Historical option data for DRREDDY
23 Jun 2026 01:30 PM IST
| DRREDDY 28-Jul-2026 (35d) 1300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.56
Vega: 0.02
Theta: -0.59
Gamma: 0.00426
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Jun | 1303.70 | 42.45 | 5.45 (14.73%) | 22.8 | 954 | -124 | 359 | |||||||||
| 22 Jun | 1290.70 | 38 | 11 (40.74%) | 23.64 | 1,164 | 338 | 483 | |||||||||
| 19 Jun | 1272.10 | 26.15 | -0.85 (-3.15%) | 20.69 | 121 | 39 | 145 | |||||||||
| 18 Jun | 1267.50 | 28.25 | 0.25 (0.89%) | 22.29 | 73 | 20 | 108 | |||||||||
| 17 Jun | 1269.00 | 27.9 | -2.1 (-7.00%) | 22.15 | 64 | 11 | 87 | |||||||||
| 16 Jun | 1276.90 | 29.5 | -3.5 (-10.61%) | 21.76 | 34 | -7 | 77 | |||||||||
| 15 Jun | 1279.50 | 33.1 | 3.1 (10.33%) | 21.51 | 57 | 25 | 84 | |||||||||
| 12 Jun | 1275.40 | 30.5 | -1.5 (-4.69%) | 21.33 | 21 | 8 | 58 | |||||||||
| 11 Jun | 1276.00 | 32 | 0 (0.00%) | 21 | 15 | -2 | 50 | |||||||||
| 10 Jun | 1271.70 | 32.5 | 0.5 (1.56%) | 22.61 | 14 | 8 | 53 | |||||||||
| 9 Jun | 1268.50 | 32 | -8 (-20.00%) | 22.57 | 19 | 7 | 45 | |||||||||
| 8 Jun | 1275.60 | 39.85 | -0.15 (-0.37%) | 23.61 | 3 | 0 | 38 | |||||||||
| 5 Jun | 1278.20 | 39.95 | 2.95 (7.97%) | 22.01 | 8 | 0 | 38 | |||||||||
| 4 Jun | 1267.50 | 36.95 | -0.05 (-0.14%) | 23.7 | 11 | 5 | 37 | |||||||||
| 3 Jun | 1263.30 | 37 | -3 (-7.50%) | 24.5 | 18 | 0 | 32 | |||||||||
| 2 Jun | 1274.00 | 39.8 | -7.2 (-15.32%) | 23.69 | 16 | 8 | 32 | |||||||||
| 1 Jun | 1290.40 | 47.15 | -16.85 (-26.33%) | 23.68 | 6 | 3 | 23 | |||||||||
| 29 May | 1303.50 | 63.8 | -53.2 (-45.47%) | 21.85 | 20 | 18 | 18 | |||||||||
| 27 May | 1319.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 May | 1327.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 May | 1331.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 May | 1307.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 May | 1303.60 | 0 | -117 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 1265.30 | 0 | -117 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
For Dr. Reddy S Laboratories - strike price 1300 expiring on 28JUL2026
Delta for 1300 CE is 0.56
Historical price for 1300 CE is as follows
On 23 Jun DRREDDY was trading at 1303.70. The strike last trading price was 42.45, which was 5.45 higher than the previous day. The implied volatity was 22.8, the open interest changed by -124 which decreased total open position to 359
On 22 Jun DRREDDY was trading at 1290.70. The strike last trading price was 38, which was 11 higher than the previous day. The implied volatity was 23.64, the open interest changed by 338 which increased total open position to 483
On 19 Jun DRREDDY was trading at 1272.10. The strike last trading price was 26.15, which was -0.85 lower than the previous day. The implied volatity was 20.69, the open interest changed by 39 which increased total open position to 145
On 18 Jun DRREDDY was trading at 1267.50. The strike last trading price was 28.25, which was 0.25 higher than the previous day. The implied volatity was 22.29, the open interest changed by 20 which increased total open position to 108
On 17 Jun DRREDDY was trading at 1269.00. The strike last trading price was 27.9, which was -2.1 lower than the previous day. The implied volatity was 22.15, the open interest changed by 11 which increased total open position to 87
On 16 Jun DRREDDY was trading at 1276.90. The strike last trading price was 29.5, which was -3.5 lower than the previous day. The implied volatity was 21.76, the open interest changed by -7 which decreased total open position to 77
On 15 Jun DRREDDY was trading at 1279.50. The strike last trading price was 33.1, which was 3.1 higher than the previous day. The implied volatity was 21.51, the open interest changed by 25 which increased total open position to 84
On 12 Jun DRREDDY was trading at 1275.40. The strike last trading price was 30.5, which was -1.5 lower than the previous day. The implied volatity was 21.33, the open interest changed by 8 which increased total open position to 58
On 11 Jun DRREDDY was trading at 1276.00. The strike last trading price was 32, which was 0 lower than the previous day. The implied volatity was 21, the open interest changed by -2 which decreased total open position to 50
On 10 Jun DRREDDY was trading at 1271.70. The strike last trading price was 32.5, which was 0.5 higher than the previous day. The implied volatity was 22.61, the open interest changed by 8 which increased total open position to 53
On 9 Jun DRREDDY was trading at 1268.50. The strike last trading price was 32, which was -8 lower than the previous day. The implied volatity was 22.57, the open interest changed by 7 which increased total open position to 45
