LAURUSLABS
Laurus Labs Limited
Historical option data for LAURUSLABS
21 Sep 2025 04:12 PM IST
| LAURUSLABS 30SEP2025 920 CE | ||||||||||||||||
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Delta: 0.63
Vega: 0.61
Theta: -0.86
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 932.10 | 23.5 | 1.65 | 25.53 | 3,738 | -524 | 491 | |||||||||
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| 14 Sept | 896.05 | 12.45 | -0.5 | 26.08 | 2,422 | 264 | 600 | |||||||||
| 17 Aug | 859.70 | 17.15 | -0.85 | 29.37 | 44 | 1 | 45 | |||||||||
For Laurus Labs Limited - strike price 920 expiring on 30SEP2025
Delta for 920 CE is 0.63
Historical price for 920 CE is as follows
On 21 Sept LAURUSLABS was trading at 932.10. The strike last trading price was 23.5, which was 1.65 higher than the previous day. The implied volatity was 25.53, the open interest changed by -524 which decreased total open position to 491
On 14 Sept LAURUSLABS was trading at 896.05. The strike last trading price was 12.45, which was -0.5 lower than the previous day. The implied volatity was 26.08, the open interest changed by 264 which increased total open position to 600
On 17 Aug LAURUSLABS was trading at 859.70. The strike last trading price was 17.15, which was -0.85 lower than the previous day. The implied volatity was 29.37, the open interest changed by 1 which increased total open position to 45
| LAURUSLABS 30SEP2025 920 PE | |||||||
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Delta: -0.37
Vega: 0.61
Theta: -0.62
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 932.10 | 11 | -5.05 | 25.97 | 1,936 | 86 | 368 |
| 14 Sept | 896.05 | 33.1 | -1.8 | 27.05 | 206 | 35 | 71 |
| 17 Aug | 859.70 | 233 | 0 | - | 0 | 0 | 0 |
For Laurus Labs Limited - strike price 920 expiring on 30SEP2025
Delta for 920 PE is -0.37
Historical price for 920 PE is as follows
On 21 Sept LAURUSLABS was trading at 932.10. The strike last trading price was 11, which was -5.05 lower than the previous day. The implied volatity was 25.97, the open interest changed by 86 which increased total open position to 368
On 14 Sept LAURUSLABS was trading at 896.05. The strike last trading price was 33.1, which was -1.8 lower than the previous day. The implied volatity was 27.05, the open interest changed by 35 which increased total open position to 71
On 17 Aug LAURUSLABS was trading at 859.70. The strike last trading price was 233, 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
