Historical option data for DRREDDY
29 Jun 2026 10:50 AM IST
| DRREDDY 28-Jul-2026 (27d) 1350 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.82
Vega: 0.01
Theta: -0.38
Gamma: 0.00361
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 1407.20 | 70.55 | 32.55 (85.66%) | 18.16 | 330 | -48 | 174 | |||||||||
| 25 Jun | 1350.50 | 37.4 | 8.4 (28.97%) | 21.06 | 629 | 31 | 217 | |||||||||
| 24 Jun | 1328.40 | 29.7 | 6.7 (29.13%) | 22.09 | 634 | 86 | 185 | |||||||||
| 23 Jun | 1301.30 | 22.9 | 2.9 (14.50%) | 24.66 | 190 | 66 | 100 | |||||||||
| 22 Jun | 1290.70 | 20.25 | 2.25 (12.50%) | 24.81 | 70 | 33 | 35 | |||||||||
| 19 Jun | 1272.10 | 18.25 | 0.25 (1.39%) | - | 2 | 0 | 2 | |||||||||
| 18 Jun | 1267.50 | 18.25 | 0.25 (1.39%) | - | 2 | 0 | 2 | |||||||||
| 17 Jun | 1269.00 | 18.25 | 0.25 (1.39%) | - | 2 | 0 | 2 | |||||||||
| 16 Jun | 1276.90 | 18.25 | 0.25 (1.39%) | - | 2 | 0 | 2 | |||||||||
| 15 Jun | 1279.50 | 18.25 | 0.25 (1.39%) | - | 2 | 0 | 2 | |||||||||
| 12 Jun | 1275.40 | 18.25 | 0.25 (1.39%) | 22.58 | 2 | 0 | 2 | |||||||||
| 11 Jun | 1276.00 | 18.25 | -1.75 (-8.75%) | 22.58 | 2 | 0 | 1 | |||||||||
| 10 Jun | 1271.70 | 20 | 0 (0.00%) | 25.07 | 1 | 0 | 1 | |||||||||
| 9 Jun | 1268.50 | 20 | 0 (0.00%) | 25.07 | 1 | 0 | 2 | |||||||||
| 8 Jun | 1275.60 | 20 | 0 (0.00%) | - | 1 | 0 | 2 | |||||||||
| 5 Jun | 1278.20 | 20 | 0 (0.00%) | 23.45 | 1 | 0 | 2 | |||||||||
| 4 Jun | 1267.50 | 20 | 0 (0.00%) | 23.45 | 1 | 0 | 1 | |||||||||
| 3 Jun | 1263.30 | 20 | -39 (-66.10%) | 24.36 | 1 | 1 | 1 | |||||||||
For Dr. Reddy S Laboratories - strike price 1350 expiring on 28JUL2026
Delta for 1350 CE is 0.82
Historical price for 1350 CE is as follows
On 29 Jun DRREDDY was trading at 1407.20. The strike last trading price was 70.55, which was 32.55 higher than the previous day. The implied volatity was 18.16, the open interest changed by -48 which decreased total open position to 174
On 25 Jun DRREDDY was trading at 1350.50. The strike last trading price was 37.4, which was 8.4 higher than the previous day. The implied volatity was 21.06, the open interest changed by 31 which increased total open position to 217
On 24 Jun DRREDDY was trading at 1328.40. The strike last trading price was 29.7, which was 6.7 higher than the previous day. The implied volatity was 22.09, the open interest changed by 86 which increased total open position to 185
On 23 Jun DRREDDY was trading at 1301.30. The strike last trading price was 22.9, which was 2.9 higher than the previous day. The implied volatity was 24.66, the open interest changed by 66 which increased total open position to 100
On 22 Jun DRREDDY was trading at 1290.70. The strike last trading price was 20.25, which was 2.25 higher than the previous day. The implied volatity was 24.81, the open interest changed by 33 which increased total open position to 35
On 19 Jun DRREDDY was trading at 1272.10. The strike last trading price was 18.25, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 18 Jun DRREDDY was trading at 1267.50. The strike last trading price was 18.25, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 17 Jun DRREDDY was trading at 1269.00. The strike last trading price was 18.25, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 16 Jun DRREDDY was trading at 1276.90. The strike last trading price was 18.25, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 15 Jun DRREDDY was trading at 1279.50. The strike last trading price was 18.25, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 12 Jun DRREDDY was trading at 1275.40. The strike last trading price was 18.25, which was 0.25 higher than the previous day. The implied volatity was 22.58, the open interest changed by 0 which decreased total open position to 2
On 11 Jun DRREDDY was trading at 1276.00. The strike last trading price was 18.25, which was -1.75 lower than the previous day. The implied volatity was 22.58, the open interest changed by 0 which decreased total open position to 1
On 10 Jun DRREDDY was trading at 1271.70. The strike last trading price was 20, which was 0 lower than the previous day. The implied volatity was 25.07, the open interest changed by 0 which decreased total open position to 1
On 9 Jun DRREDDY was trading at 1268.50. The strike last trading price was 20, which was 0 lower than the previous day. The implied volatity was 25.07, the open interest changed by 0 which decreased total open position to 2
On 8 Jun DRREDDY was trading at 1275.60. The strike last trading price was 20, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Jun DRREDDY was trading at 1278.20. The strike last trading price was 20, which was 0 lower than the previous day. The implied volatity was 23.45, the open interest changed by 0 which decreased total open position to 2
