LAURUSLABS
Laurus Labs Limited
Historical option data for LAURUSLABS
28 Sep 2025 10:08 PM IST
| LAURUSLABS 28OCT2025 880 CE | ||||||||||||||||
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Delta: 0.35
Vega: 0.91
Theta: -0.60
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 28 Sept | 832.30 | 20.15 | -26.85 | 36.52 | 582 | 144 | 150 | |||||||||
| 21 Sept | 932.10 | 80 | 14 | 36.16 | 1 | 0 | 1 | |||||||||
| 14 Sept | 896.05 | 77.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Aug | 859.70 | 77.2 | 0 | 0.11 | 0 | 0 | 0 | |||||||||
For Laurus Labs Limited - strike price 880 expiring on 28OCT2025
Delta for 880 CE is 0.35
Historical price for 880 CE is as follows
On 28 Sept LAURUSLABS was trading at 832.30. The strike last trading price was 20.15, which was -26.85 lower than the previous day. The implied volatity was 36.52, the open interest changed by 144 which increased total open position to 150
On 21 Sept LAURUSLABS was trading at 932.10. The strike last trading price was 80, which was 14 higher than the previous day. The implied volatity was 36.16, the open interest changed by 0 which decreased total open position to 1
On 14 Sept LAURUSLABS was trading at 896.05. The strike last trading price was 77.2, which was 0 lower than the previous day. The implied volatity was -, 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 77.2, which was 0 lower than the previous day. The implied volatity was 0.11, the open interest changed by 0 which decreased total open position to 0
| LAURUSLABS 28OCT2025 880 PE | |||||||
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Delta: -0.63
Vega: 0.93
Theta: -0.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 832.30 | 63.1 | 37.85 | 39.70 | 342 | -13 | 113 |
| 21 Sept | 932.10 | 15.15 | -1.1 | 32.06 | 37 | 8 | 66 |
| 14 Sept | 896.05 | 69.85 | 0 | 2.41 | 0 | 0 | 0 |
| 17 Aug | 859.70 | 0 | 0 | - | 0 | 0 | 0 |
For Laurus Labs Limited - strike price 880 expiring on 28OCT2025
Delta for 880 PE is -0.63
Historical price for 880 PE is as follows
On 28 Sept LAURUSLABS was trading at 832.30. The strike last trading price was 63.1, which was 37.85 higher than the previous day. The implied volatity was 39.70, the open interest changed by -13 which decreased total open position to 113
On 21 Sept LAURUSLABS was trading at 932.10. The strike last trading price was 15.15, which was -1.1 lower than the previous day. The implied volatity was 32.06, the open interest changed by 8 which increased total open position to 66
On 14 Sept LAURUSLABS was trading at 896.05. The strike last trading price was 69.85, which was 0 lower than the previous day. The implied volatity was 2.41, 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 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
