DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
21 Nov 2024 04:10 PM IST
| DRREDDY 28NOV2024 1360 CE | ||||||||||
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Delta: 0.02
Vega: 0.07
Theta: -0.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1195.35 | 0.4 | 0.05 | 42.97 | 190 | -15 | 1,030 | |||
| 20 Nov | 1213.45 | 0.35 | 0.00 | 32.74 | 120 | -10 | 1,050 | |||
| 19 Nov | 1213.45 | 0.35 | -0.15 | 32.74 | 120 | -5 | 1,050 | |||
| 18 Nov | 1193.55 | 0.5 | -0.45 | 36.88 | 760 | 170 | 1,045 | |||
| 14 Nov | 1226.70 | 0.95 | -0.65 | 27.44 | 540 | -145 | 875 | |||
| 13 Nov | 1245.00 | 1.6 | -0.50 | 25.85 | 725 | 35 | 1,020 | |||
| 12 Nov | 1263.90 | 2.1 | -1.00 | 23.97 | 1,270 | -70 | 1,005 | |||
| 11 Nov | 1287.90 | 3.1 | -0.20 | 19.65 | 1,375 | -30 | 1,075 | |||
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| 8 Nov | 1283.65 | 3.3 | -1.65 | 19.48 | 2,670 | 35 | 1,095 | |||
| 7 Nov | 1287.35 | 4.95 | -1.45 | 19.75 | 2,190 | -25 | 1,070 | |||
| 6 Nov | 1302.10 | 6.4 | -2.50 | 18.29 | 6,725 | 295 | 1,090 | |||
| 5 Nov | 1272.20 | 8.9 | -2.45 | 25.78 | 1,505 | 195 | 800 | |||
| 4 Nov | 1268.30 | 11.35 | -1.65 | 29.32 | 945 | 300 | 600 | |||
| 1 Nov | 1259.60 | 13 | -4.10 | 30.86 | 165 | 5 | 300 | |||
| 31 Oct | 1274.20 | 17.1 | 3.75 | - | 405 | 15 | 295 | |||
| 30 Oct | 1249.85 | 13.35 | -4.30 | - | 210 | 45 | 280 | |||
| 29 Oct | 1274.70 | 17.65 | -7.10 | - | 180 | 50 | 230 | |||
| 28 Oct | 1311.50 | 24.75 | - | 95 | 149 | 180 | ||||
For Dr. Reddy S Laboratories - strike price 1360 expiring on 28NOV2024
Delta for 1360 CE is 0.02
Historical price for 1360 CE is as follows
On 21 Nov DRREDDY was trading at 1195.35. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 42.97, the open interest changed by -3 which decreased total open position to 206
On 20 Nov DRREDDY was trading at 1213.45. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 32.74, the open interest changed by -2 which decreased total open position to 210
On 19 Nov DRREDDY was trading at 1213.45. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 32.74, the open interest changed by -1 which decreased total open position to 210
On 18 Nov DRREDDY was trading at 1193.55. The strike last trading price was 0.5, which was -0.45 lower than the previous day. The implied volatity was 36.88, the open interest changed by 34 which increased total open position to 209
On 14 Nov DRREDDY was trading at 1226.70. The strike last trading price was 0.95, which was -0.65 lower than the previous day. The implied volatity was 27.44, the open interest changed by -29 which decreased total open position to 175
On 13 Nov DRREDDY was trading at 1245.00. The strike last trading price was 1.6, which was -0.50 lower than the previous day. The implied volatity was 25.85, the open interest changed by 7 which increased total open position to 204
On 12 Nov DRREDDY was trading at 1263.90. The strike last trading price was 2.1, which was -1.00 lower than the previous day. The implied volatity was 23.97, the open interest changed by -14 which decreased total open position to 201
On 11 Nov DRREDDY was trading at 1287.90. The strike last trading price was 3.1, which was -0.20 lower than the previous day. The implied volatity was 19.65, the open interest changed by -6 which decreased total open position to 215
On 8 Nov DRREDDY was trading at 1283.65. The strike last trading price was 3.3, which was -1.65 lower than the previous day. The implied volatity was 19.48, the open interest changed by 7 which increased total open position to 219
On 7 Nov DRREDDY was trading at 1287.35. The strike last trading price was 4.95, which was -1.45 lower than the previous day. The implied volatity was 19.75, the open interest changed by -5 which decreased total open position to 214
On 6 Nov DRREDDY was trading at 1302.10. The strike last trading price was 6.4, which was -2.50 lower than the previous day. The implied volatity was 18.29, the open interest changed by 59 which increased total open position to 218
On 5 Nov DRREDDY was trading at 1272.20. The strike last trading price was 8.9, which was -2.45 lower than the previous day. The implied volatity was 25.78, the open interest changed by 39 which increased total open position to 160
On 4 Nov DRREDDY was trading at 1268.30. The strike last trading price was 11.35, which was -1.65 lower than the previous day. The implied volatity was 29.32, the open interest changed by 60 which increased total open position to 120
