LAURUSLABS
Laurus Labs Limited
Historical option data for LAURUSLABS
13 Mar 2025 04:12 PM IST
| LAURUSLABS 27MAR2025 480 CE | ||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 574.05 | 94.2 | 0 | 0.00 | 0 | 0 | 0 | |||
| 12 Mar | 584.35 | 94.2 | 0 | 0.00 | 0 | 0 | 0 | |||
| 11 Mar | 574.15 | 94.2 | 12.2 | - | 3 | 0 | 10 | |||
| 10 Mar | 559.00 | 82.3 | 4.05 | - | 21 | 14 | 14 | |||
| 7 Mar | 570.85 | 78.25 | 0 | 0.00 | 0 | 0 | 0 | |||
| 6 Mar | 580.55 | 78.25 | 0 | 0.00 | 0 | 8 | 0 | |||
| 5 Mar | 566.50 | 78.25 | 10.5 | - | 9 | 2 | 6 | |||
| 4 Mar | 545.50 | 67.75 | 7.1 | - | 2 | 0 | 2 | |||
| 3 Mar | 528.80 | 60.65 | 5.7 | 51.98 | 2 | 1 | 3 | |||
| 28 Feb | 527.20 | 54.95 | -51.85 | 41.02 | 2 | 0 | 0 | |||
| 27 Feb | 543.00 | 106.8 | 0 | - | 0 | 0 | 0 | |||
| 26 Feb | 550.15 | 106.8 | 0 | - | 0 | 0 | 0 | |||
| 25 Feb | 550.15 | 106.8 | 0 | - | 0 | 0 | 0 | |||
| 24 Feb | 536.75 | 106.8 | 0 | - | 0 | 0 | 0 | |||
| 21 Feb | 521.45 | 106.8 | 0 | - | 0 | 0 | 0 | |||
| 20 Feb | 536.75 | 106.8 | 0 | - | 0 | 0 | 0 | |||
| 19 Feb | 546.75 | 106.8 | 0 | - | 0 | 0 | 0 | |||
| 29 Jan | 543.80 | 0 | 0 | - | 0 | 0 | 0 | |||
| 22 Jan | 570.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Jan | 576.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Jan | 567.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 16 Jan | 557.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Jan | 556.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Jan | 568.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Jan | 559.05 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Laurus Labs Limited - strike price 480 expiring on 27MAR2025
Delta for 480 CE is 0.00
Historical price for 480 CE is as follows
On 13 Mar LAURUSLABS was trading at 574.05. The strike last trading price was 94.2, 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
On 12 Mar LAURUSLABS was trading at 584.35. The strike last trading price was 94.2, 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
On 11 Mar LAURUSLABS was trading at 574.15. The strike last trading price was 94.2, which was 12.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 10 Mar LAURUSLABS was trading at 559.00. The strike last trading price was 82.3, which was 4.05 higher than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 14
On 7 Mar LAURUSLABS was trading at 570.85. The strike last trading price was 78.25, 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
On 6 Mar LAURUSLABS was trading at 580.55. The strike last trading price was 78.25, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 5 Mar LAURUSLABS was trading at 566.50. The strike last trading price was 78.25, which was 10.5 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 6
On 4 Mar LAURUSLABS was trading at 545.50. The strike last trading price was 67.75, which was 7.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 3 Mar LAURUSLABS was trading at 528.80. The strike last trading price was 60.65, which was 5.7 higher than the previous day. The implied volatity was 51.98, the open interest changed by 1 which increased total open position to 3
On 28 Feb LAURUSLABS was trading at 527.20. The strike last trading price was 54.95, which was -51.85 lower than the previous day. The implied volatity was 41.02, the open interest changed by 0 which decreased total open position to 0
On 27 Feb LAURUSLABS was trading at 543.00. The strike last trading price was 106.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Feb LAURUSLABS was trading at 550.15. The strike last trading price was 106.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Feb LAURUSLABS was trading at 550.15. The strike last trading price was 106.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Feb LAURUSLABS was trading at 536.75. The strike last trading price was 106.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Feb LAURUSLABS was trading at 521.45. The strike last trading price was 106.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Feb LAURUSLABS was trading at 536.75. The strike last trading price was 106.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Feb LAURUSLABS was trading at 546.75. The strike last trading price was 106.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Jan LAURUSLABS was trading at 543.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Jan LAURUSLABS was trading at 570.85. 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 0 which decreased total open position to 0
