RDY · Expected Move
Dr. Reddy's Laboratories Limited American Depositary Shares
The expected move for RDY is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
RDY straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current RDY Expected Move
30-Day Straddle
$1.15
7-Day Straddle
$1.15
30-Day ATM IV
40.7%
IV Rank
18%
Implied one-standard-deviation move through the next 30 days. Compare to RDY's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
RDY Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $1.15 | $1.15 | 40.7% | 18% |
| 20261021 | $3.90 | $3.90 | — | — |
| 20261020 | $1.38 | $1.38 | 40.3% | 17% |
| 20261019 | $1.20 | $1.20 | 35.9% | 11% |
| 20261016 | $3.38 | $1.55 | — | — |
| 20261015 | $1.15 | $0.85 | 35.3% | 10% |
| 20261014 | $1.20 | $0.68 | 36.7% | 12% |
| 20261013 | $2.08 | $10.53 | 48.9% | 30% |
| 20261012 | $2.88 | $3.88 | 69.8% | 61% |
| 20261009 | $1.23 | $0.57 | 37.5% | 13% |
| 20261008 | $1.10 | $1.83 | 35.3% | 10% |
| 20261007 | $1.20 | $0.57 | 36.2% | 11% |
| 20261006 | $1.10 | $0.75 | 36.4% | 12% |
| 20261005 | $1.17 | $0.72 | 53.9% | 37% |
| 20261002 | $3.00 | $3.00 | 32.8% | 6% |
| 20261001 | $0.55 | $0.55 | — | — |
| 20260930 | $1.48 | $1.48 | 55.2% | 39% |
| 20260929 | $0.62 | $0.62 | 35.2% | 10% |
| 20260928 | $0.85 | $0.85 | 36.0% | 11% |
| 20260925 | $2.30 | $2.30 | 61.0% | 48% |
| 20260924 | $0.75 | $0.75 | 35.9% | 7% |
| 20260923 | $0.85 | $0.85 | 37.4% | 9% |
| 20260922 | $0.70 | $0.70 | 31.6% | 3% |
| 20260921 | $1.00 | $1.00 | 40.2% | 11% |
| 20260918 | $0.90 | $2.02 | 32.6% | 4% |
| 20260917 | $2.95 | $2.45 | 42.7% | 14% |
| 20260916 | $2.27 | $1.07 | 39.4% | 11% |
| 20260915 | $2.75 | $1.25 | 61.6% | 33% |
| 20260914 | $2.65 | $2.17 | 37.2% | 8% |
| 20260911 | $1.60 | $1.10 | 95.9% | 67% |
| 20260910 | $2.08 | $1.17 | 91.3% | 63% |
| 20260909 | $1.20 | $0.75 | 38.2% | 9% |
| 20260908 | $1.88 | $1.70 | 42.0% | 13% |
| 20260904 | $0.92 | $1.02 | 36.0% | 7% |
| 20260903 | $1.65 | $0.60 | 44.6% | 16% |
| 20260902 | $1.18 | $1.18 | 41.7% | 13% |
| 20260901 | $2.67 | $2.67 | 36.1% | 7% |
| 20260831 | $0.68 | $0.68 | 35.3% | 7% |
| 20260828 | $1.12 | $1.12 | 48.1% | 19% |
| 20260827 | $0.97 | $0.97 | 36.6% | 8% |
| 20260826 | $0.88 | $0.88 | 43.1% | 14% |
| 20260825 | $1.70 | $1.70 | 37.6% | 9% |
| 20260824 | $0.95 | $0.95 | 34.2% | 6% |
| 20260821 | $0.78 | $0.50 | 30.9% | 2% |
| 20260820 | $0.95 | $0.60 | 34.7% | 6% |
| 20260819 | $1.10 | $0.97 | 41.3% | 13% |
| 20260818 | $1.20 | $0.82 | — | — |
| 20260817 | $1.12 | $0.75 | 39.0% | 10% |
| 20260814 | $1.12 | $1.25 | 40.0% | 11% |
| 20260813 | $1.02 | $0.75 | 41.6% | 13% |
| 20260812 | $1.08 | $7.90 | 35.0% | 6% |
| 20260811 | $1.12 | $0.75 | — | — |
| 20260810 | $1.23 | $0.65 | 40.1% | 11% |
| 20260806 | $1.38 | $1.00 | 43.0% | 14% |
| 20260805 | $1.02 | $1.02 | 39.4% | 11% |
| 20260804 | $0.95 | $0.95 | 55.1% | 26% |
| 20260803 | $0.95 | $0.95 | 42.1% | 13% |
| 20260731 | $1.35 | $1.35 | 47.3% | 19% |
| 20260730 | $1.27 | $1.27 | 53.0% | 24% |
| 20260729 | $1.60 | $1.60 | 40.9% | 12% |
More on RDY
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.