DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
22 Sep 2025 08:00 PM IST
| DRREDDY 28OCT2025 1300 CE | ||||||||||||||||
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Delta: 0.59
Vega: 1.59
Theta: -0.58
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1301.40 | 36.2 | -7.7 | 17.36 | 66 | -9 | 159 | |||||||||
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| 21 Sept | 1321.70 | 43.25 | -3.15 | 12.10 | 43 | 0 | 168 | |||||||||
| 18 Sept | 1322.70 | 45.8 | 6 | 13.06 | 80 | 20 | 168 | |||||||||
| 14 Sept | 1316.70 | 42.5 | 5.25 | 13.28 | 53 | 21 | 95 | |||||||||
For Dr. Reddy S Laboratories - strike price 1300 expiring on 28OCT2025
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 36.2, which was -7.7 lower than the previous day. The implied volatity was 17.36, the open interest changed by -9 which decreased total open position to 159
On 21 Sept DRREDDY was trading at 1321.70. The strike last trading price was 43.25, which was -3.15 lower than the previous day. The implied volatity was 12.10, the open interest changed by 0 which decreased total open position to 168
On 18 Sept DRREDDY was trading at 1322.70. The strike last trading price was 45.8, which was 6 higher than the previous day. The implied volatity was 13.06, the open interest changed by 20 which increased total open position to 168
On 14 Sept DRREDDY was trading at 1316.70. The strike last trading price was 42.5, which was 5.25 higher than the previous day. The implied volatity was 13.28, the open interest changed by 21 which increased total open position to 95
| DRREDDY 28OCT2025 1300 PE | |||||||
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Delta: -0.43
Vega: 1.60
Theta: -0.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1301.40 | 34.55 | 4.55 | 25.63 | 96 | 32 | 138 |
| 21 Sept | 1321.70 | 30.45 | 0.55 | 27.16 | 50 | 3 | 106 |
| 18 Sept | 1322.70 | 29.6 | -5.4 | 26.60 | 28 | 7 | 102 |
| 14 Sept | 1316.70 | 31.8 | -9.2 | 24.66 | 30 | 17 | 52 |
For Dr. Reddy S Laboratories - strike price 1300 expiring on 28OCT2025
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 34.55, which was 4.55 higher than the previous day. The implied volatity was 25.63, the open interest changed by 32 which increased total open position to 138
On 21 Sept DRREDDY was trading at 1321.70. The strike last trading price was 30.45, which was 0.55 higher than the previous day. The implied volatity was 27.16, the open interest changed by 3 which increased total open position to 106
On 18 Sept DRREDDY was trading at 1322.70. The strike last trading price was 29.6, which was -5.4 lower than the previous day. The implied volatity was 26.60, the open interest changed by 7 which increased total open position to 102
On 14 Sept DRREDDY was trading at 1316.70. The strike last trading price was 31.8, which was -9.2 lower than the previous day. The implied volatity was 24.66, the open interest changed by 17 which increased total open position to 52
