DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
21 Nov 2024 04:10 PM IST
| DRREDDY 28NOV2024 1340 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.08
Theta: -0.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1195.35 | 0.45 | -0.15 | 39.42 | 300 | -35 | 4,130 | |||
| 20 Nov | 1213.45 | 0.6 | 0.00 | 31.50 | 1,725 | -100 | 4,165 | |||
| 19 Nov | 1213.45 | 0.6 | 0.00 | 31.50 | 1,725 | -100 | 4,165 | |||
| 18 Nov | 1193.55 | 0.6 | -0.65 | 34.20 | 2,615 | 1,100 | 4,270 | |||
| 14 Nov | 1226.70 | 1.25 | -0.75 | 25.32 | 1,620 | 290 | 3,175 | |||
| 13 Nov | 1245.00 | 2 | -1.00 | 23.38 | 3,230 | 70 | 2,890 | |||
| 12 Nov | 1263.90 | 3 | -1.95 | 22.21 | 3,110 | 80 | 2,975 | |||
| 11 Nov | 1287.90 | 4.95 | -0.05 | 18.22 | 2,805 | 505 | 2,895 | |||
| 8 Nov | 1283.65 | 5 | -2.45 | 18.04 | 3,760 | 150 | 2,375 | |||
| 7 Nov | 1287.35 | 7.45 | -2.85 | 18.49 | 4,825 | -240 | 2,240 | |||
| 6 Nov | 1302.10 | 10.3 | -2.40 | 17.57 | 15,425 | 215 | 2,485 | |||
| 5 Nov | 1272.20 | 12.7 | -2.85 | 25.35 | 4,970 | 320 | 2,275 | |||
| 4 Nov | 1268.30 | 15.55 | -0.45 | 29.11 | 2,405 | 425 | 1,955 | |||
| 1 Nov | 1259.60 | 16 | -6.00 | 29.59 | 395 | -5 | 1,530 | |||
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| 31 Oct | 1274.20 | 22 | 4.65 | - | 2,170 | 230 | 1,535 | |||
| 30 Oct | 1249.85 | 17.35 | -5.25 | - | 2,395 | -160 | 1,295 | |||
| 29 Oct | 1274.70 | 22.6 | -12.65 | - | 1,570 | 175 | 1,465 | |||
| 28 Oct | 1311.50 | 35.25 | - | 1,410 | 1,170 | 1,285 | ||||
For Dr. Reddy S Laboratories - strike price 1340 expiring on 28NOV2024
Delta for 1340 CE is 0.02
Historical price for 1340 CE is as follows
On 21 Nov DRREDDY was trading at 1195.35. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 39.42, the open interest changed by -7 which decreased total open position to 826
On 20 Nov DRREDDY was trading at 1213.45. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 31.50, the open interest changed by -20 which decreased total open position to 833
On 19 Nov DRREDDY was trading at 1213.45. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 31.50, the open interest changed by -20 which decreased total open position to 833
On 18 Nov DRREDDY was trading at 1193.55. The strike last trading price was 0.6, which was -0.65 lower than the previous day. The implied volatity was 34.20, the open interest changed by 220 which increased total open position to 854
On 14 Nov DRREDDY was trading at 1226.70. The strike last trading price was 1.25, which was -0.75 lower than the previous day. The implied volatity was 25.32, the open interest changed by 58 which increased total open position to 635
On 13 Nov DRREDDY was trading at 1245.00. The strike last trading price was 2, which was -1.00 lower than the previous day. The implied volatity was 23.38, the open interest changed by 14 which increased total open position to 578
On 12 Nov DRREDDY was trading at 1263.90. The strike last trading price was 3, which was -1.95 lower than the previous day. The implied volatity was 22.21, the open interest changed by 16 which increased total open position to 595
On 11 Nov DRREDDY was trading at 1287.90. The strike last trading price was 4.95, which was -0.05 lower than the previous day. The implied volatity was 18.22, the open interest changed by 101 which increased total open position to 579
On 8 Nov DRREDDY was trading at 1283.65. The strike last trading price was 5, which was -2.45 lower than the previous day. The implied volatity was 18.04, the open interest changed by 30 which increased total open position to 475
On 7 Nov DRREDDY was trading at 1287.35. The strike last trading price was 7.45, which was -2.85 lower than the previous day. The implied volatity was 18.49, the open interest changed by -48 which decreased total open position to 448
On 6 Nov DRREDDY was trading at 1302.10. The strike last trading price was 10.3, which was -2.40 lower than the previous day. The implied volatity was 17.57, the open interest changed by 43 which increased total open position to 497
On 5 Nov DRREDDY was trading at 1272.20. The strike last trading price was 12.7, which was -2.85 lower than the previous day. The implied volatity was 25.35, the open interest changed by 64 which increased total open position to 455
On 4 Nov DRREDDY was trading at 1268.30. The strike last trading price was 15.55, which was -0.45 lower than the previous day. The implied volatity was 29.11, the open interest changed by 85 which increased total open position to 391
On 1 Nov DRREDDY was trading at 1259.60. The strike last trading price was 16, which was -6.00 lower than the previous day. The implied volatity was 29.59, the open interest changed by -1 which decreased total open position to 306
