LAURUSLABS
Laurus Labs Limited
Historical option data for LAURUSLABS
21 Sep 2025 04:12 PM IST
| LAURUSLABS 30SEP2025 980 CE | ||||||||||||||||
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Delta: 0.15
Vega: 0.37
Theta: -0.48
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 932.10 | 3.1 | -0.85 | 26.30 | 3,006 | 107 | 612 | |||||||||
| 14 Sept | 896.05 | 2.55 | 0 | 28.83 | 323 | 62 | 401 | |||||||||
For Laurus Labs Limited - strike price 980 expiring on 30SEP2025
Delta for 980 CE is 0.15
Historical price for 980 CE is as follows
On 21 Sept LAURUSLABS was trading at 932.10. The strike last trading price was 3.1, which was -0.85 lower than the previous day. The implied volatity was 26.30, the open interest changed by 107 which increased total open position to 612
On 14 Sept LAURUSLABS was trading at 896.05. The strike last trading price was 2.55, which was 0 lower than the previous day. The implied volatity was 28.83, the open interest changed by 62 which increased total open position to 401
| LAURUSLABS 30SEP2025 980 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 932.10 | 46.95 | -13.6 | - | 35 | 16 | 22 |
| 14 Sept | 896.05 | 84.05 | 0 | 0.00 | 0 | 0 | 0 |
For Laurus Labs Limited - strike price 980 expiring on 30SEP2025
Delta for 980 PE is -
Historical price for 980 PE is as follows
On 21 Sept LAURUSLABS was trading at 932.10. The strike last trading price was 46.95, which was -13.6 lower than the previous day. The implied volatity was -, the open interest changed by 16 which increased total open position to 22
On 14 Sept LAURUSLABS was trading at 896.05. The strike last trading price was 84.05, 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