On 4 Jun DRREDDY was trading at 1267.50. The strike last trading price was 20, which was 0 lower than the previous day. The implied volatity was 23.45, the open interest changed by 0 which decreased total open position to 1
On 3 Jun DRREDDY was trading at 1263.30. The strike last trading price was 20, which was -39 lower than the previous day. The implied volatity was 24.36, the open interest changed by 1 which increased total open position to 1
| DRREDDY 28-Jul-2026 (27d) 1350 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.3
Vega: 0.01
Theta: -0.65
Gamma: 0.00261
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 1407.20 | 26.3 | -18.1 (-40.77%) | 33.2 | 463 | 111 | 221 |
| 25 Jun | 1350.50 | 45.4 | -16.35 (-26.48%) | 29.87 | 359 | 44 | 113 |
| 24 Jun | 1328.40 | 61.75 | -3.25 (-5.00%) | 32.96 | 169 | 68 | 70 |
| 23 Jun | 1301.30 | 65 | -18 (-21.69%) | 31.71 | 1 | 0 | 1 |
| 22 Jun | 1290.70 | 83 | -12 (-12.63%) | 32.56 | 1 | 0 | 0 |
| 19 Jun | 1272.10 | 0 | 0 | - | 0 | 0 | 0 |
| 18 Jun | 1267.50 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Jun | 1269.00 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Jun | 1276.90 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Jun | 1279.50 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Jun | 1275.40 | 0 | 0 (40.95%) | 31.06 | 0 | 0 | 0 |
| 11 Jun | 1276.00 | 95 | 27.6 (40.95%) | 31.06 | 8 | 0 | 0 |
| 10 Jun | 1271.70 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Jun | 1268.50 | 0 | 0 | - | 0 | 0 | 0 |
| 8 Jun | 1275.60 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Jun | 1278.20 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Jun | 1267.50 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Jun | 1263.30 | 0 | 0 | - | 0 | 0 | 0 |
For Dr. Reddy S Laboratories - strike price 1350 expiring on 28JUL2026
Delta for 1350 PE is -0.3
Historical price for 1350 PE is as follows
On 29 Jun DRREDDY was trading at 1407.20. The strike last trading price was 26.3, which was -18.1 lower than the previous day. The implied volatity was 33.2, the open interest changed by 111 which increased total open position to 221
On 25 Jun DRREDDY was trading at 1350.50. The strike last trading price was 45.4, which was -16.35 lower than the previous day. The implied volatity was 29.87, the open interest changed by 44 which increased total open position to 113
On 24 Jun DRREDDY was trading at 1328.40. The strike last trading price was 61.75, which was -3.25 lower than the previous day. The implied volatity was 32.96, the open interest changed by 68 which increased total open position to 70
On 23 Jun DRREDDY was trading at 1301.30. The strike last trading price was 65, which was -18 lower than the previous day. The implied volatity was 31.71, the open interest changed by 0 which decreased total open position to 1
On 22 Jun DRREDDY was trading at 1290.70. The strike last trading price was 83, which was -12 lower than the previous day. The implied volatity was 32.56, the open interest changed by 0 which decreased total open position to 0
On 19 Jun DRREDDY was trading at 1272.10. 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 18 Jun DRREDDY was trading at 1267.50. 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 17 Jun DRREDDY was trading at 1269.00. 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 16 Jun DRREDDY was trading at 1276.90. 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 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
On 12 Jun DRREDDY was trading at 1275.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 31.06, the open interest changed by 0 which decreased total open position to 0
On 11 Jun DRREDDY was trading at 1276.00. The strike last trading price was 95, which was 27.6 higher than the previous day. The implied volatity was 31.06, the open interest changed by 0 which decreased total open position to 0
On 10 Jun DRREDDY was trading at 1271.70. 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 Jun DRREDDY was trading at 1268.50. 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 8 Jun DRREDDY was trading at 1275.60. 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 5 Jun DRREDDY was trading at 1278.20. 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 Jun DRREDDY was trading at 1267.50. 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 3 Jun DRREDDY was trading at 1263.30. 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
