[--[65.84.65.76]--]

DRREDDY

Dr. Reddy S Laboratories
1279.3 +5.80 (0.46%)
L: 1267.3 H: 1280.4

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Historical option data for DRREDDY

12 Dec 2025 04:10 PM IST
DRREDDY 30-DEC-2025 1360 CE
Delta: 0.04
Vega: 0.27
Theta: -0.12
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 1279.30 0.75 0.1 14.73 84 1 522
11 Dec 1273.50 0.85 0.4 15.36 40 1 521
10 Dec 1250.80 0.45 -0.25 17.36 37 -4 521
9 Dec 1246.20 0.65 -0.55 17.79 93 -5 525
8 Dec 1266.50 1.2 -0.45 16.57 110 3 532
5 Dec 1275.20 1.75 -1.25 15.12 248 -33 530
4 Dec 1277.60 2.95 -0.45 16.46 397 257 563
3 Dec 1280.70 3.45 0.35 16.57 474 83 306
2 Dec 1275.20 3.75 1.65 17.22 229 6 224
1 Dec 1260.10 2.1 -0.55 16.93 97 21 218
28 Nov 1258.80 2.7 0.65 17.35 30 2 197
27 Nov 1249.30 2.1 -0.5 17.11 213 133 195
26 Nov 1248.00 2.5 -0.55 17.90 63 23 62
25 Nov 1236.10 3.1 0.55 20.16 70 32 39
24 Nov 1226.20 2.5 -5.15 20.36 13 7 8
21 Nov 1243.90 7.65 3.35 - 0 0 0
20 Nov 1248.60 7.65 3.35 - 0 0 0
19 Nov 1250.20 7.65 3.35 - 0 0 0
17 Nov 1244.40 7.65 3.35 21.90 1 0 1
14 Nov 1246.00 4.3 0 - 0 1 0
13 Nov 1234.90 4.3 0 18.70 1 0 0
12 Nov 1229.60 4.3 -17.9 18.93 2 0 0
6 Nov 1205.20 22.2 0 7.45 0 0 0
30 Oct 1202.20 22.2 0 6.93 0 0 0
24 Oct 1283.60 22.2 0 2.56 0 0 0
21 Oct 1288.70 22.2 0 2.17 0 0 0
13 Oct 1262.40 22.2 0 - 0 0 0
10 Oct 1264.40 22.2 0 3.05 0 0 0


For Dr. Reddy S Laboratories - strike price 1360 expiring on 30DEC2025

Delta for 1360 CE is 0.04

Historical price for 1360 CE is as follows

On 12 Dec DRREDDY was trading at 1279.30. The strike last trading price was 0.75, which was 0.1 higher than the previous day. The implied volatity was 14.73, the open interest changed by 1 which increased total open position to 522


On 11 Dec DRREDDY was trading at 1273.50. The strike last trading price was 0.85, which was 0.4 higher than the previous day. The implied volatity was 15.36, the open interest changed by 1 which increased total open position to 521


On 10 Dec DRREDDY was trading at 1250.80. The strike last trading price was 0.45, which was -0.25 lower than the previous day. The implied volatity was 17.36, the open interest changed by -4 which decreased total open position to 521


On 9 Dec DRREDDY was trading at 1246.20. The strike last trading price was 0.65, which was -0.55 lower than the previous day. The implied volatity was 17.79, the open interest changed by -5 which decreased total open position to 525


On 8 Dec DRREDDY was trading at 1266.50. The strike last trading price was 1.2, which was -0.45 lower than the previous day. The implied volatity was 16.57, the open interest changed by 3 which increased total open position to 532


On 5 Dec DRREDDY was trading at 1275.20. The strike last trading price was 1.75, which was -1.25 lower than the previous day. The implied volatity was 15.12, the open interest changed by -33 which decreased total open position to 530


On 4 Dec DRREDDY was trading at 1277.60. The strike last trading price was 2.95, which was -0.45 lower than the previous day. The implied volatity was 16.46, the open interest changed by 257 which increased total open position to 563


On 3 Dec DRREDDY was trading at 1280.70. The strike last trading price was 3.45, which was 0.35 higher than the previous day. The implied volatity was 16.57, the open interest changed by 83 which increased total open position to 306


On 2 Dec DRREDDY was trading at 1275.20. The strike last trading price was 3.75, which was 1.65 higher than the previous day. The implied volatity was 17.22, the open interest changed by 6 which increased total open position to 224


On 1 Dec DRREDDY was trading at 1260.10. The strike last trading price was 2.1, which was -0.55 lower than the previous day. The implied volatity was 16.93, the open interest changed by 21 which increased total open position to 218


On 28 Nov DRREDDY was trading at 1258.80. The strike last trading price was 2.7, which was 0.65 higher than the previous day. The implied volatity was 17.35, the open interest changed by 2 which increased total open position to 197


On 27 Nov DRREDDY was trading at 1249.30. The strike last trading price was 2.1, which was -0.5 lower than the previous day. The implied volatity was 17.11, the open interest changed by 133 which increased total open position to 195


On 26 Nov DRREDDY was trading at 1248.00. The strike last trading price was 2.5, which was -0.55 lower than the previous day. The implied volatity was 17.90, the open interest changed by 23 which increased total open position to 62


On 25 Nov DRREDDY was trading at 1236.10. The strike last trading price was 3.1, which was 0.55 higher than the previous day. The implied volatity was 20.16, the open interest changed by 32 which increased total open position to 39


