DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
17 Aug 2025 12:54 AM IST
| DRREDDY 30SEP2025 1200 CE | ||||||||||||||||
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Delta: 0.82
Vega: 1.17
Theta: -0.47
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 1260.40 | 73.85 | 3.5 | 16.96 | 1 | 1 | 9 | |||||||||
For Dr. Reddy S Laboratories - strike price 1200 expiring on 30SEP2025
Delta for 1200 CE is 0.82
Historical price for 1200 CE is as follows
On 17 Aug DRREDDY was trading at 1260.40. The strike last trading price was 73.85, which was 3.5 higher than the previous day. The implied volatity was 16.96, the open interest changed by 1 which increased total open position to 9
| DRREDDY 30SEP2025 1200 PE | |||||||
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Delta: -0.25
Vega: 1.43
Theta: -0.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 1260.40 | 17 | -0.55 | 24.17 | 14 | 6 | 66 |
For Dr. Reddy S Laboratories - strike price 1200 expiring on 30SEP2025
Delta for 1200 PE is -0.25
Historical price for 1200 PE is as follows
On 17 Aug DRREDDY was trading at 1260.40. The strike last trading price was 17, which was -0.55 lower than the previous day. The implied volatity was 24.17, the open interest changed by 6 which increased total open position to 66
