DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
21 Nov 2024 04:10 PM IST
| DRREDDY 28NOV2024 1370 CE | ||||||||||
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Delta: 0.01
Vega: 0.06
Theta: -0.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1195.35 | 0.35 | -0.25 | 44.22 | 80 | -40 | 365 | |||
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| 20 Nov | 1213.45 | 0.6 | 0.00 | 37.40 | 65 | -5 | 405 | |||
| 19 Nov | 1213.45 | 0.6 | -0.10 | 37.40 | 65 | -5 | 405 | |||
| 18 Nov | 1193.55 | 0.7 | 0.10 | 40.65 | 110 | -25 | 420 | |||
| 14 Nov | 1226.70 | 0.6 | -1.20 | 26.76 | 15 | 0 | 450 | |||
| 13 Nov | 1245.00 | 1.8 | 0.00 | 28.30 | 115 | -25 | 435 | |||
| 12 Nov | 1263.90 | 1.8 | -0.90 | 24.91 | 1,685 | 25 | 530 | |||
| 11 Nov | 1287.90 | 2.7 | -0.15 | 20.82 | 1,105 | 90 | 530 | |||
| 8 Nov | 1283.65 | 2.85 | -1.25 | 20.46 | 920 | -25 | 440 | |||
| 7 Nov | 1287.35 | 4.1 | -1.00 | 20.44 | 645 | -50 | 465 | |||
| 6 Nov | 1302.10 | 5.1 | -2.45 | 18.76 | 2,900 | 185 | 515 | |||
| 5 Nov | 1272.20 | 7.55 | -2.65 | 26.16 | 815 | 165 | 250 | |||
| 4 Nov | 1268.30 | 10.2 | -7.15 | 30.06 | 160 | 65 | 75 | |||
| 1 Nov | 1259.60 | 17.35 | 0.00 | 0.00 | 0 | 10 | 0 | |||
| 31 Oct | 1274.20 | 17.35 | -241.30 | - | 20 | 10 | 10 | |||
| 30 Oct | 1249.85 | 258.65 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1274.70 | 258.65 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1311.50 | 258.65 | - | 0 | 0 | 0 | ||||
For Dr. Reddy S Laboratories - strike price 1370 expiring on 28NOV2024
Delta for 1370 CE is 0.01
Historical price for 1370 CE is as follows
On 21 Nov DRREDDY was trading at 1195.35. The strike last trading price was 0.35, which was -0.25 lower than the previous day. The implied volatity was 44.22, the open interest changed by -8 which decreased total open position to 73
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 37.40, the open interest changed by -1 which decreased total open position to 81
On 19 Nov DRREDDY was trading at 1213.45. The strike last trading price was 0.6, which was -0.10 lower than the previous day. The implied volatity was 37.40, the open interest changed by -1 which decreased total open position to 81
On 18 Nov DRREDDY was trading at 1193.55. The strike last trading price was 0.7, which was 0.10 higher than the previous day. The implied volatity was 40.65, the open interest changed by -5 which decreased total open position to 84
On 14 Nov DRREDDY was trading at 1226.70. The strike last trading price was 0.6, which was -1.20 lower than the previous day. The implied volatity was 26.76, the open interest changed by 0 which decreased total open position to 90
On 13 Nov DRREDDY was trading at 1245.00. The strike last trading price was 1.8, which was 0.00 lower than the previous day. The implied volatity was 28.30, the open interest changed by -5 which decreased total open position to 87
On 12 Nov DRREDDY was trading at 1263.90. The strike last trading price was 1.8, which was -0.90 lower than the previous day. The implied volatity was 24.91, the open interest changed by 5 which increased total open position to 106
On 11 Nov DRREDDY was trading at 1287.90. The strike last trading price was 2.7, which was -0.15 lower than the previous day. The implied volatity was 20.82, the open interest changed by 18 which increased total open position to 106
On 8 Nov DRREDDY was trading at 1283.65. The strike last trading price was 2.85, which was -1.25 lower than the previous day. The implied volatity was 20.46, the open interest changed by -5 which decreased total open position to 88
On 7 Nov DRREDDY was trading at 1287.35. The strike last trading price was 4.1, which was -1.00 lower than the previous day. The implied volatity was 20.44, the open interest changed by -10 which decreased total open position to 93
On 6 Nov DRREDDY was trading at 1302.10. The strike last trading price was 5.1, which was -2.45 lower than the previous day. The implied volatity was 18.76, the open interest changed by 37 which increased total open position to 103
On 5 Nov DRREDDY was trading at 1272.20. The strike last trading price was 7.55, which was -2.65 lower than the previous day. The implied volatity was 26.16, the open interest changed by 33 which increased total open position to 50
