DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
22 Sep 2025 08:00 PM IST
| DRREDDY 30SEP2025 1320 CE | ||||||||||||||||
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Delta: 0.30
Vega: 0.68
Theta: -0.73
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1301.40 | 5.5 | -5.95 | 14.84 | 4,942 | -24 | 3,649 | |||||||||
| 21 Sept | 1321.70 | 11 | -2.4 | 8.37 | 4,324 | 30 | 3,677 | |||||||||
| 18 Sept | 1322.70 | 13.8 | 3.7 | 10.16 | 9,134 | 996 | 3,633 | |||||||||
| 14 Sept | 1316.70 | 13.55 | 0.9 | 11.43 | 6,230 | 267 | 1,755 | |||||||||
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| 17 Aug | 1260.40 | 15 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Dr. Reddy S Laboratories - strike price 1320 expiring on 30SEP2025
Delta for 1320 CE is 0.30
Historical price for 1320 CE is as follows
On 22 Sept DRREDDY was trading at 1301.40. The strike last trading price was 5.5, which was -5.95 lower than the previous day. The implied volatity was 14.84, the open interest changed by -24 which decreased total open position to 3649
On 21 Sept DRREDDY was trading at 1321.70. The strike last trading price was 11, which was -2.4 lower than the previous day. The implied volatity was 8.37, the open interest changed by 30 which increased total open position to 3677
On 18 Sept DRREDDY was trading at 1322.70. The strike last trading price was 13.8, which was 3.7 higher than the previous day. The implied volatity was 10.16, the open interest changed by 996 which increased total open position to 3633
On 14 Sept DRREDDY was trading at 1316.70. The strike last trading price was 13.55, which was 0.9 higher than the previous day. The implied volatity was 11.43, the open interest changed by 267 which increased total open position to 1755
On 17 Aug DRREDDY was trading at 1260.40. The strike last trading price was 15, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| DRREDDY 30SEP2025 1320 PE | |||||||
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Delta: -0.65
Vega: 0.72
Theta: -0.65
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1301.40 | 24 | 7.75 | 19.83 | 915 | -101 | 474 |
| 21 Sept | 1321.70 | 17.1 | -0.05 | 22.22 | 793 | -20 | 579 |
| 18 Sept | 1322.70 | 17 | -7.6 | 21.44 | 859 | 112 | 591 |
| 14 Sept | 1316.70 | 28.3 | -6.7 | 24.53 | 722 | 203 | 386 |
| 17 Aug | 1260.40 | 57.4 | 0 | - | 0 | 0 | 0 |
For Dr. Reddy S Laboratories - strike price 1320 expiring on 30SEP2025
Delta for 1320 PE is -0.65
Historical price for 1320 PE is as follows
On 22 Sept DRREDDY was trading at 1301.40. The strike last trading price was 24, which was 7.75 higher than the previous day. The implied volatity was 19.83, the open interest changed by -101 which decreased total open position to 474
On 21 Sept DRREDDY was trading at 1321.70. The strike last trading price was 17.1, which was -0.05 lower than the previous day. The implied volatity was 22.22, the open interest changed by -20 which decreased total open position to 579
On 18 Sept DRREDDY was trading at 1322.70. The strike last trading price was 17, which was -7.6 lower than the previous day. The implied volatity was 21.44, the open interest changed by 112 which increased total open position to 591
On 14 Sept DRREDDY was trading at 1316.70. The strike last trading price was 28.3, which was -6.7 lower than the previous day. The implied volatity was 24.53, the open interest changed by 203 which increased total open position to 386
On 17 Aug DRREDDY was trading at 1260.40. The strike last trading price was 57.4, 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
