LAURUSLABS
Laurus Labs Limited
Historical option data for LAURUSLABS
21 Sep 2025 04:12 PM IST
| LAURUSLABS 30SEP2025 880 CE | ||||||||||||||||
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Delta: 0.89
Vega: 0.30
Theta: -0.59
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 932.10 | 55 | 4.4 | 27.61 | 36 | -7 | 171 | |||||||||
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| 14 Sept | 896.05 | 31.15 | -0.65 | 25.02 | 124 | -16 | 211 | |||||||||
| 17 Aug | 859.70 | 29 | -2.15 | 27.76 | 23 | 9 | 23 | |||||||||
For Laurus Labs Limited - strike price 880 expiring on 30SEP2025
Delta for 880 CE is 0.89
Historical price for 880 CE is as follows
On 21 Sept LAURUSLABS was trading at 932.10. The strike last trading price was 55, which was 4.4 higher than the previous day. The implied volatity was 27.61, the open interest changed by -7 which decreased total open position to 171
On 14 Sept LAURUSLABS was trading at 896.05. The strike last trading price was 31.15, which was -0.65 lower than the previous day. The implied volatity was 25.02, the open interest changed by -16 which decreased total open position to 211
On 17 Aug LAURUSLABS was trading at 859.70. The strike last trading price was 29, which was -2.15 lower than the previous day. The implied volatity was 27.76, the open interest changed by 9 which increased total open position to 23
| LAURUSLABS 30SEP2025 880 PE | |||||||
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Delta: -0.12
Vega: 0.32
Theta: -0.39
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 932.10 | 2.75 | -1.5 | 28.90 | 843 | -145 | 330 |
| 14 Sept | 896.05 | 12.6 | -0.95 | 26.85 | 341 | 15 | 280 |
| 17 Aug | 859.70 | 41.95 | -1.95 | 29.23 | 17 | 13 | 14 |
For Laurus Labs Limited - strike price 880 expiring on 30SEP2025
Delta for 880 PE is -0.12
Historical price for 880 PE is as follows
On 21 Sept LAURUSLABS was trading at 932.10. The strike last trading price was 2.75, which was -1.5 lower than the previous day. The implied volatity was 28.90, the open interest changed by -145 which decreased total open position to 330
On 14 Sept LAURUSLABS was trading at 896.05. The strike last trading price was 12.6, which was -0.95 lower than the previous day. The implied volatity was 26.85, the open interest changed by 15 which increased total open position to 280
On 17 Aug LAURUSLABS was trading at 859.70. The strike last trading price was 41.95, which was -1.95 lower than the previous day. The implied volatity was 29.23, the open interest changed by 13 which increased total open position to 14
