LAURUSLABS
Laurus Labs Limited
Historical option data for LAURUSLABS
21 Sep 2025 04:12 PM IST
| LAURUSLABS 30SEP2025 780 CE | ||||||||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 932.10 | 117 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 896.05 | 117 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 859.70 | 82 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Laurus Labs Limited - strike price 780 expiring on 30SEP2025
Delta for 780 CE is 0.00
Historical price for 780 CE is as follows
On 21 Sept LAURUSLABS was trading at 932.10. The strike last trading price was 117, 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
On 14 Sept LAURUSLABS was trading at 896.05. The strike last trading price was 117, 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
On 17 Aug LAURUSLABS was trading at 859.70. The strike last trading price was 82, 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
| LAURUSLABS 30SEP2025 780 PE | |||||||
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Delta: -0.02
Vega: 0.06
Theta: -0.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 932.10 | 0.45 | 0 | 48.79 | 17 | -10 | 54 |
| 14 Sept | 896.05 | 0.9 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 859.70 | 8.75 | -107.85 | 32.03 | 2 | 2 | 0 |
For Laurus Labs Limited - strike price 780 expiring on 30SEP2025
Delta for 780 PE is -0.02
Historical price for 780 PE is as follows
On 21 Sept LAURUSLABS was trading at 932.10. The strike last trading price was 0.45, which was 0 lower than the previous day. The implied volatity was 48.79, the open interest changed by -10 which decreased total open position to 54
On 14 Sept LAURUSLABS was trading at 896.05. The strike last trading price was 0.9, 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
On 17 Aug LAURUSLABS was trading at 859.70. The strike last trading price was 8.75, which was -107.85 lower than the previous day. The implied volatity was 32.03, the open interest changed by 2 which increased total open position to 0
