LAURUSLABS
Laurus Labs Limited
Historical option data for LAURUSLABS
21 Sep 2025 04:12 PM IST
| LAURUSLABS 30SEP2025 820 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 | 91 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 896.05 | 78 | 0.05 | - | 1 | -1 | 18 | |||||||||
| 17 Aug | 859.70 | 64.4 | 2.6 | 28.64 | 1 | 0 | 8 | |||||||||
For Laurus Labs Limited - strike price 820 expiring on 30SEP2025
Delta for 820 CE is 0.00
Historical price for 820 CE is as follows
On 21 Sept LAURUSLABS was trading at 932.10. The strike last trading price was 91, 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 78, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 18
On 17 Aug LAURUSLABS was trading at 859.70. The strike last trading price was 64.4, which was 2.6 higher than the previous day. The implied volatity was 28.64, the open interest changed by 0 which decreased total open position to 8
| LAURUSLABS 30SEP2025 820 PE | |||||||
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Delta: -0.02
Vega: 0.09
Theta: -0.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 932.10 | 0.6 | -0.15 | 38.53 | 27 | -6 | 118 |
| 14 Sept | 896.05 | 1.95 | -0.4 | 29.46 | 65 | 9 | 117 |
| 17 Aug | 859.70 | 16.35 | -6.9 | 29.61 | 9 | 6 | 7 |
For Laurus Labs Limited - strike price 820 expiring on 30SEP2025
Delta for 820 PE is -0.02
Historical price for 820 PE is as follows
On 21 Sept LAURUSLABS was trading at 932.10. The strike last trading price was 0.6, which was -0.15 lower than the previous day. The implied volatity was 38.53, the open interest changed by -6 which decreased total open position to 118
On 14 Sept LAURUSLABS was trading at 896.05. The strike last trading price was 1.95, which was -0.4 lower than the previous day. The implied volatity was 29.46, the open interest changed by 9 which increased total open position to 117
On 17 Aug LAURUSLABS was trading at 859.70. The strike last trading price was 16.35, which was -6.9 lower than the previous day. The implied volatity was 29.61, the open interest changed by 6 which increased total open position to 7
