`
[--[65.84.65.76]--]
LAURUSLABS
Laurus Labs Limited

489.15 0.15 (0.03%)

Back to Option Chain


Historical option data for LAURUSLABS

21 Nov 2024 04:12 PM IST
LAURUSLABS 28NOV2024 450 CE
Delta: 0.91
Vega: 0.11
Theta: -0.49
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Nov 489.15 41.75 2.75 47.58 16 6 84
20 Nov 489.00 39 0.00 37.76 37 2 78
19 Nov 489.00 39 1.35 37.76 37 2 78
18 Nov 483.65 37.65 -0.85 42.81 22 7 76
14 Nov 486.00 38.5 7.70 33.09 40 7 69
13 Nov 476.65 30.8 -12.00 - 40 1 61
12 Nov 489.55 42.8 -5.00 28.61 16 2 60
11 Nov 494.95 47.8 -11.45 35.46 2 0 59
8 Nov 499.35 59.25 12.40 62.80 8 4 59
7 Nov 494.95 46.85 -5.65 - 3 0 54
6 Nov 496.45 52.5 7.15 35.89 47 19 51
5 Nov 489.25 45.35 -0.95 36.06 27 2 31
4 Nov 487.45 46.3 3.50 42.97 10 5 30
1 Nov 499.80 42.8 0.00 0.00 0 -1 0
31 Oct 491.25 42.8 -2.20 - 5 0 26
30 Oct 485.30 45 5.40 - 25 -2 24
29 Oct 488.65 39.6 -9.60 - 2 1 26
28 Oct 492.20 49.2 17.75 - 26 2 26
25 Oct 465.80 31.45 7.65 - 131 -13 24
24 Oct 447.30 23.8 1.30 - 72 34 36
23 Oct 449.45 22.5 1.05 - 1 0 2
22 Oct 448.50 21.45 -17.20 - 1 0 3
21 Oct 465.25 38.65 0.00 - 0 0 0
18 Oct 475.15 38.65 0.00 - 0 0 0
17 Oct 466.20 38.65 0.00 - 0 0 0
16 Oct 480.30 38.65 0.00 - 0 0 0
15 Oct 482.00 38.65 0.00 - 0 0 0
14 Oct 478.95 38.65 0.00 - 0 0 0
11 Oct 474.15 38.65 11.95 - 2 0 3
10 Oct 465.25 26.7 0.70 - 1 0 4
9 Oct 453.90 26 6.50 - 4 3 4
8 Oct 439.25 19.5 0.00 - 0 1 0
7 Oct 431.30 19.5 -22.25 - 1 0 0
4 Oct 445.15 41.75 0.00 - 0 0 0
26 Sept 463.20 41.75 0.00 - 0 0 0
25 Sept 461.45 41.75 41.75 - 0 0 0
24 Sept 470.25 0 0.00 - 0 0 0
23 Sept 474.70 0 0.00 - 0 0 0
19 Sept 470.40 0 0.00 - 0 0 0
18 Sept 485.40 0 0.00 - 0 0 0
9 Sept 490.95 0 0.00 - 0 0 0
6 Sept 481.35 0 0.00 - 0 0 0
5 Sept 489.00 0 0.00 - 0 0 0
4 Sept 475.60 0 0.00 - 0 0 0
3 Sept 470.10 0 0.00 - 0 0 0
2 Sept 462.50 0 - 0 0 0


For Laurus Labs Limited - strike price 450 expiring on 28NOV2024

Delta for 450 CE is 0.91

Historical price for 450 CE is as follows

On 21 Nov LAURUSLABS was trading at 489.15. The strike last trading price was 41.75, which was 2.75 higher than the previous day. The implied volatity was 47.58, the open interest changed by 6 which increased total open position to 84


On 20 Nov LAURUSLABS was trading at 489.00. The strike last trading price was 39, which was 0.00 lower than the previous day. The implied volatity was 37.76, the open interest changed by 2 which increased total open position to 78


On 19 Nov LAURUSLABS was trading at 489.00. The strike last trading price was 39, which was 1.35 higher than the previous day. The implied volatity was 37.76, the open interest changed by 2 which increased total open position to 78


On 18 Nov LAURUSLABS was trading at 483.65. The strike last trading price was 37.65, which was -0.85 lower than the previous day. The implied volatity was 42.81, the open interest changed by 7 which increased total open position to 76


