DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
20 Dec 2024 04:10 PM IST
| DRREDDY 26DEC2024 1460 CE | ||||||||||
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Delta: 0.04
Vega: 0.14
Theta: -0.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1343.65 | 0.85 | 0.10 | 34.45 | 1,911 | 132 | 303 | |||
| 19 Dec | 1325.60 | 0.75 | 0.30 | 35.55 | 623 | 143 | 171 | |||
| 18 Dec | 1275.40 | 0.45 | 0.15 | 41.15 | 31 | 7 | 30 | |||
| 17 Dec | 1247.65 | 0.3 | 0.00 | 41.49 | 1 | 0 | 24 | |||
| 16 Dec | 1269.95 | 0.3 | -0.15 | 36.34 | 5 | 3 | 25 | |||
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| 11 Dec | 1238.55 | 0.45 | 0.00 | 35.75 | 4 | 0 | 23 | |||
| 10 Dec | 1240.35 | 0.45 | -0.10 | 34.52 | 249 | 17 | 20 | |||
| 6 Dec | 1253.70 | 0.55 | 0.30 | 29.45 | 3 | 0 | 3 | |||
| 28 Nov | 1191.95 | 0.25 | 0.05 | 28.18 | 1 | 0 | 2 | |||
| 26 Nov | 1208.65 | 0.2 | 25.42 | 1 | 0 | 1 | ||||
For Dr. Reddy S Laboratories - strike price 1460 expiring on 26DEC2024
Delta for 1460 CE is 0.04
Historical price for 1460 CE is as follows
On 20 Dec DRREDDY was trading at 1343.65. The strike last trading price was 0.85, which was 0.10 higher than the previous day. The implied volatity was 34.45, the open interest changed by 132 which increased total open position to 303
On 19 Dec DRREDDY was trading at 1325.60. The strike last trading price was 0.75, which was 0.30 higher than the previous day. The implied volatity was 35.55, the open interest changed by 143 which increased total open position to 171
On 18 Dec DRREDDY was trading at 1275.40. The strike last trading price was 0.45, which was 0.15 higher than the previous day. The implied volatity was 41.15, the open interest changed by 7 which increased total open position to 30
On 17 Dec DRREDDY was trading at 1247.65. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 41.49, the open interest changed by 0 which decreased total open position to 24
On 16 Dec DRREDDY was trading at 1269.95. The strike last trading price was 0.3, which was -0.15 lower than the previous day. The implied volatity was 36.34, the open interest changed by 3 which increased total open position to 25
On 11 Dec DRREDDY was trading at 1238.55. The strike last trading price was 0.45, which was 0.00 lower than the previous day. The implied volatity was 35.75, the open interest changed by 0 which decreased total open position to 23
On 10 Dec DRREDDY was trading at 1240.35. The strike last trading price was 0.45, which was -0.10 lower than the previous day. The implied volatity was 34.52, the open interest changed by 17 which increased total open position to 20
On 6 Dec DRREDDY was trading at 1253.70. The strike last trading price was 0.55, which was 0.30 higher than the previous day. The implied volatity was 29.45, the open interest changed by 0 which decreased total open position to 3
On 28 Nov DRREDDY was trading at 1191.95. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 28.18, the open interest changed by 0 which decreased total open position to 2
On 26 Nov DRREDDY was trading at 1208.65. The strike last trading price was 0.2, which was lower than the previous day. The implied volatity was 25.42, the open interest changed by 0 which decreased total open position to 1
| DRREDDY 26DEC2024 1460 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 |
| 20 Dec | 1343.65 | 170 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 1325.60 | 170 | -18.00 | 116.72 | 1 | 0 | 1 |
| 18 Dec | 1275.40 | 188 | -7.00 | 71.31 | 1 | 0 | 2 |
| 17 Dec | 1247.65 | 195 | 0.00 | 0.00 | 0 | -1 | 0 |
| 16 Dec | 1269.95 | 195 | -48.90 | 64.76 | 1 | 0 | 3 |
| 11 Dec | 1238.55 | 243.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 1240.35 | 243.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 1253.70 | 243.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 1191.95 | 243.9 | 2.90 | - | 1 | 0 | 2 |
| 26 Nov | 1208.65 | 241 | - | 1 | 0 | 1 | |
For Dr. Reddy S Laboratories - strike price 1460 expiring on 26DEC2024
Delta for 1460 PE is 0.00
Historical price for 1460 PE is as follows
On 20 Dec DRREDDY was trading at 1343.65. The strike last trading price was 170, 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 19 Dec DRREDDY was trading at 1325.60. The strike last trading price was 170, which was -18.00 lower than the previous day. The implied volatity was 116.72, the open interest changed by 0 which decreased total open position to 1
On 18 Dec DRREDDY was trading at 1275.40. The strike last trading price was 188, which was -7.00 lower than the previous day. The implied volatity was 71.31, the open interest changed by 0 which decreased total open position to 2
On 17 Dec DRREDDY was trading at 1247.65. The strike last trading price was 195, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 16 Dec DRREDDY was trading at 1269.95. The strike last trading price was 195, which was -48.90 lower than the previous day. The implied volatity was 64.76, the open interest changed by 0 which decreased total open position to 3
On 11 Dec DRREDDY was trading at 1238.55. The strike last trading price was 243.9, 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 243.9, 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 243.9, 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 243.9, which was 2.90 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 26 Nov DRREDDY was trading at 1208.65. The strike last trading price was 241, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
