DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
12 Dec 2025 04:10 PM IST
| DRREDDY 30-DEC-2025 1460 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.07
Theta: -0.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 1279.30 | 0.2 | -0.15 | 23.83 | 25 | -21 | 24 | |||||||||
| 11 Dec | 1273.50 | 0.35 | 0.15 | - | 0 | 0 | 45 | |||||||||
| 10 Dec | 1250.80 | 0.35 | 0.15 | - | 0 | 0 | 45 | |||||||||
| 8 Dec | 1266.50 | 0.35 | 0.15 | - | 0 | 0 | 45 | |||||||||
| 5 Dec | 1275.20 | 0.35 | 0.15 | 22.14 | 18 | 3 | 30 | |||||||||
| 4 Dec | 1277.60 | 0.2 | -0.05 | 19.56 | 9 | 2 | 27 | |||||||||
| 3 Dec | 1280.70 | 0.25 | 0.1 | 19.67 | 23 | 14 | 26 | |||||||||
| 28 Nov | 1258.80 | 0.15 | -0.1 | 18.99 | 1 | 0 | 12 | |||||||||
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| 27 Nov | 1249.30 | 0.25 | 0 | 20.66 | 5 | 4 | 11 | |||||||||
| 26 Nov | 1248.00 | 0.25 | -0.2 | - | 7 | 5 | 6 | |||||||||
For Dr. Reddy S Laboratories - strike price 1460 expiring on 30DEC2025
Delta for 1460 CE is 0.01
Historical price for 1460 CE is as follows
On 12 Dec DRREDDY was trading at 1279.30. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was 23.83, the open interest changed by -21 which decreased total open position to 24
On 11 Dec DRREDDY was trading at 1273.50. The strike last trading price was 0.35, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 45
On 10 Dec DRREDDY was trading at 1250.80. The strike last trading price was 0.35, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 45
On 8 Dec DRREDDY was trading at 1266.50. The strike last trading price was 0.35, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 45
On 5 Dec DRREDDY was trading at 1275.20. The strike last trading price was 0.35, which was 0.15 higher than the previous day. The implied volatity was 22.14, the open interest changed by 3 which increased total open position to 30
On 4 Dec DRREDDY was trading at 1277.60. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 19.56, the open interest changed by 2 which increased total open position to 27
On 3 Dec DRREDDY was trading at 1280.70. The strike last trading price was 0.25, which was 0.1 higher than the previous day. The implied volatity was 19.67, the open interest changed by 14 which increased total open position to 26
On 28 Nov DRREDDY was trading at 1258.80. The strike last trading price was 0.15, which was -0.1 lower than the previous day. The implied volatity was 18.99, the open interest changed by 0 which decreased total open position to 12
On 27 Nov DRREDDY was trading at 1249.30. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 20.66, the open interest changed by 4 which increased total open position to 11
On 26 Nov DRREDDY was trading at 1248.00. The strike last trading price was 0.25, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 6
| DRREDDY 30DEC2025 1460 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 1279.30 | 222 | 0 | - | 0 | 0 | 0 |
| 11 Dec | 1273.50 | 222 | 0 | - | 0 | 0 | 0 |
| 10 Dec | 1250.80 | 222 | 0 | - | 0 | 0 | 0 |
| 8 Dec | 1266.50 | 222 | 0 | - | 0 | 0 | 0 |
| 5 Dec | 1275.20 | 222 | 0 | - | 0 | 0 | 0 |
| 4 Dec | 1277.60 | 222 | 0 | - | 0 | 0 | 0 |
| 3 Dec | 1280.70 | 222 | 0 | - | 0 | 0 | 0 |
| 28 Nov | 1258.80 | 222 | 0 | - | 0 | 0 | 0 |
| 27 Nov | 1249.30 | 222 | 0 | - | 0 | 0 | 0 |
| 26 Nov | 1248.00 | 222 | 0 | - | 0 | 0 | 0 |
For Dr. Reddy S Laboratories - strike price 1460 expiring on 30DEC2025
Delta for 1460 PE is -
Historical price for 1460 PE is as follows
On 12 Dec DRREDDY was trading at 1279.30. The strike last trading price was 222, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Dec DRREDDY was trading at 1273.50. The strike last trading price was 222, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Dec DRREDDY was trading at 1250.80. The strike last trading price was 222, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Dec DRREDDY was trading at 1266.50. The strike last trading price was 222, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Dec DRREDDY was trading at 1275.20. The strike last trading price was 222, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec DRREDDY was trading at 1277.60. The strike last trading price was 222, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec DRREDDY was trading at 1280.70. The strike last trading price was 222, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov DRREDDY was trading at 1258.80. The strike last trading price was 222, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Nov DRREDDY was trading at 1249.30. The strike last trading price was 222, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov DRREDDY was trading at 1248.00. The strike last trading price was 222, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0































































































































































































