On 14 Nov LAURUSLABS was trading at 486.00. The strike last trading price was 38.5, which was 7.70 higher than the previous day. The implied volatity was 33.09, the open interest changed by 7 which increased total open position to 69


On 13 Nov LAURUSLABS was trading at 476.65. The strike last trading price was 30.8, which was -12.00 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 61


On 12 Nov LAURUSLABS was trading at 489.55. The strike last trading price was 42.8, which was -5.00 lower than the previous day. The implied volatity was 28.61, the open interest changed by 2 which increased total open position to 60


On 11 Nov LAURUSLABS was trading at 494.95. The strike last trading price was 47.8, which was -11.45 lower than the previous day. The implied volatity was 35.46, the open interest changed by 0 which decreased total open position to 59


On 8 Nov LAURUSLABS was trading at 499.35. The strike last trading price was 59.25, which was 12.40 higher than the previous day. The implied volatity was 62.80, the open interest changed by 4 which increased total open position to 59


On 7 Nov LAURUSLABS was trading at 494.95. The strike last trading price was 46.85, which was -5.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 54


On 6 Nov LAURUSLABS was trading at 496.45. The strike last trading price was 52.5, which was 7.15 higher than the previous day. The implied volatity was 35.89, the open interest changed by 19 which increased total open position to 51


On 5 Nov LAURUSLABS was trading at 489.25. The strike last trading price was 45.35, which was -0.95 lower than the previous day. The implied volatity was 36.06, the open interest changed by 2 which increased total open position to 31


On 4 Nov LAURUSLABS was trading at 487.45. The strike last trading price was 46.3, which was 3.50 higher than the previous day. The implied volatity was 42.97, the open interest changed by 5 which increased total open position to 30


On 1 Nov LAURUSLABS was trading at 499.80. The strike last trading price was 42.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 31 Oct LAURUSLABS was trading at 491.25. The strike last trading price was 42.8, which was -2.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct LAURUSLABS was trading at 485.30. The strike last trading price was 45, which was 5.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct LAURUSLABS was trading at 488.65. The strike last trading price was 39.6, which was -9.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct LAURUSLABS was trading at 492.20. The strike last trading price was 49.2, which was 17.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct LAURUSLABS was trading at 465.80. The strike last trading price was 31.45, which was 7.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct LAURUSLABS was trading at 447.30. The strike last trading price was 23.8, which was 1.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct LAURUSLABS was trading at 449.45. The strike last trading price was 22.5, which was 1.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct LAURUSLABS was trading at 448.50. The strike last trading price was 21.45, which was -17.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct LAURUSLABS was trading at 465.25. The strike last trading price was 38.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct LAURUSLABS was trading at 475.15. The strike last trading price was 38.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct LAURUSLABS was trading at 466.20. The strike last trading price was 38.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct LAURUSLABS was trading at 480.30. The strike last trading price was 38.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct LAURUSLABS was trading at 482.00. The strike last trading price was 38.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct LAURUSLABS was trading at 478.95. The strike last trading price was 38.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct LAURUSLABS was trading at 474.15. The strike last trading price was 38.65, which was 11.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct LAURUSLABS was trading at 465.25. The strike last trading price was 26.7, which was 0.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Oct LAURUSLABS was trading at 453.90. The strike last trading price was 26, which was 6.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct LAURUSLABS was trading at 439.25. The strike last trading price was 19.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct LAURUSLABS was trading at 431.30. The strike last trading price was 19.5, which was -22.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct LAURUSLABS was trading at 445.15. The strike last trading price was 41.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 26 Sept LAURUSLABS was trading at 463.20. The strike last trading price was 41.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Sept LAURUSLABS was trading at 461.45. The strike last trading price was 41.75, which was 41.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Sept LAURUSLABS was trading at 470.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Sept LAURUSLABS was trading at 474.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 19 Sept LAURUSLABS was trading at 470.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Sept LAURUSLABS was trading at 485.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Sept LAURUSLABS was trading at 490.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 6 Sept LAURUSLABS was trading at 481.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 5 Sept LAURUSLABS was trading at 489.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Sept LAURUSLABS was trading at 475.60. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Sept LAURUSLABS was trading at 470.10. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 2 Sept LAURUSLABS was trading at 462.50. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


