LAURUSLABS
Laurus Labs Limited
Historical option data for LAURUSLABS
21 Sep 2025 04:12 PM IST
| LAURUSLABS 30SEP2025 1000 CE | ||||||||||||||||
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Delta: 0.08
Vega: 0.24
Theta: -0.32
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 932.10 | 1.55 | -0.8 | 27.78 | 3,731 | -14 | 523 | |||||||||
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| 14 Sept | 896.05 | 1.65 | 0.05 | 30.51 | 560 | 88 | 252 | |||||||||
For Laurus Labs Limited - strike price 1000 expiring on 30SEP2025
Delta for 1000 CE is 0.08
Historical price for 1000 CE is as follows
On 21 Sept LAURUSLABS was trading at 932.10. The strike last trading price was 1.55, which was -0.8 lower than the previous day. The implied volatity was 27.78, the open interest changed by -14 which decreased total open position to 523
On 14 Sept LAURUSLABS was trading at 896.05. The strike last trading price was 1.65, which was 0.05 higher than the previous day. The implied volatity was 30.51, the open interest changed by 88 which increased total open position to 252
| LAURUSLABS 30SEP2025 1000 PE | |||||||
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Delta: -0.93
Vega: 0.21
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 932.10 | 68.25 | -5.75 | 26.48 | 19 | 6 | 9 |
| 14 Sept | 896.05 | 103.9 | 0 | 0.00 | 0 | 0 | 0 |
For Laurus Labs Limited - strike price 1000 expiring on 30SEP2025
Delta for 1000 PE is -0.93
Historical price for 1000 PE is as follows
On 21 Sept LAURUSLABS was trading at 932.10. The strike last trading price was 68.25, which was -5.75 lower than the previous day. The implied volatity was 26.48, the open interest changed by 6 which increased total open position to 9
On 14 Sept LAURUSLABS was trading at 896.05. The strike last trading price was 103.9, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
