DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
22 Sep 2025 08:00 PM IST
| DRREDDY 30SEP2025 1100 CE | ||||||||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 1301.40 | 170.15 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 1321.70 | 170.15 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 1322.70 | 170.15 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 1316.70 | 170.15 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 1260.40 | 184.8 | 0 | - | 0 | 0 | 0 | |||||||||
For Dr. Reddy S Laboratories - strike price 1100 expiring on 30SEP2025
Delta for 1100 CE is 0.00
Historical price for 1100 CE is as follows
On 22 Sept DRREDDY was trading at 1301.40. The strike last trading price was 170.15, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 21 Sept DRREDDY was trading at 1321.70. The strike last trading price was 170.15, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Sept DRREDDY was trading at 1322.70. The strike last trading price was 170.15, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept DRREDDY was trading at 1316.70. The strike last trading price was 170.15, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 17 Aug DRREDDY was trading at 1260.40. The strike last trading price was 184.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| DRREDDY 30SEP2025 1100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.00
Vega: 0.02
Theta: -0.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1301.40 | 0.1 | 0.05 | 43.74 | 128 | -21 | 800 |
| 21 Sept | 1321.70 | 0.05 | -0.05 | 37.86 | 4 | 0 | 821 |
| 18 Sept | 1322.70 | 0.1 | -0.05 | 38.80 | 256 | -7 | 842 |
| 14 Sept | 1316.70 | 0.2 | -0.05 | 33.33 | 244 | -7 | 872 |
| 17 Aug | 1260.40 | 2.75 | -4.25 | 25.39 | 11 | 4 | 38 |
For Dr. Reddy S Laboratories - strike price 1100 expiring on 30SEP2025
Delta for 1100 PE is -0.00
Historical price for 1100 PE is as follows
On 22 Sept DRREDDY was trading at 1301.40. The strike last trading price was 0.1, which was 0.05 higher than the previous day. The implied volatity was 43.74, the open interest changed by -21 which decreased total open position to 800
On 21 Sept DRREDDY was trading at 1321.70. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 37.86, the open interest changed by 0 which decreased total open position to 821
On 18 Sept DRREDDY was trading at 1322.70. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 38.80, the open interest changed by -7 which decreased total open position to 842
On 14 Sept DRREDDY was trading at 1316.70. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 33.33, the open interest changed by -7 which decreased total open position to 872
On 17 Aug DRREDDY was trading at 1260.40. The strike last trading price was 2.75, which was -4.25 lower than the previous day. The implied volatity was 25.39, the open interest changed by 4 which increased total open position to 38