On 21 Jan LAURUSLABS was trading at 576.90. 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 0 which decreased total open position to 0
On 17 Jan LAURUSLABS was trading at 567.80. 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 0 which decreased total open position to 0
On 16 Jan LAURUSLABS was trading at 557.80. 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 0 which decreased total open position to 0
On 15 Jan LAURUSLABS was trading at 556.90. 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 0 which decreased total open position to 0
On 14 Jan LAURUSLABS was trading at 568.00. 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 0 which decreased total open position to 0
On 13 Jan LAURUSLABS was trading at 559.05. The strike last trading price was 0, which was 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 27MAR2025 480 PE | |||||||
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Delta: -0.03
Vega: 0.08
Theta: -0.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 574.05 | 0.75 | 0.1 | 51.14 | 47 | -21 | 256 |
| 12 Mar | 584.35 | 0.6 | -0.4 | 51.86 | 52 | -12 | 277 |
| 11 Mar | 574.15 | 1.05 | -1.05 | 51.23 | 179 | -12 | 291 |
| 10 Mar | 559.00 | 1.95 | 0.65 | 51.75 | 545 | 121 | 302 |
| 7 Mar | 570.85 | 1.3 | 0.25 | 47.41 | 169 | -12 | 181 |
| 6 Mar | 580.55 | 1.1 | -0.5 | 47.47 | 152 | -66 | 193 |
| 5 Mar | 566.50 | 1.65 | -1.2 | 46.31 | 195 | 26 | 258 |
| 4 Mar | 545.50 | 2.9 | -2.3 | 43.15 | 172 | 23 | 230 |
| 3 Mar | 528.80 | 5.15 | -0.9 | 43.10 | 251 | 37 | 210 |
| 28 Feb | 527.20 | 6.25 | 1.7 | 42.20 | 217 | -3 | 173 |
| 27 Feb | 543.00 | 4.85 | 0.4 | 45.40 | 148 | 24 | 176 |
| 26 Feb | 550.15 | 4.45 | -2.2 | 45.68 | 133 | 42 | 151 |
| 25 Feb | 550.15 | 4.45 | -2.2 | 45.68 | 133 | 41 | 151 |
| 24 Feb | 536.75 | 6.55 | -4.6 | 44.53 | 166 | 52 | 108 |
| 21 Feb | 521.45 | 11.25 | 3.25 | 46.52 | 116 | 52 | 53 |
| 20 Feb | 536.75 | 8 | 0.5 | 45.98 | 1 | 0 | 0 |
| 19 Feb | 546.75 | 7.5 | 0 | 11.74 | 0 | 0 | 0 |
| 29 Jan | 543.80 | 7.5 | 0 | 9.77 | 0 | 0 | 0 |
| 22 Jan | 570.85 | 0 | 0.00 | 11.99 | 0 | 0 | 0 |
| 21 Jan | 576.90 | 0 | 0.00 | 12.48 | 0 | 0 | 0 |
| 17 Jan | 567.80 | 0 | 0.00 | 11.47 | 0 | 0 | 0 |
| 16 Jan | 557.80 | 0 | 0.00 | 10.57 | 0 | 0 | 0 |
| 15 Jan | 556.90 | 0 | 0.00 | 10.46 | 0 | 0 | 0 |
| 14 Jan | 568.00 | 0 | 0.00 | 11.32 | 0 | 0 | 0 |
| 13 Jan | 559.05 | 0 | 0.00 | 0 | 0 | 0 | |
For Laurus Labs Limited - strike price 480 expiring on 27MAR2025
Delta for 480 PE is -0.03
Historical price for 480 PE is as follows
On 13 Mar LAURUSLABS was trading at 574.05. The strike last trading price was 0.75, which was 0.1 higher than the previous day. The implied volatity was 51.14, the open interest changed by -21 which decreased total open position to 256
On 12 Mar LAURUSLABS was trading at 584.35. The strike last trading price was 0.6, which was -0.4 lower than the previous day. The implied volatity was 51.86, the open interest changed by -12 which decreased total open position to 277
On 11 Mar LAURUSLABS was trading at 574.15. The strike last trading price was 1.05, which was -1.05 lower than the previous day. The implied volatity was 51.23, the open interest changed by -12 which decreased total open position to 291
On 10 Mar LAURUSLABS was trading at 559.00. The strike last trading price was 1.95, which was 0.65 higher than the previous day. The implied volatity was 51.75, the open interest changed by 121 which increased total open position to 302
On 7 Mar LAURUSLABS was trading at 570.85. The strike last trading price was 1.3, which was 0.25 higher than the previous day. The implied volatity was 47.41, the open interest changed by -12 which decreased total open position to 181
