DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
22 Sep 2025 08:00 PM IST
| DRREDDY 30SEP2025 1200 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 1301.40 | 97.25 | -16.75 | - | 7 | -3 | 107 | |||||||||
| 21 Sept | 1321.70 | 114 | 9 | - | 4 | -1 | 110 | |||||||||
| 18 Sept | 1322.70 | 105 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 1316.70 | 107 | 8.7 | - | 47 | -3 | 112 | |||||||||
| 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 -
Historical price for 1200 CE is as follows
On 22 Sept DRREDDY was trading at 1301.40. The strike last trading price was 97.25, which was -16.75 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 107
On 21 Sept DRREDDY was trading at 1321.70. The strike last trading price was 114, which was 9 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 110
On 18 Sept DRREDDY was trading at 1322.70. The strike last trading price was 105, 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 107, which was 8.7 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 112
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: -0.03
Vega: 0.13
Theta: -0.24
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1301.40 | 0.7 | 0.05 | 30.53 | 53 | -21 | 813 |
| 21 Sept | 1321.70 | 0.7 | 0 | 30.05 | 132 | -69 | 834 |
| 18 Sept | 1322.70 | 0.7 | -0.35 | 29.02 | 206 | -38 | 904 |
| 14 Sept | 1316.70 | 1.4 | -0.9 | 25.76 | 357 | -4 | 989 |
| 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 -0.03
Historical price for 1200 PE is as follows
On 22 Sept DRREDDY was trading at 1301.40. The strike last trading price was 0.7, which was 0.05 higher than the previous day. The implied volatity was 30.53, the open interest changed by -21 which decreased total open position to 813
On 21 Sept DRREDDY was trading at 1321.70. The strike last trading price was 0.7, which was 0 lower than the previous day. The implied volatity was 30.05, the open interest changed by -69 which decreased total open position to 834
On 18 Sept DRREDDY was trading at 1322.70. The strike last trading price was 0.7, which was -0.35 lower than the previous day. The implied volatity was 29.02, the open interest changed by -38 which decreased total open position to 904
On 14 Sept DRREDDY was trading at 1316.70. The strike last trading price was 1.4, which was -0.9 lower than the previous day. The implied volatity was 25.76, the open interest changed by -4 which decreased total open position to 989
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
