DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
20 Dec 2024 04:10 PM IST
DRREDDY 26DEC2024 1520 CE | ||||||||||
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Delta: 0.03
Vega: 0.12
Theta: -0.51
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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20 Dec | 1343.65 | 1 | 50.07 | 2 | 1 | 1 |
For Dr. Reddy S Laboratories - strike price 1520 expiring on 26DEC2024
Delta for 1520 CE is 0.03
Historical price for 1520 CE is as follows
On 20 Dec DRREDDY was trading at 1343.65. The strike last trading price was 1, which was lower than the previous day. The implied volatity was 50.07, the open interest changed by 1 which increased total open position to 1
DRREDDY 26DEC2024 1520 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 | 812.9 | - | 0 | 0 | 0 |
For Dr. Reddy S Laboratories - strike price 1520 expiring on 26DEC2024
Delta for 1520 PE is -
Historical price for 1520 PE is as follows
On 20 Dec DRREDDY was trading at 1343.65. The strike last trading price was 812.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0