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Pre-open brief

DRREDDY DR. REDDY S LABORATORIES

OverviewPrice & levelsF&OFinancials & peersCompanyas of Thu 15 Oct 15:30

DR. REDDY S LABORATORIES — on this desk since 2 Jan 2006.

Results meeting in 7 days Fri 23 Oct 2026, as the company announced it to NSE

implied move
4.1%
12 days to the expiry read
futures
short cover
price rose and open interest fell
basis
0.41%
the future traded 0.41% above the share
option prices
85
dearer than 85 of the past 252 sessions

Option chain

as of Thu 15 Oct 15:30
CallsStrikePuts
What happenedPriceChange in OIOpen interestOpen interestChange in OIPriceWhat happened
————1,12093,125−5,6251.55long unwinding
—91.5706251,1301,49,375−15,0001.95long unwinding
—82.0201,2501,1401,15,000−6,8752.50long unwinding
short covering78.00−4,37593,1251,1502,37,500−3,7503.40long unwinding
—63.6901,28,7501,1602,70,000−6,2504.70long unwinding
—55.07037,5001,1702,57,500+15,0006.20short build-up
long build-up53.30+6251,69,3751,1803,23,750−6,2508.45long unwinding
long build-up45.45+6252,60,0001,1901,68,125+12,50011.15short build-up
short covering37.60−3,12510,58,125wall1,200wall11,43,125+20,00014.35short build-up
short covering31.50−1,8752,33,7501,2102,41,250+29,37518.25short build-up
short covering26.75−41,2505,68,1251,220at the money4,58,125+41,25022.65short build-up
short covering21.75−21,8754,98,1251,2303,06,250+35,00027.60short build-up
short covering17.35−46,2505,51,2501,2402,58,750+18,75034.00short build-up
short covering14.00−23,1257,03,1251,2501,60,625+14,37539.80short build-up
long build-up10.85+23,1252,23,1251,26063,125+5,62547.20short build-up
long build-up8.50+28,7502,39,3751,27097,500053.73—
short covering6.60−15,0003,57,5001,28014,375065.00—
long build-up5.15+6,87556,8751,2909,375071.13—
short covering3.70−3,1257,41,8751,30055,000−3,75080.33long unwinding
short covering2.90−18,75092,5001,310625089.76—
long unwinding2.10−2,50090,0001,3201,875+1,87599.37—

The options were priced for a move of about 4.1% by 27 Oct.

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Open interest

as of Thu 15 Oct 15:30

Short cover: price rose and open interest fell.

For this stock, 378 of 717 times the close 5 sessions later was higher.

Across every F&O stock, 50,957 of 98,536 times the close 5 sessions later was higher.

Basis, rollover and the ban

as of Thu 15 Oct 15:30

The future traded 0.41% above the share.

Not in the F&O ban this session; open interest stood at 46% of its market-wide limit.

Implied volatility

as of Thu 15 Oct 15:30

The options were priced for a move of about 4.1% by 27 Oct; over the sessions the desk holds it ranged 1.0–7.4%.

Option prices were dearer than 85 of the past 252 sessions.

Puts were priced dearer than calls the same distance out.

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Implied and realised around results

as of Thu 15 Oct 15:30

No results meeting with an option chain on its eve yet.

The futures, session by session

as of Thu 15 Oct 15:30
sessionfuturesimplied movebasisban
Thu 15 Octshort cover4.1%0.41%
Wed 14 Octshort build4.2%0.00%
Tue 13 Octlong build4.1%0.16%
Mon 12 Octlong build4.4%0.39%
Fri 9 Octlong build4.6%0.02%
Thu 8 Octshort build4.9%-0.29%
Wed 7 Octshort build4.9%-0.37%
Tue 6 Octlong build5.0%-0.22%
Mon 5 Octshort build5.2%-0.26%
Thu 1 Octlong unwind5.5%0.37%
Wed 30 Seplong unwind5.4%-0.47%
Tue 29 Seplong build5.6%-0.71%
Mon 28 Sepshort cover5.6%-0.02%
Fri 25 Sepshort build1.3%0.22%
Thu 24 Seplong unwind1.5%0.35%
Wed 23 Seplong build1.6%0.14%
Tue 22 Seplong build2.2%-0.33%
Mon 21 Seplong build2.2%0.14%
Fri 18 Seplong build2.4%-0.09%
Thu 17 Seplong build2.7%-0.22%

After a name entered or left the ban

as of Thu 15 Oct 15:30
  • Every F&O stock, on entering the ban: 755 of 1,496 times the close 5 sessions later was higher.
  • Every F&O stock, on leaving it: 747 of 1,496 times the close 5 sessions later was higher.

Before comparing across time

as of Thu 15 Oct 15:30

Open interest is in shares. Traded volume is in contracts before July 2024 and in shares after, so volumes are not compared across that change.