DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
22 Sep 2025 08:00 PM IST
| DRREDDY 30SEP2025 1240 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1301.40 | 62.85 | -13.85 | - | 92 | -11 | 184 | |||||||||
| 21 Sept | 1321.70 | 76.1 | -1.2 | - | 40 | -4 | 194 | |||||||||
| 18 Sept | 1322.70 | 77.8 | 9.5 | - | 42 | -3 | 199 | |||||||||
| 14 Sept | 1316.70 | 69.3 | 6.85 | - | 150 | 9 | 163 | |||||||||
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| 17 Aug | 1260.40 | 44.95 | 4.85 | 14.98 | 1 | 1 | 11 | |||||||||
For Dr. Reddy S Laboratories - strike price 1240 expiring on 30SEP2025
Delta for 1240 CE is -
Historical price for 1240 CE is as follows
On 22 Sept DRREDDY was trading at 1301.40. The strike last trading price was 62.85, which was -13.85 lower than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 184
On 21 Sept DRREDDY was trading at 1321.70. The strike last trading price was 76.1, which was -1.2 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 194
On 18 Sept DRREDDY was trading at 1322.70. The strike last trading price was 77.8, which was 9.5 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 199
On 14 Sept DRREDDY was trading at 1316.70. The strike last trading price was 69.3, which was 6.85 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 163
On 17 Aug DRREDDY was trading at 1260.40. The strike last trading price was 44.95, which was 4.85 higher than the previous day. The implied volatity was 14.98, the open interest changed by 1 which increased total open position to 11
| DRREDDY 30SEP2025 1240 PE | |||||||
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Delta: -0.06
Vega: 0.24
Theta: -0.31
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1301.40 | 1.2 | 0.1 | 22.72 | 358 | -21 | 706 |
| 21 Sept | 1321.70 | 1.15 | -0.1 | 23.75 | 160 | -25 | 727 |
| 18 Sept | 1322.70 | 1.2 | -1 | 23.21 | 648 | -13 | 751 |
| 14 Sept | 1316.70 | 3.6 | -1.85 | 23.34 | 669 | 43 | 746 |
| 17 Aug | 1260.40 | 27.4 | 0 | 1.73 | 0 | 0 | 0 |
For Dr. Reddy S Laboratories - strike price 1240 expiring on 30SEP2025
Delta for 1240 PE is -0.06
Historical price for 1240 PE is as follows
On 22 Sept DRREDDY was trading at 1301.40. The strike last trading price was 1.2, which was 0.1 higher than the previous day. The implied volatity was 22.72, the open interest changed by -21 which decreased total open position to 706
On 21 Sept DRREDDY was trading at 1321.70. The strike last trading price was 1.15, which was -0.1 lower than the previous day. The implied volatity was 23.75, the open interest changed by -25 which decreased total open position to 727
On 18 Sept DRREDDY was trading at 1322.70. The strike last trading price was 1.2, which was -1 lower than the previous day. The implied volatity was 23.21, the open interest changed by -13 which decreased total open position to 751
On 14 Sept DRREDDY was trading at 1316.70. The strike last trading price was 3.6, which was -1.85 lower than the previous day. The implied volatity was 23.34, the open interest changed by 43 which increased total open position to 746
On 17 Aug DRREDDY was trading at 1260.40. The strike last trading price was 27.4, which was 0 lower than the previous day. The implied volatity was 1.73, the open interest changed by 0 which decreased total open position to 0
