DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
30 Jan 2025 04:10 PM IST
| DRREDDY 30JAN2025 1430 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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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 | |||
| 30 Jan | 1194.50 | 0.05 | 0 | 0.00 | 0 | 0 | 0 | |||
| 29 Jan | 1181.20 | 0.05 | 0 | - | 1 | 0 | 548 | |||
| 28 Jan | 1181.25 | 0.05 | 0 | - | 15 | -7 | 556 | |||
| 27 Jan | 1197.65 | 0.05 | -0.15 | - | 35 | 5 | 563 | |||
| 24 Jan | 1224.40 | 0.2 | -1.7 | 48.66 | 401 | -86 | 560 | |||
| 23 Jan | 1289.40 | 2.05 | 1.00 | 45.91 | 467 | 85 | 646 | |||
| 22 Jan | 1296.25 | 1.05 | -0.55 | 36.19 | 78 | -1 | 561 | |||
| 21 Jan | 1288.15 | 1.6 | -0.50 | 37.89 | 133 | 14 | 567 | |||
| 20 Jan | 1302.35 | 2.1 | -0.95 | 35.76 | 77 | 6 | 551 | |||
| 17 Jan | 1309.40 | 3.05 | -0.45 | 32.16 | 75 | 3 | 545 | |||
| 16 Jan | 1302.75 | 3.5 | -1.70 | 32.43 | 198 | -3 | 546 | |||
| 15 Jan | 1337.20 | 5.2 | 0.25 | 28.74 | 211 | -11 | 549 | |||
| 14 Jan | 1337.55 | 4.95 | 0.15 | 26.55 | 355 | -11 | 560 | |||
| 13 Jan | 1335.10 | 4.8 | -3.55 | 25.83 | 460 | -42 | 573 | |||
| 10 Jan | 1354.40 | 8.35 | -3.40 | 23.35 | 351 | -10 | 617 | |||
| 9 Jan | 1371.60 | 11.75 | -2.30 | 22.73 | 377 | 10 | 628 | |||
| 8 Jan | 1370.75 | 14.05 | 4.35 | 23.41 | 1,994 | 62 | 618 | |||
| 7 Jan | 1351.55 | 9.7 | 0.05 | 23.96 | 253 | 9 | 556 | |||
| 6 Jan | 1350.35 | 9.65 | 0.30 | 23.33 | 467 | 182 | 547 | |||
| 3 Jan | 1352.65 | 9.35 | -4.20 | 21.82 | 528 | 158 | 364 | |||
| 2 Jan | 1375.05 | 13.55 | -0.60 | 20.33 | 260 | 22 | 203 | |||
| 1 Jan | 1369.00 | 14.15 | -6.15 | 20.36 | 435 | 22 | 181 | |||
| 31 Dec | 1388.50 | 20.3 | 2.55 | 20.76 | 358 | 21 | 158 | |||
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| 30 Dec | 1376.90 | 17.75 | -3.75 | 20.73 | 445 | -6 | 137 | |||
| 27 Dec | 1389.45 | 21.5 | 9.00 | 18.94 | 801 | 54 | 140 | |||
| 26 Dec | 1355.15 | 12.5 | -0.20 | 19.66 | 124 | 50 | 86 | |||
| 24 Dec | 1350.90 | 12.7 | 0.85 | 20.44 | 88 | 34 | 36 | |||
| 23 Dec | 1341.35 | 11.85 | 9.55 | 21.41 | 4 | 2 | 2 | |||
| 20 Dec | 1343.65 | 2.3 | 2.30 | 4.14 | 0 | 0 | 0 | |||
| 19 Dec | 1325.60 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Dr. Reddy S Laboratories - strike price 1430 expiring on 30JAN2025
Delta for 1430 CE is 0.00
Historical price for 1430 CE is as follows
On 30 Jan DRREDDY was trading at 1194.50. The strike last trading price was 0.05, which was 0 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 29 Jan DRREDDY was trading at 1181.20. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 548
On 28 Jan DRREDDY was trading at 1181.25. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 556
On 27 Jan DRREDDY was trading at 1197.65. The strike last trading price was 0.05, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 563
On 24 Jan DRREDDY was trading at 1224.40. The strike last trading price was 0.2, which was -1.7 lower than the previous day. The implied volatity was 48.66, the open interest changed by -86 which decreased total open position to 560
On 23 Jan DRREDDY was trading at 1289.40. The strike last trading price was 2.05, which was 1.00 higher than the previous day. The implied volatity was 45.91, the open interest changed by 85 which increased total open position to 646
On 22 Jan DRREDDY was trading at 1296.25. The strike last trading price was 1.05, which was -0.55 lower than the previous day. The implied volatity was 36.19, the open interest changed by -1 which decreased total open position to 561
On 21 Jan DRREDDY was trading at 1288.15. The strike last trading price was 1.6, which was -0.50 lower than the previous day. The implied volatity was 37.89, the open interest changed by 14 which increased total open position to 567
On 20 Jan DRREDDY was trading at 1302.35. The strike last trading price was 2.1, which was -0.95 lower than the previous day. The implied volatity was 35.76, the open interest changed by 6 which increased total open position to 551
