DRREDDY
Dr. Reddy S Laboratories
1239.85
-5.15 (-0.41%)
Option Chain for DRREDDY
14 Nov 2024 09:20 AM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 125 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
|
|
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| 0.00 | 0 | 0 | 0 | 0.00 | 145.00 | 0.00 | 1150 | -0.35 | 1.35 | 27.05 | 50 | 4 | 220 | -0.05 |
| 0.00 | 0 | 0 | 0 | 0.00 | 122.00 | 0.00 | 1160 | -0.15 | 1.80 | 26.37 | 40 | 6 | 139 | -0.06 |
| - | 0 | 0 | 0 | - | 983.85 | 0.00 | 1170 | 0.10 | 2.45 | 26.08 | 45 | 5 | 96 | -0.08 |
| 0.00 | 0 | -1 | 0 | 0.00 | 70.00 | 0.00 | 1180 | -0.20 | 2.80 | 24.40 | 80 | 11 | 117 | -0.10 |
| 0.00 | 0 | 8 | 0 | 0.00 | 65.85 | 0.00 | 1190 | -1.20 | 3.60 | 23.60 | 120 | 5 | 98 | -0.12 |
| 0.00 | 0 | 3 | 0 | 0.00 | 53.00 | 0.00 | 1200 | -0.45 | 4.70 | 22.89 | 270 | -2 | 598 | -0.16 |
| 0.86 | 18 | 9 | 50 | 17.35 | 48.30 | -1.30 | 1210 | -1.00 | 6.35 | 22.53 | 0 | 0 | 86 | -0.20 |
| 0.80 | 29 | 0 | 5 | 17.65 | 39.85 | 1.25 | 1220 | -0.95 | 8.25 | 21.90 | 115 | 2 | 154 | -0.25 |
| 0.70 | 38 | 7 | 75 | 19.94 | 34.35 | 4.50 | 1230 | -1.40 | 10.70 | 21.32 | 30 | 2 | 136 | -0.31 |
| 0.63 | 132 | 1 | 145 | 19.42 | 27.45 | 2.80 | 1240 | -1.70 | 13.95 | 20.97 | 130 | 5 | 245 | -0.38 |
| 0.55 | 203 | 24 | 565 | 19.25 | 21.50 | 2.65 | 1250 | -1.75 | 18.05 | 20.80 | 235 | 13 | 284 | -0.45 |
| 0.47 | 282 | -5 | 380 | 19.10 | 16.45 | 1.25 | 1260 | -2.95 | 23.05 | 20.69 | 265 | 2 | 277 | -0.53 |
| 0.38 | 180 | 2 | 170 | 19.23 | 12.50 | 1.65 | 1270 | -0.05 | 31.70 | 23.95 | 25 | 0 | 162 | -0.59 |
| 0.31 | 296 | 10 | 255 | 19.35 | 9.30 | 1.05 | 1280 | -2.85 | 38.15 | 23.67 | 25 | 3 | 132 | -0.66 |
| 0.25 | 207 | 7 | 255 | 19.64 | 6.95 | 0.85 | 1290 | -3.10 | 45.30 | 24.33 | 125 | 5 | 83 | -0.71 |
| 0.19 | 2,572 | 0 | 190 | 19.96 | 5.10 | 0.50 | 1300 | 0.00 | 56.50 | 0.00 | 0 | -34 | 0 | 0.00 |
| 0.15 | 335 | 14 | 200 | 20.51 | 3.85 | 0.15 | 1310 | -4.65 | 60.45 | 23.98 | 65 | 0 | 81 | -0.81 |
| 0.12 | 520 | 0 | 35 | 21.42 | 3.10 | 0.10 | 1320 | 0.00 | 76.05 | 0.00 | 0 | -9 | 0 | 0.00 |
| 0.10 | 315 | 0 | 25 | 22.34 | 2.55 | 0.15 | 1330 | 0.00 | 87.40 | 0.00 | 0 | -1 | 0 | 0.00 |
| 5,127 | 2,908 | |||||||||||||
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.
