DRREDDY
Dr. Reddy S Laboratories
Historical option data for DRREDDY
22 Sep 2025 08:00 PM IST
| DRREDDY 30SEP2025 1480 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.05
Theta: -0.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 1301.40 | 0.25 | -0.05 | 36.48 | 5 | -2 | 55 | |||||||||
| 21 Sept | 1321.70 | 0.3 | -0.1 | 28.16 | 4 | 1 | 57 | |||||||||
| 18 Sept | 1322.70 | 0.4 | 0 | 27.96 | 1 | 0 | 56 | |||||||||
| 14 Sept | 1316.70 | 0.65 | 0.15 | 25.53 | 21 | 5 | 52 | |||||||||
For Dr. Reddy S Laboratories - strike price 1480 expiring on 30SEP2025
Delta for 1480 CE is 0.01
Historical price for 1480 CE is as follows
On 22 Sept DRREDDY was trading at 1301.40. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 36.48, the open interest changed by -2 which decreased total open position to 55
On 21 Sept DRREDDY was trading at 1321.70. The strike last trading price was 0.3, which was -0.1 lower than the previous day. The implied volatity was 28.16, the open interest changed by 1 which increased total open position to 57
On 18 Sept DRREDDY was trading at 1322.70. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 27.96, the open interest changed by 0 which decreased total open position to 56
On 14 Sept DRREDDY was trading at 1316.70. The strike last trading price was 0.65, which was 0.15 higher than the previous day. The implied volatity was 25.53, the open interest changed by 5 which increased total open position to 52
| DRREDDY 30SEP2025 1480 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 | 178.8 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 1321.70 | 178.8 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 1322.70 | 178.8 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 1316.70 | 178.8 | 0 | 0.00 | 0 | 0 | 0 |
For Dr. Reddy S Laboratories - strike price 1480 expiring on 30SEP2025
Delta for 1480 PE is 0.00
Historical price for 1480 PE is as follows
On 22 Sept DRREDDY was trading at 1301.40. The strike last trading price was 178.8, 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 178.8, 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 178.8, 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 14 Sept DRREDDY was trading at 1316.70. The strike last trading price was 178.8, 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
