Share price$13.26
1D+2.0%
Sold putSold call
Dr. Reddy's Laboratories Limited American Depositary Shares RDY
i
Market datapartial · fetched 2026-10-22T18:25:41.523Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-22T18:25:11.282852728Z
FundamentalsAlpha Vantage · unavailable
Dr. Reddy's Laboratories Limited American Depositary Shares options
PutsExpensive1.86×
CallsExpensive2.76×
SkewBullish-57.47 pp
Implied move——
TiltBullish56.2% CALL
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 20.36 | 165.1% | 59.4% | |||
| 30Δ | 22.23 | 208.8% | 75.8% | |||
| 35Δ | 21.31 | 191.4% | 68.7% | |||
| 40Δ | 20.40 | 174.0% | 61.7% | |||
| 45Δ | 19.49 | 156.6% | 54.7% | |||
| 50Δ | 18.57 | 139.2% | 47.6% | |||
| 55Δ | 17.66 | 121.8% | 40.6% | |||
| 60Δ | 16.74 | 104.4% | 33.6% | |||
| 65Δ | 15.83 | 87.0% | 26.5% | |||
| 70Δ | 14.92 | 69.6% | 19.5% | |||
| 75Δ | 14.00 | 52.2% | 12.5% | |||
| 80Δ | 13.09 | 34.8% | 5.4% | 16.30 | 67.9% | 1.4% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- 20.36
- IV
- 165.1%
- B/E move
- 59.4%
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- 22.23
- IV
- 208.8%
- B/E move
- 75.8%
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- 21.31
- IV
- 191.4%
- B/E move
- 68.7%
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- 20.40
- IV
- 174.0%
- B/E move
- 61.7%
- Pseudo strike
- IV
- B/E move
45Δ
- Pseudo strike
- 19.49
- IV
- 156.6%
- B/E move
- 54.7%
- Pseudo strike
- IV
- B/E move
50Δ
- Pseudo strike
- 18.57
- IV
- 139.2%
- B/E move
- 47.6%
- Pseudo strike
- IV
- B/E move
55Δ
- Pseudo strike
- 17.66
- IV
- 121.8%
- B/E move
- 40.6%
- Pseudo strike
- IV
- B/E move
60Δ
- Pseudo strike
- 16.74
- IV
- 104.4%
- B/E move
- 33.6%
- Pseudo strike
- IV
- B/E move
65Δ
- Pseudo strike
- 15.83
- IV
- 87.0%
- B/E move
- 26.5%
- Pseudo strike
- IV
- B/E move
70Δ
- Pseudo strike
- 14.92
- IV
- 69.6%
- B/E move
- 19.5%
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- 14.00
- IV
- 52.2%
- B/E move
- 12.5%
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- 13.09
- IV
- 34.8%
- B/E move
- 5.4%
- Pseudo strike
- 16.30
- IV
- 67.9%
- B/E move
- 1.4%
Options history
No recorded observations