On 17 Jan DRREDDY was trading at 1309.40. The strike last trading price was 3.05, which was -0.45 lower than the previous day. The implied volatity was 32.16, the open interest changed by 3 which increased total open position to 545
On 16 Jan DRREDDY was trading at 1302.75. The strike last trading price was 3.5, which was -1.70 lower than the previous day. The implied volatity was 32.43, the open interest changed by -3 which decreased total open position to 546
On 15 Jan DRREDDY was trading at 1337.20. The strike last trading price was 5.2, which was 0.25 higher than the previous day. The implied volatity was 28.74, the open interest changed by -11 which decreased total open position to 549
On 14 Jan DRREDDY was trading at 1337.55. The strike last trading price was 4.95, which was 0.15 higher than the previous day. The implied volatity was 26.55, the open interest changed by -11 which decreased total open position to 560
On 13 Jan DRREDDY was trading at 1335.10. The strike last trading price was 4.8, which was -3.55 lower than the previous day. The implied volatity was 25.83, the open interest changed by -42 which decreased total open position to 573
On 10 Jan DRREDDY was trading at 1354.40. The strike last trading price was 8.35, which was -3.40 lower than the previous day. The implied volatity was 23.35, the open interest changed by -10 which decreased total open position to 617
On 9 Jan DRREDDY was trading at 1371.60. The strike last trading price was 11.75, which was -2.30 lower than the previous day. The implied volatity was 22.73, the open interest changed by 10 which increased total open position to 628
On 8 Jan DRREDDY was trading at 1370.75. The strike last trading price was 14.05, which was 4.35 higher than the previous day. The implied volatity was 23.41, the open interest changed by 62 which increased total open position to 618
On 7 Jan DRREDDY was trading at 1351.55. The strike last trading price was 9.7, which was 0.05 higher than the previous day. The implied volatity was 23.96, the open interest changed by 9 which increased total open position to 556
On 6 Jan DRREDDY was trading at 1350.35. The strike last trading price was 9.65, which was 0.30 higher than the previous day. The implied volatity was 23.33, the open interest changed by 182 which increased total open position to 547
On 3 Jan DRREDDY was trading at 1352.65. The strike last trading price was 9.35, which was -4.20 lower than the previous day. The implied volatity was 21.82, the open interest changed by 158 which increased total open position to 364
On 2 Jan DRREDDY was trading at 1375.05. The strike last trading price was 13.55, which was -0.60 lower than the previous day. The implied volatity was 20.33, the open interest changed by 22 which increased total open position to 203
On 1 Jan DRREDDY was trading at 1369.00. The strike last trading price was 14.15, which was -6.15 lower than the previous day. The implied volatity was 20.36, the open interest changed by 22 which increased total open position to 181
On 31 Dec DRREDDY was trading at 1388.50. The strike last trading price was 20.3, which was 2.55 higher than the previous day. The implied volatity was 20.76, the open interest changed by 21 which increased total open position to 158
On 30 Dec DRREDDY was trading at 1376.90. The strike last trading price was 17.75, which was -3.75 lower than the previous day. The implied volatity was 20.73, the open interest changed by -6 which decreased total open position to 137
On 27 Dec DRREDDY was trading at 1389.45. The strike last trading price was 21.5, which was 9.00 higher than the previous day. The implied volatity was 18.94, the open interest changed by 54 which increased total open position to 140
On 26 Dec DRREDDY was trading at 1355.15. The strike last trading price was 12.5, which was -0.20 lower than the previous day. The implied volatity was 19.66, the open interest changed by 50 which increased total open position to 86
