LAURUSLABS
Laurus Labs Limited
Historical option data for LAURUSLABS
21 Sep 2025 04:12 PM IST
LAURUSLABS 30SEP2025 990 CE | ||||||||||||||||
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Delta: 0.11
Vega: 0.30
Theta: -0.39
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
21 Sept | 932.10 | 2.2 | -23.05 | 27.07 | 624 | 185 | 188 | |||||||||
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14 Sept | 896.05 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Laurus Labs Limited - strike price 990 expiring on 30SEP2025
Delta for 990 CE is 0.11
Historical price for 990 CE is as follows
On 21 Sept LAURUSLABS was trading at 932.10. The strike last trading price was 2.2, which was -23.05 lower than the previous day. The implied volatity was 27.07, the open interest changed by 185 which increased total open position to 188
On 14 Sept LAURUSLABS was trading at 896.05. 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 990 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 | 56.85 | -74 | - | 2 | 1 | 1 |
14 Sept | 896.05 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Laurus Labs Limited - strike price 990 expiring on 30SEP2025
Delta for 990 PE is -
Historical price for 990 PE is as follows
On 21 Sept LAURUSLABS was trading at 932.10. The strike last trading price was 56.85, which was -74 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 14 Sept LAURUSLABS was trading at 896.05. 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