LAURUSLABS
Laurus Labs Limited
Historical option data for LAURUSLABS
12 Dec 2024 10:33 AM IST
| LAURUSLABS 26DEC2024 490 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 | |||
| 12 Dec | 566.60 | 90 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 572.75 | 90 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 571.90 | 90 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 571.90 | 90 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 589.75 | 90 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 588.35 | 90 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 583.45 | 90 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 580.70 | 90 | 0.00 | 0.00 | 0 | -2 | 0 | |||
| 2 Dec | 576.80 | 90 | 9.75 | - | 13 | -2 | 14 | |||
| 29 Nov | 567.15 | 80.25 | 28.70 | - | 29 | 9 | 15 | |||
| 28 Nov | 551.70 | 51.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 543.35 | 51.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 546.25 | 51.55 | 9.30 | - | 1 | 0 | 6 | |||
| 25 Nov | 532.05 | 42.25 | 6.45 | - | 4 | 2 | 5 | |||
| 22 Nov | 512.60 | 35.8 | 16.85 | 29.69 | 11 | 2 | 5 | |||
| 21 Nov | 489.15 | 18.95 | -13.40 | 27.88 | 4 | 3 | 3 | |||
| 20 Nov | 489.00 | 32.35 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 489.00 | 32.35 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 483.65 | 32.35 | 0.00 | 0.23 | 0 | 0 | 0 | |||
| 14 Nov | 486.00 | 32.35 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 476.65 | 32.35 | 0.00 | 1.00 | 0 | 0 | 0 | |||
| 12 Nov | 489.55 | 32.35 | 0.00 | - | 0 | 0 | 0 | |||
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| 4 Nov | 487.45 | 32.35 | 32.35 | - | 0 | 0 | 0 | |||
| 1 Nov | 499.80 | 0 | - | 0 | 0 | 0 | ||||
For Laurus Labs Limited - strike price 490 expiring on 26DEC2024
Delta for 490 CE is 0.00
Historical price for 490 CE is as follows
On 12 Dec LAURUSLABS was trading at 566.60. The strike last trading price was 90, which was 0.00 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 Dec LAURUSLABS was trading at 572.75. The strike last trading price was 90, which was 0.00 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 10 Dec LAURUSLABS was trading at 571.90. The strike last trading price was 90, which was 0.00 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 9 Dec LAURUSLABS was trading at 571.90. The strike last trading price was 90, which was 0.00 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 Dec LAURUSLABS was trading at 589.75. The strike last trading price was 90, which was 0.00 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 5 Dec LAURUSLABS was trading at 588.35. The strike last trading price was 90, which was 0.00 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 4 Dec LAURUSLABS was trading at 583.45. The strike last trading price was 90, which was 0.00 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 3 Dec LAURUSLABS was trading at 580.70. The strike last trading price was 90, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 2 Dec LAURUSLABS was trading at 576.80. The strike last trading price was 90, which was 9.75 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 14
On 29 Nov LAURUSLABS was trading at 567.15. The strike last trading price was 80.25, which was 28.70 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 15
On 28 Nov LAURUSLABS was trading at 551.70. The strike last trading price was 51.55, which was 0.00 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 27 Nov LAURUSLABS was trading at 543.35. The strike last trading price was 51.55, which was 0.00 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 26 Nov LAURUSLABS was trading at 546.25. The strike last trading price was 51.55, which was 9.30 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 25 Nov LAURUSLABS was trading at 532.05. The strike last trading price was 42.25, which was 6.45 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 5
On 22 Nov LAURUSLABS was trading at 512.60. The strike last trading price was 35.8, which was 16.85 higher than the previous day. The implied volatity was 29.69, the open interest changed by 2 which increased total open position to 5
