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[--[65.84.65.76]--]
DRREDDY
Dr. Reddy S Laboratories

1343.65 18.05 (1.36%)

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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