DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
21 Nov 2024 04:10 PM IST
| DRREDDY 28NOV2024 1350 CE | ||||||||||
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Delta: 0.02
Vega: 0.08
Theta: -0.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1195.35 | 0.5 | -0.10 | 42.22 | 760 | -40 | 1,865 | |||
| 20 Nov | 1213.45 | 0.6 | 0.00 | 33.50 | 705 | 110 | 1,910 | |||
| 19 Nov | 1213.45 | 0.6 | 0.05 | 33.50 | 705 | 115 | 1,910 | |||
| 18 Nov | 1193.55 | 0.55 | -0.55 | 35.59 | 870 | 0 | 1,765 | |||
| 14 Nov | 1226.70 | 1.1 | -0.55 | 26.46 | 795 | -190 | 1,765 | |||
| 13 Nov | 1245.00 | 1.65 | -0.75 | 24.22 | 1,875 | 155 | 1,965 | |||
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| 12 Nov | 1263.90 | 2.4 | -1.70 | 22.86 | 1,755 | 300 | 1,920 | |||
| 11 Nov | 1287.90 | 4.1 | 0.05 | 19.24 | 1,500 | -30 | 1,610 | |||
| 8 Nov | 1283.65 | 4.05 | -1.95 | 18.77 | 3,890 | -65 | 1,645 | |||
| 7 Nov | 1287.35 | 6 | -2.15 | 19.05 | 3,640 | 130 | 1,740 | |||
| 6 Nov | 1302.10 | 8.15 | -2.50 | 17.95 | 14,730 | -105 | 1,615 | |||
| 5 Nov | 1272.20 | 10.65 | -2.90 | 25.56 | 4,340 | 630 | 1,720 | |||
| 4 Nov | 1268.30 | 13.55 | -1.85 | 29.45 | 2,030 | 875 | 1,085 | |||
| 1 Nov | 1259.60 | 15.4 | -5.00 | 31.14 | 125 | 60 | 205 | |||
| 31 Oct | 1274.20 | 20.4 | -287.45 | - | 315 | 140 | 140 | |||
| 30 Oct | 1249.85 | 307.85 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1274.70 | 307.85 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1311.50 | 307.85 | - | 0 | 0 | 0 | ||||
For Dr. Reddy S Laboratories - strike price 1350 expiring on 28NOV2024
Delta for 1350 CE is 0.02
Historical price for 1350 CE is as follows
On 21 Nov DRREDDY was trading at 1195.35. The strike last trading price was 0.5, which was -0.10 lower than the previous day. The implied volatity was 42.22, the open interest changed by -8 which decreased total open position to 373
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 33.50, the open interest changed by 22 which increased total open position to 382
On 19 Nov DRREDDY was trading at 1213.45. The strike last trading price was 0.6, which was 0.05 higher than the previous day. The implied volatity was 33.50, the open interest changed by 23 which increased total open position to 382
On 18 Nov DRREDDY was trading at 1193.55. The strike last trading price was 0.55, which was -0.55 lower than the previous day. The implied volatity was 35.59, the open interest changed by 0 which decreased total open position to 353
On 14 Nov DRREDDY was trading at 1226.70. The strike last trading price was 1.1, which was -0.55 lower than the previous day. The implied volatity was 26.46, the open interest changed by -38 which decreased total open position to 353
On 13 Nov DRREDDY was trading at 1245.00. The strike last trading price was 1.65, which was -0.75 lower than the previous day. The implied volatity was 24.22, the open interest changed by 31 which increased total open position to 393
On 12 Nov DRREDDY was trading at 1263.90. The strike last trading price was 2.4, which was -1.70 lower than the previous day. The implied volatity was 22.86, the open interest changed by 60 which increased total open position to 384
On 11 Nov DRREDDY was trading at 1287.90. The strike last trading price was 4.1, which was 0.05 higher than the previous day. The implied volatity was 19.24, the open interest changed by -6 which decreased total open position to 322
On 8 Nov DRREDDY was trading at 1283.65. The strike last trading price was 4.05, which was -1.95 lower than the previous day. The implied volatity was 18.77, the open interest changed by -13 which decreased total open position to 329
On 7 Nov DRREDDY was trading at 1287.35. The strike last trading price was 6, which was -2.15 lower than the previous day. The implied volatity was 19.05, the open interest changed by 26 which increased total open position to 348
On 6 Nov DRREDDY was trading at 1302.10. The strike last trading price was 8.15, which was -2.50 lower than the previous day. The implied volatity was 17.95, the open interest changed by -21 which decreased total open position to 323
On 5 Nov DRREDDY was trading at 1272.20. The strike last trading price was 10.65, which was -2.90 lower than the previous day. The implied volatity was 25.56, the open interest changed by 126 which increased total open position to 344
On 4 Nov DRREDDY was trading at 1268.30. The strike last trading price was 13.55, which was -1.85 lower than the previous day. The implied volatity was 29.45, the open interest changed by 175 which increased total open position to 217
On 1 Nov DRREDDY was trading at 1259.60. The strike last trading price was 15.4, which was -5.00 lower than the previous day. The implied volatity was 31.14, the open interest changed by 12 which increased total open position to 41
