DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
21 Nov 2024 04:10 PM IST
| DRREDDY 28NOV2024 1390 CE | ||||||||||
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Delta: 0.01
Vega: 0.04
Theta: -0.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1195.35 | 0.25 | 0.05 | 46.08 | 50 | -20 | 260 | |||
| 20 Nov | 1213.45 | 0.2 | 0.00 | 35.49 | 20 | -10 | 285 | |||
| 19 Nov | 1213.45 | 0.2 | -0.20 | 35.49 | 20 | -5 | 285 | |||
| 18 Nov | 1193.55 | 0.4 | -0.65 | 40.83 | 5 | 0 | 290 | |||
| 14 Nov | 1226.70 | 1.05 | 0.00 | 0.00 | 0 | -40 | 0 | |||
| 13 Nov | 1245.00 | 1.05 | -0.40 | 28.66 | 100 | -40 | 290 | |||
| 12 Nov | 1263.90 | 1.45 | -0.25 | 27.10 | 115 | -10 | 330 | |||
| 11 Nov | 1287.90 | 1.7 | -0.45 | 21.98 | 400 | 115 | 340 | |||
| 8 Nov | 1283.65 | 2.15 | -0.55 | 22.29 | 285 | -60 | 225 | |||
| 7 Nov | 1287.35 | 2.7 | -0.60 | 21.47 | 1,500 | -80 | 300 | |||
| 6 Nov | 1302.10 | 3.3 | -2.00 | 19.76 | 2,970 | 115 | 385 | |||
| 5 Nov | 1272.20 | 5.3 | -2.00 | 26.73 | 595 | 260 | 280 | |||
| 4 Nov | 1268.30 | 7.3 | -207.95 | 30.39 | 50 | 20 | 20 | |||
| 1 Nov | 1259.60 | 215.25 | 0.00 | 8.61 | 0 | 0 | 0 | |||
| 31 Oct | 1274.20 | 215.25 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1249.85 | 215.25 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1274.70 | 215.25 | 0.00 | - | 0 | 0 | 0 | |||
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| 28 Oct | 1311.50 | 215.25 | - | 0 | 0 | 0 | ||||
For Dr. Reddy S Laboratories - strike price 1390 expiring on 28NOV2024
Delta for 1390 CE is 0.01
Historical price for 1390 CE is as follows
On 21 Nov DRREDDY was trading at 1195.35. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 46.08, the open interest changed by -4 which decreased total open position to 52
On 20 Nov DRREDDY was trading at 1213.45. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 35.49, the open interest changed by -2 which decreased total open position to 57
On 19 Nov DRREDDY was trading at 1213.45. The strike last trading price was 0.2, which was -0.20 lower than the previous day. The implied volatity was 35.49, the open interest changed by -1 which decreased total open position to 57
On 18 Nov DRREDDY was trading at 1193.55. The strike last trading price was 0.4, which was -0.65 lower than the previous day. The implied volatity was 40.83, the open interest changed by 0 which decreased total open position to 58
On 14 Nov DRREDDY was trading at 1226.70. The strike last trading price was 1.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -8 which decreased total open position to 0
On 13 Nov DRREDDY was trading at 1245.00. The strike last trading price was 1.05, which was -0.40 lower than the previous day. The implied volatity was 28.66, the open interest changed by -8 which decreased total open position to 58
On 12 Nov DRREDDY was trading at 1263.90. The strike last trading price was 1.45, which was -0.25 lower than the previous day. The implied volatity was 27.10, the open interest changed by -2 which decreased total open position to 66
On 11 Nov DRREDDY was trading at 1287.90. The strike last trading price was 1.7, which was -0.45 lower than the previous day. The implied volatity was 21.98, the open interest changed by 23 which increased total open position to 68
On 8 Nov DRREDDY was trading at 1283.65. The strike last trading price was 2.15, which was -0.55 lower than the previous day. The implied volatity was 22.29, the open interest changed by -12 which decreased total open position to 45
On 7 Nov DRREDDY was trading at 1287.35. The strike last trading price was 2.7, which was -0.60 lower than the previous day. The implied volatity was 21.47, the open interest changed by -16 which decreased total open position to 60
On 6 Nov DRREDDY was trading at 1302.10. The strike last trading price was 3.3, which was -2.00 lower than the previous day. The implied volatity was 19.76, the open interest changed by 23 which increased total open position to 77
On 5 Nov DRREDDY was trading at 1272.20. The strike last trading price was 5.3, which was -2.00 lower than the previous day. The implied volatity was 26.73, the open interest changed by 52 which increased total open position to 56
On 4 Nov DRREDDY was trading at 1268.30. The strike last trading price was 7.3, which was -207.95 lower than the previous day. The implied volatity was 30.39, the open interest changed by 4 which increased total open position to 4
On 1 Nov DRREDDY was trading at 1259.60. The strike last trading price was 215.25, which was 0.00 lower than the previous day. The implied volatity was 8.61, 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 215.25, 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 215.25, 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 215.25, 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 215.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| DRREDDY 28NOV2024 1390 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 | 199.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 1213.45 | 199.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 1213.45 | 199.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 1193.55 | 199.55 | 116.15 | 62.89 | 5 | 0 | 10 |
| 14 Nov | 1226.70 | 83.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 1245.00 | 83.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 1263.90 | 83.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 1287.90 | 83.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 1283.65 | 83.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 1287.35 | 83.4 | 0.00 | 0.00 | 0 | 10 | 0 |
| 6 Nov | 1302.10 | 83.4 | -250.40 | 17.78 | 10 | 5 | 5 |
| 5 Nov | 1272.20 | 333.8 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 1268.30 | 333.8 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 1259.60 | 333.8 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 1274.20 | 333.8 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 1249.85 | 333.8 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 1274.70 | 333.8 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1311.50 | 333.8 | - | 0 | 0 | 0 | |
For Dr. Reddy S Laboratories - strike price 1390 expiring on 28NOV2024
Delta for 1390 PE is 0.00
Historical price for 1390 PE is as follows
On 21 Nov DRREDDY was trading at 1195.35. The strike last trading price was 199.55, 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 199.55, 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 199.55, 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 199.55, which was 116.15 higher than the previous day. The implied volatity was 62.89, 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 83.4, 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 83.4, 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 83.4, 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 11 Nov DRREDDY was trading at 1287.90. The strike last trading price was 83.4, 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 8 Nov DRREDDY was trading at 1283.65. The strike last trading price was 83.4, 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 7 Nov DRREDDY was trading at 1287.35. The strike last trading price was 83.4, 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 6 Nov DRREDDY was trading at 1302.10. The strike last trading price was 83.4, which was -250.40 lower than the previous day. The implied volatity was 17.78, 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 333.8, 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 333.8, 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 333.8, 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 333.8, 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 30 Oct DRREDDY was trading at 1249.85. The strike last trading price was 333.8, 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 29 Oct DRREDDY was trading at 1274.70. The strike last trading price was 333.8, 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 333.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
