DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
12 Dec 2025 04:10 PM IST
| DRREDDY 30-DEC-2025 1400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.14
Theta: -0.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 1279.30 | 0.4 | -0.05 | 18.54 | 76 | 25 | 332 | |||||||||
| 11 Dec | 1273.50 | 0.45 | 0.1 | 19.06 | 14 | 6 | 306 | |||||||||
| 10 Dec | 1250.80 | 0.35 | -0.1 | 21.64 | 20 | 4 | 300 | |||||||||
| 9 Dec | 1246.20 | 0.4 | 0 | 21.53 | 49 | -5 | 296 | |||||||||
| 8 Dec | 1266.50 | 0.4 | -0.1 | 18.44 | 70 | -10 | 298 | |||||||||
| 5 Dec | 1275.20 | 0.55 | -0.35 | 16.74 | 296 | -23 | 307 | |||||||||
| 4 Dec | 1277.60 | 0.9 | -0.2 | 17.42 | 100 | -35 | 330 | |||||||||
| 3 Dec | 1280.70 | 1.2 | 0.2 | 17.84 | 516 | 58 | 364 | |||||||||
| 2 Dec | 1275.20 | 1.15 | 0.5 | 17.80 | 210 | 47 | 317 | |||||||||
| 1 Dec | 1260.10 | 0.65 | -0.2 | 17.79 | 45 | 3 | 270 | |||||||||
| 28 Nov | 1258.80 | 0.85 | 0.15 | 17.88 | 94 | 32 | 266 | |||||||||
| 27 Nov | 1249.30 | 0.7 | -0.15 | 17.97 | 36 | 5 | 232 | |||||||||
| 26 Nov | 1248.00 | 0.85 | -0.65 | 18.49 | 317 | 131 | 221 | |||||||||
| 25 Nov | 1236.10 | 1.4 | -0.05 | 21.25 | 97 | 46 | 88 | |||||||||
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| 24 Nov | 1226.20 | 1.4 | -0.35 | 22.27 | 40 | 13 | 41 | |||||||||
| 21 Nov | 1243.90 | 1.7 | -0.55 | 19.84 | 26 | 1 | 28 | |||||||||
| 20 Nov | 1248.60 | 2.25 | 0.15 | 20.24 | 15 | 11 | 26 | |||||||||
| 19 Nov | 1250.20 | 2.05 | -0.95 | 19.22 | 9 | 1 | 16 | |||||||||
| 17 Nov | 1244.40 | 3 | 0.2 | 21.12 | 3 | 1 | 14 | |||||||||
| 14 Nov | 1246.00 | 2.9 | 0.45 | 19.79 | 9 | -1 | 7 | |||||||||
| 13 Nov | 1234.90 | 2.45 | -0.15 | 20.30 | 5 | 3 | 8 | |||||||||
| 12 Nov | 1229.60 | 2.6 | 0 | 20.73 | 2 | 0 | 4 | |||||||||
| 6 Nov | 1205.20 | 2.6 | -0.8 | 22.25 | 2 | 1 | 3 | |||||||||
| 30 Oct | 1202.20 | 3.4 | -3.6 | 21.98 | 1 | 0 | 1 | |||||||||
For Dr. Reddy S Laboratories - strike price 1400 expiring on 30DEC2025
Delta for 1400 CE is 0.02
Historical price for 1400 CE is as follows
On 12 Dec DRREDDY was trading at 1279.30. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 18.54, the open interest changed by 25 which increased total open position to 332
On 11 Dec DRREDDY was trading at 1273.50. The strike last trading price was 0.45, which was 0.1 higher than the previous day. The implied volatity was 19.06, the open interest changed by 6 which increased total open position to 306
On 10 Dec DRREDDY was trading at 1250.80. The strike last trading price was 0.35, which was -0.1 lower than the previous day. The implied volatity was 21.64, the open interest changed by 4 which increased total open position to 300
On 9 Dec DRREDDY was trading at 1246.20. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 21.53, the open interest changed by -5 which decreased total open position to 296
On 8 Dec DRREDDY was trading at 1266.50. The strike last trading price was 0.4, which was -0.1 lower than the previous day. The implied volatity was 18.44, the open interest changed by -10 which decreased total open position to 298
On 5 Dec DRREDDY was trading at 1275.20. The strike last trading price was 0.55, which was -0.35 lower than the previous day. The implied volatity was 16.74, the open interest changed by -23 which decreased total open position to 307
On 4 Dec DRREDDY was trading at 1277.60. The strike last trading price was 0.9, which was -0.2 lower than the previous day. The implied volatity was 17.42, the open interest changed by -35 which decreased total open position to 330
On 3 Dec DRREDDY was trading at 1280.70. The strike last trading price was 1.2, which was 0.2 higher than the previous day. The implied volatity was 17.84, the open interest changed by 58 which increased total open position to 364
On 2 Dec DRREDDY was trading at 1275.20. The strike last trading price was 1.15, which was 0.5 higher than the previous day. The implied volatity was 17.80, the open interest changed by 47 which increased total open position to 317