On 24 Dec DRREDDY was trading at 1350.90. The strike last trading price was 12.7, which was 0.85 higher than the previous day. The implied volatity was 20.44, the open interest changed by 34 which increased total open position to 36
On 23 Dec DRREDDY was trading at 1341.35. The strike last trading price was 11.85, which was 9.55 higher than the previous day. The implied volatity was 21.41, the open interest changed by 2 which increased total open position to 2
On 20 Dec DRREDDY was trading at 1343.65. The strike last trading price was 2.3, which was 2.30 higher than the previous day. The implied volatity was 4.14, the open interest changed by 0 which decreased total open position to 0
On 19 Dec DRREDDY was trading at 1325.60. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| DRREDDY 30JAN2025 1430 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 |
| 30 Jan | 1194.50 | 100 | 0 | 0.00 | 0 | 0 | 0 |
| 29 Jan | 1181.20 | 100 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Jan | 1181.25 | 100 | 0 | 0.00 | 0 | 0 | 0 |
| 27 Jan | 1197.65 | 100 | 0 | 0.00 | 0 | 0 | 0 |
| 24 Jan | 1224.40 | 100 | 0 | 0.00 | 0 | 0 | 0 |
| 23 Jan | 1289.40 | 100 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Jan | 1296.25 | 100 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Jan | 1288.15 | 100 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Jan | 1302.35 | 100 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Jan | 1309.40 | 100 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Jan | 1302.75 | 100 | 0.00 | 0.00 | 0 | 0 | 0 |
| 15 Jan | 1337.20 | 100 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Jan | 1337.55 | 100 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Jan | 1335.10 | 100 | 20.25 | 35.39 | 1 | 0 | 35 |
| 10 Jan | 1354.40 | 79.75 | 11.05 | 30.29 | 16 | 1 | 34 |
| 9 Jan | 1371.60 | 68.7 | -1.15 | 29.06 | 4 | 0 | 32 |
| 8 Jan | 1370.75 | 69.85 | -4.50 | 31.19 | 108 | 25 | 37 |
| 7 Jan | 1351.55 | 74.35 | -18.95 | 20.08 | 9 | -3 | 13 |
| 6 Jan | 1350.35 | 93.3 | 13.10 | 37.05 | 1 | 0 | 16 |
| 3 Jan | 1352.65 | 80.2 | 18.10 | 24.13 | 2 | 0 | 16 |
| 2 Jan | 1375.05 | 62.1 | 6.30 | 22.21 | 2 | 1 | 16 |
| 1 Jan | 1369.00 | 55.8 | 0.00 | 0.00 | 0 | 4 | 0 |
| 31 Dec | 1388.50 | 55.8 | -8.20 | 23.73 | 5 | 0 | 11 |
| 30 Dec | 1376.90 | 64 | 7.85 | 25.65 | 3 | 1 | 11 |
| 27 Dec | 1389.45 | 56.15 | -166.30 | 24.94 | 22 | 9 | 9 |
| 26 Dec | 1355.15 | 222.45 | 0.00 | - | 0 | 0 | 0 |
| 24 Dec | 1350.90 | 222.45 | 0.00 | - | 0 | 0 | 0 |
| 23 Dec | 1341.35 | 222.45 | 0.00 | - | 0 | 0 | 0 |
| 20 Dec | 1343.65 | 222.45 | 222.45 | - | 0 | 0 | 0 |
| 19 Dec | 1325.60 | 0 | 0.00 | 0 | 0 | 0 | |
For Dr. Reddy S Laboratories - strike price 1430 expiring on 30JAN2025
Delta for 1430 PE is 0.00
Historical price for 1430 PE is as follows
On 30 Jan DRREDDY was trading at 1194.50. The strike last trading price was 100, which was 0 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 29 Jan DRREDDY was trading at 1181.20. The strike last trading price was 100, which was 0 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 28 Jan DRREDDY was trading at 1181.25. The strike last trading price was 100, which was 0 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 27 Jan DRREDDY was trading at 1197.65. The strike last trading price was 100, which was 0 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 24 Jan DRREDDY was trading at 1224.40. The strike last trading price was 100, which was 0 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 23 Jan DRREDDY was trading at 1289.40. The strike last trading price was 100, 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 22 Jan DRREDDY was trading at 1296.25. The strike last trading price was 100, 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 21 Jan DRREDDY was trading at 1288.15. The strike last trading price was 100, 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 Jan DRREDDY