DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
12 Dec 2025 04:10 PM IST
| DRREDDY 30-DEC-2025 1340 CE | ||||||||||||||||
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Delta: 0.09
Vega: 0.45
Theta: -0.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 1279.30 | 1.55 | -0.15 | 13.63 | 165 | 1 | 538 | |||||||||
| 11 Dec | 1273.50 | 1.8 | 0.75 | 14.56 | 210 | -6 | 535 | |||||||||
| 10 Dec | 1250.80 | 1.1 | -0.25 | 16.66 | 189 | -3 | 541 | |||||||||
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| 9 Dec | 1246.20 | 1.25 | -1.1 | 17.09 | 189 | -8 | 539 | |||||||||
| 8 Dec | 1266.50 | 2.55 | -0.85 | 16.34 | 256 | 82 | 547 | |||||||||
| 5 Dec | 1275.20 | 3.55 | -2.2 | 14.79 | 150 | -1 | 465 | |||||||||
| 4 Dec | 1277.60 | 5.8 | -0.3 | 16.59 | 226 | 7 | 466 | |||||||||
| 3 Dec | 1280.70 | 6.35 | 0.65 | 16.48 | 1,213 | 33 | 459 | |||||||||
| 2 Dec | 1275.20 | 6.5 | 2.6 | 16.97 | 579 | 241 | 424 | |||||||||
| 1 Dec | 1260.10 | 3.9 | -0.85 | 16.78 | 143 | -29 | 180 | |||||||||
| 28 Nov | 1258.80 | 4.5 | 0.8 | 16.94 | 207 | 32 | 209 | |||||||||
| 27 Nov | 1249.30 | 3.6 | -0.55 | 16.76 | 138 | -31 | 178 | |||||||||
| 26 Nov | 1248.00 | 4 | -0.5 | 17.40 | 131 | 53 | 209 | |||||||||
| 25 Nov | 1236.10 | 4.3 | 0.4 | 19.21 | 273 | 16 | 156 | |||||||||
| 24 Nov | 1226.20 | 3.8 | -1.25 | 19.93 | 145 | 15 | 141 | |||||||||
| 21 Nov | 1243.90 | 5.2 | -1.35 | 17.89 | 43 | 29 | 126 | |||||||||
| 20 Nov | 1248.60 | 6.55 | -0.05 | 18.37 | 80 | 55 | 96 | |||||||||
| 19 Nov | 1250.20 | 6.6 | -0.2 | 17.69 | 23 | 16 | 42 | |||||||||
| 18 Nov | 1243.80 | 6.8 | -0.45 | 18.92 | 2 | -1 | 27 | |||||||||
| 17 Nov | 1244.40 | 7.25 | -1.2 | 18.75 | 7 | 2 | 28 | |||||||||
| 14 Nov | 1246.00 | 8.55 | 3.4 | 18.62 | 15 | 3 | 25 | |||||||||
| 13 Nov | 1234.90 | 5.15 | -1.4 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 1229.60 | 5.15 | -1.4 | 17.50 | 1 | 0 | 22 | |||||||||
| 6 Nov | 1205.20 | 6.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 1200.00 | 6.55 | 0 | 21.25 | 1 | 0 | 22 | |||||||||
| 30 Oct | 1202.20 | 6.55 | -12.85 | 19.66 | 10 | -3 | 21 | |||||||||
| 29 Oct | 1250.90 | 19.4 | -4.1 | 20.11 | 21 | 0 | 25 | |||||||||
| 27 Oct | 1284.30 | 23.5 | 6.95 | 17.13 | 19 | -9 | 24 | |||||||||
| 24 Oct | 1283.60 | 16.55 | -10.25 | - | 0 | 0 | 0 | |||||||||
| 21 Oct | 1288.70 | 16.55 | -10.25 | - | 0 | 0 | 0 | |||||||||
| 16 Oct | 1240.20 | 16.55 | -10.25 | - | 0 | 0 | 0 | |||||||||
| 14 Oct | 1237.30 | 16.55 | -10.25 | 19.13 | 34 | 30 | 30 | |||||||||
| 13 Oct | 1262.40 | 26.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Oct | 1264.40 | 26.8 | 0 | 2.18 | 0 | 0 | 0 | |||||||||
| 9 Oct | 1246.10 | 26.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Oct | 1248.50 | 26.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Oct | 1248.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Oct | 1248.10 | 0 | 0 | 2.70 | 0 | 0 | 0 | |||||||||
For Dr. Reddy S Laboratories - strike price 1340 expiring on 30DEC2025
Delta for 1340 CE is 0.09
Historical price for 1340 CE is as follows
On 12 Dec DRREDDY was trading at 1279.30. The strike last trading price was 1.55, which was -0.15 lower than the previous day. The implied volatity was 13.63, the open interest changed by 1 which increased total open position to 538
On 11 Dec DRREDDY was trading at 1273.50. The strike last trading price was 1.8, which was 0.75 higher than the previous day. The implied volatity was 14.56, the open interest changed by -6 which decreased total open position to 535
On 10 Dec DRREDDY was trading at 1250.80. The strike last trading price was 1.1, which was -0.25 lower than the previous day. The implied volatity was 16.66, the open interest changed by -3 which decreased total open position to 541
