DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
20 Dec 2024 04:10 PM IST
DRREDDY 26DEC2024 1450 CE | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
Delta: 0.04
Vega: 0.14
Theta: -0.38
Gamma: 0.00
|
||||||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
20 Dec | 1343.65 | 0.8 | 0.80 | 31.69 | 720 | 139 | 139 | |||
19 Dec | 1325.60 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
18 Dec | 1275.40 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
17 Dec | 1247.65 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
16 Dec | 1269.95 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
|
||||||||||
11 Dec | 1238.55 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
10 Dec | 1240.35 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
6 Dec | 1253.70 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
28 Nov | 1191.95 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
26 Nov | 1208.65 | 0 | 0.00 | 0 | 0 | 0 |
For Dr. Reddy S Laboratories - strike price 1450 expiring on 26DEC2024
Delta for 1450 CE is 0.04
Historical price for 1450 CE is as follows
On 20 Dec DRREDDY was trading at 1343.65. The strike last trading price was 0.8, which was 0.80 higher than the previous day. The implied volatity was 31.69, the open interest changed by 139 which increased total open position to 139
On 19 Dec DRREDDY was trading at 1325.60. The strike last trading price was 0, 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 Dec DRREDDY was trading at 1275.40. The strike last trading price was 0, 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 Dec DRREDDY was trading at 1247.65. The strike last trading price was 0, 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 Dec DRREDDY was trading at 1269.95. The strike last trading price was 0, 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 Dec DRREDDY was trading at 1238.55. The strike last trading price was 0, 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 10 Dec DRREDDY was trading at 1240.35. The strike last trading price was 0, 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 6 Dec DRREDDY was trading at 1253.70. The strike last trading price was 0, 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 28 Nov DRREDDY was trading at 1191.95. The strike last trading price was 0, 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 26 Nov DRREDDY was trading at 1208.65. 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 26DEC2024 1450 PE | |||||||
---|---|---|---|---|---|---|---|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
20 Dec | 1343.65 | 165.6 | 165.60 | - | 0 | 0 | 0 |
19 Dec | 1325.60 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
18 Dec | 1275.40 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
17 Dec | 1247.65 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
16 Dec | 1269.95 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
11 Dec | 1238.55 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
10 Dec | 1240.35 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
6 Dec | 1253.70 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
28 Nov | 1191.95 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
26 Nov | 1208.65 | 0 | 0.00 | 0 | 0 | 0 |
For Dr. Reddy S Laboratories - strike price 1450 expiring on 26DEC2024
Delta for 1450 PE is -
Historical price for 1450 PE is as follows
On 20 Dec DRREDDY was trading at 1343.65. The strike last trading price was 165.6, which was 165.60 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 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 Dec DRREDDY was trading at 1275.40. The strike last trading price was 0, 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 Dec DRREDDY was trading at 1247.65. The strike last trading price was 0, 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 Dec DRREDDY was trading at 1269.95. The strike last trading price was 0, 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 Dec DRREDDY was trading at 1238.55. The strike last trading price was 0, 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 10 Dec DRREDDY was trading at 1240.35. The strike last trading price was 0, 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 6 Dec DRREDDY was trading at 1253.70. The strike last trading price was 0, 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 28 Nov DRREDDY was trading at 1191.95. The strike last trading price was 0, 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 26 Nov DRREDDY was trading at 1208.65. 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