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Dr. Reddy's Laboratories Limited American Depositary Shares RDY

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Market datapartial · fetched 2026-10-22T23:12:00.441Z

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 · 2026-10-22T23:00:00.001445229Z

FundamentalsAlpha Vantage · unavailable

Share price$13.23
1D+1.8%
AH$12.93$13.03$13.13$13.22$13.325:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRDY
Sold putSold callAH

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$0.05$1.46$2.87$4.28$5.70$10.00$12.06$14.12$16.18$18.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RDY spot · $13.23RDY PRICE$0.40$0.56$1.12$1.16$1.13$1.11$1.08$1.06$1.03$1.01$0.98$0.95$1.93$0.34$0.20$0.44$0.69$0.93$1.18$1.42$1.67$1.91$2.16$2.90$4.09$5.29
PutsExpensive1.81×
CallsExpensive2.48×
SkewBullish-47.74 pp
Implied moveBearish±$2.51
TiltBearish26.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.6589.2%28.9%11.1183.1%18.6%
25Δ17.43116.2%36.0%12.4834.9%7.2%
30Δ21.48207.8%70.8%12.7939.1%6.7%
35Δ19.52186.2%56.3%13.0944.3%6.3%
40Δ18.66167.4%49.6%13.3849.4%5.9%
45Δ17.80148.5%42.9%13.6854.5%5.5%
50Δ16.94129.7%36.2%13.9759.7%5.1%
55Δ16.08110.9%29.5%14.2764.8%4.8%
60Δ15.2292.0%22.8%14.5670.0%4.4%
65Δ14.3673.2%16.1%14.8675.1%4.0%
70Δ13.5054.3%9.4%15.6782.3%3.5%
75Δ12.6435.5%2.7%16.9591.5%2.9%
80Δ11.5559.1%1.9%18.22100.6%2.2%

20Δ

Calls
Pseudo strike
16.65
IV
89.2%
B/E move
28.9%
Puts
Pseudo strike
11.11
IV
83.1%
B/E move
18.6%

25Δ

Calls
Pseudo strike
17.43
IV
116.2%
B/E move
36.0%
Puts
Pseudo strike
12.48
IV
34.9%
B/E move
7.2%

30Δ

Calls
Pseudo strike
21.48
IV
207.8%
B/E move
70.8%
Puts
Pseudo strike
12.79
IV
39.1%
B/E move
6.7%

35Δ

Calls
Pseudo strike
19.52
IV
186.2%
B/E move
56.3%
Puts
Pseudo strike
13.09
IV
44.3%
B/E move
6.3%

40Δ

Calls
Pseudo strike
18.66
IV
167.4%
B/E move
49.6%
Puts
Pseudo strike
13.38
IV
49.4%
B/E move
5.9%

45Δ

Calls
Pseudo strike
17.80
IV
148.5%
B/E move
42.9%
Puts
Pseudo strike
13.68
IV
54.5%
B/E move
5.5%

50Δ

Calls
Pseudo strike
16.94
IV
129.7%
B/E move
36.2%
Puts
Pseudo strike
13.97
IV
59.7%
B/E move
5.1%

55Δ

Calls
Pseudo strike
16.08
IV
110.9%
B/E move
29.5%
Puts
Pseudo strike
14.27
IV
64.8%
B/E move
4.8%

60Δ

Calls
Pseudo strike
15.22
IV
92.0%
B/E move
22.8%
Puts
Pseudo strike
14.56
IV
70.0%
B/E move
4.4%

65Δ

Calls
Pseudo strike
14.36
IV
73.2%
B/E move
16.1%
Puts
Pseudo strike
14.86
IV
75.1%
B/E move
4.0%

70Δ

Calls
Pseudo strike
13.50
IV
54.3%
B/E move
9.4%
Puts
Pseudo strike
15.67
IV
82.3%
B/E move
3.5%

75Δ

Calls
Pseudo strike
12.64
IV
35.5%
B/E move
2.7%
Puts
Pseudo strike
16.95
IV
91.5%
B/E move
2.9%

80Δ

Calls
Pseudo strike
11.55
IV
59.1%
B/E move
1.9%
Puts
Pseudo strike
18.22
IV
100.6%
B/E move
2.2%

Options history

No recorded observations