On 9 Dec DRREDDY was trading at 1246.20. The strike last trading price was 1.25, which was -1.1 lower than the previous day. The implied volatity was 17.09, the open interest changed by -8 which decreased total open position to 539
On 8 Dec DRREDDY was trading at 1266.50. The strike last trading price was 2.55, which was -0.85 lower than the previous day. The implied volatity was 16.34, the open interest changed by 82 which increased total open position to 547
On 5 Dec DRREDDY was trading at 1275.20. The strike last trading price was 3.55, which was -2.2 lower than the previous day. The implied volatity was 14.79, the open interest changed by -1 which decreased total open position to 465
On 4 Dec DRREDDY was trading at 1277.60. The strike last trading price was 5.8, which was -0.3 lower than the previous day. The implied volatity was 16.59, the open interest changed by 7 which increased total open position to 466
On 3 Dec DRREDDY was trading at 1280.70. The strike last trading price was 6.35, which was 0.65 higher than the previous day. The implied volatity was 16.48, the open interest changed by 33 which increased total open position to 459
On 2 Dec DRREDDY was trading at 1275.20. The strike last trading price was 6.5, which was 2.6 higher than the previous day. The implied volatity was 16.97, the open interest changed by 241 which increased total open position to 424
On 1 Dec DRREDDY was trading at 1260.10. The strike last trading price was 3.9, which was -0.85 lower than the previous day. The implied volatity was 16.78, the open interest changed by -29 which decreased total open position to 180
On 28 Nov DRREDDY was trading at 1258.80. The strike last trading price was 4.5, which was 0.8 higher than the previous day. The implied volatity was 16.94, the open interest changed by 32 which increased total open position to 209
On 27 Nov DRREDDY was trading at 1249.30. The strike last trading price was 3.6, which was -0.55 lower than the previous day. The implied volatity was 16.76, the open interest changed by -31 which decreased total open position to 178
On 26 Nov DRREDDY was trading at 1248.00. The strike last trading price was 4, which was -0.5 lower than the previous day. The implied volatity was 17.40, the open interest changed by 53 which increased total open position to 209
On 25 Nov DRREDDY was trading at 1236.10. The strike last trading price was 4.3, which was 0.4 higher than the previous day. The implied volatity was 19.21, the open interest changed by 16 which increased total open position to 156
On 24 Nov DRREDDY was trading at 1226.20. The strike last trading price was 3.8, which was -1.25 lower than the previous day. The implied volatity was 19.93, the open interest changed by 15 which increased total open position to 141
On 21 Nov DRREDDY was trading at 1243.90. The strike last trading price was 5.2, which was -1.35 lower than the previous day. The implied volatity was 17.89, the open interest changed by 29 which increased total open position to 126
On 20 Nov DRREDDY was trading at 1248.60. The strike last trading price was 6.55, which was -0.05 lower than the previous day. The implied volatity was 18.37, the open interest changed by 55 which increased total open position to 96
On 19 Nov DRREDDY was trading at 1250.20. The strike last trading price was 6.6, which was -0.2 lower than the previous day. The implied volatity was 17.69, the open interest changed by 16 which increased total open position to 42
On 18 Nov DRREDDY was trading at 1243.80. The strike last trading price was 6.8, which was -0.45 lower than the previous day. The implied volatity was 18.92, the open interest changed by -1 which decreased total open position to 27