On 21 Nov LAURUSLABS was trading at 489.15. The strike last trading price was 18.95, which was -13.40 lower than the previous day. The implied volatity was 27.88, the open interest changed by 3 which increased total open position to 3
On 20 Nov LAURUSLABS was trading at 489.00. The strike last trading price was 32.35, 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 19 Nov LAURUSLABS was trading at 489.00. The strike last trading price was 32.35, 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 18 Nov LAURUSLABS was trading at 483.65. The strike last trading price was 32.35, which was 0.00 lower than the previous day. The implied volatity was 0.23, the open interest changed by 0 which decreased total open position to 0
On 14 Nov LAURUSLABS was trading at 486.00. The strike last trading price was 32.35, 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 Nov LAURUSLABS was trading at 476.65. The strike last trading price was 32.35, which was 0.00 lower than the previous day. The implied volatity was 1.00, the open interest changed by 0 which decreased total open position to 0
On 12 Nov LAURUSLABS was trading at 489.55. The strike last trading price was 32.35, 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 4 Nov LAURUSLABS was trading at 487.45. The strike last trading price was 32.35, which was 32.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov LAURUSLABS was trading at 499.80. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| LAURUSLABS 26DEC2024 490 PE | |||||||
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Delta: -0.03
Vega: 0.07
Theta: -0.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 566.60 | 0.5 | 0.05 | 40.33 | 2 | 1 | 252 |
| 11 Dec | 572.75 | 0.45 | -0.15 | 40.87 | 17 | 6 | 250 |
| 10 Dec | 571.90 | 0.6 | 0.00 | 41.07 | 23 | 8 | 244 |
| 9 Dec | 571.90 | 0.6 | 0.10 | 40.09 | 188 | 5 | 236 |
| 6 Dec | 589.75 | 0.5 | -0.20 | 42.19 | 28 | 2 | 231 |
| 5 Dec | 588.35 | 0.7 | -0.15 | 42.56 | 117 | 93 | 229 |
| 4 Dec | 583.45 | 0.85 | -0.20 | 42.17 | 52 | 14 | 137 |
| 3 Dec | 580.70 | 1.05 | -0.05 | 42.04 | 120 | 22 | 123 |
| 2 Dec | 576.80 | 1.1 | -0.90 | 40.14 | 190 | 11 | 102 |
| 29 Nov | 567.15 | 2 | -1.90 | 40.10 | 130 | 7 | 89 |
| 28 Nov | 551.70 | 3.9 | 0.00 | 42.17 | 155 | 29 | 83 |
| 27 Nov | 543.35 | 3.9 | 0.00 | 37.24 | 36 | 5 | 55 |
| 26 Nov | 546.25 | 3.9 | -2.15 | 37.42 | 101 | 0 | 49 |
| 25 Nov | 532.05 | 6.05 | -5.45 | 36.91 | 59 | 47 | 50 |
| 22 Nov | 512.60 | 11.5 | -3.50 | 37.85 | 74 | 46 | 49 |
| 21 Nov | 489.15 | 15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 489.00 | 15 | 0.00 | 25.70 | 1 | 0 | 3 |
| 19 Nov | 489.00 | 15 | -3.00 | 25.70 | 1 | 0 | 3 |
| 18 Nov | 483.65 | 18 | 0.50 | 28.13 | 2 | 0 | 1 |
| 14 Nov | 486.00 | 17.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 476.65 | 17.5 | 0.00 | 0.00 | 0 | 1 | 0 |
| 12 Nov | 489.55 | 17.5 | -8.15 | 30.11 | 1 | 0 | 0 |
| 4 Nov | 487.45 | 25.65 | 25.65 | 0.72 | 0 | 0 | 0 |
| 1 Nov | 499.80 | 0 | 2.36 | 0 | 0 | 0 | |
For Laurus Labs Limited - strike price 490 expiring on 26DEC2024
Delta for 490 PE is -0.03
Historical price for 490 PE is as follows
On 12 Dec LAURUSLABS was trading at 566.60. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was 40.33, the open interest changed by 1 which increased total open position to 252
On 11 Dec LAURUSLABS was trading at 572.75. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 40.87, the open interest changed by 6 which increased total open position to 250
On 10 Dec LAURUSLABS was trading at 571.90. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 41.07, the open interest changed by 8 which increased total open position to 244
On 9 Dec LAURUSLABS was trading at 571.90. The strike last trading price was 0.6, which was 0.10 higher than the previous day. The implied volatity was 40.09, the open interest changed by 5 which increased total open position to 236
On 6 Dec LAURUSLABS was trading at 589.75. The strike last trading price was 0.5, which was -0.20 lower than the previous day. The implied volatity was 42.19, the open interest changed by 2 which increased total open position to 231
