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Dr. Reddy’s Laboratories Ltd ADR RDY

HEALTHCARE · DRUG MANUFACTURERS - SPECIALTY & GENERIC
i

Market dataready · fetched 2026-10-24T15:18:56.467Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options 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 data

PriceAlpaca · sip · 2026-10-23T23:00:00.001516375Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T15:18:56.752733+00:00

Share price$13.21
1D-2.5%
AH$13.07$13.17$13.27$13.36$13.465:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRDY
Sold putSold callAH

Dr. Reddy’s Laboratories Ltd ADR options

Live interpolated RDY call and put midpoint premiums by absolute delta.Dr. Reddy’s Laboratories Ltd ADR$0.33$0.53$0.73$0.93$1.13$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICERDY PRICE$0.47$0.35$0.68$1.07$1.05$1.02$1.00$0.97$0.94$0.92$0.89$0.87$0.84$1.02$0.56
PutsExpensive3.95×
CallsExpensive2.11×
SkewBearish+45.45 pp
Implied move——
TiltBullish74.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.72138.9%52.8%9.73193.3%34.1%
25Δ15.8075.3%22.3%11.5596.3%16.9%
30Δ16.20110.3%27.8%
35Δ17.43160.6%40.1%
40Δ16.92146.4%36.0%
45Δ16.42132.2%32.0%
50Δ15.91118.0%28.0%
55Δ15.40103.8%23.9%
60Δ14.8989.6%19.9%
65Δ14.3975.4%15.9%
70Δ13.8861.2%11.8%
75Δ13.3747.0%7.8%
80Δ12.8632.9%3.8%

20Δ

Calls
Pseudo strike
19.72
IV
138.9%
B/E move
52.8%
Puts
Pseudo strike
9.73
IV
193.3%
B/E move
34.1%

25Δ

Calls
Pseudo strike
15.80
IV
75.3%
B/E move
22.3%
Puts
Pseudo strike
11.55
IV
96.3%
B/E move
16.9%

30Δ

Calls
Pseudo strike
16.20
IV
110.3%
B/E move
27.8%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
17.43
IV
160.6%
B/E move
40.1%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
16.92
IV
146.4%
B/E move
36.0%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
16.42
IV
132.2%
B/E move
32.0%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
15.91
IV
118.0%
B/E move
28.0%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
15.40
IV
103.8%
B/E move
23.9%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
14.89
IV
89.6%
B/E move
19.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
14.39
IV
75.4%
B/E move
15.9%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
13.88
IV
61.2%
B/E move
11.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
13.37
IV
47.0%
B/E move
7.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
12.86
IV
32.9%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations