DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
22 Sep 2025 08:00 PM IST
| DRREDDY 30SEP2025 1180 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 | 118 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 1321.70 | 118 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 18 Sept | 1322.70 | 118 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 1316.70 | 118 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 1260.40 | 116.4 | 0 | - | 0 | 0 | 0 | |||||||||
For Dr. Reddy S Laboratories - strike price 1180 expiring on 30SEP2025
Delta for 1180 CE is 0.00
Historical price for 1180 CE is as follows
On 22 Sept DRREDDY was trading at 1301.40. The strike last trading price was 118, 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 118, 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 118, 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 118, 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 116.4, 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 1180 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.09
Theta: -0.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1301.40 | 0.45 | -0.15 | 33.16 | 14 | 2 | 210 |
| 21 Sept | 1321.70 | 0.6 | 0.05 | 33.45 | 16 | 0 | 208 |
| 18 Sept | 1322.70 | 0.5 | -0.15 | 31.37 | 36 | 15 | 208 |
| 14 Sept | 1316.70 | 0.9 | -0.6 | 27.13 | 93 | -16 | 217 |
| 17 Aug | 1260.40 | 10.6 | -1.9 | 22.93 | 1 | -1 | 3 |
For Dr. Reddy S Laboratories - strike price 1180 expiring on 30SEP2025
Delta for 1180 PE is -0.02
Historical price for 1180 PE is as follows
On 22 Sept DRREDDY was trading at 1301.40. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 33.16, the open interest changed by 2 which increased total open position to 210
On 21 Sept DRREDDY was trading at 1321.70. The strike last trading price was 0.6, which was 0.05 higher than the previous day. The implied volatity was 33.45, the open interest changed by 0 which decreased total open position to 208
On 18 Sept DRREDDY was trading at 1322.70. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 31.37, the open interest changed by 15 which increased total open position to 208
On 14 Sept DRREDDY was trading at 1316.70. The strike last trading price was 0.9, which was -0.6 lower than the previous day. The implied volatity was 27.13, the open interest changed by -16 which decreased total open position to 217
On 17 Aug DRREDDY was trading at 1260.40. The strike last trading price was 10.6, which was -1.9 lower than the previous day. The implied volatity was 22.93, the open interest changed by -1 which decreased total open position to 3
