LAURUSLABS
Laurus Labs Limited
556.9
-11.10 (-1.95%)
Option Chain for LAURUSLABS
15 Jan 2025 04:12 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 1700 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| 0.93 | 1 | 1 | 2 | 53.73 | 81.15 | 34.05 | 480 | 0.05 | 1.20 | 47.67 | 413 | 10 | 111 | -0.05 |
| 0.00 | 0 | 0 | 0 | 0.00 | 77.05 | 0.00 | 490 | 0.20 | 1.80 | 46.65 | 28 | 1 | 85 | -0.07 |
| 0.95 | 11 | 2 | 12 | 34.55 | 60.05 | -10.95 | 500 | 0.75 | 2.60 | 45.38 | 1,202 | 129 | 419 | -0.10 |
| 0.84 | 2 | 0 | 1 | 48.48 | 54.10 | -5.65 | 510 | 0.80 | 3.70 | 44.09 | 421 | 16 | 91 | -0.14 |
| 0.85 | 8 | 2 | 9 | 36.62 | 42.70 | -9.30 | 520 | 1.45 | 5.25 | 43.00 | 1,074 | 88 | 280 | -0.19 |
| 0.80 | 31 | 26 | 94 | 32.94 | 33.60 | -11.85 | 530 | 2.20 | 7.55 | 42.56 | 876 | 9 | 446 | -0.25 |
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| 0.70 | 95 | 50 | 341 | 35.61 | 27.30 | -9.95 | 540 | 3.50 | 10.60 | 42.28 | 2,333 | 130 | 467 | -0.32 |
| 0.61 | 204 | 78 | 1,405 | 35.84 | 21.15 | -9.00 | 550 | 4.10 | 14.35 | 41.82 | 2,167 | 125 | 368 | -0.40 |
| 0.51 | 280 | 92 | 1,263 | 37.22 | 16.50 | -6.95 | 560 | 5.00 | 19.00 | 41.54 | 1,372 | 7 | 429 | -0.49 |
| 0.42 | 353 | 138 | 1,197 | 37.25 | 12.20 | -5.90 | 570 | 6.15 | 24.65 | 41.64 | 509 | -15 | 270 | -0.57 |
| 0.33 | 460 | 5 | 1,034 | 37.58 | 8.90 | -4.70 | 580 | 7.20 | 31.35 | 42.34 | 201 | -19 | 386 | -0.65 |
| 0.26 | 546 | -59 | 620 | 38.14 | 6.45 | -3.70 | 590 | 8.80 | 39.25 | 44.42 | 145 | -58 | 235 | -0.71 |
| 0.20 | 899 | 76 | 1,304 | 38.51 | 4.55 | -2.95 | 600 | 10.30 | 47.65 | 46.61 | 49 | -2 | 403 | -0.76 |
| 0.15 | 406 | -85 | 812 | 39.61 | 3.35 | -2.10 | 610 | 10.20 | 54.85 | 43.75 | 24 | -10 | 213 | -0.82 |
| 0.12 | 811 | -36 | 767 | 40.84 | 2.50 | -1.55 | 620 | 5.70 | 58.90 | - | 91 | -25 | 96 | - |
| 0.09 | 222 | -74 | 226 | 43.00 | 2.05 | -0.95 | 630 | 8.55 | 70.40 | 26.08 | 5 | -3 | 73 | -0.99 |
| 0.07 | 510 | -9 | 212 | 43.82 | 1.50 | -0.80 | 640 | 0.00 | 73.50 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.06 | 472 | -20 | 337 | 45.04 | 1.15 | -0.70 | 650 | 8.00 | 87.80 | - | 1 | 0 | 64 | - |
| 0.05 | 299 | -39 | 213 | 47.75 | 1.05 | -0.25 | 660 | 0.00 | 49.75 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.03 | 59 | -9 | 20 | 46.95 | 0.65 | -0.40 | 670 | 0.00 | 60.60 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.03 | 166 | -7 | 39 | 50.71 | 0.70 | -0.15 | 680 | 0.00 | 76.40 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 690 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.02 | 208 | -2 | 23 | 54.99 | 0.55 | -0.05 | 700 | 0.00 | 87.05 | 0.00 | 0 | 0 | 0 | 0.00 |
| 6,043 | 4,436 | |||||||||||||
Note
- 10% interest rate is applied while computing implied volatility.
- Volume and Open Interest, displayed in Contracts.
- Highlighted options are in-the-money.
What is an Option Chain?
- An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
- It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.
How is it Useful?
- The option chain matrix is most useful for the next trading day.
- Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
- Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.
