LAURUSLABS
Laurus Labs Limited
Historical option data for LAURUSLABS
21 Sep 2025 04:12 PM IST
| LAURUSLABS 30SEP2025 900 CE | ||||||||||||||||
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Delta: 0.79
Vega: 0.46
Theta: -0.74
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 932.10 | 37.75 | 3.55 | 26.06 | 911 | -215 | 484 | |||||||||
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| 14 Sept | 896.05 | 20.75 | -0.05 | 26.17 | 2,863 | 76 | 1,010 | |||||||||
| 17 Aug | 859.70 | 21.85 | -1.75 | 28.14 | 254 | 38 | 176 | |||||||||
For Laurus Labs Limited - strike price 900 expiring on 30SEP2025
Delta for 900 CE is 0.79
Historical price for 900 CE is as follows
On 21 Sept LAURUSLABS was trading at 932.10. The strike last trading price was 37.75, which was 3.55 higher than the previous day. The implied volatity was 26.06, the open interest changed by -215 which decreased total open position to 484
On 14 Sept LAURUSLABS was trading at 896.05. The strike last trading price was 20.75, which was -0.05 lower than the previous day. The implied volatity was 26.17, the open interest changed by 76 which increased total open position to 1010
On 17 Aug LAURUSLABS was trading at 859.70. The strike last trading price was 21.85, which was -1.75 lower than the previous day. The implied volatity was 28.14, the open interest changed by 38 which increased total open position to 176
| LAURUSLABS 30SEP2025 900 PE | |||||||
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Delta: -0.22
Vega: 0.47
Theta: -0.53
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 932.10 | 5.55 | -2.95 | 27.14 | 1,964 | -20 | 640 |
| 14 Sept | 896.05 | 21.6 | -0.85 | 27.21 | 822 | 71 | 372 |
| 17 Aug | 859.70 | 53.9 | 0.4 | 29.13 | 16 | 2 | 21 |
For Laurus Labs Limited - strike price 900 expiring on 30SEP2025
Delta for 900 PE is -0.22
Historical price for 900 PE is as follows
On 21 Sept LAURUSLABS was trading at 932.10. The strike last trading price was 5.55, which was -2.95 lower than the previous day. The implied volatity was 27.14, the open interest changed by -20 which decreased total open position to 640
On 14 Sept LAURUSLABS was trading at 896.05. The strike last trading price was 21.6, which was -0.85 lower than the previous day. The implied volatity was 27.21, the open interest changed by 71 which increased total open position to 372
On 17 Aug LAURUSLABS was trading at 859.70. The strike last trading price was 53.9, which was 0.4 higher than the previous day. The implied volatity was 29.13, the open interest changed by 2 which increased total open position to 21
