DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
21 Nov 2024 04:10 PM IST
| DRREDDY 28NOV2024 1380 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 0.06
Theta: -0.19
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1195.35 | 0.35 | 0.00 | 46.23 | 170 | -55 | 585 | |||
| 20 Nov | 1213.45 | 0.35 | 0.00 | 36.36 | 120 | -70 | 640 | |||
| 19 Nov | 1213.45 | 0.35 | -0.05 | 36.36 | 120 | -70 | 640 | |||
| 18 Nov | 1193.55 | 0.4 | -0.30 | 39.15 | 315 | -125 | 710 | |||
| 14 Nov | 1226.70 | 0.7 | -0.45 | 29.21 | 405 | -165 | 845 | |||
| 13 Nov | 1245.00 | 1.15 | -0.40 | 27.52 | 220 | -105 | 1,020 | |||
| 12 Nov | 1263.90 | 1.55 | -0.50 | 25.81 | 1,210 | 185 | 1,180 | |||
| 11 Nov | 1287.90 | 2.05 | -0.25 | 21.19 | 1,560 | 45 | 1,020 | |||
| 8 Nov | 1283.65 | 2.3 | -0.80 | 21.02 | 2,170 | -70 | 975 | |||
| 7 Nov | 1287.35 | 3.1 | -1.05 | 20.56 | 1,880 | -125 | 1,050 | |||
| 6 Nov | 1302.10 | 4.15 | -2.25 | 19.34 | 5,300 | 565 | 1,170 | |||
| 5 Nov | 1272.20 | 6.4 | -1.80 | 26.54 | 735 | 200 | 590 | |||
| 4 Nov | 1268.30 | 8.2 | -1.70 | 29.59 | 375 | 140 | 390 | |||
| 1 Nov | 1259.60 | 9.9 | -4.10 | 31.29 | 110 | 25 | 250 | |||
| 31 Oct | 1274.20 | 14 | 5.00 | - | 480 | 140 | 225 | |||
| 30 Oct | 1249.85 | 9 | -103.35 | - | 75 | 25 | 80 | |||
| 29 Oct | 1274.70 | 112.35 | 0.00 | - | 0 | 55 | 0 | |||
|
|
||||||||||
| 28 Oct | 1311.50 | 112.35 | - | 0 | 0 | 0 | ||||
For Dr. Reddy S Laboratories - strike price 1380 expiring on 28NOV2024
Delta for 1380 CE is 0.01
Historical price for 1380 CE is as follows
On 21 Nov DRREDDY was trading at 1195.35. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 46.23, the open interest changed by -11 which decreased total open position to 117
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 36.36, the open interest changed by -14 which decreased total open position to 128
On 19 Nov DRREDDY was trading at 1213.45. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 36.36, the open interest changed by -14 which decreased total open position to 128
On 18 Nov DRREDDY was trading at 1193.55. The strike last trading price was 0.4, which was -0.30 lower than the previous day. The implied volatity was 39.15, the open interest changed by -25 which decreased total open position to 142
On 14 Nov DRREDDY was trading at 1226.70. The strike last trading price was 0.7, which was -0.45 lower than the previous day. The implied volatity was 29.21, the open interest changed by -33 which decreased total open position to 169
On 13 Nov DRREDDY was trading at 1245.00. The strike last trading price was 1.15, which was -0.40 lower than the previous day. The implied volatity was 27.52, the open interest changed by -21 which decreased total open position to 204
On 12 Nov DRREDDY was trading at 1263.90. The strike last trading price was 1.55, which was -0.50 lower than the previous day. The implied volatity was 25.81, the open interest changed by 37 which increased total open position to 236
On 11 Nov DRREDDY was trading at 1287.90. The strike last trading price was 2.05, which was -0.25 lower than the previous day. The implied volatity was 21.19, the open interest changed by 9 which increased total open position to 204
On 8 Nov DRREDDY was trading at 1283.65. The strike last trading price was 2.3, which was -0.80 lower than the previous day. The implied volatity was 21.02, the open interest changed by -14 which decreased total open position to 195
On 7 Nov DRREDDY was trading at 1287.35. The strike last trading price was 3.1, which was -1.05 lower than the previous day. The implied volatity was 20.56, the open interest changed by -25 which decreased total open position to 210
On 6 Nov DRREDDY was trading at 1302.10. The strike last trading price was 4.15, which was -2.25 lower than the previous day. The implied volatity was 19.34, the open interest changed by 113 which increased total open position to 234
On 5 Nov DRREDDY was trading at 1272.20. The strike last trading price was 6.4, which was -1.80 lower than the previous day. The implied volatity was 26.54, the open interest changed by 40 which increased total open position to 118
On 4 Nov DRREDDY was trading at 1268.30. The strike last trading price was 8.2, which was -1.70 lower than the previous day. The implied volatity was 29.59, the open interest changed by 28 which increased total open position to 78
