DRREDDY
Dr. Reddy S Laboratories
1343.65
18.05 (1.36%)
Option Chain for DRREDDY
20 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 | 0.05 | - | 2 | 0 | 27 | - |
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 | 30.00 | 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 | 0.30 | 0.00 | 0 | -1 | 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 | 0.55 | 0.00 | 0 | 0 | 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 | 0.05 | 0.00 | 0 | -1 | 0 | 0.00 |
- | 0 | 0 | 0 | - | 197.80 | 0.00 | 1090 | 0.00 | 0.10 | - | 31 | -15 | 123 | - |
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- | 0 | 0 | 0 | - | 1352.65 | 0.00 | 1100 | 0.00 | 0.15 | - | 115 | -48 | 246 | - |
- | 0 | 0 | 0 | - | 179.00 | 0.00 | 1110 | 0.00 | 2.45 | 30.00 | 0 | 0 | 0 | -0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 155.45 | 0.00 | 1120 | 0.05 | 0.30 | - | 9 | -2 | 97 | - |
- | 0 | 0 | 0 | - | 160.60 | 0.00 | 1130 | 0.00 | 0.25 | 0.00 | 0 | -1 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 81.95 | 0.00 | 1140 | 0.05 | 0.35 | - | 25 | -10 | 89 | - |
- | 9 | 0 | 1 | - | 200.00 | 75.00 | 1150 | -0.10 | 0.20 | 50.85 | 78 | -17 | 195 | -0.01 |
0.00 | 0 | 0 | 0 | 0.00 | 80.80 | 0.00 | 1160 | 0.00 | 0.40 | 0.00 | 0 | -4 | 0 | 0.00 |
- | 10 | 0 | 2 | - | 173.10 | 100.30 | 1170 | -0.15 | 0.45 | 50.54 | 1 | 0 | 137 | -0.01 |
0.00 | 0 | 0 | 0 | 0.00 | 73.15 | 0.00 | 1180 | -0.30 | 0.45 | 48.35 | 251 | 1 | 266 | -0.01 |
0.00 | 0 | -2 | 0 | 0.00 | 99.00 | 0.00 | 1190 | -0.35 | 0.60 | 47.18 | 31 | -2 | 97 | -0.02 |
0.93 | 200 | -6 | 24 | 64.08 | 151.00 | 31.00 | 1200 | -0.45 | 0.65 | 45.50 | 682 | -26 | 656 | -0.02 |
0.00 | 0 | -6 | 0 | 0.00 | 111.60 | 0.00 | 1210 | -0.35 | 0.85 | 44.66 | 97 | -23 | 166 | -0.03 |
0.88 | 801 | -2 | 7 | 68.68 | 134.60 | 35.55 | 1220 | -0.55 | 0.75 | 40.90 | 281 | 3 | 377 | -0.03 |
0.94 | 110 | 0 | 6 | 47.16 | 119.55 | 30.85 | 1230 | -0.75 | 0.80 | 38.50 | 525 | 106 | 369 | -0.03 |
- | 247 | -1 | 14 | - | 103.00 | 23.50 | 1240 | -0.75 | 1.00 | 37.12 | 1,104 | -85 | 487 | -0.04 |
0.92 | 316 | -50 | 78 | 43.02 | 100.20 | 30.00 | 1250 | -0.95 | 1.10 | 34.80 | 1,941 | -40 | 692 | -0.04 |
- | 368 | -43 | 225 | - | 82.60 | 22.85 | 1260 | -1.35 | 1.25 | 32.64 | 1,666 | -93 | 444 | -0.05 |
- | 223 | -59 | 181 | - | 73.60 | 22.60 | 1270 | -1.85 | 1.50 | 30.75 | 2,029 | -200 | 424 | -0.06 |
- | 320 | -136 | 696 | - | 63.00 | 20.75 | 1280 | -2.95 | 1.65 | 28.17 | 2,538 | -83 | 600 | -0.07 |
