LAURUSLABS
Laurus Labs Limited
Historical option data for LAURUSLABS
17 Aug 2025 12:57 AM IST
| LAURUSLABS 30SEP2025 850 CE | ||||||||||||||||
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Delta: 0.60
Vega: 1.19
Theta: -0.49
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 859.70 | 45 | 2.9 | 28.82 | 11 | 2 | 35 | |||||||||
For Laurus Labs Limited - strike price 850 expiring on 30SEP2025
Delta for 850 CE is 0.60
Historical price for 850 CE is as follows
On 17 Aug LAURUSLABS was trading at 859.70. The strike last trading price was 45, which was 2.9 higher than the previous day. The implied volatity was 28.82, the open interest changed by 2 which increased total open position to 35
| LAURUSLABS 30SEP2025 850 PE | |||||||
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Delta: -0.40
Vega: 1.19
Theta: -0.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 859.70 | 26.65 | -3.95 | 28.93 | 4 | 3 | 15 |
For Laurus Labs Limited - strike price 850 expiring on 30SEP2025
Delta for 850 PE is -0.40
Historical price for 850 PE is as follows
On 17 Aug LAURUSLABS was trading at 859.70. The strike last trading price was 26.65, which was -3.95 lower than the previous day. The implied volatity was 28.93, the open interest changed by 3 which increased total open position to 15
