DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
20 Dec 2024 04:10 PM IST
| DRREDDY 26DEC2024 1480 CE | ||||||||||
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Delta: 0.03
Vega: 0.12
Theta: -0.40
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1343.65 | 0.8 | 0.20 | 38.76 | 768 | 154 | 156 | |||
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| 19 Dec | 1325.60 | 0.6 | 38.49 | 3 | 2 | 2 | ||||
For Dr. Reddy S Laboratories - strike price 1480 expiring on 26DEC2024
Delta for 1480 CE is 0.03
Historical price for 1480 CE is as follows
On 20 Dec DRREDDY was trading at 1343.65. The strike last trading price was 0.8, which was 0.20 higher than the previous day. The implied volatity was 38.76, the open interest changed by 154 which increased total open position to 156
On 19 Dec DRREDDY was trading at 1325.60. The strike last trading price was 0.6, which was lower than the previous day. The implied volatity was 38.49, the open interest changed by 2 which increased total open position to 2
| DRREDDY 26DEC2024 1480 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1343.65 | 658.65 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 1325.60 | 658.65 | - | 0 | 0 | 0 | |
For Dr. Reddy S Laboratories - strike price 1480 expiring on 26DEC2024
Delta for 1480 PE is -
Historical price for 1480 PE is as follows
On 20 Dec DRREDDY was trading at 1343.65. The strike last trading price was 658.65, 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 19 Dec DRREDDY was trading at 1325.60. The strike last trading price was 658.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
