DRREDDY
Dr. Reddy S Laboratories
1224.5
2.75 (0.23%)
Option Chain for DRREDDY
03 Dec 2024 04:10 PM IST
Note:- Click on the strike price to open the historical data.
Call |
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Put
Lot Size : 625 |
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Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
- | 0 | 0 | 0 | - | 1835.45 | 0.00 | 1000 | 0.05 | 0.55 | 38.10 | 8 | 2 | 25 | -0.01 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 1010 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 0 | 0 | 0 | - | 1737.85 | 0.00 | 1020 | 0.00 | 1.50 | 19.21 | 0 | 0 | 0 | -0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 1030 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 0 | 0 | 0 | - | 1640.60 | 0.00 | 1040 | 0.00 | 2.50 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 1050 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 0 | 0 | 0 | - | 1543.85 | 0.00 | 1060 | 0.00 | 1.00 | 0.00 | 0 | 1 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 216.95 | 0.00 | 1070 | 0.00 | 0.90 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 0 | 0 | 0 | - | 1447.80 | 0.00 | 1080 | 0.00 | 2.25 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 0 | 0 | 0 | - | 197.80 | 0.00 | 1090 | -0.25 | 1.10 | 26.91 | 68 | -5 | 148 | -0.03 |
- | 0 | 0 | 0 | - | 1352.65 | 0.00 | 1100 | -0.35 | 1.35 | 26.30 | 187 | 59 | 292 | -0.04 |
- | 0 | 0 | 0 | - | 179.00 | 0.00 | 1110 | 0.00 | 2.45 | 11.17 | 0 | 0 | 0 | -0.00 |
- | 0 | 0 | 0 | - | 1258.65 | 0.00 | 1120 | -0.55 | 2.00 | 24.80 | 148 | -21 | 148 | -0.06 |
- | 0 | 0 | 0 | - | 160.60 | 0.00 | 1130 | 0.00 | 2.90 | 0.00 | 0 | -7 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 77.95 | 0.00 | 1140 | -0.55 | 3.45 | 24.22 | 90 | -4 | 120 | -0.10 |
- | 5 | 0 | 1 | - | 76.40 | 3.45 | 1150 | -1.10 | 3.90 | 22.97 | 351 | 26 | 314 | -0.11 |
0.89 | 7 | 0 | 2 | 19.54 | 74.40 | 3.95 | 1160 | -1.05 | 5.15 | 22.79 | 152 | 16 | 85 | -0.14 |
0.92 | 8 | 0 | 1 | 14.73 | 63.00 | 8.75 | 1170 | -1.45 | 6.25 | 22.01 | 171 | -15 | 111 | -0.17 |
0.85 | 46 | -4 | 29 | 16.54 | 55.30 | 0.65 | 1180 | -1.15 | 8.30 | 22.02 | 261 | -7 | 294 | -0.21 |
0.78 | 77 | -10 | 18 | 18.55 | 48.95 | 2.70 | 1190 | -1.70 | 10.45 | 21.68 | 264 | -40 | 148 | -0.25 |
0.74 | 479 | -53 | 417 | 17.13 | 40.20 | 1.20 | 1200 | -1.55 | 13.10 | 21.38 | 635 | -33 | 582 | -0.30 |
0.67 | 359 | -7 | 286 | 17.02 | 33.25 | 0.75 | 1210 | -1.70 | 16.35 | 21.17 | 475 | 26 | 331 | -0.36 |
0.60 | 931 | -20 | 994 | 17.01 | 27.10 | 0.55 | 1220 | -1.95 | 20.35 | 21.12 | 830 | 62 | 388 | -0.42 |
0.52 | 256 | -37 | 1,285 | 17.08 | 21.80 | 0.05 | 1230 | -2.05 | 25.00 | 21.11 | 284 | 12 | 111 | -0.48 |
0.45 | 460 | 64 | 1,137 | 17.36 | 17.50 | 0.00 | 1240 | 0.15 | 30.50 | 21.30 | 167 | 7 | 162 | -0.54 |
0.38 | 571 | 39 | 1,505 | 17.43 | 13.65 | -0.05 | 1250 | -2.25 | 37.15 | 21.96 | 86 | 2 | 128 | -0.59 |
0.31 | 221 | 19 | 419 | 17.70 | 10.70 | -0.30 | 1260 | -2.30 | 44.05 | 22.41 | 3 | -1 | 18 | -0.65 |
0.26 | 131 | -1 | 443 | 18.16 | 8.50 | -0.05 | 1270 | -3.60 | 49.95 | 21.49 | 4 | 1 | 6 | -0.71 |
0.21 | 119 | 7 | 290 | 18.46 | 6.60 | -0.15 | 1280 | -3.05 | 59.65 | 23.78 | 13 | 4 | 53 | -0.73 |
0.17 | 59 | -8 | 170 | 18.90 | 5.20 | -0.20 | 1290 | 0.00 | 69.95 | 0.00 | 0 | 2 | 0 | 0.00 |
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0.14 | 967 | 43 | 814 | 19.34 | 4.10 | -0.15 | 1300 | -1.90 | 75.25 | 23.70 | 24 | 5 | 140 | -0.81 |
0.11 | 80 | 15 | 170 | 19.72 | 3.20 | -0.30 | 1310 | 0.00 | 88.95 | 0.00 | 0 | 2 | 0 | 0.00 |
0.09 | 83 | 3 | 120 | 20.31 | 2.60 | -0.30 | 1320 | -27.50 | 91.50 | 22.47 | 15 | 5 | 15 | -0.88 |
0.07 | 49 | 7 | 54 | 20.49 | 1.95 | -0.30 | 1330 | 0.00 | 70.85 | - | 0 | 0 | 0 | - |
0.06 | 80 | 16 | 97 | 21.36 | 1.70 | -0.25 | 1340 | -12.70 | 112.30 | 27.46 | 16 | 6 | 10 | -0.88 |
0.05 | 162 | -7 | 53 | 22.08 | 1.45 | -0.10 | 1350 | 0.00 | 84.35 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 7 | 0 | 0.00 | 1.65 | 0.00 | 1360 | 0.00 | 155.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 18.40 | 0.00 | 1370 | 0.00 | 98.95 | 0.00 | 0 | 0 | 0 | 0.00 |
0.03 | 8 | -6 | 11 | 24.47 | 0.95 | -0.50 | 1380 | 0.00 | 175.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 14.10 | 0.00 | 1390 | 0.00 | 114.45 | 0.00 | 0 | 0 | 0 | 0.00 |
0.03 | 240 | 92 | 127 | 26.75 | 0.95 | 0.05 | 1400 | -9.00 | 170.00 | 32.86 | 1 | 0 | 29 | -0.93 |
0.00 | 0 | 0 | 0 | 0.00 | 10.70 | 0.00 | 1410 | 0.00 | 130.85 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 14.27 | 226.25 | 0.00 | 1420 | 0.00 | 453.80 | - | 0 | 0 | 0 | - |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 1430 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.03 | 14 | 1 | 2 | 31.72 | 1.00 | 0.00 | 1440 | 0.00 | 518.00 | 0.00 | 0 | 0 | 0 | 0.00 |
5,412 | 3,658 |
Note
- 10% interest rate is applied while computing implied volatility.
- Volume and Open Interest, displayed in Contracts.
- Highlighted options are in-the-money.
What is an Option Chain?
- An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
- It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.
How is it Useful?
- The option chain matrix is most useful for the next trading day.
- Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
- Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.