DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
22 Sep 2025 08:00 PM IST
| DRREDDY 30SEP2025 1380 CE | ||||||||||||||||
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Delta: 0.04
Vega: 0.17
Theta: -0.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1301.40 | 0.7 | -0.75 | 21.39 | 603 | -129 | 432 | |||||||||
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| 21 Sept | 1321.70 | 1.45 | -0.35 | 16.54 | 878 | -121 | 561 | |||||||||
| 18 Sept | 1322.70 | 1.85 | 0.45 | 16.53 | 984 | 328 | 683 | |||||||||
| 14 Sept | 1316.70 | 2.55 | 0 | 16.16 | 552 | -69 | 325 | |||||||||
| 17 Aug | 1260.40 | 6.8 | -11.75 | 21.46 | 2 | 1 | 1 | |||||||||
For Dr. Reddy S Laboratories - strike price 1380 expiring on 30SEP2025
Delta for 1380 CE is 0.04
Historical price for 1380 CE is as follows
On 22 Sept DRREDDY was trading at 1301.40. The strike last trading price was 0.7, which was -0.75 lower than the previous day. The implied volatity was 21.39, the open interest changed by -129 which decreased total open position to 432
On 21 Sept DRREDDY was trading at 1321.70. The strike last trading price was 1.45, which was -0.35 lower than the previous day. The implied volatity was 16.54, the open interest changed by -121 which decreased total open position to 561
On 18 Sept DRREDDY was trading at 1322.70. The strike last trading price was 1.85, which was 0.45 higher than the previous day. The implied volatity was 16.53, the open interest changed by 328 which increased total open position to 683
On 14 Sept DRREDDY was trading at 1316.70. The strike last trading price was 2.55, which was 0 lower than the previous day. The implied volatity was 16.16, the open interest changed by -69 which decreased total open position to 325
On 17 Aug DRREDDY was trading at 1260.40. The strike last trading price was 6.8, which was -11.75 lower than the previous day. The implied volatity was 21.46, the open interest changed by 1 which increased total open position to 1
| DRREDDY 30SEP2025 1380 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1301.40 | 67.05 | 0.85 | 0.00 | 0 | 30 | 0 |
| 21 Sept | 1321.70 | 67.05 | 1.35 | 35.82 | 46 | 30 | 43 |
| 18 Sept | 1322.70 | 65.25 | -49 | 33.31 | 33 | 13 | 13 |
| 14 Sept | 1316.70 | 114.25 | 0 | - | 0 | 0 | 0 |
| 17 Aug | 1260.40 | 114.25 | 0 | - | 0 | 0 | 0 |
For Dr. Reddy S Laboratories - strike price 1380 expiring on 30SEP2025
Delta for 1380 PE is 0.00
Historical price for 1380 PE is as follows
On 22 Sept DRREDDY was trading at 1301.40. The strike last trading price was 67.05, which was 0.85 higher than the previous day. The implied volatity was 0.00, the open interest changed by 30 which increased total open position to 0
On 21 Sept DRREDDY was trading at 1321.70. The strike last trading price was 67.05, which was 1.35 higher than the previous day. The implied volatity was 35.82, the open interest changed by 30 which increased total open position to 43
On 18 Sept DRREDDY was trading at 1322.70. The strike last trading price was 65.25, which was -49 lower than the previous day. The implied volatity was 33.31, the open interest changed by 13 which increased total open position to 13
On 14 Sept DRREDDY was trading at 1316.70. The strike last trading price was 114.25, 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
On 17 Aug DRREDDY was trading at 1260.40. The strike last trading price was 114.25, 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