On 8 Jun DRREDDY was trading at 1275.60. The strike last trading price was 39.85, which was -0.15 lower than the previous day. The implied volatity was 23.61, the open interest changed by 0 which decreased total open position to 38
On 5 Jun DRREDDY was trading at 1278.20. The strike last trading price was 39.95, which was 2.95 higher than the previous day. The implied volatity was 22.01, the open interest changed by 0 which decreased total open position to 38
On 4 Jun DRREDDY was trading at 1267.50. The strike last trading price was 36.95, which was -0.05 lower than the previous day. The implied volatity was 23.7, the open interest changed by 5 which increased total open position to 37
On 3 Jun DRREDDY was trading at 1263.30. The strike last trading price was 37, which was -3 lower than the previous day. The implied volatity was 24.5, the open interest changed by 0 which decreased total open position to 32
On 2 Jun DRREDDY was trading at 1274.00. The strike last trading price was 39.8, which was -7.2 lower than the previous day. The implied volatity was 23.69, the open interest changed by 8 which increased total open position to 32
On 1 Jun DRREDDY was trading at 1290.40. The strike last trading price was 47.15, which was -16.85 lower than the previous day. The implied volatity was 23.68, the open interest changed by 3 which increased total open position to 23
On 29 May DRREDDY was trading at 1303.50. The strike last trading price was 63.8, which was -53.2 lower than the previous day. The implied volatity was 21.85, the open interest changed by 18 which increased total open position to 18
On 27 May DRREDDY was trading at 1319.00. The strike last trading price was 0, 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 26 May DRREDDY was trading at 1327.90. The strike last trading price was 0, 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 25 May DRREDDY was trading at 1331.40. The strike last trading price was 0, 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 22 May DRREDDY was trading at 1307.20. The strike last trading price was 0, 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 May DRREDDY was trading at 1303.60. The strike last trading price was 0, which was -117 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May DRREDDY was trading at 1265.30. The strike last trading price was 0, which was -117 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
| DRREDDY 28-Jul-2026 (35d) 1300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.45
Vega: 0.02
Theta: -0.56
Gamma: 0.00324
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Jun | 1303.70 | 44 | -5.4 (-10.93%) | 30.09 | 143 | 30 | 215 |
| 22 Jun | 1290.70 | 48.8 | -11.7 (-19.34%) | 29.73 | 197 | 119 | 183 |
| 19 Jun | 1272.10 | 60.5 | 2.3 (3.95%) | 30.25 | 5 | 2 | 64 |
| 18 Jun | 1267.50 | 57.5 | -4.7 (-7.56%) | 27.11 | 3 | 2 | 62 |
| 17 Jun | 1269.00 | 62.2 | 6.2 (11.07%) | 27.95 | 13 | 5 | 60 |
| 16 Jun | 1276.90 | 56 | 5.5 (10.89%) | 27.02 | 9 | 2 | 55 |
| 15 Jun | 1279.50 | 50.5 | -13.3 (-20.85%) | 26.88 | 14 | 7 | 53 |
| 12 Jun | 1275.40 | 63.8 | 63.8 | - | 1 | 0 | 46 |
| 11 Jun | 1276.00 | 63.8 | 63.8 | - | 1 | 0 | 46 |
| 10 Jun | 1271.70 | 63.8 | 63.8 (21.52%) | 27.81 | 1 | 0 | 46 |
| 9 Jun | 1268.50 | 63.8 | 11.3 (21.52%) | 27.81 | 1 | 1 | 46 |
| 8 Jun | 1275.60 | 52.5 | -7.6 (-12.65%) | 27.42 | 6 | 1 | 43 |
| 5 Jun | 1278.20 | 60.1 | 60.1 (-3.76%) | 24.81 | 2 | 0 | 42 |
| 4 Jun | 1267.50 | 60.1 | -2.35 (-3.76%) | 24.81 | 2 | 1 | 42 |
| 3 Jun | 1263.30 | 62.45 | 3.3 (5.58%) | 25.25 | 3 | 0 | 41 |
| 2 Jun | 1274.00 | 59.15 | 6.3 (11.92%) | 25.39 | 6 | -1 | 41 |
| 1 Jun | 1290.40 | 52.85 | 10.35 (24.35%) | 27.1 | 7 | 5 | 42 |
| 29 May | 1303.50 | 42.5 | 3.1 (7.87%) | 25.86 | 34 | 2 | 36 |
| 27 May | 1319.00 | 39.4 | -0.4 (-1.01%) | 25.46 | 3 | 0 | 34 |
| 26 May | 1327.90 | 39.8 | -0.7 (-1.73%) | 27.02 | 2 | 1 | 34 |
| 25 May | 1331.40 | 49.3 | 0 (0.00%) | 26.46 | 57 | 1 | 33 |
| 22 May | 1307.20 | 49.05 | 5.25 (11.99%) | 26.94 | 57 | 32 | 32 |
| 14 May | 1303.60 | 0 | -43.8 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 1265.30 | 0 | -43.8 (-100.00%) | 0 | 0 | 0 | 0 |
For Dr. Reddy S Laboratories - strike price 1300 expiring on 28JUL2026
Delta for 1300 PE is -0.45
Historical price for 1300 PE is as follows
On 23 Jun DRREDDY was trading at 1303.70. The strike last trading price was 44, which was -5.4 lower than the previous day. The implied volatity was 30.09, the open interest changed by 30 which increased total open position to 215
On 22 Jun DRREDDY was trading at 1290.70. The strike last trading price was 48.8, which was -11.7 lower than the previous day. The implied volatity was 29.73, the open interest changed by 119 which increased total open position to 183
