DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
22 Sep 2025 08:00 PM IST
| DRREDDY 30SEP2025 1300 CE | ||||||||||||||||
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Delta: 0.59
Vega: 0.75
Theta: -0.78
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1301.40 | 12 | -9.45 | 12.14 | 3,172 | 1 | 6,545 | |||||||||
| 21 Sept | 1321.70 | 21.35 | -2.65 | - | 1,595 | -12 | 6,546 | |||||||||
| 18 Sept | 1322.70 | 24.6 | 6 | - | 3,203 | -53 | 6,559 | |||||||||
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| 14 Sept | 1316.70 | 22.7 | 2.4 | 7.86 | 6,595 | -28 | 4,907 | |||||||||
| 17 Aug | 1260.40 | 21.9 | 3.35 | 19.73 | 10 | 2 | 52 | |||||||||
For Dr. Reddy S Laboratories - strike price 1300 expiring on 30SEP2025
Delta for 1300 CE is 0.59
Historical price for 1300 CE is as follows
On 22 Sept DRREDDY was trading at 1301.40. The strike last trading price was 12, which was -9.45 lower than the previous day. The implied volatity was 12.14, the open interest changed by 1 which increased total open position to 6545
On 21 Sept DRREDDY was trading at 1321.70. The strike last trading price was 21.35, which was -2.65 lower than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 6546
On 18 Sept DRREDDY was trading at 1322.70. The strike last trading price was 24.6, which was 6 higher than the previous day. The implied volatity was -, the open interest changed by -53 which decreased total open position to 6559
On 14 Sept DRREDDY was trading at 1316.70. The strike last trading price was 22.7, which was 2.4 higher than the previous day. The implied volatity was 7.86, the open interest changed by -28 which decreased total open position to 4907
On 17 Aug DRREDDY was trading at 1260.40. The strike last trading price was 21.9, which was 3.35 higher than the previous day. The implied volatity was 19.73, the open interest changed by 2 which increased total open position to 52
| DRREDDY 30SEP2025 1300 PE | |||||||
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Delta: -0.43
Vega: 0.76
Theta: -0.64
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1301.40 | 10.65 | 3.6 | 16.90 | 2,478 | 100 | 2,203 |
| 21 Sept | 1321.70 | 7.15 | -0.75 | 18.83 | 1,202 | 22 | 2,100 |
| 18 Sept | 1322.70 | 7.65 | -5.85 | 19.12 | 1,479 | 313 | 2,071 |
| 14 Sept | 1316.70 | 17.15 | -6.1 | 22.59 | 2,341 | 427 | 1,359 |
| 17 Aug | 1260.40 | 62 | -27.8 | 24.23 | 5 | 4 | 5 |
For Dr. Reddy S Laboratories - strike price 1300 expiring on 30SEP2025
Delta for 1300 PE is -0.43
Historical price for 1300 PE is as follows
On 22 Sept DRREDDY was trading at 1301.40. The strike last trading price was 10.65, which was 3.6 higher than the previous day. The implied volatity was 16.90, the open interest changed by 100 which increased total open position to 2203
On 21 Sept DRREDDY was trading at 1321.70. The strike last trading price was 7.15, which was -0.75 lower than the previous day. The implied volatity was 18.83, the open interest changed by 22 which increased total open position to 2100
On 18 Sept DRREDDY was trading at 1322.70. The strike last trading price was 7.65, which was -5.85 lower than the previous day. The implied volatity was 19.12, the open interest changed by 313 which increased total open position to 2071
On 14 Sept DRREDDY was trading at 1316.70. The strike last trading price was 17.15, which was -6.1 lower than the previous day. The implied volatity was 22.59, the open interest changed by 427 which increased total open position to 1359
On 17 Aug DRREDDY was trading at 1260.40. The strike last trading price was 62, which was -27.8 lower than the previous day. The implied volatity was 24.23, the open interest changed by 4 which increased total open position to 5