was trading at 1302.35. The strike last trading price was 100, 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 17 Jan DRREDDY was trading at 1309.40. The strike last trading price was 100, 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 16 Jan DRREDDY was trading at 1302.75. The strike last trading price was 100, 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 15 Jan DRREDDY was trading at 1337.20. The strike last trading price was 100, 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 Jan DRREDDY was trading at 1337.55. The strike last trading price was 100, 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 Jan DRREDDY was trading at 1335.10. The strike last trading price was 100, which was 20.25 higher than the previous day. The implied volatity was 35.39, the open interest changed by 0 which decreased total open position to 35
On 10 Jan DRREDDY was trading at 1354.40. The strike last trading price was 79.75, which was 11.05 higher than the previous day. The implied volatity was 30.29, the open interest changed by 1 which increased total open position to 34
On 9 Jan DRREDDY was trading at 1371.60. The strike last trading price was 68.7, which was -1.15 lower than the previous day. The implied volatity was 29.06, the open interest changed by 0 which decreased total open position to 32
On 8 Jan DRREDDY was trading at 1370.75. The strike last trading price was 69.85, which was -4.50 lower than the previous day. The implied volatity was 31.19, the open interest changed by 25 which increased total open position to 37
On 7 Jan DRREDDY was trading at 1351.55. The strike last trading price was 74.35, which was -18.95 lower than the previous day. The implied volatity was 20.08, the open interest changed by -3 which decreased total open position to 13
On 6 Jan DRREDDY was trading at 1350.35. The strike last trading price was 93.3, which was 13.10 higher than the previous day. The implied volatity was 37.05, the open interest changed by 0 which decreased total open position to 16
On 3 Jan DRREDDY was trading at 1352.65. The strike last trading price was 80.2, which was 18.10 higher than the previous day. The implied volatity was 24.13, the open interest changed by 0 which decreased total open position to 16
On 2 Jan DRREDDY was trading at 1375.05. The strike last trading price was 62.1, which was 6.30 higher than the previous day. The implied volatity was 22.21, the open interest changed by 1 which increased total open position to 16
On 1 Jan DRREDDY was trading at 1369.00. The strike last trading price was 55.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 31 Dec DRREDDY was trading at 1388.50. The strike last trading price was 55.8, which was -8.20 lower than the previous day. The implied volatity was 23.73, the open interest changed by 0 which decreased total open position to 11
On 30 Dec DRREDDY was trading at 1376.90. The strike last trading price was 64, which was 7.85 higher than the previous day. The implied volatity was 25.65, the open interest changed by 1 which increased total open position to 11
On 27 Dec DRREDDY was trading at 1389.45. The strike last trading price was 56.15, which was -166.30 lower than the previous day. The implied volatity was 24.94, the open interest changed by 9 which increased total open position to 9
On 26 Dec DRREDDY was trading at 1355.15. The strike last trading price was 222.45, 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 24 Dec DRREDDY was trading at 1350.90. The strike last trading price was 222.45, 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 23 Dec DRREDDY was trading at 1341.35. The strike last trading price was 222.45, 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 Dec DRREDDY was trading at 1343.65. The strike last trading price was 222.45, which was 222.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Dec DRREDDY was trading at 1325.60. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
