LAURUSLABS
Laurus Labs Limited
Historical option data for LAURUSLABS
21 Sep 2025 04:12 PM IST
| LAURUSLABS 30SEP2025 950 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.35
Vega: 0.60
Theta: -0.77
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 21 Sept | 932.10 | 9.3 | -0.45 | 25.34 | 5,087 | 115 | 607 | |||||||||
| 14 Sept | 896.05 | 5.85 | 0.1 | 27.61 | 562 | 24 | 344 | |||||||||
| 17 Aug | 859.70 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Laurus Labs Limited - strike price 950 expiring on 30SEP2025
Delta for 950 CE is 0.35
Historical price for 950 CE is as follows
On 21 Sept LAURUSLABS was trading at 932.10. The strike last trading price was 9.3, which was -0.45 lower than the previous day. The implied volatity was 25.34, the open interest changed by 115 which increased total open position to 607
On 14 Sept LAURUSLABS was trading at 896.05. The strike last trading price was 5.85, which was 0.1 higher than the previous day. The implied volatity was 27.61, the open interest changed by 24 which increased total open position to 344
On 17 Aug LAURUSLABS was trading at 859.70. The strike last trading price was 0, 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
| LAURUSLABS 30SEP2025 950 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.65
Vega: 0.60
Theta: -0.51
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 932.10 | 26.45 | -7 | 25.36 | 526 | 72 | 114 |
| 14 Sept | 896.05 | 57.1 | 0.65 | 30.19 | 13 | -1 | 34 |
| 17 Aug | 859.70 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Laurus Labs Limited - strike price 950 expiring on 30SEP2025
Delta for 950 PE is -0.65
Historical price for 950 PE is as follows
On 21 Sept LAURUSLABS was trading at 932.10. The strike last trading price was 26.45, which was -7 lower than the previous day. The implied volatity was 25.36, the open interest changed by 72 which increased total open position to 114
On 14 Sept LAURUSLABS was trading at 896.05. The strike last trading price was 57.1, which was 0.65 higher than the previous day. The implied volatity was 30.19, the open interest changed by -1 which decreased total open position to 34
On 17 Aug LAURUSLABS was trading at 859.70. The strike last trading price was 0, 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