On 17 Nov DRREDDY was trading at 1244.40. The strike last trading price was 7.25, which was -1.2 lower than the previous day. The implied volatity was 18.75, the open interest changed by 2 which increased total open position to 28
On 14 Nov DRREDDY was trading at 1246.00. The strike last trading price was 8.55, which was 3.4 higher than the previous day. The implied volatity was 18.62, the open interest changed by 3 which increased total open position to 25
On 13 Nov DRREDDY was trading at 1234.90. The strike last trading price was 5.15, which was -1.4 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 1229.60. The strike last trading price was 5.15, which was -1.4 lower than the previous day. The implied volatity was 17.50, the open interest changed by 0 which decreased total open position to 22
On 6 Nov DRREDDY was trading at 1205.20. The strike last trading price was 6.55, 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 Nov DRREDDY was trading at 1200.00. The strike last trading price was 6.55, which was 0 lower than the previous day. The implied volatity was 21.25, the open interest changed by 0 which decreased total open position to 22
On 30 Oct DRREDDY was trading at 1202.20. The strike last trading price was 6.55, which was -12.85 lower than the previous day. The implied volatity was 19.66, the open interest changed by -3 which decreased total open position to 21
On 29 Oct DRREDDY was trading at 1250.90. The strike last trading price was 19.4, which was -4.1 lower than the previous day. The implied volatity was 20.11, the open interest changed by 0 which decreased total open position to 25
On 27 Oct DRREDDY was trading at 1284.30. The strike last trading price was 23.5, which was 6.95 higher than the previous day. The implied volatity was 17.13, the open interest changed by -9 which decreased total open position to 24
On 24 Oct DRREDDY was trading at 1283.60. The strike last trading price was 16.55, which was -10.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Oct DRREDDY was trading at 1288.70. The strike last trading price was 16.55, which was -10.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Oct DRREDDY was trading at 1240.20. The strike last trading price was 16.55, which was -10.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Oct DRREDDY was trading at 1237.30. The strike last trading price was 16.55, which was -10.25 lower than the previous day. The implied volatity was 19.13, the open interest changed by 30 which increased total open position to 30
On 13 Oct DRREDDY was trading at 1262.40. The strike last trading price was 26.8, 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 Oct DRREDDY was trading at 1264.40. The strike last trading price was 26.8, which was 0 lower than the previous day. The implied volatity was 2.18, the open interest changed by 0 which decreased total open position to 0
On 9 Oct DRREDDY was trading at 1246.10. The strike last trading price was 26.8, 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 Oct DRREDDY was trading at 1248.50. The strike last trading price was 26.8, 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 Oct DRREDDY was trading at 1248.60. 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 3 Oct DRREDDY was trading at 1248.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.70, the open interest changed by 0 which decreased total open position to 0
| DRREDDY 30DEC2025 1340 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 1279.30 | 63.4 | -1.3 | - | 0 | 0 | 43 |
| 11 Dec | 1273.50 | 63.4 | -1.3 | - | 0 | 0 | 43 |
| 10 Dec | 1250.80 | 63.4 | -1.3 | - | 0 | 0 | 43 |
| 9 Dec | 1246.20 | 63.4 | -1.3 | - | 0 | 0 | 0 |
| 8 Dec | 1266.50 | 63.4 | -1.3 | - | 0 | 0 | 43 |
| 5 Dec | 1275.20 | 63.4 | -1.3 | - | 0 | 0 | 0 |
| 4 Dec | 1277.60 | 63.4 | -1.3 | - | 0 | 2 | 0 |
| 3 Dec | 1280.70 | 63.4 | -1.3 | 22.85 | 6 | 1 | 42 |
