LAURUSLABS
Laurus Labs Limited
Historical option data for LAURUSLABS
21 Sep 2025 04:12 PM IST
| LAURUSLABS 30SEP2025 970 CE | ||||||||||||||||
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Delta: 0.20
Vega: 0.45
Theta: -0.58
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 932.10 | 4.55 | -0.75 | 25.95 | 2,312 | 44 | 307 | |||||||||
| 14 Sept | 896.05 | 3.3 | 0 | 28.23 | 92 | 27 | 92 | |||||||||
For Laurus Labs Limited - strike price 970 expiring on 30SEP2025
Delta for 970 CE is 0.20
Historical price for 970 CE is as follows
On 21 Sept LAURUSLABS was trading at 932.10. The strike last trading price was 4.55, which was -0.75 lower than the previous day. The implied volatity was 25.95, the open interest changed by 44 which increased total open position to 307
On 14 Sept LAURUSLABS was trading at 896.05. The strike last trading price was 3.3, which was 0 lower than the previous day. The implied volatity was 28.23, the open interest changed by 27 which increased total open position to 92
| LAURUSLABS 30SEP2025 970 PE | |||||||
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Delta: -0.82
Vega: 0.42
Theta: -0.24
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 932.10 | 40.75 | -34.95 | 23.94 | 6 | 2 | 7 |
| 14 Sept | 896.05 | 74.2 | -41.7 | 31.07 | 4 | 4 | 3 |
For Laurus Labs Limited - strike price 970 expiring on 30SEP2025
Delta for 970 PE is -0.82
Historical price for 970 PE is as follows
On 21 Sept LAURUSLABS was trading at 932.10. The strike last trading price was 40.75, which was -34.95 lower than the previous day. The implied volatity was 23.94, the open interest changed by 2 which increased total open position to 7
On 14 Sept LAURUSLABS was trading at 896.05. The strike last trading price was 74.2, which was -41.7 lower than the previous day. The implied volatity was 31.07, the open interest changed by 4 which increased total open position to 3
