LAURUSLABS
Laurus Labs Limited
Historical option data for LAURUSLABS
21 Sep 2025 04:12 PM IST
| LAURUSLABS 28OCT2025 900 CE | ||||||||||||||||
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Delta: 0.69
Vega: 1.07
Theta: -0.56
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 932.10 | 58 | 3.7 | 29.24 | 110 | -34 | 267 | |||||||||
| 14 Sept | 896.05 | 36.15 | 1.55 | 25.83 | 35 | 14 | 102 | |||||||||
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| 17 Aug | 859.70 | 68.25 | 0 | 1.70 | 0 | 0 | 0 | |||||||||
For Laurus Labs Limited - strike price 900 expiring on 28OCT2025
Delta for 900 CE is 0.69
Historical price for 900 CE is as follows
On 21 Sept LAURUSLABS was trading at 932.10. The strike last trading price was 58, which was 3.7 higher than the previous day. The implied volatity was 29.24, the open interest changed by -34 which decreased total open position to 267
On 14 Sept LAURUSLABS was trading at 896.05. The strike last trading price was 36.15, which was 1.55 higher than the previous day. The implied volatity was 25.83, the open interest changed by 14 which increased total open position to 102
On 17 Aug LAURUSLABS was trading at 859.70. The strike last trading price was 68.25, which was 0 lower than the previous day. The implied volatity was 1.70, the open interest changed by 0 which decreased total open position to 0
| LAURUSLABS 28OCT2025 900 PE | |||||||
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Delta: -0.32
Vega: 1.08
Theta: -0.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 932.10 | 20.45 | -2.6 | 31.11 | 174 | 22 | 168 |
| 14 Sept | 896.05 | 30.25 | -2.05 | 26.56 | 59 | 2 | 52 |
| 17 Aug | 859.70 | 20.9 | 0 | - | 0 | 0 | 0 |
For Laurus Labs Limited - strike price 900 expiring on 28OCT2025
Delta for 900 PE is -0.32
Historical price for 900 PE is as follows
On 21 Sept LAURUSLABS was trading at 932.10. The strike last trading price was 20.45, which was -2.6 lower than the previous day. The implied volatity was 31.11, the open interest changed by 22 which increased total open position to 168
On 14 Sept LAURUSLABS was trading at 896.05. The strike last trading price was 30.25, which was -2.05 lower than the previous day. The implied volatity was 26.56, the open interest changed by 2 which increased total open position to 52
On 17 Aug LAURUSLABS was trading at 859.70. The strike last trading price was 20.9, 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
