LAURUSLABS
Laurus Labs Limited
Historical option data for LAURUSLABS
21 Sep 2025 04:12 PM IST
| LAURUSLABS 30SEP2025 960 CE | ||||||||||||||||
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Delta: 0.27
Vega: 0.53
Theta: -0.69
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 932.10 | 6.6 | -0.6 | 25.69 | 4,082 | 80 | 766 | |||||||||
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| 14 Sept | 896.05 | 4.4 | -0.05 | 27.89 | 565 | 20 | 522 | |||||||||
| 17 Aug | 859.70 | 9 | -0.9 | 29.71 | 99 | 72 | 74 | |||||||||
For Laurus Labs Limited - strike price 960 expiring on 30SEP2025
Delta for 960 CE is 0.27
Historical price for 960 CE is as follows
On 21 Sept LAURUSLABS was trading at 932.10. The strike last trading price was 6.6, which was -0.6 lower than the previous day. The implied volatity was 25.69, the open interest changed by 80 which increased total open position to 766
On 14 Sept LAURUSLABS was trading at 896.05. The strike last trading price was 4.4, which was -0.05 lower than the previous day. The implied volatity was 27.89, the open interest changed by 20 which increased total open position to 522
On 17 Aug LAURUSLABS was trading at 859.70. The strike last trading price was 9, which was -0.9 lower than the previous day. The implied volatity was 29.71, the open interest changed by 72 which increased total open position to 74
| LAURUSLABS 30SEP2025 960 PE | |||||||
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Delta: -0.76
Vega: 0.51
Theta: -0.33
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 932.10 | 32.4 | -28.8 | 23.17 | 97 | 34 | 47 |
| 14 Sept | 896.05 | 67.5 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 859.70 | 269.7 | 0 | - | 0 | 0 | 0 |
For Laurus Labs Limited - strike price 960 expiring on 30SEP2025
Delta for 960 PE is -0.76
Historical price for 960 PE is as follows
On 21 Sept LAURUSLABS was trading at 932.10. The strike last trading price was 32.4, which was -28.8 lower than the previous day. The implied volatity was 23.17, the open interest changed by 34 which increased total open position to 47
On 14 Sept LAURUSLABS was trading at 896.05. The strike last trading price was 67.5, 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 269.7, 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
