LAURUSLABS
Laurus Labs Limited
Historical option data for LAURUSLABS
21 Sep 2025 04:12 PM IST
| LAURUSLABS 30SEP2025 800 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 | |||||||||
| 21 Sept | 932.10 | 122 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 896.05 | 100.35 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 17 Aug | 859.70 | 79.5 | 11.5 | 30.41 | 4 | 4 | 6 | |||||||||
For Laurus Labs Limited - strike price 800 expiring on 30SEP2025
Delta for 800 CE is 0.00
Historical price for 800 CE is as follows
On 21 Sept LAURUSLABS was trading at 932.10. The strike last trading price was 122, 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 100.35, 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 79.5, which was 11.5 higher than the previous day. The implied volatity was 30.41, the open interest changed by 4 which increased total open position to 6
| LAURUSLABS 30SEP2025 800 PE | |||||||
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Delta: -0.02
Vega: 0.07
Theta: -0.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 932.10 | 0.45 | -0.1 | 42.76 | 79 | -25 | 251 |
| 14 Sept | 896.05 | 1.15 | -0.35 | 31.64 | 121 | 26 | 296 |
| 17 Aug | 859.70 | 12.55 | 0.5 | 31.40 | 30 | 7 | 78 |
For Laurus Labs Limited - strike price 800 expiring on 30SEP2025
Delta for 800 PE is -0.02
Historical price for 800 PE is as follows
On 21 Sept LAURUSLABS was trading at 932.10. The strike last trading price was 0.45, which was -0.1 lower than the previous day. The implied volatity was 42.76, the open interest changed by -25 which decreased total open position to 251
On 14 Sept LAURUSLABS was trading at 896.05. The strike last trading price was 1.15, which was -0.35 lower than the previous day. The implied volatity was 31.64, the open interest changed by 26 which increased total open position to 296
On 17 Aug LAURUSLABS was trading at 859.70. The strike last trading price was 12.55, which was 0.5 higher than the previous day. The implied volatity was 31.40, the open interest changed by 7 which increased total open position to 78
