DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
21 Nov 2024 04:10 PM IST
| DRREDDY 28NOV2024 1400 CE | ||||||||||
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Delta: 0.01
Vega: 0.05
Theta: -0.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 21 Nov | 1195.35 | 0.3 | -0.10 | 49.18 | 895 | -380 | 3,620 | |||
| 20 Nov | 1213.45 | 0.4 | 0.00 | 40.61 | 925 | -130 | 4,000 | |||
| 19 Nov | 1213.45 | 0.4 | -0.05 | 40.61 | 925 | -130 | 4,000 | |||
| 18 Nov | 1193.55 | 0.45 | -0.30 | 43.18 | 2,085 | -520 | 4,130 | |||
| 14 Nov | 1226.70 | 0.75 | -0.05 | 32.65 | 660 | -225 | 4,700 | |||
| 13 Nov | 1245.00 | 0.8 | -0.45 | 28.86 | 1,740 | -215 | 4,930 | |||
| 12 Nov | 1263.90 | 1.25 | -0.25 | 27.91 | 1,095 | -95 | 5,145 | |||
| 11 Nov | 1287.90 | 1.5 | -0.30 | 23.02 | 1,740 | 15 | 5,235 | |||
| 8 Nov | 1283.65 | 1.8 | -0.45 | 22.94 | 2,990 | -270 | 5,225 | |||
| 7 Nov | 1287.35 | 2.25 | -0.50 | 22.09 | 4,245 | 260 | 5,500 | |||
| 6 Nov | 1302.10 | 2.75 | -2.05 | 20.42 | 18,250 | -170 | 5,320 | |||
| 5 Nov | 1272.20 | 4.8 | -1.70 | 27.61 | 8,855 | 1,990 | 5,605 | |||
| 4 Nov | 1268.30 | 6.5 | -1.60 | 30.80 | 3,960 | 740 | 3,560 | |||
| 1 Nov | 1259.60 | 8.1 | -2.50 | 32.49 | 940 | 100 | 2,790 | |||
| 31 Oct | 1274.20 | 10.6 | 2.85 | - | 3,810 | 400 | 2,630 | |||
| 30 Oct | 1249.85 | 7.75 | -2.65 | - | 2,195 | 315 | 2,225 | |||
| 29 Oct | 1274.70 | 10.4 | -5.85 | - | 2,980 | 135 | 1,920 | |||
| 28 Oct | 1311.50 | 16.25 | - | 3,205 | 1,480 | 1,800 | ||||
For Dr. Reddy S Laboratories - strike price 1400 expiring on 28NOV2024
Delta for 1400 CE is 0.01
Historical price for 1400 CE is as follows
On 21 Nov DRREDDY was trading at 1195.35. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was 49.18, the open interest changed by -76 which decreased total open position to 724
On 20 Nov DRREDDY was trading at 1213.45. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 40.61, the open interest changed by -26 which decreased total open position to 800
On 19 Nov DRREDDY was trading at 1213.45. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 40.61, the open interest changed by -26 which decreased total open position to 800
On 18 Nov DRREDDY was trading at 1193.55. The strike last trading price was 0.45, which was -0.30 lower than the previous day. The implied volatity was 43.18, the open interest changed by -104 which decreased total open position to 826
On 14 Nov DRREDDY was trading at 1226.70. The strike last trading price was 0.75, which was -0.05 lower than the previous day. The implied volatity was 32.65, the open interest changed by -45 which decreased total open position to 940
On 13 Nov DRREDDY was trading at 1245.00. The strike last trading price was 0.8, which was -0.45 lower than the previous day. The implied volatity was 28.86, the open interest changed by -43 which decreased total open position to 986
On 12 Nov DRREDDY was trading at 1263.90. The strike last trading price was 1.25, which was -0.25 lower than the previous day. The implied volatity was 27.91, the open interest changed by -19 which decreased total open position to 1029
On 11 Nov DRREDDY was trading at 1287.90. The strike last trading price was 1.5, which was -0.30 lower than the previous day. The implied volatity was 23.02, the open interest changed by 3 which increased total open position to 1047
On 8 Nov DRREDDY was trading at 1283.65. The strike last trading price was 1.8, which was -0.45 lower than the previous day. The implied volatity was 22.94, the open interest changed by -54 which decreased total open position to 1045
On 7 Nov DRREDDY was trading at 1287.35. The strike last trading price was 2.25, which was -0.50 lower than the previous day. The implied volatity was 22.09, the open interest changed by 52 which increased total open position to 1100
On 6 Nov DRREDDY was trading at 1302.10. The strike last trading price was 2.75, which was -2.05 lower than the previous day. The implied volatity was 20.42, the open interest changed by -34 which decreased total open position to 1064
On 5 Nov DRREDDY was trading at 1272.20. The strike last trading price was 4.8, which was -1.70 lower than the previous day. The implied volatity was 27.61, the open interest changed by 398 which increased total open position to 1121
