DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
11 Apr 2025 04:10 PM IST
| DRREDDY 24APR2025 1380 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.09
Theta: -0.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 1109.50 | 0.65 | -0.25 | 52.32 | 5 | 0 | 21 | |||
| 9 Apr | 1094.05 | 0.9 | 0.3 | 54.51 | 1 | 0 | 20 | |||
| 8 Apr | 1107.95 | 0.6 | 0.45 | 46.26 | 2 | 0 | 22 | |||
| 7 Apr | 1087.90 | 0.15 | -0.35 | 40.62 | 40 | 17 | 38 | |||
| 4 Apr | 1109.95 | 0.5 | -0.4 | 40.17 | 4 | 2 | 23 | |||
| 3 Apr | 1151.45 | 0.9 | 0.35 | 36.37 | 10 | 7 | 21 | |||
| 2 Apr | 1150.00 | 0.55 | 0 | 0.00 | 0 | 3 | 0 | |||
| 1 Apr | 1152.20 | 0.55 | -0.65 | 32.38 | 13 | 14 | 14 | |||
| 28 Mar | 1144.20 | 1.2 | 0 | 0.00 | 0 | 5 | 0 | |||
| 27 Mar | 1162.20 | 1.2 | 0.2 | 31.28 | 6 | 2 | 8 | |||
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| 26 Mar | 1164.60 | 1 | -0.75 | 29.79 | 2 | 0 | 6 | |||
| 25 Mar | 1177.90 | 1.7 | 0.35 | 30.25 | 18 | 3 | 6 | |||
| 24 Mar | 1210.30 | 1.35 | -9.95 | 24.02 | 17 | 4 | 4 | |||
For Dr. Reddy S Laboratories - strike price 1380 expiring on 24APR2025
Delta for 1380 CE is 0.02
Historical price for 1380 CE is as follows
On 11 Apr DRREDDY was trading at 1109.50. The strike last trading price was 0.65, which was -0.25 lower than the previous day. The implied volatity was 52.32, the open interest changed by 0 which decreased total open position to 21
On 9 Apr DRREDDY was trading at 1094.05. The strike last trading price was 0.9, which was 0.3 higher than the previous day. The implied volatity was 54.51, the open interest changed by 0 which decreased total open position to 20
On 8 Apr DRREDDY was trading at 1107.95. The strike last trading price was 0.6, which was 0.45 higher than the previous day. The implied volatity was 46.26, the open interest changed by 0 which decreased total open position to 22
On 7 Apr DRREDDY was trading at 1087.90. The strike last trading price was 0.15, which was -0.35 lower than the previous day. The implied volatity was 40.62, the open interest changed by 17 which increased total open position to 38
On 4 Apr DRREDDY was trading at 1109.95. The strike last trading price was 0.5, which was -0.4 lower than the previous day. The implied volatity was 40.17, the open interest changed by 2 which increased total open position to 23
On 3 Apr DRREDDY was trading at 1151.45. The strike last trading price was 0.9, which was 0.35 higher than the previous day. The implied volatity was 36.37, the open interest changed by 7 which increased total open position to 21
On 2 Apr DRREDDY was trading at 1150.00. The strike last trading price was 0.55, which was 0 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 1 Apr DRREDDY was trading at 1152.20. The strike last trading price was 0.55, which was -0.65 lower than the previous day. The implied volatity was 32.38, the open interest changed by 14 which increased total open position to 14
On 28 Mar DRREDDY was trading at 1144.20. The strike last trading price was 1.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 27 Mar DRREDDY was trading at 1162.20. The strike last trading price was 1.2, which was 0.2 higher than the previous day. The implied volatity was 31.28, the open interest changed by 2 which increased total open position to 8
On 26 Mar DRREDDY was trading at 1164.60. The strike last trading price was 1, which was -0.75 lower than the previous day. The implied volatity was 29.79, the open interest changed by 0 which decreased total open position to 6
On 25 Mar DRREDDY was trading at 1177.90. The strike last trading price was 1.7, which was 0.35 higher than the previous day. The implied volatity was 30.25, the open interest changed by 3 which increased total open position to 6
On 24 Mar DRREDDY was trading at 1210.30. The strike last trading price was 1.35, which was -9.95 lower than the previous day. The implied volatity was 24.02, the open interest changed by 4 which increased total open position to 4
| DRREDDY 24APR2025 1380 PE | |||||||
|---|---|---|---|---|---|---|---|
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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 |
| 11 Apr | 1109.50 | 235 | 0 | 0.00 | 0 | 0 | 0 |
| 9 Apr | 1094.05 | 235 | 0 | 0.00 | 0 | 0 | 0 |
| 8 Apr | 1107.95 | 235 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Apr | 1087.90 | 235 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Apr | 1109.95 | 235 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Apr | 1151.45 | 235 | 0 | 0.00 | 0 | 0 | 0 |
| 2 Apr | 1150.00 | 235 | 0 | 0.00 | 0 | 0 | 0 |
| 1 Apr | 1152.20 | 235 | 0 | 0.00 | 0 | 1 | 0 |
| 28 Mar | 1144.20 | 235 | 0 | 0.00 | 0 | 1 | 0 |
| 27 Mar | 1162.20 | 235 | 61.15 | 67.41 | 1 | 0 | 0 |
| 26 Mar | 1164.60 | 173.85 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 1177.90 | 173.85 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 1210.30 | 173.85 | 0 | - | 0 | 0 | 0 |
For Dr. Reddy S Laboratories - strike price 1380 expiring on 24APR2025
Delta for 1380 PE is 0.00
Historical price for 1380 PE is as follows
On 11 Apr DRREDDY was trading at 1109.50. The strike last trading price was 235, which was 0 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 9 Apr DRREDDY was trading at 1094.05. The strike last trading price was 235, which was 0 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 8 Apr DRREDDY was trading at 1107.95. The strike last trading price was 235, which was 0 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 7 Apr DRREDDY was trading at 1087.90. The strike last trading price was 235, which was 0 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 4 Apr DRREDDY was trading at 1109.95. The strike last trading price was 235, which was 0 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 3 Apr DRREDDY was trading at 1151.45. The strike last trading price was 235, which was 0 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 2 Apr DRREDDY was trading at 1150.00. The strike last trading price was 235, which was 0 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 1 Apr DRREDDY was trading at 1152.20. The strike last trading price was 235, which was 0 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 28 Mar DRREDDY was trading at 1144.20. The strike last trading price was 235, which was 0 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 27 Mar DRREDDY was trading at 1162.20. The strike last trading price was 235, which was 61.15 higher than the previous day. The implied volatity was 67.41, the open interest changed by 0 which decreased total open position to 0
On 26 Mar DRREDDY was trading at 1164.60. The strike last trading price was 173.85, 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 25 Mar DRREDDY was trading at 1177.90. The strike last trading price was 173.85, 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 Mar DRREDDY was trading at 1210.30. The strike last trading price was 173.85, 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
