LAURUSLABS
Laurus Labs Limited
Historical option data for LAURUSLABS
21 Sep 2025 04:12 PM IST
| LAURUSLABS 30SEP2025 850 CE | ||||||||||||||||
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Delta: 0.86
Vega: 0.35
Theta: -1.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 932.10 | 88.4 | 11.55 | 50.71 | 26 | -13 | 44 | |||||||||
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| 14 Sept | 896.05 | 55.25 | 1.95 | 28.53 | 12 | 1 | 57 | |||||||||
| 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 0.86
Historical price for 850 CE is as follows
On 21 Sept LAURUSLABS was trading at 932.10. The strike last trading price was 88.4, which was 11.55 higher than the previous day. The implied volatity was 50.71, the open interest changed by -13 which decreased total open position to 44
On 14 Sept LAURUSLABS was trading at 896.05. The strike last trading price was 55.25, which was 1.95 higher than the previous day. The implied volatity was 28.53, the open interest changed by 1 which increased total open position to 57
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: -0.05
Vega: 0.17
Theta: -0.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 932.10 | 1.2 | -0.4 | 33.48 | 176 | -23 | 292 |
| 14 Sept | 896.05 | 5.1 | -0.6 | 27.71 | 265 | 24 | 260 |
| 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 -0.05
Historical price for 850 PE is as follows
On 21 Sept LAURUSLABS was trading at 932.10. The strike last trading price was 1.2, which was -0.4 lower than the previous day. The implied volatity was 33.48, the open interest changed by -23 which decreased total open position to 292
On 14 Sept LAURUSLABS was trading at 896.05. The strike last trading price was 5.1, which was -0.6 lower than the previous day. The implied volatity was 27.71, the open interest changed by 24 which increased total open position to 260
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
