DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
22 Sep 2025 08:00 PM IST
| DRREDDY 30SEP2025 1340 CE | ||||||||||||||||
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Delta: 0.15
Vega: 0.45
Theta: -0.54
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1301.40 | 2.6 | -2.95 | 17.22 | 2,334 | -4 | 1,758 | |||||||||
| 21 Sept | 1321.70 | 5.55 | -1.6 | 12.14 | 2,535 | -93 | 1,766 | |||||||||
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| 18 Sept | 1322.70 | 7.6 | 2.5 | 13.45 | 4,035 | 88 | 1,837 | |||||||||
| 14 Sept | 1316.70 | 7.85 | 0.55 | 13.37 | 2,378 | 26 | 1,614 | |||||||||
| 17 Aug | 1260.40 | 5.55 | -4.3 | 15.17 | 796 | 5 | 51 | |||||||||
For Dr. Reddy S Laboratories - strike price 1340 expiring on 30SEP2025
Delta for 1340 CE is 0.15
Historical price for 1340 CE is as follows
On 22 Sept DRREDDY was trading at 1301.40. The strike last trading price was 2.6, which was -2.95 lower than the previous day. The implied volatity was 17.22, the open interest changed by -4 which decreased total open position to 1758
On 21 Sept DRREDDY was trading at 1321.70. The strike last trading price was 5.55, which was -1.6 lower than the previous day. The implied volatity was 12.14, the open interest changed by -93 which decreased total open position to 1766
On 18 Sept DRREDDY was trading at 1322.70. The strike last trading price was 7.6, which was 2.5 higher than the previous day. The implied volatity was 13.45, the open interest changed by 88 which increased total open position to 1837
On 14 Sept DRREDDY was trading at 1316.70. The strike last trading price was 7.85, which was 0.55 higher than the previous day. The implied volatity was 13.37, the open interest changed by 26 which increased total open position to 1614
On 17 Aug DRREDDY was trading at 1260.40. The strike last trading price was 5.55, which was -4.3 lower than the previous day. The implied volatity was 15.17, the open interest changed by 5 which increased total open position to 51
| DRREDDY 30SEP2025 1340 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.77
Vega: 0.58
Theta: -0.55
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1301.40 | 40.7 | 10.1 | 23.22 | 177 | -56 | 143 |
| 21 Sept | 1321.70 | 31.2 | 0.45 | 26.12 | 113 | -4 | 196 |
| 18 Sept | 1322.70 | 30.45 | -10.75 | 24.56 | 204 | 66 | 198 |
| 14 Sept | 1316.70 | 41.75 | -8.1 | 26.51 | 120 | 41 | 150 |
| 17 Aug | 1260.40 | 85.25 | 0 | - | 0 | 0 | 0 |
For Dr. Reddy S Laboratories - strike price 1340 expiring on 30SEP2025
Delta for 1340 PE is -0.77
Historical price for 1340 PE is as follows
On 22 Sept DRREDDY was trading at 1301.40. The strike last trading price was 40.7, which was 10.1 higher than the previous day. The implied volatity was 23.22, the open interest changed by -56 which decreased total open position to 143
On 21 Sept DRREDDY was trading at 1321.70. The strike last trading price was 31.2, which was 0.45 higher than the previous day. The implied volatity was 26.12, the open interest changed by -4 which decreased total open position to 196
On 18 Sept DRREDDY was trading at 1322.70. The strike last trading price was 30.45, which was -10.75 lower than the previous day. The implied volatity was 24.56, the open interest changed by 66 which increased total open position to 198
On 14 Sept DRREDDY was trading at 1316.70. The strike last trading price was 41.75, which was -8.1 lower than the previous day. The implied volatity was 26.51, the open interest changed by 41 which increased total open position to 150
On 17 Aug DRREDDY was trading at 1260.40. The strike last trading price was 85.25, 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