On 4 Nov DRREDDY was trading at 1268.30. The strike last trading price was 10.2, which was -7.15 lower than the previous day. The implied volatity was 30.06, the open interest changed by 13 which increased total open position to 15
On 1 Nov DRREDDY was trading at 1259.60. The strike last trading price was 17.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 31 Oct DRREDDY was trading at 1274.20. The strike last trading price was 17.35, which was -241.30 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 258.65, 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 258.65, 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 258.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| DRREDDY 28NOV2024 1370 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 | 179.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 1213.45 | 179.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 1213.45 | 179.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 1193.55 | 179.7 | 94.45 | 64.08 | 5 | 0 | 10 |
| 14 Nov | 1226.70 | 85.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 1245.00 | 85.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 1263.90 | 85.25 | 0.00 | 0.00 | 0 | -10 | 0 |
| 11 Nov | 1287.90 | 85.25 | 1.65 | 29.00 | 10 | -5 | 15 |
| 8 Nov | 1283.65 | 83.6 | 0.00 | 0.00 | 0 | 10 | 0 |
| 7 Nov | 1287.35 | 83.6 | 13.35 | 27.30 | 10 | 5 | 15 |
| 6 Nov | 1302.10 | 70.25 | -208.25 | 23.16 | 10 | 5 | 5 |
| 5 Nov | 1272.20 | 278.5 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 1268.30 | 278.5 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 1259.60 | 278.5 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 1274.20 | 278.5 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 1249.85 | 278.5 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 1274.70 | 278.5 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1311.50 | 278.5 | - | 0 | 0 | 0 | |
For Dr. Reddy S Laboratories - strike price 1370 expiring on 28NOV2024
Delta for 1370 PE is 0.00
Historical price for 1370 PE is as follows
On 21 Nov DRREDDY was trading at 1195.35. The strike last trading price was 179.7, 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 179.7, 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 179.7, 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 179.7, which was 94.45 higher than the previous day. The implied volatity was 64.08, the open interest changed by 0 which decreased total open position to 2
On 14 Nov DRREDDY was trading at 1226.70. The strike last trading price was 85.25, 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 85.25, 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 85.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 11 Nov DRREDDY was trading at 1287.90. The strike last trading price was 85.25, which was 1.65 higher than the previous day. The implied volatity was 29.00, the open interest changed by -1 which decreased total open position to 3
On 8 Nov DRREDDY was trading at 1283.65. The strike last trading price was 83.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 7 Nov DRREDDY was trading at 1287.35. The strike last trading price was 83.6, which was 13.35 higher than the previous day. The implied volatity was 27.30, the open interest changed by 1 which increased total open position to 3
On 6 Nov DRREDDY was trading at 1302.10. The strike last trading price was 70.25, which was -208.25 lower than the previous day. The implied volatity was 23.16, the open interest changed by 1 which increased total open position to 1
On 5 Nov DRREDDY was trading at 1272.20. The strike last trading price was 278.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov DRREDDY was trading at 1268.30. The strike last trading price was 278.5, which was 0.00 lower than the previous day. The implied volatity was -, 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 278.5, which was 0.00 lower than the previous day. The implied volatity was -, 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 278.5, 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 30 Oct DRREDDY was trading at 1249.85. The strike last trading price was 278.5, 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 278.5, 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 278.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
