DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
22 Sep 2025 08:00 PM IST
| DRREDDY 30SEP2025 1260 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 | 43.55 | -12.45 | - | 299 | -10 | 436 | |||||||||
| 21 Sept | 1321.70 | 55.5 | -2.65 | - | 117 | -1 | 445 | |||||||||
| 18 Sept | 1322.70 | 58.65 | 9.05 | - | 175 | 1 | 448 | |||||||||
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| 14 Sept | 1316.70 | 51.6 | 5.05 | - | 204 | -23 | 385 | |||||||||
| 17 Aug | 1260.40 | 35 | 0 | 17.54 | 3 | 1 | 2 | |||||||||
For Dr. Reddy S Laboratories - strike price 1260 expiring on 30SEP2025
Delta for 1260 CE is -
Historical price for 1260 CE is as follows
On 22 Sept DRREDDY was trading at 1301.40. The strike last trading price was 43.55, which was -12.45 lower than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 436
On 21 Sept DRREDDY was trading at 1321.70. The strike last trading price was 55.5, which was -2.65 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 445
On 18 Sept DRREDDY was trading at 1322.70. The strike last trading price was 58.65, which was 9.05 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 448
On 14 Sept DRREDDY was trading at 1316.70. The strike last trading price was 51.6, which was 5.05 higher than the previous day. The implied volatity was -, the open interest changed by -23 which decreased total open position to 385
On 17 Aug DRREDDY was trading at 1260.40. The strike last trading price was 35, which was 0 lower than the previous day. The implied volatity was 17.54, the open interest changed by 1 which increased total open position to 2
| DRREDDY 30SEP2025 1260 PE | |||||||
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Delta: -0.10
Vega: 0.35
Theta: -0.38
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1301.40 | 1.85 | 0.15 | 19.05 | 1,096 | -13 | 998 |
| 21 Sept | 1321.70 | 1.8 | -0.25 | 21.23 | 517 | -2 | 1,014 |
| 18 Sept | 1322.70 | 2 | -1.8 | 21.19 | 733 | 94 | 1,015 |
| 14 Sept | 1316.70 | 6.05 | -2.9 | 22.57 | 879 | 52 | 787 |
| 17 Aug | 1260.40 | 40.2 | 0 | 0.50 | 0 | 0 | 0 |
For Dr. Reddy S Laboratories - strike price 1260 expiring on 30SEP2025
Delta for 1260 PE is -0.10
Historical price for 1260 PE is as follows
On 22 Sept DRREDDY was trading at 1301.40. The strike last trading price was 1.85, which was 0.15 higher than the previous day. The implied volatity was 19.05, the open interest changed by -13 which decreased total open position to 998
On 21 Sept DRREDDY was trading at 1321.70. The strike last trading price was 1.8, which was -0.25 lower than the previous day. The implied volatity was 21.23, the open interest changed by -2 which decreased total open position to 1014
On 18 Sept DRREDDY was trading at 1322.70. The strike last trading price was 2, which was -1.8 lower than the previous day. The implied volatity was 21.19, the open interest changed by 94 which increased total open position to 1015
On 14 Sept DRREDDY was trading at 1316.70. The strike last trading price was 6.05, which was -2.9 lower than the previous day. The implied volatity was 22.57, the open interest changed by 52 which increased total open position to 787
On 17 Aug DRREDDY was trading at 1260.40. The strike last trading price was 40.2, which was 0 lower than the previous day. The implied volatity was 0.50, the open interest changed by 0 which decreased total open position to 0
