LAURUSLABS
Laurus Labs Limited
Historical option data for LAURUSLABS
21 Sep 2025 04:12 PM IST
| LAURUSLABS 30SEP2025 930 CE | ||||||||||||||||
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Delta: 0.54
Vega: 0.64
Theta: -0.88
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 932.10 | 17.9 | 0.9 | 25.60 | 5,689 | -89 | 494 | |||||||||
| 14 Sept | 896.05 | 9.75 | -0.25 | 26.61 | 677 | 24 | 390 | |||||||||
| 17 Aug | 859.70 | 15.15 | 0.6 | 29.91 | 7 | 3 | 19 | |||||||||
For Laurus Labs Limited - strike price 930 expiring on 30SEP2025
Delta for 930 CE is 0.54
Historical price for 930 CE is as follows
On 21 Sept LAURUSLABS was trading at 932.10. The strike last trading price was 17.9, which was 0.9 higher than the previous day. The implied volatity was 25.60, the open interest changed by -89 which decreased total open position to 494
On 14 Sept LAURUSLABS was trading at 896.05. The strike last trading price was 9.75, which was -0.25 lower than the previous day. The implied volatity was 26.61, the open interest changed by 24 which increased total open position to 390
On 17 Aug LAURUSLABS was trading at 859.70. The strike last trading price was 15.15, which was 0.6 higher than the previous day. The implied volatity was 29.91, the open interest changed by 3 which increased total open position to 19
| LAURUSLABS 30SEP2025 930 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.46
Vega: 0.64
Theta: -0.62
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 932.10 | 15.1 | -5.65 | 25.60 | 1,682 | 138 | 280 |
| 14 Sept | 896.05 | 42.8 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 859.70 | 88.5 | 0 | - | 0 | 0 | 0 |
For Laurus Labs Limited - strike price 930 expiring on 30SEP2025
Delta for 930 PE is -0.46
Historical price for 930 PE is as follows
On 21 Sept LAURUSLABS was trading at 932.10. The strike last trading price was 15.1, which was -5.65 lower than the previous day. The implied volatity was 25.60, the open interest changed by 138 which increased total open position to 280
On 14 Sept LAURUSLABS was trading at 896.05. The strike last trading price was 42.8, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 17 Aug LAURUSLABS was trading at 859.70. The strike last trading price was 88.5, 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