- | 416 | -34 | 240 | - | 54.55 | 19.70 | 1290 | -4.20 | 2.30 | 27.14 | 2,904 | 69 | 677 | -0.10 |
- | 788 | -296 | 1,784 | - | 46.00 | 18.60 | 1300 | -6.35 | 3.15 | 25.97 | 8,919 | 414 | 1,418 | -0.14 |
- | 456 | -74 | 778 | - | 35.85 | 14.15 | 1310 | -9.25 | 4.25 | 24.63 | 4,359 | 180 | 809 | -0.18 |
0.94 | 440 | -550 | 3,587 | 10.23 | 27.90 | 11.20 | 1320 | -12.65 | 5.95 | 23.63 | 5,141 | 115 | 658 | -0.24 |
0.78 | 340 | -893 | 6,419 | 13.33 | 20.40 | 7.40 | 1330 | -16.25 | 8.70 | 23.32 | 3,857 | 245 | 482 | -0.33 |
0.62 | 457 | -346 | 10,126 | 15.42 | 14.75 | 4.90 | 1340 | -17.80 | 13.50 | 24.76 | 5,975 | 483 | 532 | -0.42 |
0.47 | 691 | 65 | 18,021 | 17.57 | 10.90 | 3.45 | 1350 | -19.75 | 19.35 | 26.25 | 6,958 | 291 | 294 | -0.52 |
0.32 | 1,077 | 544 | 24,287 | 23.42 | 8.15 | 2.50 | 1360 | -21.10 | 26.50 | 28.41 | 3,239 | 184 | 218 | -0.59 |
0.27 | 937 | 635 | 18,240 | 20.89 | 5.95 | 1.70 | 1370 | -19.05 | 34.75 | 31.28 | 322 | 61 | 74 | -0.65 |
0.20 | 581 | 135 | 11,093 | 21.97 | 4.25 | 0.85 | 1380 | -21.45 | 42.75 | 33.01 | 81 | 19 | 31 | -0.71 |
0.16 | 247 | 101 | 5,291 | 23.65 | 3.30 | 0.55 | 1390 | -66.80 | 47.65 | 27.96 | 8 | 4 | 4 | -0.80 |
0.12 | 1,526 | 401 | 21,695 | 25.13 | 2.55 | 0.35 | 1400 | -22.65 | 61.65 | 39.90 | 111 | 10 | 42 | -0.76 |
0.10 | 243 | 243 | 1,674 | 26.92 | 2.10 | -8.60 | 1410 | -66.65 | 64.20 | 25.93 | 22 | 16 | 16 | -0.91 |
0.08 | 446 | 427 | 4,841 | 28.24 | 1.65 | 0.35 | 1420 | -385.80 | 68.00 | - | 3 | 0 | 0 | - |
0.06 | 160 | 160 | 1,710 | 29.48 | 1.30 | 1.30 | 1430 | 147.90 | 147.90 | - | 0 | 0 | 0 | - |
0.05 | 544 | 326 | 4,123 | 31.08 | 1.10 | 0.00 | 1440 | -427.45 | 90.55 | - | 1 | 0 | 0 | - |
0.04 | 139 | 139 | 720 | 31.69 | 0.80 | 0.80 | 1450 | 165.60 | 165.60 | - | 0 | 0 | 0 | - |
0.04 | 303 | 132 | 1,911 | 34.45 | 0.85 | 0.10 | 1460 | 0.00 | 170.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 1470 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.03 | 156 | 154 | 768 | 38.76 | 0.80 | 0.20 | 1480 | 0.00 | 658.65 | - | 0 | 0 | 0 | - |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 1490 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.02 | 133 | 133 | 421 | 40.78 | 0.55 | 0.00 | 1500 | 0.00 | 734.10 | - | 0 | 0 | 0 | - |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 1510 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.03 | 1 | 1 | 2 | 50.07 | 1.00 | 0.00 | 1520 | 0.00 | 812.90 | - | 0 | 0 | 0 | - |
12,685 | 10,747 |
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.