| 2 Dec | 1275.20 | 61.2 | -40 | 18.39 | 62 | 34 | 40 |
| 1 Dec | 1260.10 | 101.2 | 5.9 | - | 0 | 0 | 0 |
| 28 Nov | 1258.80 | 101.2 | 5.9 | - | 0 | 0 | 0 |
| 27 Nov | 1249.30 | 101.2 | 5.9 | - | 0 | 0 | 0 |
| 26 Nov | 1248.00 | 101.2 | 5.9 | - | 0 | 0 | 0 |
| 25 Nov | 1236.10 | 101.2 | 5.9 | - | 0 | 1 | 0 |
| 24 Nov | 1226.20 | 101.2 | 5.9 | - | 1 | 0 | 5 |
| 21 Nov | 1243.90 | 95.3 | -0.5 | - | 0 | 1 | 0 |
| 20 Nov | 1248.60 | 95.3 | -0.5 | 27.21 | 2 | 0 | 4 |
| 19 Nov | 1250.20 | 95.8 | -10.4 | - | 0 | 0 | 0 |
| 18 Nov | 1243.80 | 95.8 | -10.4 | - | 0 | 0 | 0 |
| 17 Nov | 1244.40 | 95.8 | -10.4 | - | 0 | -3 | 0 |
| 14 Nov | 1246.00 | 95.8 | -10.4 | 26.59 | 5 | -3 | 4 |
| 13 Nov | 1234.90 | 106.2 | -40.95 | 27.14 | 4 | 0 | 3 |
| 12 Nov | 1229.60 | 147.15 | 79.35 | - | 0 | 0 | 0 |
| 6 Nov | 1205.20 | 147.15 | 79.35 | - | 0 | 0 | 0 |
| 4 Nov | 1200.00 | 147.15 | 79.35 | - | 0 | 0 | 0 |
| 30 Oct | 1202.20 | 147.15 | 79.35 | 37.45 | 2 | 0 | 3 |
| 29 Oct | 1250.90 | 67.8 | -55 | 13.84 | 3 | 2 | 2 |
| 27 Oct | 1284.30 | 122.8 | 0 | - | 0 | 0 | 0 |
| 24 Oct | 1283.60 | 122.8 | 0 | - | 0 | 0 | 0 |
| 21 Oct | 1288.70 | 122.8 | 0 | - | 0 | 0 | 0 |
| 16 Oct | 1240.20 | 0 | 0 | - | 0 | 0 | 0 |
| 14 Oct | 1237.30 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Oct | 1262.40 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Oct | 1264.40 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Oct | 1246.10 | 0 | 0 | - | 0 | 0 | 0 |
| 7 Oct | 1248.50 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Oct | 1248.60 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Oct | 1248.10 | 0 | 0 | - | 0 | 0 | 0 |
For Dr. Reddy S Laboratories - strike price 1340 expiring on 30DEC2025
Delta for 1340 PE is -
Historical price for 1340 PE is as follows
On 12 Dec DRREDDY was trading at 1279.30. The strike last trading price was 63.4, which was -1.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 43
On 11 Dec DRREDDY was trading at 1273.50. The strike last trading price was 63.4, which was -1.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 43
On 10 Dec DRREDDY was trading at 1250.80. The strike last trading price was 63.4, which was -1.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 43
On 9 Dec DRREDDY was trading at 1246.20. The strike last trading price was 63.4, which was -1.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Dec DRREDDY was trading at 1266.50. The strike last trading price was 63.4, which was -1.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 43
On 5 Dec DRREDDY was trading at 1275.20. The strike last trading price was 63.4, which was -1.3 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 1277.60. The strike last trading price was 63.4, which was -1.3 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 3 Dec DRREDDY was trading at 1280.70. The strike last trading price was 63.4, which was -1.3 lower than the previous day. The implied volatity was 22.85, the open interest changed by 1 which increased total open position to 42
On 2 Dec DRREDDY was trading at 1275.20. The strike last trading price was 61.2, which was -40 lower than the previous day. The implied volatity was 18.39, the open interest changed by 34 which increased total open position to 40