On 31 Oct DRREDDY was trading at 1274.20. The strike last trading price was 22, which was 4.65 higher 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 17.35, which was -5.25 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 22.6, which was -12.65 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 35.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| DRREDDY 28NOV2024 1340 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.86
Vega: 0.37
Theta: -1.66
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1195.35 | 154.05 | 43.80 | 74.40 | 10 | -5 | 585 |
| 20 Nov | 1213.45 | 110.25 | 0.00 | - | 10 | -10 | 595 |
| 19 Nov | 1213.45 | 110.25 | -22.25 | - | 10 | -5 | 595 |
| 18 Nov | 1193.55 | 132.5 | 37.50 | - | 55 | -15 | 620 |
| 14 Nov | 1226.70 | 95 | 0.00 | 0.00 | 0 | -5 | 0 |
| 13 Nov | 1245.00 | 95 | 29.90 | 32.16 | 35 | -10 | 630 |
| 12 Nov | 1263.90 | 65.1 | 5.65 | - | 25 | 5 | 650 |
| 11 Nov | 1287.90 | 59.45 | -5.40 | 26.45 | 45 | 15 | 650 |
| 8 Nov | 1283.65 | 64.85 | 7.40 | 26.08 | 75 | 15 | 640 |
| 7 Nov | 1287.35 | 57.45 | 9.85 | 24.15 | 75 | -20 | 625 |
| 6 Nov | 1302.10 | 47.6 | -32.55 | 22.65 | 865 | 85 | 660 |
| 5 Nov | 1272.20 | 80.15 | -6.20 | 36.71 | 15 | 0 | 575 |
| 4 Nov | 1268.30 | 86.35 | 7.50 | 37.48 | 10 | 0 | 575 |
| 1 Nov | 1259.60 | 78.85 | 0.00 | 0.00 | 0 | 80 | 0 |
| 31 Oct | 1274.20 | 78.85 | -20.25 | - | 135 | 80 | 575 |
| 30 Oct | 1249.85 | 99.1 | -186.70 | - | 300 | 240 | 490 |
| 29 Oct | 1274.70 | 285.8 | 0.00 | - | 0 | 250 | 0 |
| 28 Oct | 1311.50 | 285.8 | - | 0 | -3 | 0 | |
For Dr. Reddy S Laboratories - strike price 1340 expiring on 28NOV2024
Delta for 1340 PE is -0.86
Historical price for 1340 PE is as follows
On 21 Nov DRREDDY was trading at 1195.35. The strike last trading price was 154.05, which was 43.80 higher than the previous day. The implied volatity was 74.40, the open interest changed by -1 which decreased total open position to 117
On 20 Nov DRREDDY was trading at 1213.45. The strike last trading price was 110.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 119
On 19 Nov DRREDDY was trading at 1213.45. The strike last trading price was 110.25, which was -22.25 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 119
On 18 Nov DRREDDY was trading at 1193.55. The strike last trading price was 132.5, which was 37.50 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 124
On 14 Nov DRREDDY was trading at 1226.70. The strike last trading price was 95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 13 Nov DRREDDY was trading at 1245.00. The strike last trading price was 95, which was 29.90 higher than the previous day. The implied volatity was 32.16, the open interest changed by -2 which decreased total open position to 126
On 12 Nov DRREDDY was trading at 1263.90. The strike last trading price was 65.1, which was 5.65 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 130
On 11 Nov DRREDDY was trading at 1287.90. The strike last trading price was 59.45, which was -5.40 lower than the previous day. The implied volatity was 26.45, the open interest changed by 3 which increased total open position to 130
On 8 Nov DRREDDY was trading at 1283.65. The strike last trading price was 64.85, which was 7.40 higher than the previous day. The implied volatity was 26.08, the open interest changed by 3 which increased total open position to 128
On 7 Nov DRREDDY was trading at 1287.35. The strike last trading price was 57.45, which was 9.85 higher than the previous day. The implied volatity was 24.15, the open interest changed by -4 which decreased total open position to 125
On 6 Nov DRREDDY was trading at 1302.10. The strike last trading price was 47.6, which was -32.55 lower than the previous day. The implied volatity was 22.65, the open interest changed by 17 which increased total open position to 132
On 5 Nov DRREDDY was trading at 1272.20. The strike last trading price was 80.15, which was -6.20 lower than the previous day. The implied volatity was 36.71, the open interest changed by 0 which decreased total open position to 115
On 4 Nov DRREDDY was trading at 1268.30. The strike last trading price was 86.35, which was 7.50 higher than the previous day. The implied volatity was 37.48, the open interest changed by 0 which decreased total open position to 115
On 1 Nov DRREDDY was trading at 1259.60. The strike last trading price was 78.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 16 which increased total open position to 0
On 31 Oct DRREDDY was trading at 1274.20. The strike last trading price was 78.85, which was -20.25 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 99.1, which was -186.70 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 285.8, 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 285.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
