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Dr. Reddy's Laboratories Limited American Depositary Shares RDY

HEALTHCARE · DRUG MANUFACTURERS - SPECIALTY & GENERIC
i

Market dataready · fetched 2026-11-13T18:53:36.807Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-13T18:53:06.231837687Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T18:52:18.380742+00:00

Share price$14.86
1D+1.0%
$14.69$14.73$14.78$14.83$14.875:30 AM6:30 AM9:00 AM1:00 PMRDY
Sold putSold call

Dr. Reddy's Laboratories Limited American Depositary Shares options

Live interpolated RDY call and put midpoint premiums by absolute delta.Dr. Reddy's Laboratories Limited American Depositary Shares$1.34$1.37$1.41$1.44$1.48$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICERDY PRICE$1.35$1.35$1.34$1.35$1.37$1.40$1.43$1.46
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.01474.3%41.7%
25Δ11.82355.9%29.5%
30Δ12.90289.6%22.4%
35Δ20.96363.5%50.1%13.53253.9%18.4%
40Δ17.92284.6%29.7%14.16218.2%14.4%
45Δ14.79182.5%10.3%
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.01
IV
474.3%
B/E move
41.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.82
IV
355.9%
B/E move
29.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.90
IV
289.6%
B/E move
22.4%

35Δ

Calls
Pseudo strike
20.96
IV
363.5%
B/E move
50.1%
Puts
Pseudo strike
13.53
IV
253.9%
B/E move
18.4%

40Δ

Calls
Pseudo strike
17.92
IV
284.6%
B/E move
29.7%
Puts
Pseudo strike
14.16
IV
218.2%
B/E move
14.4%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.79
IV
182.5%
B/E move
10.3%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend59.07%
Daily EOD
RDY58.8%60.7%62.6%2026-10-21: 62.37%2026-10-22: 60.33%2026-10-26: 60.57%2026-10-28: 60.04%2026-10-30: 59.07%Oct 21Oct 26Oct 30
5 observations2026-10-21 — 2026-10-30
Table
DateIV (%)
62.37%
60.33%
60.57%
60.04%
59.07%