[--[65.84.65.76]--]

DRREDDY

Dr. Reddy S Laboratories
1279.3 +5.80 (0.46%)
L: 1267.3 H: 1280.4

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Historical option data for DRREDDY

12 Dec 2025 04:10 PM IST
DRREDDY 30-DEC-2025 1400 CE
Delta: 0.02
Vega: 0.14
Theta: -0.08
Gamma: 0.00
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
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
Delta: -
Vega: -
Theta: -
Gamma: -
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