LAURUSLABS 28NOV2024 450 PE
Delta: -0.07
Vega: 0.09
Theta: -0.25
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 489.15 0.85 -0.35 42.15 114 19 377
20 Nov 489.00 1.2 0.00 38.68 125 -28 359
19 Nov 489.00 1.2 -0.65 38.68 125 -27 359
18 Nov 483.65 1.85 -0.05 39.38 242 -39 387
14 Nov 486.00 1.9 -1.55 34.61 469 18 425
13 Nov 476.65 3.45 1.35 36.84 540 9 408
12 Nov 489.55 2.1 0.00 36.36 168 36 399
11 Nov 494.95 2.1 0.20 37.55 228 71 364
8 Nov 499.35 1.9 -0.25 35.40 258 12 295
7 Nov 494.95 2.15 0.05 35.00 188 4 283
6 Nov 496.45 2.1 -2.00 34.99 432 5 276
5 Nov 489.25 4.1 -1.15 37.69 289 10 270
4 Nov 487.45 5.25 0.10 39.48 343 30 260
1 Nov 499.80 5.15 -0.15 43.71 23 -1 231
31 Oct 491.25 5.3 -1.40 - 188 61 231
30 Oct 485.30 6.7 1.05 - 71 5 168
29 Oct 488.65 5.65 0.55 - 204 19 162
28 Oct 492.20 5.1 -8.40 - 306 45 143
25 Oct 465.80 13.5 -7.95 - 313 16 98
24 Oct 447.30 21.45 3.45 - 116 22 78
23 Oct 449.45 18 -2.00 - 34 0 37
22 Oct 448.50 20 5.05 - 13 1 37
21 Oct 465.25 14.95 5.10 - 6 3 35
18 Oct 475.15 9.85 -2.15 - 11 2 32
17 Oct 466.20 12 3.85 - 31 22 29
16 Oct 480.30 8.15 0.00 - 0 0 0
15 Oct 482.00 8.15 0.00 - 0 2 0
14 Oct 478.95 8.15 -0.45 - 5 2 7
11 Oct 474.15 8.6 -13.40 - 2 1 4
10 Oct 465.25 22 0.00 - 0 0 0
9 Oct 453.90 22 0.00 - 0 0 0
8 Oct 439.25 22 0.00 - 0 0 0
7 Oct 431.30 22 0.00 - 0 3 0
4 Oct 445.15 22 -3.85 - 3 2 2
26 Sept 463.20 25.85 0.00 - 0 0 0
25 Sept 461.45 25.85 0.00 - 0 0 0
24 Sept 470.25 25.85 0.00 - 0 0 0
23 Sept 474.70 25.85 0.00 - 0 0 0
19 Sept 470.40 25.85 0.00 - 0 0 0
18 Sept 485.40 25.85 0.00 - 0 0 0
9 Sept 490.95 25.85 0.00 - 0 0 0
6 Sept 481.35 25.85 0.00 - 0 0 0
5 Sept 489.00 25.85 0.00 - 0 0 0
4 Sept 475.60 25.85 0.00 - 0 0 0
3 Sept 470.10 25.85 0.00 - 0 0 0
2 Sept 462.50 25.85 - 0 0 0


For Laurus Labs Limited - strike price 450 expiring on 28NOV2024

Delta for 450 PE is -0.07

Historical price for 450 PE is as follows

On 21 Nov LAURUSLABS was trading at 489.15. The strike last trading price was 0.85, which was -0.35 lower than the previous day. The implied volatity was 42.15, the open interest changed by 19 which increased total open position to 377


On 20 Nov LAURUSLABS was trading at 489.00. The strike last trading price was 1.2, which was 0.00 lower than the previous day. The implied volatity was 38.68, the open interest changed by -28 which decreased total open position to 359


On 19 Nov LAURUSLABS was trading at 489.00. The strike last trading price was 1.2, which was -0.65 lower than the previous day. The implied volatity was 38.68, the open interest changed by -27 which decreased total open position to 359


On 18 Nov LAURUSLABS was trading at 483.65. The strike last trading price was 1.85, which was -0.05 lower than the previous day. The implied volatity was 39.38, the open interest changed by -39 which decreased total open position to 387


On 14 Nov LAURUSLABS was trading at 486.00. The strike last trading price was 1.9, which was -1.55 lower than the previous day. The implied volatity was 34.61, the open interest changed by 18 which increased total open position to 425


On 13 Nov LAURUSLABS was trading at 476.65. The strike last trading price was 3.45, which was 1.35 higher than the previous day. The implied volatity was 36.84, the open interest changed by 9 which increased total open position to 408


