LAURUSLABS
Laurus Labs Limited
Historical option data for LAURUSLABS
21 Sep 2025 04:12 PM IST
| LAURUSLABS 30SEP2025 910 CE | ||||||||||||||||
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Delta: 0.72
Vega: 0.55
Theta: -0.82
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 932.10 | 30.25 | 2.85 | 25.84 | 813 | -187 | 187 | |||||||||
| 14 Sept | 896.05 | 16.4 | 0.05 | 26.34 | 2,079 | 93 | 468 | |||||||||
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| 17 Aug | 859.70 | 23.85 | 5.85 | 32.68 | 3 | 0 | 27 | |||||||||
For Laurus Labs Limited - strike price 910 expiring on 30SEP2025
Delta for 910 CE is 0.72
Historical price for 910 CE is as follows
On 21 Sept LAURUSLABS was trading at 932.10. The strike last trading price was 30.25, which was 2.85 higher than the previous day. The implied volatity was 25.84, the open interest changed by -187 which decreased total open position to 187
On 14 Sept LAURUSLABS was trading at 896.05. The strike last trading price was 16.4, which was 0.05 higher than the previous day. The implied volatity was 26.34, the open interest changed by 93 which increased total open position to 468
On 17 Aug LAURUSLABS was trading at 859.70. The strike last trading price was 23.85, which was 5.85 higher than the previous day. The implied volatity was 32.68, the open interest changed by 0 which decreased total open position to 27
| LAURUSLABS 30SEP2025 910 PE | |||||||
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Delta: -0.29
Vega: 0.55
Theta: -0.59
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 932.10 | 7.85 | -4.05 | 26.46 | 1,490 | 14 | 281 |
| 14 Sept | 896.05 | 27.55 | -0.7 | 27.84 | 273 | 8 | 89 |
| 17 Aug | 859.70 | 76.15 | 0 | - | 0 | 0 | 0 |
For Laurus Labs Limited - strike price 910 expiring on 30SEP2025
Delta for 910 PE is -0.29
Historical price for 910 PE is as follows
On 21 Sept LAURUSLABS was trading at 932.10. The strike last trading price was 7.85, which was -4.05 lower than the previous day. The implied volatity was 26.46, the open interest changed by 14 which increased total open position to 281
On 14 Sept LAURUSLABS was trading at 896.05. The strike last trading price was 27.55, which was -0.7 lower than the previous day. The implied volatity was 27.84, the open interest changed by 8 which increased total open position to 89
On 17 Aug LAURUSLABS was trading at 859.70. The strike last trading price was 76.15, 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
