DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
22 Sep 2025 08:00 PM IST
| DRREDDY 30SEP2025 1400 CE | ||||||||||||||||
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Delta: 0.03
Vega: 0.12
Theta: -0.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1301.40 | 0.5 | -0.5 | 24.59 | 625 | -262 | 1,023 | |||||||||
| 21 Sept | 1321.70 | 0.95 | -0.3 | 19.07 | 307 | -86 | 1,285 | |||||||||
| 18 Sept | 1322.70 | 1.25 | 0.25 | 19.06 | 720 | 291 | 1,372 | |||||||||
| 14 Sept | 1316.70 | 1.75 | 0.1 | 18.06 | 965 | 57 | 1,120 | |||||||||
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| 17 Aug | 1260.40 | 4.85 | 0.1 | 21.68 | 14 | 6 | 32 | |||||||||
For Dr. Reddy S Laboratories - strike price 1400 expiring on 30SEP2025
Delta for 1400 CE is 0.03
Historical price for 1400 CE is as follows
On 22 Sept DRREDDY was trading at 1301.40. The strike last trading price was 0.5, which was -0.5 lower than the previous day. The implied volatity was 24.59, the open interest changed by -262 which decreased total open position to 1023
On 21 Sept DRREDDY was trading at 1321.70. The strike last trading price was 0.95, which was -0.3 lower than the previous day. The implied volatity was 19.07, the open interest changed by -86 which decreased total open position to 1285
On 18 Sept DRREDDY was trading at 1322.70. The strike last trading price was 1.25, which was 0.25 higher than the previous day. The implied volatity was 19.06, the open interest changed by 291 which increased total open position to 1372
On 14 Sept DRREDDY was trading at 1316.70. The strike last trading price was 1.75, which was 0.1 higher than the previous day. The implied volatity was 18.06, the open interest changed by 57 which increased total open position to 1120
On 17 Aug DRREDDY was trading at 1260.40. The strike last trading price was 4.85, which was 0.1 higher than the previous day. The implied volatity was 21.68, the open interest changed by 6 which increased total open position to 32
| DRREDDY 30SEP2025 1400 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 | 84 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 1321.70 | 84 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 1322.70 | 84 | -15.05 | 37.73 | 30 | 0 | 77 |
| 14 Sept | 1316.70 | 94.95 | -8.85 | 37.29 | 30 | -1 | 65 |
| 17 Aug | 1260.40 | 101.7 | 0 | - | 0 | 0 | 0 |
For Dr. Reddy S Laboratories - strike price 1400 expiring on 30SEP2025
Delta for 1400 PE is 0.00
Historical price for 1400 PE is as follows
On 22 Sept DRREDDY was trading at 1301.40. The strike last trading price was 84, 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
On 21 Sept DRREDDY was trading at 1321.70. The strike last trading price was 84, 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
On 18 Sept DRREDDY was trading at 1322.70. The strike last trading price was 84, which was -15.05 lower than the previous day. The implied volatity was 37.73, the open interest changed by 0 which decreased total open position to 77
On 14 Sept DRREDDY was trading at 1316.70. The strike last trading price was 94.95, which was -8.85 lower than the previous day. The implied volatity was 37.29, the open interest changed by -1 which decreased total open position to 65
On 17 Aug DRREDDY was trading at 1260.40. The strike last trading price was 101.7, 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
