DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
22 Sep 2025 08:00 PM IST
| DRREDDY 30SEP2025 1160 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 | |||||||||
| 22 Sept | 1301.40 | 132.95 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 1321.70 | 132.95 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 18 Sept | 1322.70 | 132.95 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 1316.70 | 132.95 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 1260.40 | 190.6 | 0 | - | 0 | 0 | 0 | |||||||||
For Dr. Reddy S Laboratories - strike price 1160 expiring on 30SEP2025
Delta for 1160 CE is 0.00
Historical price for 1160 CE is as follows
On 22 Sept DRREDDY was trading at 1301.40. The strike last trading price was 132.95, 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 132.95, 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 132.95, 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 132.95, 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 190.6, 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 1160 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.06
Theta: -0.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1301.40 | 0.3 | 0 | 35.82 | 25 | -6 | 275 |
| 21 Sept | 1321.70 | 0.25 | -0.15 | 33.28 | 20 | -13 | 282 |
| 18 Sept | 1322.70 | 0.35 | -0.1 | 33.53 | 13 | -8 | 296 |
| 14 Sept | 1316.70 | 0.6 | -0.35 | 28.63 | 76 | -37 | 312 |
| 17 Aug | 1260.40 | 7.5 | -2.45 | 23.34 | 5 | -2 | 23 |
For Dr. Reddy S Laboratories - strike price 1160 expiring on 30SEP2025
Delta for 1160 PE is -0.01
Historical price for 1160 PE is as follows
On 22 Sept DRREDDY was trading at 1301.40. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 35.82, the open interest changed by -6 which decreased total open position to 275
On 21 Sept DRREDDY was trading at 1321.70. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 33.28, the open interest changed by -13 which decreased total open position to 282
On 18 Sept DRREDDY was trading at 1322.70. The strike last trading price was 0.35, which was -0.1 lower than the previous day. The implied volatity was 33.53, the open interest changed by -8 which decreased total open position to 296
On 14 Sept DRREDDY was trading at 1316.70. The strike last trading price was 0.6, which was -0.35 lower than the previous day. The implied volatity was 28.63, the open interest changed by -37 which decreased total open position to 312
On 17 Aug DRREDDY was trading at 1260.40. The strike last trading price was 7.5, which was -2.45 lower than the previous day. The implied volatity was 23.34, the open interest changed by -2 which decreased total open position to 23
