DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
12 Dec 2025 04:10 PM IST
| DRREDDY 30-DEC-2025 1360 CE | ||||||||||||||||
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Delta: 0.04
Vega: 0.27
Theta: -0.12
Gamma: 0.00
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| 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































































































































































































































