DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
22 Sep 2025 08:00 PM IST
| DRREDDY 30SEP2025 1440 CE | ||||||||||||||||
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Delta: 0.02
Vega: 0.08
Theta: -0.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1301.40 | 0.35 | -0.15 | 30.91 | 11 | 2 | 86 | |||||||||
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| 21 Sept | 1321.70 | 0.5 | -0.15 | 23.89 | 41 | 22 | 84 | |||||||||
| 18 Sept | 1322.70 | 0.7 | 0.15 | 23.93 | 37 | 14 | 62 | |||||||||
| 14 Sept | 1316.70 | 0.7 | 0.05 | 20.58 | 11 | -2 | 74 | |||||||||
For Dr. Reddy S Laboratories - strike price 1440 expiring on 30SEP2025
Delta for 1440 CE is 0.02
Historical price for 1440 CE is as follows
On 22 Sept DRREDDY was trading at 1301.40. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 30.91, the open interest changed by 2 which increased total open position to 86
On 21 Sept DRREDDY was trading at 1321.70. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 23.89, the open interest changed by 22 which increased total open position to 84
On 18 Sept DRREDDY was trading at 1322.70. The strike last trading price was 0.7, which was 0.15 higher than the previous day. The implied volatity was 23.93, the open interest changed by 14 which increased total open position to 62
On 14 Sept DRREDDY was trading at 1316.70. The strike last trading price was 0.7, which was 0.05 higher than the previous day. The implied volatity was 20.58, the open interest changed by -2 which decreased total open position to 74
| DRREDDY 30SEP2025 1440 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 | 128.8 | 0 | - | 0 | 0 | 0 |
| 21 Sept | 1321.70 | 128.8 | 0 | - | 0 | 0 | 0 |
| 18 Sept | 1322.70 | 128.8 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 1316.70 | 128.8 | 0 | - | 0 | 0 | 0 |
For Dr. Reddy S Laboratories - strike price 1440 expiring on 30SEP2025
Delta for 1440 PE is -
Historical price for 1440 PE is as follows
On 22 Sept DRREDDY was trading at 1301.40. The strike last trading price was 128.8, 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
On 21 Sept DRREDDY was trading at 1321.70. The strike last trading price was 128.8, 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
On 18 Sept DRREDDY was trading at 1322.70. The strike last trading price was 128.8, 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
On 14 Sept DRREDDY was trading at 1316.70. The strike last trading price was 128.8, 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