On 24 Nov DRREDDY was trading at 1226.20. The strike last trading price was 2.5, which was -5.15 lower than the previous day. The implied volatity was 20.36, the open interest changed by 7 which increased total open position to 8


On 21 Nov DRREDDY was trading at 1243.90. The strike last trading price was 7.65, which was 3.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Nov DRREDDY was trading at 1248.60. The strike last trading price was 7.65, which was 3.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Nov DRREDDY was trading at 1250.20. The strike last trading price was 7.65, which was 3.35 higher 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 7.65, which was 3.35 higher than the previous day. The implied volatity was 21.90, the open interest changed by 0 which decreased total open position to 1


On 14 Nov DRREDDY was trading at 1246.00. The strike last trading price was 4.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 13 Nov DRREDDY was trading at 1234.90. The strike last trading price was 4.3, which was 0 lower than the previous day. The implied volatity was 18.70, 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 4.3, which was -17.9 lower than the previous day. The implied volatity was 18.93, 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 22.2, which was 0 lower than the previous day. The implied volatity was 7.45, 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 22.2, which was 0 lower than the previous day. The implied volatity was 6.93, 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 22.2, which was 0 lower than the previous day. The implied volatity was 2.56, 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 22.2, which was 0 lower than the previous day. The implied volatity was 2.17, 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 22.2, 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 22.2, which was 0 lower than the previous day. The implied volatity was 3.05, the open interest changed by 0 which decreased total open position to 0


DRREDDY 30DEC2025 1360 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 1279.30 99.7 -30 - 0 0 3
11 Dec 1273.50 99.7 -30 - 0 0 3
10 Dec 1250.80 99.7 -30 - 0 0 3
9 Dec 1246.20 99.7 -30 - 0 0 0
8 Dec 1266.50 99.7 -30 - 0 0 3
5 Dec 1275.20 99.7 -30 - 0 0 0
4 Dec 1277.60 99.7 -30 - 0 0 0
3 Dec 1280.70 99.7 -30 - 0 0 0
2 Dec 1275.20 99.7 -30 - 0 0 0
1 Dec 1260.10 99.7 -30 - 0 0 0
28 Nov 1258.80 99.7 -30 - 0 0 0
27 Nov 1249.30 99.7 -30 - 0 0 0
26 Nov 1248.00 99.7 -30 - 0 0 0
25 Nov 1236.10 99.7 -30 - 0 2 0
24 Nov 1226.20 99.7 -30 - 2 0 1
21 Nov 1243.90 129.7 -8.2 - 0 0 0
20 Nov 1248.60 129.7 -8.2 - 0 0 0
19 Nov 1250.20 129.7 -8.2 - 0 0 0
17 Nov 1244.40 129.7 -8.2 - 0 0 0
14 Nov 1246.00 129.7 -8.2 - 0 1 0
13 Nov 1234.90 129.7 -8.2 32.85 1 0 0
12 Nov 1229.60 137.9 0 - 0 0 0
6 Nov 1205.20 137.9 0 - 0 0 0
30 Oct 1202.20 137.9 0 - 0 0 0
24 Oct 1283.60 0 0 - 0 0 0
21 Oct 1288.70 0 0 - 0 0 0
13 Oct 1262.40 0 0 - 0 0 0
10 Oct 1264.40 0 0 - 0 0 0


For Dr. Reddy S Laboratories - strike price 1360 expiring on 30DEC2025

Delta for 1360 PE is -

Historical price for 1360 PE is as follows

On 12 Dec DRREDDY was trading at 1279.30. The strike last trading price was 99.7, which was -30 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 11 Dec DRREDDY was trading at 1273.50. The strike last trading price was 99.7, which was -30 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 10 Dec DRREDDY was trading at 1250.80. The strike last trading price was 99.7, which was -30 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 9 Dec DRREDDY was trading at 1246.20. The strike last trading price was 99.7, which was -30 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 99.7, which was -30 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 5 Dec DRREDDY was trading at 1275.20. The strike last trading price was 99.7, which was -30 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 99.7, which was -30 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Dec DRREDDY was trading at 1280.70. The strike last trading price was 99.7, which was -30 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Dec DRREDDY was trading at 1275.20. The strike last trading price was 99.7, which was -30 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Dec DRREDDY was trading at 1260.10. The strike last trading price was 99.7, which was -30 lower 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 99.7, which was -30 lower 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 99.7, which was -30 lower 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 99.7, which was -30 lower 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 99.7, which was -30 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 24 Nov DRREDDY was trading at 1226.20. The strike last trading price was 99.7, which was -30 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 21 Nov DRREDDY was trading at 1243.90. The strike last trading price was 129.7, which was -8.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Nov DRREDDY was trading at 1248.60. The strike last trading price was 129.7, which was -8.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Nov DRREDDY was trading at 1250.20. The strike last trading price was 129.7, which was -8.2 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 129.7, which was -8.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Nov DRREDDY was trading at 1246.00. The strike last trading price was 129.7, which was -8.2 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 13 Nov DRREDDY was trading at 1234.90. The strike last trading price was 129.7, which was -8.2 lower than the previous day. The implied volatity was 32.85, 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 137.9, 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 Nov DRREDDY was trading at 1205.20. The strike last trading price was 137.9, 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 30 Oct DRREDDY was trading at 1202.20. The strike last trading price was 137.9, 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 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 21 Oct DRREDDY was trading at 1288.70. 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 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