LAURUSLABS
Laurus Labs Limited
Historical option data for LAURUSLABS
21 Sep 2025 04:12 PM IST
| LAURUSLABS 30SEP2025 870 CE | ||||||||||||||||
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Delta: 0.88
Vega: 0.33
Theta: -0.75
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 932.10 | 66.3 | 8.9 | 35.84 | 30 | -11 | 103 | |||||||||
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| 14 Sept | 896.05 | 36.75 | -1.6 | 23.14 | 30 | -4 | 135 | |||||||||
| 17 Aug | 859.70 | 35.1 | -1.25 | 29.10 | 7 | 2 | 9 | |||||||||
For Laurus Labs Limited - strike price 870 expiring on 30SEP2025
Delta for 870 CE is 0.88
Historical price for 870 CE is as follows
On 21 Sept LAURUSLABS was trading at 932.10. The strike last trading price was 66.3, which was 8.9 higher than the previous day. The implied volatity was 35.84, the open interest changed by -11 which decreased total open position to 103
On 14 Sept LAURUSLABS was trading at 896.05. The strike last trading price was 36.75, which was -1.6 lower than the previous day. The implied volatity was 23.14, the open interest changed by -4 which decreased total open position to 135
On 17 Aug LAURUSLABS was trading at 859.70. The strike last trading price was 35.1, which was -1.25 lower than the previous day. The implied volatity was 29.10, the open interest changed by 2 which increased total open position to 9
| LAURUSLABS 30SEP2025 870 PE | |||||||
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Delta: -0.09
Vega: 0.26
Theta: -0.33
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 932.10 | 2 | -0.9 | 30.15 | 523 | -13 | 377 |
| 14 Sept | 896.05 | 9.65 | -0.65 | 27.34 | 232 | -8 | 189 |
| 17 Aug | 859.70 | 32 | -22.3 | 25.89 | 1 | 1 | 0 |
For Laurus Labs Limited - strike price 870 expiring on 30SEP2025
Delta for 870 PE is -0.09
Historical price for 870 PE is as follows
On 21 Sept LAURUSLABS was trading at 932.10. The strike last trading price was 2, which was -0.9 lower than the previous day. The implied volatity was 30.15, the open interest changed by -13 which decreased total open position to 377
On 14 Sept LAURUSLABS was trading at 896.05. The strike last trading price was 9.65, which was -0.65 lower than the previous day. The implied volatity was 27.34, the open interest changed by -8 which decreased total open position to 189
On 17 Aug LAURUSLABS was trading at 859.70. The strike last trading price was 32, which was -22.3 lower than the previous day. The implied volatity was 25.89, the open interest changed by 1 which increased total open position to 0