On 12 Nov LAURUSLABS was trading at 489.55. The strike last trading price was 2.1, which was 0.00 lower than the previous day. The implied volatity was 36.36, the open interest changed by 36 which increased total open position to 399


On 11 Nov LAURUSLABS was trading at 494.95. The strike last trading price was 2.1, which was 0.20 higher than the previous day. The implied volatity was 37.55, the open interest changed by 71 which increased total open position to 364


On 8 Nov LAURUSLABS was trading at 499.35. The strike last trading price was 1.9, which was -0.25 lower than the previous day. The implied volatity was 35.40, the open interest changed by 12 which increased total open position to 295


On 7 Nov LAURUSLABS was trading at 494.95. The strike last trading price was 2.15, which was 0.05 higher than the previous day. The implied volatity was 35.00, the open interest changed by 4 which increased total open position to 283


On 6 Nov LAURUSLABS was trading at 496.45. The strike last trading price was 2.1, which was -2.00 lower than the previous day. The implied volatity was 34.99, the open interest changed by 5 which increased total open position to 276


On 5 Nov LAURUSLABS was trading at 489.25. The strike last trading price was 4.1, which was -1.15 lower than the previous day. The implied volatity was 37.69, the open interest changed by 10 which increased total open position to 270


On 4 Nov LAURUSLABS was trading at 487.45. The strike last trading price was 5.25, which was 0.10 higher than the previous day. The implied volatity was 39.48, the open interest changed by 30 which increased total open position to 260


On 1 Nov LAURUSLABS was trading at 499.80. The strike last trading price was 5.15, which was -0.15 lower than the previous day. The implied volatity was 43.71, the open interest changed by -1 which decreased total open position to 231


On 31 Oct LAURUSLABS was trading at 491.25. The strike last trading price was 5.3, which was -1.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct LAURUSLABS was trading at 485.30. The strike last trading price was 6.7, which was 1.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct LAURUSLABS was trading at 488.65. The strike last trading price was 5.65, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct LAURUSLABS was trading at 492.20. The strike last trading price was 5.1, which was -8.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct LAURUSLABS was trading at 465.80. The strike last trading price was 13.5, which was -7.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct LAURUSLABS was trading at 447.30. The strike last trading price was 21.45, which was 3.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct LAURUSLABS was trading at 449.45. The strike last trading price was 18, which was -2.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct LAURUSLABS was trading at 448.50. The strike last trading price was 20, which was 5.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct LAURUSLABS was trading at 465.25. The strike last trading price was 14.95, which was 5.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct LAURUSLABS was trading at 475.15. The strike last trading price was 9.85, which was -2.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct LAURUSLABS was trading at 466.20. The strike last trading price was 12, which was 3.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct LAURUSLABS was trading at 480.30. The strike last trading price was 8.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct LAURUSLABS was trading at 482.00. The strike last trading price was 8.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct LAURUSLABS was trading at 478.95. The strike last trading price was 8.15, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct LAURUSLABS was trading at 474.15. The strike last trading price was 8.6, which was -13.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct LAURUSLABS was trading at 465.25. The strike last trading price was 22, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Oct LAURUSLABS was trading at 453.90. The strike last trading price was 22, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct LAURUSLABS was trading at 439.25. The strike last trading price was 22, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct LAURUSLABS was trading at 431.30. The strike last trading price was 22, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct LAURUSLABS was trading at 445.15. The strike last trading price was 22, which was -3.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 26 Sept LAURUSLABS was trading at 463.20. The strike last trading price was 25.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Sept LAURUSLABS was trading at 461.45. The strike last trading price was 25.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Sept LAURUSLABS was trading at 470.25. The strike last trading price was 25.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Sept LAURUSLABS was trading at 474.70. The strike last trading price was 25.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 19 Sept LAURUSLABS was trading at 470.40. The strike last trading price was 25.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Sept LAURUSLABS was trading at 485.40. The strike last trading price was 25.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Sept LAURUSLABS was trading at 490.95. The strike last trading price was 25.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 6 Sept LAURUSLABS was trading at 481.35. The strike last trading price was 25.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 5 Sept LAURUSLABS was trading at 489.00. The strike last trading price was 25.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Sept LAURUSLABS was trading at 475.60. The strike last trading price was 25.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Sept LAURUSLABS was trading at 470.10. The strike last trading price was 25.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 2 Sept LAURUSLABS was trading at 462.50. The strike last trading price was 25.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to