On 6 Mar LAURUSLABS was trading at 580.55. The strike last trading price was 1.1, which was -0.5 lower than the previous day. The implied volatity was 47.47, the open interest changed by -66 which decreased total open position to 193
On 5 Mar LAURUSLABS was trading at 566.50. The strike last trading price was 1.65, which was -1.2 lower than the previous day. The implied volatity was 46.31, the open interest changed by 26 which increased total open position to 258
On 4 Mar LAURUSLABS was trading at 545.50. The strike last trading price was 2.9, which was -2.3 lower than the previous day. The implied volatity was 43.15, the open interest changed by 23 which increased total open position to 230
On 3 Mar LAURUSLABS was trading at 528.80. The strike last trading price was 5.15, which was -0.9 lower than the previous day. The implied volatity was 43.10, the open interest changed by 37 which increased total open position to 210
On 28 Feb LAURUSLABS was trading at 527.20. The strike last trading price was 6.25, which was 1.7 higher than the previous day. The implied volatity was 42.20, the open interest changed by -3 which decreased total open position to 173
On 27 Feb LAURUSLABS was trading at 543.00. The strike last trading price was 4.85, which was 0.4 higher than the previous day. The implied volatity was 45.40, the open interest changed by 24 which increased total open position to 176
On 26 Feb LAURUSLABS was trading at 550.15. The strike last trading price was 4.45, which was -2.2 lower than the previous day. The implied volatity was 45.68, the open interest changed by 42 which increased total open position to 151
On 25 Feb LAURUSLABS was trading at 550.15. The strike last trading price was 4.45, which was -2.2 lower than the previous day. The implied volatity was 45.68, the open interest changed by 41 which increased total open position to 151
On 24 Feb LAURUSLABS was trading at 536.75. The strike last trading price was 6.55, which was -4.6 lower than the previous day. The implied volatity was 44.53, the open interest changed by 52 which increased total open position to 108
On 21 Feb LAURUSLABS was trading at 521.45. The strike last trading price was 11.25, which was 3.25 higher than the previous day. The implied volatity was 46.52, the open interest changed by 52 which increased total open position to 53
On 20 Feb LAURUSLABS was trading at 536.75. The strike last trading price was 8, which was 0.5 higher than the previous day. The implied volatity was 45.98, the open interest changed by 0 which decreased total open position to 0
On 19 Feb LAURUSLABS was trading at 546.75. The strike last trading price was 7.5, which was 0 lower than the previous day. The implied volatity was 11.74, the open interest changed by 0 which decreased total open position to 0
On 29 Jan LAURUSLABS was trading at 543.80. The strike last trading price was 7.5, which was 0 lower than the previous day. The implied volatity was 9.77, the open interest changed by 0 which decreased total open position to 0
On 22 Jan LAURUSLABS was trading at 570.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 11.99, the open interest changed by 0 which decreased total open position to 0
On 21 Jan LAURUSLABS was trading at 576.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 12.48, the open interest changed by 0 which decreased total open position to 0
On 17 Jan LAURUSLABS was trading at 567.80. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 11.47, the open interest changed by 0 which decreased total open position to 0
On 16 Jan LAURUSLABS was trading at 557.80. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 10.57, the open interest changed by 0 which decreased total open position to 0
On 15 Jan LAURUSLABS was trading at 556.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 10.46, the open interest changed by 0 which decreased total open position to 0
On 14 Jan LAURUSLABS was trading at 568.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 11.32, the open interest changed by 0 which decreased total open position to 0
On 13 Jan LAURUSLABS was trading at 559.05. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
