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Related Pages for DRREDDY
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DRREDDY
Dr. Reddy S Laboratories
1147 37.50 (3.38%)

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Historical option data for DRREDDY

15 Apr 2025 01:00 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
DRREDDY 24APR2025 1340 CE
Delta: 0.03
Vega: 0.11
Theta: -0.30
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
15 Apr 1147.00 0.85 0.25 49.07 4 2 55
11 Apr 1109.50 0.6 -0.25 45.66 29 -3 53
9 Apr 1094.05 0.8 -0.05 0.00 0 0 0
8 Apr 1107.95 0.8 -0.05 0.00 0 3 0
7 Apr 1087.90 0.8 0.15 44.57 8 0 53
4 Apr 1109.95 0.65 -0.3 36.12 22 -3 53
3 Apr 1151.45 0.9 0.25 31.15 97 34 56
2 Apr 1150.00 0.65 0 28.89 56 4 23
1 Apr 1152.20 0.65 -0.55 28.18 10 20 20
28 Mar 1144.20 1.2 0 0.00 0 2 0
27 Mar 1162.20 1.2 0.35 26.65 15 2 19
26 Mar 1164.60 0.85 -0.7 24.65 3 0 16
25 Mar 1177.90 1.55 -1.35 25.17 10 2 17
24 Mar 1210.30 2.9 -0.5 23.10 13 3 13
21 Mar 1200.15 3.3 1.25 23.24 17 6 10
20 Mar 1187.20 2.05 -15.5 22.71 7 4 4
7 Feb 1240.40 17.55 0 3.46 0 0 0

For Dr. Reddy S Laboratories - strike price 1340 expiring on 24APR2025

Delta for 1340 CE is 0.03

Historical price for 1340 CE is as follows

On 15 Apr DRREDDY was trading at 1147.00. The strike last trading price was 0.85, which was 0.25 higher than the previous day. The implied volatity was 49.07, the open interest changed by 2 which increased total open position to 55


On 11 Apr DRREDDY was trading at 1109.50. The strike last trading price was 0.6, which was -0.25 lower than the previous day. The implied volatity was 45.66, the open interest changed by -3 which decreased total open position to 53


On 9 Apr DRREDDY was trading at 1094.05. The strike last trading price was 0.8, which was -0.05 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 8 Apr DRREDDY was trading at 1107.95. The strike last trading price was 0.8, which was -0.05 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0


On 7 Apr DRREDDY was trading at 1087.90. The strike last trading price was 0.8, which was 0.15 higher than the previous day. The implied volatity was 44.57, the open interest changed by 0 which decreased total open position to 53


On 4 Apr DRREDDY was trading at 1109.95. The strike last trading price was 0.65, which was -0.3 lower than the previous day. The implied volatity was 36.12, the open interest changed by -3 which decreased total open position to 53


On 3 Apr DRREDDY was trading at 1151.45. The strike last trading price was 0.9, which was 0.25 higher than the previous day. The implied volatity was 31.15, the open interest changed by 34 which increased total open position to 56


On 2 Apr DRREDDY was trading at 1150.00. The strike last trading price was 0.65, which was 0 lower than the previous day. The implied volatity was 28.89, the open interest changed by 4 which increased total open position to 23


On 1 Apr DRREDDY was trading at 1152.20. The strike last trading price was 0.65, which was -0.55 lower than the previous day. The implied volatity was 28.18, the open interest changed by 20 which increased total open position to 20


On 28 Mar DRREDDY was trading at 1144.20. The strike last trading price was 1.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 27 Mar DRREDDY was trading at 1162.20. The strike last trading price was 1.2, which was 0.35 higher than the previous day. The implied volatity was 26.65, the open interest changed by 2 which increased total open position to 19


On 26 Mar DRREDDY was trading at 1164.60. The strike last trading price was 0.85, which was -0.7 lower than the previous day. The implied volatity was 24.65, the open interest changed by 0 which decreased total open position to 16


On 25 Mar DRREDDY was trading at 1177.90. The strike last trading price was 1.55, which was -1.35 lower than the previous day. The implied volatity was 25.17, the open interest changed by 2 which increased total open position to 17


On 24 Mar DRREDDY was trading at 1210.30. The strike last trading price was 2.9, which was -0.5 lower than the previous day. The implied volatity was 23.10, the open interest changed by 3 which increased total open position to 13