On 19 Jun DRREDDY was trading at 1272.10. The strike last trading price was 60.5, which was 2.3 higher than the previous day. The implied volatity was 30.25, the open interest changed by 2 which increased total open position to 64
On 18 Jun DRREDDY was trading at 1267.50. The strike last trading price was 57.5, which was -4.7 lower than the previous day. The implied volatity was 27.11, the open interest changed by 2 which increased total open position to 62
On 17 Jun DRREDDY was trading at 1269.00. The strike last trading price was 62.2, which was 6.2 higher than the previous day. The implied volatity was 27.95, the open interest changed by 5 which increased total open position to 60
On 16 Jun DRREDDY was trading at 1276.90. The strike last trading price was 56, which was 5.5 higher than the previous day. The implied volatity was 27.02, the open interest changed by 2 which increased total open position to 55
On 15 Jun DRREDDY was trading at 1279.50. The strike last trading price was 50.5, which was -13.3 lower than the previous day. The implied volatity was 26.88, the open interest changed by 7 which increased total open position to 53
On 12 Jun DRREDDY was trading at 1275.40. The strike last trading price was 63.8, which was 63.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 46
On 11 Jun DRREDDY was trading at 1276.00. The strike last trading price was 63.8, which was 63.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 46
On 10 Jun DRREDDY was trading at 1271.70. The strike last trading price was 63.8, which was 63.8 higher than the previous day. The implied volatity was 27.81, the open interest changed by 0 which decreased total open position to 46
On 9 Jun DRREDDY was trading at 1268.50. The strike last trading price was 63.8, which was 11.3 higher than the previous day. The implied volatity was 27.81, the open interest changed by 1 which increased total open position to 46
On 8 Jun DRREDDY was trading at 1275.60. The strike last trading price was 52.5, which was -7.6 lower than the previous day. The implied volatity was 27.42, the open interest changed by 1 which increased total open position to 43
On 5 Jun DRREDDY was trading at 1278.20. The strike last trading price was 60.1, which was 60.1 higher than the previous day. The implied volatity was 24.81, the open interest changed by 0 which decreased total open position to 42
On 4 Jun DRREDDY was trading at 1267.50. The strike last trading price was 60.1, which was -2.35 lower than the previous day. The implied volatity was 24.81, the open interest changed by 1 which increased total open position to 42
On 3 Jun DRREDDY was trading at 1263.30. The strike last trading price was 62.45, which was 3.3 higher than the previous day. The implied volatity was 25.25, the open interest changed by 0 which decreased total open position to 41
On 2 Jun DRREDDY was trading at 1274.00. The strike last trading price was 59.15, which was 6.3 higher than the previous day. The implied volatity was 25.39, the open interest changed by -1 which decreased total open position to 41
On 1 Jun DRREDDY was trading at 1290.40. The strike last trading price was 52.85, which was 10.35 higher than the previous day. The implied volatity was 27.1, the open interest changed by 5 which increased total open position to 42
On 29 May DRREDDY was trading at 1303.50. The strike last trading price was 42.5, which was 3.1 higher than the previous day. The implied volatity was 25.86, the open interest changed by 2 which increased total open position to 36
On 27 May DRREDDY was trading at 1319.00. The strike last trading price was 39.4, which was -0.4 lower than the previous day. The implied volatity was 25.46, the open interest changed by 0 which decreased total open position to 34
On 26 May DRREDDY was trading at 1327.90. The strike last trading price was 39.8, which was -0.7 lower than the previous day. The implied volatity was 27.02, the open interest changed by 1 which increased total open position to 34
On 25 May DRREDDY was trading at 1331.40. The strike last trading price was 49.3, which was 0 lower than the previous day. The implied volatity was 26.46, the open interest changed by 1 which increased total open position to 33
On 22 May DRREDDY was trading at 1307.20. The strike last trading price was 49.05, which was 5.25 higher than the previous day. The implied volatity was 26.94, the open interest changed by 32 which increased total open position to 32
On 14 May DRREDDY was trading at 1303.60. The strike last trading price was 0, which was -43.8 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May DRREDDY was trading at 1265.30. The strike last trading price was 0, which was -43.8 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