On 1 Dec DRREDDY was trading at 1260.10. The strike last trading price was 0.65, which was -0.2 lower than the previous day. The implied volatity was 17.79, the open interest changed by 3 which increased total open position to 270
On 28 Nov DRREDDY was trading at 1258.80. The strike last trading price was 0.85, which was 0.15 higher than the previous day. The implied volatity was 17.88, the open interest changed by 32 which increased total open position to 266
On 27 Nov DRREDDY was trading at 1249.30. The strike last trading price was 0.7, which was -0.15 lower than the previous day. The implied volatity was 17.97, the open interest changed by 5 which increased total open position to 232
On 26 Nov DRREDDY was trading at 1248.00. The strike last trading price was 0.85, which was -0.65 lower than the previous day. The implied volatity was 18.49, the open interest changed by 131 which increased total open position to 221
On 25 Nov DRREDDY was trading at 1236.10. The strike last trading price was 1.4, which was -0.05 lower than the previous day. The implied volatity was 21.25, the open interest changed by 46 which increased total open position to 88
On 24 Nov DRREDDY was trading at 1226.20. The strike last trading price was 1.4, which was -0.35 lower than the previous day. The implied volatity was 22.27, the open interest changed by 13 which increased total open position to 41
On 21 Nov DRREDDY was trading at 1243.90. The strike last trading price was 1.7, which was -0.55 lower than the previous day. The implied volatity was 19.84, the open interest changed by 1 which increased total open position to 28
On 20 Nov DRREDDY was trading at 1248.60. The strike last trading price was 2.25, which was 0.15 higher than the previous day. The implied volatity was 20.24, the open interest changed by 11 which increased total open position to 26
On 19 Nov DRREDDY was trading at 1250.20. The strike last trading price was 2.05, which was -0.95 lower than the previous day. The implied volatity was 19.22, the open interest changed by 1 which increased total open position to 16
On 17 Nov DRREDDY was trading at 1244.40. The strike last trading price was 3, which was 0.2 higher than the previous day. The implied volatity was 21.12, the open interest changed by 1 which increased total open position to 14
On 14 Nov DRREDDY was trading at 1246.00. The strike last trading price was 2.9, which was 0.45 higher than the previous day. The implied volatity was 19.79, the open interest changed by -1 which decreased total open position to 7
On 13 Nov DRREDDY was trading at 1234.90. The strike last trading price was 2.45, which was -0.15 lower than the previous day. The implied volatity was 20.30, the open interest changed by 3 which increased total open position to 8
On 12 Nov DRREDDY was trading at 1229.60. The strike last trading price was 2.6, which was 0 lower than the previous day. The implied volatity was 20.73, the open interest changed by 0 which decreased total open position to 4
On 6 Nov DRREDDY was trading at 1205.20. The strike last trading price was 2.6, which was -0.8 lower than the previous day. The implied volatity was 22.25, the open interest changed by 1 which increased total open position to 3
On 30 Oct DRREDDY was trading at 1202.20. The strike last trading price was 3.4, which was -3.6 lower than the previous day. The implied volatity was 21.98, the open interest changed by 0 which decreased total open position to 1
| DRREDDY 30DEC2025 1400 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 | 113.55 | -38.95 | - | 0 | 0 | 7 |
| 11 Dec | 1273.50 | 113.55 | -38.95 | - | 0 | 0 | 7 |
| 10 Dec | 1250.80 | 113.55 | -38.95 | - | 0 | 0 | 7 |
| 9 Dec | 1246.20 | 113.55 | -38.95 | - | 0 | 0 | 0 |
| 8 Dec | 1266.50 | 113.55 | -38.95 | - | 0 | 0 | 7 |
| 5 Dec | 1275.20 | 113.55 | -38.95 | - | 6 | 0 | 7 |
| 4 Dec | 1277.60 | 152.5 | 4 | - | 0 | 0 | 0 |
| 3 Dec | 1280.70 | 152.5 | 4 | - | 0 | 0 | 0 |
| 2 Dec | 1275.20 | 152.5 | 4 | - | 0 | 0 | 0 |
| 1 Dec | 1260.10 | 152.5 | 4 | - | 0 | 0 | 0 |
