DIVISLAB
Divi S Laboratories Ltd
Historical option data for DIVISLAB
21 Sep 2025 04:11 PM IST
| DIVISLAB 30SEP2025 6400 CE | ||||||||||||||||
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Delta: 0.22
Vega: 3.22
Theta: -3.48
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 6200.00 | 29 | 4.25 | 21.27 | 9,951 | 360 | 1,289 | |||||||||
| 18 Sept | 6112.00 | 25 | 3.95 | 23.52 | 1,103 | 52 | 927 | |||||||||
| 14 Sept | 6026.50 | 23.9 | -4.7 | 23.65 | 777 | 38 | 810 | |||||||||
| 17 Aug | 6132.50 | 126 | 20.7 | 23.19 | 30 | 20 | 20 | |||||||||
For Divi S Laboratories Ltd - strike price 6400 expiring on 30SEP2025
Delta for 6400 CE is 0.22
Historical price for 6400 CE is as follows
On 21 Sept DIVISLAB was trading at 6200.00. The strike last trading price was 29, which was 4.25 higher than the previous day. The implied volatity was 21.27, the open interest changed by 360 which increased total open position to 1289
On 18 Sept DIVISLAB was trading at 6112.00. The strike last trading price was 25, which was 3.95 higher than the previous day. The implied volatity was 23.52, the open interest changed by 52 which increased total open position to 927
On 14 Sept DIVISLAB was trading at 6026.50. The strike last trading price was 23.9, which was -4.7 lower than the previous day. The implied volatity was 23.65, the open interest changed by 38 which increased total open position to 810
On 17 Aug DIVISLAB was trading at 6132.50. The strike last trading price was 126, which was 20.7 higher than the previous day. The implied volatity was 23.19, the open interest changed by 20 which increased total open position to 20
| DIVISLAB 30SEP2025 6400 PE | |||||||
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Delta: -0.76
Vega: 3.37
Theta: -2.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 6200.00 | 215.6 | -66.5 | 23.05 | 587 | 38 | 119 |
| 18 Sept | 6112.00 | 275.4 | -59.1 | 23.66 | 37 | -4 | 79 |
| 14 Sept | 6026.50 | 370.3 | -16.05 | 23.62 | 36 | -25 | 99 |
| 17 Aug | 6132.50 | 330 | -5 | 25.09 | 34 | 31 | 58 |
For Divi S Laboratories Ltd - strike price 6400 expiring on 30SEP2025
Delta for 6400 PE is -0.76
Historical price for 6400 PE is as follows
On 21 Sept DIVISLAB was trading at 6200.00. The strike last trading price was 215.6, which was -66.5 lower than the previous day. The implied volatity was 23.05, the open interest changed by 38 which increased total open position to 119
On 18 Sept DIVISLAB was trading at 6112.00. The strike last trading price was 275.4, which was -59.1 lower than the previous day. The implied volatity was 23.66, the open interest changed by -4 which decreased total open position to 79
On 14 Sept DIVISLAB was trading at 6026.50. The strike last trading price was 370.3, which was -16.05 lower than the previous day. The implied volatity was 23.62, the open interest changed by -25 which decreased total open position to 99
On 17 Aug DIVISLAB was trading at 6132.50. The strike last trading price was 330, which was -5 lower than the previous day. The implied volatity was 25.09, the open interest changed by 31 which increased total open position to 58