On 1 Dec DRREDDY was trading at 1260.10. The strike last trading price was 101.2, which was 5.9 higher 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 1258.80. The strike last trading price was 101.2, which was 5.9 higher 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 1249.30. The strike last trading price was 101.2, which was 5.9 higher 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 1248.00. The strike last trading price was 101.2, which was 5.9 higher 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 1236.10. The strike last trading price was 101.2, which was 5.9 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 24 Nov DRREDDY was trading at 1226.20. The strike last trading price was 101.2, which was 5.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 21 Nov DRREDDY was trading at 1243.90. The strike last trading price was 95.3, which was -0.5 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 20 Nov DRREDDY was trading at 1248.60. The strike last trading price was 95.3, which was -0.5 lower than the previous day. The implied volatity was 27.21, the open interest changed by 0 which decreased total open position to 4
On 19 Nov DRREDDY was trading at 1250.20. The strike last trading price was 95.8, which was -10.4 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 1243.80. The strike last trading price was 95.8, which was -10.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Nov DRREDDY was trading at 1244.40. The strike last trading price was 95.8, which was -10.4 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 0
On 14 Nov DRREDDY was trading at 1246.00. The strike last trading price was 95.8, which was -10.4 lower than the previous day. The implied volatity was 26.59, the open interest changed by -3 which decreased total open position to 4
On 13 Nov DRREDDY was trading at 1234.90. The strike last trading price was 106.2, which was -40.95 lower than the previous day. The implied volatity was 27.14, the open interest changed by 0 which decreased total open position to 3
On 12 Nov DRREDDY was trading at 1229.60. The strike last trading price was 147.15, which was 79.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov DRREDDY was trading at 1205.20. The strike last trading price was 147.15, which was 79.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov DRREDDY was trading at 1200.00. The strike last trading price was 147.15, which was 79.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Oct DRREDDY was trading at 1202.20. The strike last trading price was 147.15, which was 79.35 higher than the previous day. The implied volatity was 37.45, the open interest changed by 0 which decreased total open position to 3
On 29 Oct DRREDDY was trading at 1250.90. The strike last trading price was 67.8, which was -55 lower than the previous day. The implied volatity was 13.84, the open interest changed by 2 which increased total open position to 2
On 27 Oct DRREDDY was trading at 1284.30. The strike last trading price was 122.8, 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 24 Oct DRREDDY was trading at 1283.60. The strike last trading price was 122.8, 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 Oct DRREDDY was trading at 1288.70. The strike last trading price was 122.8, 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 Oct DRREDDY was trading at 1240.20. 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 14 Oct DRREDDY was trading at 1237.30. 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 Oct DRREDDY was trading at 1262.40. 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 10 Oct DRREDDY was trading at 1264.40. 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 9 Oct DRREDDY was trading at 1246.10. 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 Oct DRREDDY was trading at 1248.50. 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
On 6 Oct DRREDDY was trading at 1248.60. 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 3 Oct DRREDDY was trading at 1248.10. 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































































































































































































