| 28 Nov | 1258.80 | 152.5 | 4 | - | 0 | 0 | 0 |
| 27 Nov | 1249.30 | 152.5 | 4 | - | 0 | 0 | 0 |
| 26 Nov | 1248.00 | 152.5 | 4 | - | 0 | 1 | 0 |
| 25 Nov | 1236.10 | 152.5 | 4 | 9.96 | 1 | 0 | 6 |
| 24 Nov | 1226.20 | 148.5 | -6.5 | - | 3 | 2 | 5 |
| 21 Nov | 1243.90 | 155 | -15 | 34.50 | 3 | 2 | 2 |
| 20 Nov | 1248.60 | 170 | 0 | - | 0 | 0 | 0 |
| 19 Nov | 1250.20 | 170 | 0 | - | 0 | 0 | 0 |
| 17 Nov | 1244.40 | 170 | 0 | - | 0 | 0 | 0 |
| 14 Nov | 1246.00 | 170 | 0 | - | 0 | 0 | 0 |
| 13 Nov | 1234.90 | 170 | 0 | - | 0 | 0 | 0 |
| 12 Nov | 1229.60 | 170 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 1205.20 | 170 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 1202.20 | 170 | 0 | - | 0 | 0 | 0 |
For Dr. Reddy S Laboratories - strike price 1400 expiring on 30DEC2025
Delta for 1400 PE is -
Historical price for 1400 PE is as follows
On 12 Dec DRREDDY was trading at 1279.30. The strike last trading price was 113.55, which was -38.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 11 Dec DRREDDY was trading at 1273.50. The strike last trading price was 113.55, which was -38.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 10 Dec DRREDDY was trading at 1250.80. The strike last trading price was 113.55, which was -38.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 9 Dec DRREDDY was trading at 1246.20. The strike last trading price was 113.55, which was -38.95 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 113.55, which was -38.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 5 Dec DRREDDY was trading at 1275.20. The strike last trading price was 113.55, which was -38.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 4 Dec DRREDDY was trading at 1277.60. The strike last trading price was 152.5, which was 4 higher 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 152.5, which was 4 higher 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 152.5, which was 4 higher 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 152.5, which was 4 higher 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 152.5, which was 4 higher 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 152.5, which was 4 higher 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 152.5, which was 4 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 25 Nov DRREDDY was trading at 1236.10. The strike last trading price was 152.5, which was 4 higher than the previous day. The implied volatity was 9.96, the open interest changed by 0 which decreased total open position to 6
On 24 Nov DRREDDY was trading at 1226.20. The strike last trading price was 148.5, which was -6.5 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 5
On 21 Nov DRREDDY was trading at 1243.90. The strike last trading price was 155, which was -15 lower than the previous day. The implied volatity was 34.50, the open interest changed by 2 which increased total open position to 2
On 20 Nov DRREDDY was trading at 1248.60. The strike last trading price was 170, 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 19 Nov DRREDDY was trading at 1250.20. The strike last trading price was 170, 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 17 Nov DRREDDY was trading at 1244.40. The strike last trading price was 170, 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 14 Nov DRREDDY was trading at 1246.00. The strike last trading price was 170, 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 Nov DRREDDY was trading at 1234.90. The strike last trading price was 170, 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 12 Nov DRREDDY was trading at 1229.60. The strike last trading price was 170, 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 170, 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 170, 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































































































































































































































