DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
22 Sep 2025 08:00 PM IST
| DRREDDY 30SEP2025 1420 CE | ||||||||||||||||
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Delta: 0.02
Vega: 0.08
Theta: -0.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1301.40 | 0.3 | -0.35 | 26.33 | 37 | 0 | 186 | |||||||||
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| 21 Sept | 1321.70 | 0.6 | -0.25 | 21.11 | 25 | 8 | 186 | |||||||||
| 18 Sept | 1322.70 | 0.95 | 0.2 | 21.70 | 68 | 2 | 178 | |||||||||
| 14 Sept | 1316.70 | 0.75 | -0.2 | 18.03 | 87 | 59 | 176 | |||||||||
For Dr. Reddy S Laboratories - strike price 1420 expiring on 30SEP2025
Delta for 1420 CE is 0.02
Historical price for 1420 CE is as follows
On 22 Sept DRREDDY was trading at 1301.40. The strike last trading price was 0.3, which was -0.35 lower than the previous day. The implied volatity was 26.33, the open interest changed by 0 which decreased total open position to 186
On 21 Sept DRREDDY was trading at 1321.70. The strike last trading price was 0.6, which was -0.25 lower than the previous day. The implied volatity was 21.11, the open interest changed by 8 which increased total open position to 186
On 18 Sept DRREDDY was trading at 1322.70. The strike last trading price was 0.95, which was 0.2 higher than the previous day. The implied volatity was 21.70, the open interest changed by 2 which increased total open position to 178
On 14 Sept DRREDDY was trading at 1316.70. The strike last trading price was 0.75, which was -0.2 lower than the previous day. The implied volatity was 18.03, the open interest changed by 59 which increased total open position to 176
| DRREDDY 30SEP2025 1420 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1301.40 | 146.65 | 0 | - | 0 | 0 | 0 |
| 21 Sept | 1321.70 | 146.65 | 0 | - | 0 | 0 | 0 |
| 18 Sept | 1322.70 | 146.65 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 1316.70 | 146.65 | 0 | - | 0 | 0 | 0 |
For Dr. Reddy S Laboratories - strike price 1420 expiring on 30SEP2025
Delta for 1420 PE is -
Historical price for 1420 PE is as follows
On 22 Sept DRREDDY was trading at 1301.40. The strike last trading price was 146.65, 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 21 Sept DRREDDY was trading at 1321.70. The strike last trading price was 146.65, 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 18 Sept DRREDDY was trading at 1322.70. The strike last trading price was 146.65, 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 14 Sept DRREDDY was trading at 1316.70. The strike last trading price was 146.65, 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
