DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
21 Nov 2024 04:10 PM IST
| DRREDDY 28NOV2024 1420 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 | 0.00 | 51.54 | 5 | 0 | 650 | |||
| 20 Nov | 1213.45 | 0.25 | 0.00 | 41.42 | 10 | -5 | 655 | |||
| 19 Nov | 1213.45 | 0.25 | 0.00 | 41.42 | 10 | 0 | 655 | |||
| 18 Nov | 1193.55 | 0.25 | -0.10 | 43.11 | 405 | -140 | 655 | |||
| 14 Nov | 1226.70 | 0.35 | -0.20 | 31.97 | 60 | -30 | 795 | |||
| 13 Nov | 1245.00 | 0.55 | -0.05 | 30.04 | 150 | -35 | 825 | |||
| 12 Nov | 1263.90 | 0.6 | -0.50 | 27.13 | 85 | 20 | 875 | |||
| 11 Nov | 1287.90 | 1.1 | -0.20 | 24.67 | 160 | 0 | 840 | |||
| 8 Nov | 1283.65 | 1.3 | -0.30 | 24.29 | 605 | -210 | 845 | |||
| 7 Nov | 1287.35 | 1.6 | -0.30 | 23.35 | 1,410 | 570 | 1,050 | |||
| 6 Nov | 1302.10 | 1.9 | -1.75 | 21.60 | 3,670 | 50 | 460 | |||
| 5 Nov | 1272.20 | 3.65 | -1.25 | 28.70 | 1,025 | 185 | 410 | |||
| 4 Nov | 1268.30 | 4.9 | -2.00 | 31.49 | 250 | 115 | 220 | |||
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| 1 Nov | 1259.60 | 6.9 | -1.40 | 33.99 | 25 | -5 | 105 | |||
| 31 Oct | 1274.20 | 8.3 | 3.15 | - | 210 | 40 | 90 | |||
| 30 Oct | 1249.85 | 5.15 | -69.85 | - | 35 | 0 | 50 | |||
| 29 Oct | 1274.70 | 75 | 0.00 | - | 0 | 50 | 0 | |||
| 28 Oct | 1311.50 | 75 | - | 0 | 0 | 0 | ||||
For Dr. Reddy S Laboratories - strike price 1420 expiring on 28NOV2024
Delta for 1420 CE is 0.01
Historical price for 1420 CE is as follows
On 21 Nov DRREDDY was trading at 1195.35. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 51.54, the open interest changed by 0 which decreased total open position to 130
On 20 Nov DRREDDY was trading at 1213.45. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 41.42, the open interest changed by -1 which decreased total open position to 131
On 19 Nov DRREDDY was trading at 1213.45. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 41.42, the open interest changed by 0 which decreased total open position to 131
On 18 Nov DRREDDY was trading at 1193.55. The strike last trading price was 0.25, which was -0.10 lower than the previous day. The implied volatity was 43.11, the open interest changed by -28 which decreased total open position to 131
On 14 Nov DRREDDY was trading at 1226.70. The strike last trading price was 0.35, which was -0.20 lower than the previous day. The implied volatity was 31.97, the open interest changed by -6 which decreased total open position to 159
On 13 Nov DRREDDY was trading at 1245.00. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 30.04, the open interest changed by -7 which decreased total open position to 165
On 12 Nov DRREDDY was trading at 1263.90. The strike last trading price was 0.6, which was -0.50 lower than the previous day. The implied volatity was 27.13, the open interest changed by 4 which increased total open position to 175
On 11 Nov DRREDDY was trading at 1287.90. The strike last trading price was 1.1, which was -0.20 lower than the previous day. The implied volatity was 24.67, the open interest changed by 0 which decreased total open position to 168
On 8 Nov DRREDDY was trading at 1283.65. The strike last trading price was 1.3, which was -0.30 lower than the previous day. The implied volatity was 24.29, the open interest changed by -42 which decreased total open position to 169
On 7 Nov DRREDDY was trading at 1287.35. The strike last trading price was 1.6, which was -0.30 lower than the previous day. The implied volatity was 23.35, the open interest changed by 114 which increased total open position to 210
On 6 Nov DRREDDY was trading at 1302.10. The strike last trading price was 1.9, which was -1.75 lower than the previous day. The implied volatity was 21.60, the open interest changed by 10 which increased total open position to 92
On 5 Nov DRREDDY was trading at 1272.20. The strike last trading price was 3.65, which was -1.25 lower than the previous day. The implied volatity was 28.70, the open interest changed by 37 which increased total open position to 82
On 4 Nov DRREDDY was trading at 1268.30. The strike last trading price was 4.9, which was -2.00 lower than the previous day. The implied volatity was 31.49, the open interest changed by 23 which increased total open position to 44
On 1 Nov DRREDDY was trading at 1259.60. The strike last trading price was 6.9, which was -1.40 lower than the previous day. The implied volatity was 33.99, the open interest changed by -1 which decreased total open position to 21
On 31 Oct DRREDDY was trading at 1274.20. The strike last trading price was 8.3, which was 3.15 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 5.15, which was -69.85 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 75, 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 75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| DRREDDY 28NOV2024 1420 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1195.35 | 360.3 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 1213.45 | 360.3 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 1213.45 | 360.3 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 1193.55 | 360.3 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 1226.70 | 360.3 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 1245.00 | 360.3 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 1263.90 | 360.3 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 1287.90 | 360.3 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 1283.65 | 360.3 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 1287.35 | 360.3 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 1302.10 | 360.3 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 1272.20 | 360.3 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 1268.30 | 360.3 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 1259.60 | 360.3 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 1274.20 | 360.3 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 1249.85 | 360.3 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 1274.70 | 360.3 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1311.50 | 360.3 | - | 0 | 0 | 0 | |
For Dr. Reddy S Laboratories - strike price 1420 expiring on 28NOV2024
Delta for 1420 PE is -
Historical price for 1420 PE is as follows
On 21 Nov DRREDDY was trading at 1195.35. The strike last trading price was 360.3, 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 20 Nov DRREDDY was trading at 1213.45. The strike last trading price was 360.3, 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 19 Nov DRREDDY was trading at 1213.45. The strike last trading price was 360.3, 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 18 Nov DRREDDY was trading at 1193.55. The strike last trading price was 360.3, 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 14 Nov DRREDDY was trading at 1226.70. The strike last trading price was 360.3, 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 13 Nov DRREDDY was trading at 1245.00. The strike last trading price was 360.3, 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 12 Nov DRREDDY was trading at 1263.90. The strike last trading price was 360.3, 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 11 Nov DRREDDY was trading at 1287.90. The strike last trading price was 360.3, 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 8 Nov DRREDDY was trading at 1283.65. The strike last trading price was 360.3, 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 7 Nov DRREDDY was trading at 1287.35. The strike last trading price was 360.3, 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 6 Nov DRREDDY was trading at 1302.10. The strike last trading price was 360.3, 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 5 Nov DRREDDY was trading at 1272.20. The strike last trading price was 360.3, 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 360.3, 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 360.3, 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 360.3, 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 360.3, 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 360.3, 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 360.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
