DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
22 Sep 2025 08:00 PM IST
| DRREDDY 30SEP2025 1220 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 22 Sept | 1301.40 | 78.7 | -18.1 | - | 10 | -7 | 103 | |||||||||
| 21 Sept | 1321.70 | 96.8 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 1322.70 | 96.8 | 8.9 | - | 9 | 1 | 109 | |||||||||
| 14 Sept | 1316.70 | 88.4 | 9.55 | - | 39 | 5 | 94 | |||||||||
| 17 Aug | 1260.40 | 46.15 | 1.15 | - | 1 | 0 | 1 | |||||||||
For Dr. Reddy S Laboratories - strike price 1220 expiring on 30SEP2025
Delta for 1220 CE is -
Historical price for 1220 CE is as follows
On 22 Sept DRREDDY was trading at 1301.40. The strike last trading price was 78.7, which was -18.1 lower than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 103
On 21 Sept DRREDDY was trading at 1321.70. The strike last trading price was 96.8, 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 96.8, which was 8.9 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 109
On 14 Sept DRREDDY was trading at 1316.70. The strike last trading price was 88.4, which was 9.55 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 94
On 17 Aug DRREDDY was trading at 1260.40. The strike last trading price was 46.15, which was 1.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
| DRREDDY 30SEP2025 1220 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.04
Vega: 0.17
Theta: -0.27
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1301.40 | 0.9 | -0.1 | 26.68 | 49 | -7 | 697 |
| 21 Sept | 1321.70 | 0.9 | 0 | 27.01 | 135 | -19 | 704 |
| 18 Sept | 1322.70 | 0.95 | -0.5 | 26.38 | 243 | 10 | 721 |
| 14 Sept | 1316.70 | 2.15 | -1.2 | 24.29 | 214 | -21 | 706 |
| 17 Aug | 1260.40 | 23.8 | 0 | 0.00 | 0 | 0 | 0 |
For Dr. Reddy S Laboratories - strike price 1220 expiring on 30SEP2025
Delta for 1220 PE is -0.04
Historical price for 1220 PE is as follows
On 22 Sept DRREDDY was trading at 1301.40. The strike last trading price was 0.9, which was -0.1 lower than the previous day. The implied volatity was 26.68, the open interest changed by -7 which decreased total open position to 697
On 21 Sept DRREDDY was trading at 1321.70. The strike last trading price was 0.9, which was 0 lower than the previous day. The implied volatity was 27.01, the open interest changed by -19 which decreased total open position to 704
On 18 Sept DRREDDY was trading at 1322.70. The strike last trading price was 0.95, which was -0.5 lower than the previous day. The implied volatity was 26.38, the open interest changed by 10 which increased total open position to 721
On 14 Sept DRREDDY was trading at 1316.70. The strike last trading price was 2.15, which was -1.2 lower than the previous day. The implied volatity was 24.29, the open interest changed by -21 which decreased total open position to 706
On 17 Aug DRREDDY was trading at 1260.40. The strike last trading price was 23.8, 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
