DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
22 Sep 2025 08:00 PM IST
| DRREDDY 30SEP2025 1280 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.88
Vega: 0.39
Theta: -0.58
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 1301.40 | 26.25 | -11.35 | 11.35 | 254 | -10 | 847 | |||||||||
| 21 Sept | 1321.70 | 37.25 | -2.85 | - | 356 | -26 | 861 | |||||||||
| 18 Sept | 1322.70 | 41 | 9 | - | 512 | -41 | 884 | |||||||||
| 14 Sept | 1316.70 | 36 | 4.35 | - | 890 | -57 | 874 | |||||||||
| 17 Aug | 1260.40 | 25 | 0 | 17.17 | 1 | 1 | 4 | |||||||||
For Dr. Reddy S Laboratories - strike price 1280 expiring on 30SEP2025
Delta for 1280 CE is 0.88
Historical price for 1280 CE is as follows
On 22 Sept DRREDDY was trading at 1301.40. The strike last trading price was 26.25, which was -11.35 lower than the previous day. The implied volatity was 11.35, the open interest changed by -10 which decreased total open position to 847
On 21 Sept DRREDDY was trading at 1321.70. The strike last trading price was 37.25, which was -2.85 lower than the previous day. The implied volatity was -, the open interest changed by -26 which decreased total open position to 861
On 18 Sept DRREDDY was trading at 1322.70. The strike last trading price was 41, which was 9 higher than the previous day. The implied volatity was -, the open interest changed by -41 which decreased total open position to 884
On 14 Sept DRREDDY was trading at 1316.70. The strike last trading price was 36, which was 4.35 higher than the previous day. The implied volatity was -, the open interest changed by -57 which decreased total open position to 874
On 17 Aug DRREDDY was trading at 1260.40. The strike last trading price was 25, which was 0 lower than the previous day. The implied volatity was 17.17, the open interest changed by 1 which increased total open position to 4
| DRREDDY 30SEP2025 1280 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.22
Vega: 0.56
Theta: -0.52
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1301.40 | 4.05 | 0.85 | 16.86 | 1,591 | -35 | 731 |
| 21 Sept | 1321.70 | 3.35 | -0.55 | 19.45 | 861 | -51 | 765 |
| 18 Sept | 1322.70 | 4 | -3.2 | 20.16 | 854 | 129 | 792 |
| 14 Sept | 1316.70 | 10.4 | -4.4 | 22.40 | 799 | 58 | 554 |
| 17 Aug | 1260.40 | 40.6 | 0 | - | 0 | 0 | 0 |
For Dr. Reddy S Laboratories - strike price 1280 expiring on 30SEP2025
Delta for 1280 PE is -0.22
Historical price for 1280 PE is as follows
On 22 Sept DRREDDY was trading at 1301.40. The strike last trading price was 4.05, which was 0.85 higher than the previous day. The implied volatity was 16.86, the open interest changed by -35 which decreased total open position to 731
On 21 Sept DRREDDY was trading at 1321.70. The strike last trading price was 3.35, which was -0.55 lower than the previous day. The implied volatity was 19.45, the open interest changed by -51 which decreased total open position to 765
On 18 Sept DRREDDY was trading at 1322.70. The strike last trading price was 4, which was -3.2 lower than the previous day. The implied volatity was 20.16, the open interest changed by 129 which increased total open position to 792
On 14 Sept DRREDDY was trading at 1316.70. The strike last trading price was 10.4, which was -4.4 lower than the previous day. The implied volatity was 22.40, the open interest changed by 58 which increased total open position to 554
On 17 Aug DRREDDY was trading at 1260.40. The strike last trading price was 40.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