On 21 Mar DRREDDY was trading at 1200.15. The strike last trading price was 3.3, which was 1.25 higher than the previous day. The implied volatity was 23.24, the open interest changed by 6 which increased total open position to 10


On 20 Mar DRREDDY was trading at 1187.20. The strike last trading price was 2.05, which was -15.5 lower than the previous day. The implied volatity was 22.71, the open interest changed by 4 which increased total open position to 4


On 7 Feb DRREDDY was trading at 1240.40. The strike last trading price was 17.55, which was 0 lower than the previous day. The implied volatity was 3.46, the open interest changed by 0 which decreased total open position to 0


DRREDDY 24APR2025 1340 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
15 Apr 1147.00 204.25 28.25 - 2 21 21
11 Apr 1109.50 176 0 0.00 0 0 0
9 Apr 1094.05 176 0 0.00 0 0 0
8 Apr 1107.95 176 0 0.00 0 0 0
7 Apr 1087.90 176 0 0.00 0 0 0
4 Apr 1109.95 176 0 0.00 0 4 0
3 Apr 1151.45 176 -22.5 - 7 1 18
2 Apr 1150.00 198.5 0 0.00 0 0 0
1 Apr 1152.20 198.5 0 0.00 0 2 0
28 Mar 1144.20 198.5 0 0.00 0 2 0
27 Mar 1162.20 198.5 26.5 65.93 2 1 16
26 Mar 1164.60 172 8 33.48 1 0 14
25 Mar 1177.90 164 30.7 37.86 8 5 13
24 Mar 1210.30 140 6.7 0.00 0 4 0
21 Mar 1200.15 140 -4.5 36.79 17 4 8
20 Mar 1187.20 144.5 3.75 30.50 8 4 4
7 Feb 1240.40 0 0 - 0 0 0

For Dr. Reddy S Laboratories - strike price 1340 expiring on 24APR2025

Delta for 1340 PE is -

Historical price for 1340 PE is as follows

On 15 Apr DRREDDY was trading at 1147.00. The strike last trading price was 204.25, which was 28.25 higher than the previous day. The implied volatity was -, the open interest changed by 21 which increased total open position to 21


On 11 Apr DRREDDY was trading at 1109.50. The strike last trading price was 176, which was 0 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 9 Apr DRREDDY was trading at 1094.05. The strike last trading price was 176, which was 0 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 8 Apr DRREDDY was trading at 1107.95. The strike last trading price was 176, which was 0 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 7 Apr DRREDDY was trading at 1087.90. The strike last trading price was 176, which was 0 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 4 Apr DRREDDY was trading at 1109.95. The strike last trading price was 176, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0


On 3 Apr DRREDDY was trading at 1151.45. The strike last trading price was 176, which was -22.5 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 18


On 2 Apr DRREDDY was trading at 1150.00. The strike last trading price was 198.5, which was 0 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 Apr DRREDDY was trading at 1152.20. The strike last trading price was 198.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 28 Mar DRREDDY was trading at 1144.20. The strike last trading price was 198.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 27 Mar DRREDDY was trading at 1162.20. The strike last trading price was 198.5, which was 26.5 higher than the previous day. The implied volatity was 65.93, the open interest changed by 1 which increased total open position to 16


On 26 Mar DRREDDY was trading at 1164.60. The strike last trading price was 172, which was 8 higher than the previous day. The implied volatity was 33.48, the open interest changed by 0 which decreased total open position to 14


On 25 Mar DRREDDY was trading at 1177.90. The strike last trading price was 164, which was 30.7 higher than the previous day. The implied volatity was 37.86, the open interest changed by 5 which increased total open position to 13


On 24 Mar DRREDDY was trading at 1210.30. The strike last trading price was 140, which was 6.7 higher than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0


On 21 Mar DRREDDY was trading at 1200.15. The strike last trading price was 140, which was -4.5 lower than the previous day. The implied volatity was 36.79, the open interest changed by 4 which increased total open position to 8


On 20 Mar DRREDDY was trading at 1187.20. The strike last trading price was 144.5, which was 3.75 higher than the previous day. The implied volatity was 30.50, the open interest changed by 4 which increased total open position to 4


On 7 Feb DRREDDY was trading at 1240.40. 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