On 5 Dec LAURUSLABS was trading at 588.35. The strike last trading price was 0.7, which was -0.15 lower than the previous day. The implied volatity was 42.56, the open interest changed by 93 which increased total open position to 229
On 4 Dec LAURUSLABS was trading at 583.45. The strike last trading price was 0.85, which was -0.20 lower than the previous day. The implied volatity was 42.17, the open interest changed by 14 which increased total open position to 137
On 3 Dec LAURUSLABS was trading at 580.70. The strike last trading price was 1.05, which was -0.05 lower than the previous day. The implied volatity was 42.04, the open interest changed by 22 which increased total open position to 123
On 2 Dec LAURUSLABS was trading at 576.80. The strike last trading price was 1.1, which was -0.90 lower than the previous day. The implied volatity was 40.14, the open interest changed by 11 which increased total open position to 102
On 29 Nov LAURUSLABS was trading at 567.15. The strike last trading price was 2, which was -1.90 lower than the previous day. The implied volatity was 40.10, the open interest changed by 7 which increased total open position to 89
On 28 Nov LAURUSLABS was trading at 551.70. The strike last trading price was 3.9, which was 0.00 lower than the previous day. The implied volatity was 42.17, the open interest changed by 29 which increased total open position to 83
On 27 Nov LAURUSLABS was trading at 543.35. The strike last trading price was 3.9, which was 0.00 lower than the previous day. The implied volatity was 37.24, the open interest changed by 5 which increased total open position to 55
On 26 Nov LAURUSLABS was trading at 546.25. The strike last trading price was 3.9, which was -2.15 lower than the previous day. The implied volatity was 37.42, the open interest changed by 0 which decreased total open position to 49
On 25 Nov LAURUSLABS was trading at 532.05. The strike last trading price was 6.05, which was -5.45 lower than the previous day. The implied volatity was 36.91, the open interest changed by 47 which increased total open position to 50
On 22 Nov LAURUSLABS was trading at 512.60. The strike last trading price was 11.5, which was -3.50 lower than the previous day. The implied volatity was 37.85, the open interest changed by 46 which increased total open position to 49
On 21 Nov LAURUSLABS was trading at 489.15. The strike last trading price was 15, which was 0.00 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 20 Nov LAURUSLABS was trading at 489.00. The strike last trading price was 15, which was 0.00 lower than the previous day. The implied volatity was 25.70, the open interest changed by 0 which decreased total open position to 3
On 19 Nov LAURUSLABS was trading at 489.00. The strike last trading price was 15, which was -3.00 lower than the previous day. The implied volatity was 25.70, the open interest changed by 0 which decreased total open position to 3
On 18 Nov LAURUSLABS was trading at 483.65. The strike last trading price was 18, which was 0.50 higher than the previous day. The implied volatity was 28.13, the open interest changed by 0 which decreased total open position to 1
On 14 Nov LAURUSLABS was trading at 486.00. The strike last trading price was 17.5, which was 0.00 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 13 Nov LAURUSLABS was trading at 476.65. The strike last trading price was 17.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 12 Nov LAURUSLABS was trading at 489.55. The strike last trading price was 17.5, which was -8.15 lower than the previous day. The implied volatity was 30.11, the open interest changed by 0 which decreased total open position to 0
On 4 Nov LAURUSLABS was trading at 487.45. The strike last trading price was 25.65, which was 25.65 higher than the previous day. The implied volatity was 0.72, the open interest changed by 0 which decreased total open position to 0
On 1 Nov LAURUSLABS was trading at 499.80. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 2.36, the open interest changed by 0 which decreased total open position to 0
