREDDY 28-Jul-2026 (25d) 1340 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.88
Vega: 0.01
Theta: -0.26
Gamma: 0.00303
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 1407.20 | 77.55 | 34.55 (80.35%) | 16.22 | 140 | -2 | 144 | |||||||||
| 25 Jun | 1350.50 | 41.7 | 8.7 (26.36%) | 20.39 | 691 | -186 | 142 | |||||||||
| 24 Jun | 1328.40 | 33.5 | 6.5 (24.07%) | 22.32 | 876 | 267 | 329 | |||||||||
| 23 Jun | 1301.30 | 26.5 | 3.5 (15.22%) | 24.55 | 109 | 22 | 62 | |||||||||
| 22 Jun | 1290.70 | 23.35 | 7.35 (45.94%) | 24.42 | 49 | 2 | 40 | |||||||||
| 19 Jun | 1272.10 | 15.55 | -0.45 (-2.81%) | 22.19 | 27 | 15 | 37 | |||||||||
| 18 Jun | 1267.50 | 16 | 0 (0.00%) | 23.79 | 8 | 6 | 22 | |||||||||
| 17 Jun | 1269.00 | 16.5 | -1.5 (-8.33%) | 23.01 | 5 | 4 | 15 | |||||||||
| 16 Jun | 1276.90 | 18 | -76 (-80.85%) | 22.14 | 13 | 9 | 9 | |||||||||
| 15 Jun | 1279.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Dr. Reddy S Laboratories - strike price 1340 expiring on 28JUL2026
Delta for 1340 CE is 0.88
Historical price for 1340 CE is as follows
On 29 Jun DRREDDY was trading at 1407.20. The strike last trading price was 77.55, which was 34.55 higher than the previous day. The implied volatity was 16.22, the open interest changed by -2 which decreased total open position to 144
On 25 Jun DRREDDY was trading at 1350.50. The strike last trading price was 41.7, which was 8.7 higher than the previous day. The implied volatity was 20.39, the open interest changed by -186 which decreased total open position to 142
On 24 Jun DRREDDY was trading at 1328.40. The strike last trading price was 33.5, which was 6.5 higher than the previous day. The implied volatity was 22.32, the open interest changed by 267 which increased total open position to 329
On 23 Jun DRREDDY was trading at 1301.30. The strike last trading price was 26.5, which was 3.5 higher than the previous day. The implied volatity was 24.55, the open interest changed by 22 which increased total open position to 62
On 22 Jun DRREDDY was trading at 1290.70. The strike last trading price was 23.35, which was 7.35 higher than the previous day. The implied volatity was 24.42, the open interest changed by 2 which increased total open position to 40
On 19 Jun DRREDDY was trading at 1272.10. The strike last trading price was 15.55, which was -0.45 lower than the previous day. The implied volatity was 22.19, the open interest changed by 15 which increased total open position to 37
On 18 Jun DRREDDY was trading at 1267.50. The strike last trading price was 16, which was 0 lower than the previous day. The implied volatity was 23.79, the open interest changed by 6 which increased total open position to 22
On 17 Jun DRREDDY was trading at 1269.00. The strike last trading price was 16.5, which was -1.5 lower than the previous day. The implied volatity was 23.01, the open interest changed by 4 which increased total open position to 15
On 16 Jun DRREDDY was trading at 1276.90. The strike last trading price was 18, which was -76 lower than the previous day. The implied volatity was 22.14, the open interest changed by 9 which increased total open position to 9
On 15 Jun DRREDDY was trading at 1279.50. 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 28-Jul-2026 (25d) 1340 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.27
Vega: 0.01
Theta: -0.61
Gamma: 0.00249
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 1407.20 | 22.95 | -16.45 (-41.75%) | 33.15 | 248 | 23 | 457 |
| 25 Jun | 1350.50 | 40.15 | -15.35 (-27.66%) | 29.58 | 685 | 391 | 434 |
| 24 Jun | 1328.40 | 55.35 | -12.15 (-18.00%) | 32.57 | 101 | 39 | 45 |
| 23 Jun | 1301.30 | 67.5 | -26.5 (-28.19%) | 30.34 | 6 | 4 | 6 |
| 22 Jun | 1290.70 | 94 | 94 (13.25%) | 31.59 | 1 | 0 | 2 |
| 19 Jun | 1272.10 | 94 | 11 (13.25%) | 31.59 | 1 | 1 | 2 |
| 18 Jun | 1267.50 | 83 | 83 | - | 1 | 0 | 1 |
| 17 Jun | 1269.00 | 83 | 83 (0.00%) | - | 1 | 0 | 1 |
| 16 Jun | 1276.90 | 83 | 0 (0.00%) | 29.71 | 1 | 0 | 1 |
| 15 Jun | 1279.50 | 83 | 22.75 (37.76%) | 29.71 | 1 | 1 | 1 |
For Dr. Reddy S Laboratories - strike price 1340 expiring on 28JUL2026
Delta for 1340 PE is -0.27
Historical price for 1340 PE is as follows
On 29 Jun DRREDDY was trading at 1407.20. The strike last trading price was 22.95, which was -16.45 lower than the previous day. The implied volatity was 33.15, the open interest changed by 23 which increased total open position to 457
On 25 Jun DRREDDY was trading at 1350.50. The strike last trading price was 40.15, which was -15.35 lower than the previous day. The implied volatity was 29.58, the open interest changed by 391 which increased total open position to 434
On 24 Jun DRREDDY was trading at 1328.40. The strike last trading price was 55.35, which was -12.15 lower than the previous day. The implied volatity was 32.57, the open interest changed by 39 which increased total open position to 45
On 23 Jun DRREDDY was trading at 1301.30. The strike last trading price was 67.5, which was -26.5 lower than the previous day. The implied volatity was 30.34, the open interest changed by 4 which increased total open position to 6
On 22 Jun DRREDDY was trading at 1290.70. The strike last trading price was 94, which was 94 higher than the previous day. The implied volatity was 31.59, the open interest changed by 0 which decreased total open position to 2
On 19 Jun DRREDDY was trading at 1272.10. The strike last trading price was 94, which was 11 higher than the previous day. The implied volatity was 31.59, the open interest changed by 1 which increased total open position to 2
On 18 Jun DRREDDY was trading at 1267.50. The strike last trading price was 83, which was 83 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 17 Jun DRREDDY was trading at 1269.00. The strike last trading price was 83, which was 83 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Jun DRREDDY was trading at 1276.90. The strike last trading price was 83, which was 0 lower than the previous day. The implied volatity was 29.71, the open interest changed by 0 which decreased total open position to 1
On 15 Jun DRREDDY was trading at 1279.50. The strike last trading price was 83, which was 22.75 higher than the previous day. The implied volatity was 29.71, the open interest changed by 1 which increased total open position to 1
