LAURUSLABS
Laurus Labs Limited
Historical option data for LAURUSLABS
21 Sep 2025 04:12 PM IST
| LAURUSLABS 30SEP2025 940 CE | ||||||||||||||||
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Delta: 0.44
Vega: 0.64
Theta: -0.84
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 932.10 | 13 | 0.05 | 25.27 | 6,858 | 161 | 794 | |||||||||
| 14 Sept | 896.05 | 7.5 | -0.05 | 26.99 | 585 | 75 | 436 | |||||||||
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| 17 Aug | 859.70 | 12 | -1.1 | 29.00 | 182 | 19 | 93 | |||||||||
For Laurus Labs Limited - strike price 940 expiring on 30SEP2025
Delta for 940 CE is 0.44
Historical price for 940 CE is as follows
On 21 Sept LAURUSLABS was trading at 932.10. The strike last trading price was 13, which was 0.05 higher than the previous day. The implied volatity was 25.27, the open interest changed by 161 which increased total open position to 794
On 14 Sept LAURUSLABS was trading at 896.05. The strike last trading price was 7.5, which was -0.05 lower than the previous day. The implied volatity was 26.99, the open interest changed by 75 which increased total open position to 436
On 17 Aug LAURUSLABS was trading at 859.70. The strike last trading price was 12, which was -1.1 lower than the previous day. The implied volatity was 29.00, the open interest changed by 19 which increased total open position to 93
| LAURUSLABS 30SEP2025 940 PE | |||||||
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Delta: -0.56
Vega: 0.64
Theta: -0.59
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 932.10 | 20.3 | -6.8 | 25.47 | 1,370 | 139 | 200 |
| 14 Sept | 896.05 | 49.6 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 859.70 | 186.05 | 0 | - | 0 | 0 | 0 |
For Laurus Labs Limited - strike price 940 expiring on 30SEP2025
Delta for 940 PE is -0.56
Historical price for 940 PE is as follows
On 21 Sept LAURUSLABS was trading at 932.10. The strike last trading price was 20.3, which was -6.8 lower than the previous day. The implied volatity was 25.47, the open interest changed by 139 which increased total open position to 200
On 14 Sept LAURUSLABS was trading at 896.05. The strike last trading price was 49.6, 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 186.05, 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
