DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
22 Sep 2025 08:00 PM IST
| DRREDDY 30SEP2025 1360 CE | ||||||||||||||||
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Delta: 0.08
Vega: 0.29
Theta: -0.39
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1301.40 | 1.4 | -1.35 | 19.80 | 1,967 | -267 | 966 | |||||||||
| 21 Sept | 1321.70 | 2.7 | -0.7 | 14.37 | 1,554 | 197 | 1,234 | |||||||||
| 18 Sept | 1322.70 | 3.6 | 1 | 14.84 | 1,942 | 69 | 1,036 | |||||||||
| 14 Sept | 1316.70 | 4.3 | 0.05 | 14.64 | 1,479 | -17 | 836 | |||||||||
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| 17 Aug | 1260.40 | 8 | 0.45 | 20.02 | 10 | -1 | 23 | |||||||||
For Dr. Reddy S Laboratories - strike price 1360 expiring on 30SEP2025
Delta for 1360 CE is 0.08
Historical price for 1360 CE is as follows
On 22 Sept DRREDDY was trading at 1301.40. The strike last trading price was 1.4, which was -1.35 lower than the previous day. The implied volatity was 19.80, the open interest changed by -267 which decreased total open position to 966
On 21 Sept DRREDDY was trading at 1321.70. The strike last trading price was 2.7, which was -0.7 lower than the previous day. The implied volatity was 14.37, the open interest changed by 197 which increased total open position to 1234
On 18 Sept DRREDDY was trading at 1322.70. The strike last trading price was 3.6, which was 1 higher than the previous day. The implied volatity was 14.84, the open interest changed by 69 which increased total open position to 1036
On 14 Sept DRREDDY was trading at 1316.70. The strike last trading price was 4.3, which was 0.05 higher than the previous day. The implied volatity was 14.64, the open interest changed by -17 which decreased total open position to 836
On 17 Aug DRREDDY was trading at 1260.40. The strike last trading price was 8, which was 0.45 higher than the previous day. The implied volatity was 20.02, the open interest changed by -1 which decreased total open position to 23
| DRREDDY 30SEP2025 1360 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.83
Vega: 0.49
Theta: -0.57
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1301.40 | 59.95 | 12.6 | 28.84 | 103 | -3 | 67 |
| 21 Sept | 1321.70 | 48.3 | 1.1 | 30.37 | 70 | -3 | 69 |
| 18 Sept | 1322.70 | 47.05 | -12.55 | 28.71 | 39 | -4 | 73 |
| 14 Sept | 1316.70 | 57.55 | -9 | 29.10 | 57 | 16 | 63 |
| 17 Aug | 1260.40 | 77.8 | 0 | - | 0 | 0 | 0 |
For Dr. Reddy S Laboratories - strike price 1360 expiring on 30SEP2025
Delta for 1360 PE is -0.83
Historical price for 1360 PE is as follows
On 22 Sept DRREDDY was trading at 1301.40. The strike last trading price was 59.95, which was 12.6 higher than the previous day. The implied volatity was 28.84, the open interest changed by -3 which decreased total open position to 67
On 21 Sept DRREDDY was trading at 1321.70. The strike last trading price was 48.3, which was 1.1 higher than the previous day. The implied volatity was 30.37, the open interest changed by -3 which decreased total open position to 69
On 18 Sept DRREDDY was trading at 1322.70. The strike last trading price was 47.05, which was -12.55 lower than the previous day. The implied volatity was 28.71, the open interest changed by -4 which decreased total open position to 73
On 14 Sept DRREDDY was trading at 1316.70. The strike last trading price was 57.55, which was -9 lower than the previous day. The implied volatity was 29.10, the open interest changed by 16 which increased total open position to 63
On 17 Aug DRREDDY was trading at 1260.40. The strike last trading price was 77.8, 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