On 1 Nov DRREDDY was trading at 1259.60. The strike last trading price was 9.9, which was -4.10 lower than the previous day. The implied volatity was 31.29, the open interest changed by 5 which increased total open position to 50
On 31 Oct DRREDDY was trading at 1274.20. The strike last trading price was 14, which was 5.00 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 9, which was -103.35 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 112.35, 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 112.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| DRREDDY 28NOV2024 1380 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1195.35 | 184.65 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 1213.45 | 184.65 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 1213.45 | 184.65 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 1193.55 | 184.65 | 93.05 | 47.80 | 15 | 0 | 110 |
| 14 Nov | 1226.70 | 91.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 1245.00 | 91.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 1263.90 | 91.6 | 0.00 | 0.00 | 0 | -5 | 0 |
| 11 Nov | 1287.90 | 91.6 | 0.00 | 25.61 | 5 | 0 | 115 |
| 8 Nov | 1283.65 | 91.6 | 0.00 | 0.00 | 0 | 5 | 0 |
| 7 Nov | 1287.35 | 91.6 | 10.85 | 27.02 | 15 | 0 | 110 |
| 6 Nov | 1302.10 | 80.75 | -43.95 | 25.87 | 35 | -10 | 105 |
| 5 Nov | 1272.20 | 124.7 | 0.00 | 0.00 | 0 | 5 | 0 |
| 4 Nov | 1268.30 | 124.7 | 15.70 | 45.53 | 5 | 0 | 110 |
| 1 Nov | 1259.60 | 109 | 0.00 | 0.00 | 0 | 55 | 0 |
| 31 Oct | 1274.20 | 109 | -21.00 | - | 55 | 50 | 105 |
| 30 Oct | 1249.85 | 130 | -304.00 | - | 30 | 20 | 50 |
| 29 Oct | 1274.70 | 434 | 0.00 | - | 0 | 30 | 0 |
| 28 Oct | 1311.50 | 434 | - | 0 | 6 | 0 | |
For Dr. Reddy S Laboratories - strike price 1380 expiring on 28NOV2024
Delta for 1380 PE is 0.00
Historical price for 1380 PE is as follows
On 21 Nov DRREDDY was trading at 1195.35. The strike last trading price was 184.65, 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 184.65, 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 184.65, 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 184.65, which was 93.05 higher than the previous day. The implied volatity was 47.80, the open interest changed by 0 which decreased total open position to 22
On 14 Nov DRREDDY was trading at 1226.70. The strike last trading price was 91.6, 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 91.6, 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 91.6, 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 91.6, which was 0.00 lower than the previous day. The implied volatity was 25.61, the open interest changed by 0 which decreased total open position to 23
On 8 Nov DRREDDY was trading at 1283.65. The strike last trading price was 91.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 7 Nov DRREDDY was trading at 1287.35. The strike last trading price was 91.6, which was 10.85 higher than the previous day. The implied volatity was 27.02, the open interest changed by 0 which decreased total open position to 22
On 6 Nov DRREDDY was trading at 1302.10. The strike last trading price was 80.75, which was -43.95 lower than the previous day. The implied volatity was 25.87, the open interest changed by -2 which decreased total open position to 21
On 5 Nov DRREDDY was trading at 1272.20. The strike last trading price was 124.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 4 Nov DRREDDY was trading at 1268.30. The strike last trading price was 124.7, which was 15.70 higher than the previous day. The implied volatity was 45.53, the open interest changed by 0 which decreased total open position to 22
On 1 Nov DRREDDY was trading at 1259.60. The strike last trading price was 109, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 11 which increased total open position to 0
On 31 Oct DRREDDY was trading at 1274.20. The strike last trading price was 109, which was -21.00 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 130, which was -304.00 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 434, 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 434, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
