LAURUSLABS
Laurus Labs Limited
Historical option data for LAURUSLABS
21 Sep 2025 04:12 PM IST
| LAURUSLABS 30SEP2025 890 CE | ||||||||||||||||
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Delta: 0.84
Vega: 0.39
Theta: -0.68
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 932.10 | 46.35 | 4.8 | 27.37 | 55 | -16 | 146 | |||||||||
| 14 Sept | 896.05 | 25.55 | -0.2 | 25.60 | 259 | -66 | 185 | |||||||||
| 17 Aug | 859.70 | 34.55 | 7.05 | 35.64 | 2 | 2 | 7 | |||||||||
For Laurus Labs Limited - strike price 890 expiring on 30SEP2025
Delta for 890 CE is 0.84
Historical price for 890 CE is as follows
On 21 Sept LAURUSLABS was trading at 932.10. The strike last trading price was 46.35, which was 4.8 higher than the previous day. The implied volatity was 27.37, the open interest changed by -16 which decreased total open position to 146
On 14 Sept LAURUSLABS was trading at 896.05. The strike last trading price was 25.55, which was -0.2 lower than the previous day. The implied volatity was 25.60, the open interest changed by -66 which decreased total open position to 185
On 17 Aug LAURUSLABS was trading at 859.70. The strike last trading price was 34.55, which was 7.05 higher than the previous day. The implied volatity was 35.64, the open interest changed by 2 which increased total open position to 7
| LAURUSLABS 30SEP2025 890 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.16
Vega: 0.39
Theta: -0.46
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 932.10 | 3.9 | -2.1 | 27.95 | 893 | -53 | 220 |
| 14 Sept | 896.05 | 16.5 | -1.05 | 26.74 | 342 | -1 | 133 |
| 17 Aug | 859.70 | 64.7 | 0 | - | 0 | 0 | 0 |
For Laurus Labs Limited - strike price 890 expiring on 30SEP2025
Delta for 890 PE is -0.16
Historical price for 890 PE is as follows
On 21 Sept LAURUSLABS was trading at 932.10. The strike last trading price was 3.9, which was -2.1 lower than the previous day. The implied volatity was 27.95, the open interest changed by -53 which decreased total open position to 220
On 14 Sept LAURUSLABS was trading at 896.05. The strike last trading price was 16.5, which was -1.05 lower than the previous day. The implied volatity was 26.74, the open interest changed by -1 which decreased total open position to 133
On 17 Aug LAURUSLABS was trading at 859.70. The strike last trading price was 64.7, 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