On 4 Nov DRREDDY was trading at 1268.30. The strike last trading price was 6.5, which was -1.60 lower than the previous day. The implied volatity was 30.80, the open interest changed by 148 which increased total open position to 712
On 1 Nov DRREDDY was trading at 1259.60. The strike last trading price was 8.1, which was -2.50 lower than the previous day. The implied volatity was 32.49, the open interest changed by 20 which increased total open position to 558
On 31 Oct DRREDDY was trading at 1274.20. The strike last trading price was 10.6, which was 2.85 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 7.75, which was -2.65 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 10.4, which was -5.85 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 16.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| DRREDDY 28NOV2024 1400 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 |
| 21 Nov | 1195.35 | 99.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 1213.45 | 99.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 1213.45 | 99.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 1193.55 | 99.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 1226.70 | 99.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 1245.00 | 99.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 1263.90 | 99.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 1287.90 | 99.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 1283.65 | 99.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 1287.35 | 99.2 | 0.00 | 0.00 | 0 | -5 | 0 |
| 6 Nov | 1302.10 | 99.2 | -38.50 | 28.18 | 140 | -10 | 245 |
| 5 Nov | 1272.20 | 137.7 | 0.00 | 0.00 | 0 | 55 | 0 |
| 4 Nov | 1268.30 | 137.7 | 12.30 | 42.97 | 60 | 50 | 250 |
| 1 Nov | 1259.60 | 125.4 | 0.00 | 0.00 | 0 | 105 | 0 |
| 31 Oct | 1274.20 | 125.4 | -23.60 | - | 115 | 105 | 200 |
| 30 Oct | 1249.85 | 149 | -160.20 | - | 110 | 75 | 75 |
| 29 Oct | 1274.70 | 309.2 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1311.50 | 309.2 | - | 0 | 0 | 0 | |
For Dr. Reddy S Laboratories - strike price 1400 expiring on 28NOV2024
Delta for 1400 PE is 0.00
Historical price for 1400 PE is as follows
On 21 Nov DRREDDY was trading at 1195.35. The strike last trading price was 99.2, 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 99.2, 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 99.2, 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 99.2, 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 14 Nov DRREDDY was trading at 1226.70. The strike last trading price was 99.2, 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 99.2, 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 99.2, 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 99.2, 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 99.2, 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 99.2, 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 6 Nov DRREDDY was trading at 1302.10. The strike last trading price was 99.2, which was -38.50 lower than the previous day. The implied volatity was 28.18, the open interest changed by -2 which decreased total open position to 49
On 5 Nov DRREDDY was trading at 1272.20. The strike last trading price was 137.7, 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 4 Nov DRREDDY was trading at 1268.30. The strike last trading price was 137.7, which was 12.30 higher than the previous day. The implied volatity was 42.97, the open interest changed by 10 which increased total open position to 50
On 1 Nov DRREDDY was trading at 1259.60. The strike last trading price was 125.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 21 which increased total open position to 0
On 31 Oct DRREDDY was trading at 1274.20. The strike last trading price was 125.4, which was -23.60 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 149, which was -160.20 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 309.2, 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 309.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
