LAURUSLABS
Laurus Labs Limited
Historical option data for LAURUSLABS
21 Sep 2025 04:12 PM IST
| LAURUSLABS 30SEP2025 840 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 932.10 | 85 | -4 | - | 1 | -1 | 15 | |||||||||
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| 14 Sept | 896.05 | 62.55 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 859.70 | 49 | 0.85 | 27.26 | 11 | -1 | 21 | |||||||||
For Laurus Labs Limited - strike price 840 expiring on 30SEP2025
Delta for 840 CE is -
Historical price for 840 CE is as follows
On 21 Sept LAURUSLABS was trading at 932.10. The strike last trading price was 85, which was -4 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 15
On 14 Sept LAURUSLABS was trading at 896.05. The strike last trading price was 62.55, 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 49, which was 0.85 higher than the previous day. The implied volatity was 27.26, the open interest changed by -1 which decreased total open position to 21
| LAURUSLABS 30SEP2025 840 PE | |||||||
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Delta: -0.04
Vega: 0.14
Theta: -0.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 932.10 | 0.9 | -0.35 | 34.83 | 171 | 10 | 190 |
| 14 Sept | 896.05 | 3.6 | -0.7 | 27.94 | 157 | -1 | 200 |
| 17 Aug | 859.70 | 22.9 | -2.3 | 29.23 | 16 | 4 | 27 |
For Laurus Labs Limited - strike price 840 expiring on 30SEP2025
Delta for 840 PE is -0.04
Historical price for 840 PE is as follows
On 21 Sept LAURUSLABS was trading at 932.10. The strike last trading price was 0.9, which was -0.35 lower than the previous day. The implied volatity was 34.83, the open interest changed by 10 which increased total open position to 190
On 14 Sept LAURUSLABS was trading at 896.05. The strike last trading price was 3.6, which was -0.7 lower than the previous day. The implied volatity was 27.94, the open interest changed by -1 which decreased total open position to 200
On 17 Aug LAURUSLABS was trading at 859.70. The strike last trading price was 22.9, which was -2.3 lower than the previous day. The implied volatity was 29.23, the open interest changed by 4 which increased total open position to 27
