LAURUSLABS
Laurus Labs Limited
Historical option data for LAURUSLABS
21 Sep 2025 04:12 PM IST
| LAURUSLABS 30SEP2025 830 CE | ||||||||||||||||
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Delta: 0.84
Vega: 0.40
Theta: -1.52
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 932.10 | 113.5 | 33.6 | 73.71 | 1 | 0 | 20 | |||||||||
| 14 Sept | 896.05 | 75 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 17 Aug | 859.70 | 67.2 | 10.2 | 37.99 | 1 | 0 | 16 | |||||||||
For Laurus Labs Limited - strike price 830 expiring on 30SEP2025
Delta for 830 CE is 0.84
Historical price for 830 CE is as follows
On 21 Sept LAURUSLABS was trading at 932.10. The strike last trading price was 113.5, which was 33.6 higher than the previous day. The implied volatity was 73.71, the open interest changed by 0 which decreased total open position to 20
On 14 Sept LAURUSLABS was trading at 896.05. The strike last trading price was 75, 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 67.2, which was 10.2 higher than the previous day. The implied volatity was 37.99, the open interest changed by 0 which decreased total open position to 16
| LAURUSLABS 30SEP2025 830 PE | |||||||
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Delta: -0.03
Vega: 0.11
Theta: -0.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 932.10 | 0.65 | -0.35 | 35.94 | 37 | -7 | 148 |
| 14 Sept | 896.05 | 2.7 | -0.4 | 28.82 | 74 | 23 | 121 |
| 17 Aug | 859.70 | 21 | 0 | 0.00 | 0 | 0 | 0 |
For Laurus Labs Limited - strike price 830 expiring on 30SEP2025
Delta for 830 PE is -0.03
Historical price for 830 PE is as follows
On 21 Sept LAURUSLABS was trading at 932.10. The strike last trading price was 0.65, which was -0.35 lower than the previous day. The implied volatity was 35.94, the open interest changed by -7 which decreased total open position to 148
On 14 Sept LAURUSLABS was trading at 896.05. The strike last trading price was 2.7, which was -0.4 lower than the previous day. The implied volatity was 28.82, the open interest changed by 23 which increased total open position to 121
On 17 Aug LAURUSLABS was trading at 859.70. The strike last trading price was 21, 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
