LAURUSLABS
Laurus Labs Limited
Historical option data for LAURUSLABS
21 Sep 2025 04:12 PM IST
| LAURUSLABS 30SEP2025 1020 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.05
Vega: 0.16
Theta: -0.22
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 21 Sept | 932.10 | 0.9 | -12.5 | 30.06 | 625 | 125 | 125 | |||||||||
For Laurus Labs Limited - strike price 1020 expiring on 30SEP2025
Delta for 1020 CE is 0.05
Historical price for 1020 CE is as follows
On 21 Sept LAURUSLABS was trading at 932.10. The strike last trading price was 0.9, which was -12.5 lower than the previous day. The implied volatity was 30.06, the open interest changed by 125 which increased total open position to 125
| LAURUSLABS 30SEP2025 1020 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 932.10 | 185.35 | 0 | - | 0 | 0 | 0 |
For Laurus Labs Limited - strike price 1020 expiring on 30SEP2025
Delta for 1020 PE is -
Historical price for 1020 PE is as follows
On 21 Sept LAURUSLABS was trading at 932.10. The strike last trading price was 185.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