On 31 Oct DRREDDY was trading at 1274.20. The strike last trading price was 20.4, which was -287.45 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 307.85, 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 29 Oct DRREDDY was trading at 1274.70. The strike last trading price was 307.85, 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 307.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| DRREDDY 28NOV2024 1350 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1195.35 | 176.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 1213.45 | 176.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 1213.45 | 176.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 1193.55 | 176.75 | 95.75 | 92.06 | 5 | 0 | 160 |
| 14 Nov | 1226.70 | 81 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 1245.00 | 81 | 0.00 | 0.00 | 0 | -20 | 0 |
| 12 Nov | 1263.90 | 81 | 17.00 | - | 20 | -10 | 170 |
| 11 Nov | 1287.90 | 64 | -16.30 | 22.60 | 25 | 15 | 175 |
| 8 Nov | 1283.65 | 80.3 | 13.85 | 34.09 | 35 | -15 | 165 |
| 7 Nov | 1287.35 | 66.45 | 10.50 | 25.70 | 40 | 5 | 175 |
| 6 Nov | 1302.10 | 55.95 | -28.45 | 23.90 | 280 | 80 | 100 |
| 5 Nov | 1272.20 | 84.4 | -6.60 | 34.25 | 25 | 10 | 15 |
| 4 Nov | 1268.30 | 91 | 7.05 | 35.27 | 5 | 0 | 0 |
| 1 Nov | 1259.60 | 83.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 1274.20 | 83.95 | -144.95 | - | 20 | 10 | 10 |
| 30 Oct | 1249.85 | 228.9 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 1274.70 | 228.9 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1311.50 | 228.9 | - | 0 | 0 | 0 | |
For Dr. Reddy S Laboratories - strike price 1350 expiring on 28NOV2024
Delta for 1350 PE is 0.00
Historical price for 1350 PE is as follows
On 21 Nov DRREDDY was trading at 1195.35. The strike last trading price was 176.75, which was 0.00 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 20 Nov DRREDDY was trading at 1213.45. The strike last trading price was 176.75, which was 0.00 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 19 Nov DRREDDY was trading at 1213.45. The strike last trading price was 176.75, which was 0.00 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 18 Nov DRREDDY was trading at 1193.55. The strike last trading price was 176.75, which was 95.75 higher than the previous day. The implied volatity was 92.06, the open interest changed by 0 which decreased total open position to 32
On 14 Nov DRREDDY was trading at 1226.70. The strike last trading price was 81, which was 0.00 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 13 Nov DRREDDY was trading at 1245.00. The strike last trading price was 81, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 12 Nov DRREDDY was trading at 1263.90. The strike last trading price was 81, which was 17.00 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 34
On 11 Nov DRREDDY was trading at 1287.90. The strike last trading price was 64, which was -16.30 lower than the previous day. The implied volatity was 22.60, the open interest changed by 3 which increased total open position to 35
On 8 Nov DRREDDY was trading at 1283.65. The strike last trading price was 80.3, which was 13.85 higher than the previous day. The implied volatity was 34.09, the open interest changed by -3 which decreased total open position to 33
On 7 Nov DRREDDY was trading at 1287.35. The strike last trading price was 66.45, which was 10.50 higher than the previous day. The implied volatity was 25.70, the open interest changed by 1 which increased total open position to 35
On 6 Nov DRREDDY was trading at 1302.10. The strike last trading price was 55.95, which was -28.45 lower than the previous day. The implied volatity was 23.90, the open interest changed by 16 which increased total open position to 20
On 5 Nov DRREDDY was trading at 1272.20. The strike last trading price was 84.4, which was -6.60 lower than the previous day. The implied volatity was 34.25, the open interest changed by 2 which increased total open position to 3
On 4 Nov DRREDDY was trading at 1268.30. The strike last trading price was 91, which was 7.05 higher than the previous day. The implied volatity was 35.27, the open interest changed by 0 which decreased total open position to 0
On 1 Nov DRREDDY was trading at 1259.60. The strike last trading price was 83.95, which was 0.00 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 31 Oct DRREDDY was trading at 1274.20. The strike last trading price was 83.95, which was -144.95 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 228.9, 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 29 Oct DRREDDY was trading at 1274.70. The strike last trading price was 228.9, 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 228.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