On 1 Nov DRREDDY was trading at 1259.60. The strike last trading price was 13, which was -4.10 lower than the previous day. The implied volatity was 30.86, the open interest changed by 1 which increased total open position to 60
On 31 Oct DRREDDY was trading at 1274.20. The strike last trading price was 17.1, which was 3.75 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 13.35, which was -4.30 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 17.65, which was -7.10 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 24.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| DRREDDY 28NOV2024 1360 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1195.35 | 175.4 | 5.30 | - | 5 | 0 | 85 |
| 20 Nov | 1213.45 | 170.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 1213.45 | 170.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 1193.55 | 170.1 | 87.10 | 62.58 | 5 | 0 | 85 |
| 14 Nov | 1226.70 | 83 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 1245.00 | 83 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 1263.90 | 83 | 0.00 | 0.00 | 0 | -5 | 0 |
| 11 Nov | 1287.90 | 83 | -0.70 | 35.80 | 15 | 0 | 90 |
| 8 Nov | 1283.65 | 83.7 | 9.65 | 29.71 | 40 | -5 | 95 |
| 7 Nov | 1287.35 | 74.05 | 10.45 | 25.58 | 15 | 5 | 95 |
| 6 Nov | 1302.10 | 63.6 | -29.85 | 24.23 | 65 | 10 | 80 |
| 5 Nov | 1272.20 | 93.45 | -7.55 | 35.79 | 40 | 10 | 75 |
| 4 Nov | 1268.30 | 101 | 0.10 | 37.60 | 10 | 5 | 70 |
| 1 Nov | 1259.60 | 100.9 | 0.00 | 0.00 | 0 | 15 | 0 |
| 31 Oct | 1274.20 | 100.9 | -15.75 | - | 30 | 15 | 65 |
| 30 Oct | 1249.85 | 116.65 | -167.15 | - | 20 | 0 | 45 |
| 29 Oct | 1274.70 | 283.8 | 0.00 | - | 0 | 45 | 0 |
| 28 Oct | 1311.50 | 283.8 | - | 0 | 0 | 0 | |
For Dr. Reddy S Laboratories - strike price 1360 expiring on 28NOV2024
Delta for 1360 PE is -
Historical price for 1360 PE is as follows
On 21 Nov DRREDDY was trading at 1195.35. The strike last trading price was 175.4, which was 5.30 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 20 Nov DRREDDY was trading at 1213.45. The strike last trading price was 170.1, 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 170.1, 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 170.1, which was 87.10 higher than the previous day. The implied volatity was 62.58, the open interest changed by 0 which decreased total open position to 17
On 14 Nov DRREDDY was trading at 1226.70. The strike last trading price was 83, 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 83, 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 12 Nov DRREDDY was trading at 1263.90. The strike last trading price was 83, 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 11 Nov DRREDDY was trading at 1287.90. The strike last trading price was 83, which was -0.70 lower than the previous day. The implied volatity was 35.80, the open interest changed by 0 which decreased total open position to 18
On 8 Nov DRREDDY was trading at 1283.65. The strike last trading price was 83.7, which was 9.65 higher than the previous day. The implied volatity was 29.71, the open interest changed by -1 which decreased total open position to 19
On 7 Nov DRREDDY was trading at 1287.35. The strike last trading price was 74.05, which was 10.45 higher than the previous day. The implied volatity was 25.58, the open interest changed by 1 which increased total open position to 19
On 6 Nov DRREDDY was trading at 1302.10. The strike last trading price was 63.6, which was -29.85 lower than the previous day. The implied volatity was 24.23, the open interest changed by 2 which increased total open position to 16
On 5 Nov DRREDDY was trading at 1272.20. The strike last trading price was 93.45, which was -7.55 lower than the previous day. The implied volatity was 35.79, the open interest changed by 2 which increased total open position to 15
On 4 Nov DRREDDY was trading at 1268.30. The strike last trading price was 101, which was 0.10 higher than the previous day. The implied volatity was 37.60, the open interest changed by 1 which increased total open position to 14
On 1 Nov DRREDDY was trading at 1259.60. The strike last trading price was 100.9, which was 0.00 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 31 Oct DRREDDY was trading at 1274.20. The strike last trading price was 100.9, which was -15.75 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 116.65, which was -167.15 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 283.8, 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 283.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
