LAURUSLABS
Laurus Labs Limited
Historical option data for LAURUSLABS
21 Sep 2025 04:12 PM IST
| LAURUSLABS 30SEP2025 860 CE | ||||||||||||||||
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Delta: 0.92
Vega: 0.23
Theta: -0.57
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 932.10 | 74.5 | 6.05 | 33.49 | 9 | -6 | 50 | |||||||||
| 14 Sept | 896.05 | 48 | 2 | 29.40 | 1 | -1 | 66 | |||||||||
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| 17 Aug | 859.70 | 39.3 | -1.7 | 28.53 | 10 | -2 | 29 | |||||||||
For Laurus Labs Limited - strike price 860 expiring on 30SEP2025
Delta for 860 CE is 0.92
Historical price for 860 CE is as follows
On 21 Sept LAURUSLABS was trading at 932.10. The strike last trading price was 74.5, which was 6.05 higher than the previous day. The implied volatity was 33.49, the open interest changed by -6 which decreased total open position to 50
On 14 Sept LAURUSLABS was trading at 896.05. The strike last trading price was 48, which was 2 higher than the previous day. The implied volatity was 29.40, the open interest changed by -1 which decreased total open position to 66
On 17 Aug LAURUSLABS was trading at 859.70. The strike last trading price was 39.3, which was -1.7 lower than the previous day. The implied volatity was 28.53, the open interest changed by -2 which decreased total open position to 29
| LAURUSLABS 30SEP2025 860 PE | |||||||
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Delta: -0.06
Vega: 0.20
Theta: -0.27
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 932.10 | 1.45 | -0.7 | 31.37 | 288 | 3 | 296 |
| 14 Sept | 896.05 | 7.15 | -0.6 | 27.61 | 180 | 6 | 236 |
| 17 Aug | 859.70 | 31.15 | -0.15 | 28.90 | 11 | -1 | 19 |
For Laurus Labs Limited - strike price 860 expiring on 30SEP2025
Delta for 860 PE is -0.06
Historical price for 860 PE is as follows
On 21 Sept LAURUSLABS was trading at 932.10. The strike last trading price was 1.45, which was -0.7 lower than the previous day. The implied volatity was 31.37, the open interest changed by 3 which increased total open position to 296
On 14 Sept LAURUSLABS was trading at 896.05. The strike last trading price was 7.15, which was -0.6 lower than the previous day. The implied volatity was 27.61, the open interest changed by 6 which increased total open position to 236
On 17 Aug LAURUSLABS was trading at 859.70. The strike last trading price was 31.15, which was -0.15 lower than the previous day. The implied volatity was 28.90, the open interest changed by -1 which decreased total open position to 19
