LAURUSLABS
Laurus Labs Limited
Historical option data for LAURUSLABS
07 Jan 2025 04:12 PM IST
LAURUSLABS 30JAN2025 500 CE | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
||||||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
7 Jan | 612.45 | 100.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
6 Jan | 599.55 | 100.25 | -6.90 | - | 1 | 0 | 9 | |||
3 Jan | 611.75 | 107.15 | -5.85 | - | 1 | 0 | 9 | |||
2 Jan | 613.10 | 113 | -4.75 | - | 1 | 0 | 9 | |||
1 Jan | 615.65 | 117.75 | 13.65 | - | 1 | 0 | 9 | |||
31 Dec | 602.70 | 104.1 | 13.95 | - | 4 | 0 | 9 | |||
30 Dec | 587.40 | 90.15 | 0.00 | 0.00 | 0 | 3 | 0 | |||
27 Dec | 586.70 | 90.15 | 15.15 | - | 7 | 3 | 9 | |||
26 Dec | 570.60 | 75 | -3.00 | - | 6 | 3 | 6 | |||
24 Dec | 567.15 | 78 | 6.00 | 46.55 | 1 | 0 | 3 | |||
23 Dec | 566.10 | 72 | 34.85 | 30.52 | 3 | 0 | 0 | |||
20 Dec | 559.20 | 37.15 | 0.00 | - | 0 | 0 | 0 | |||
19 Dec | 572.55 | 37.15 | 0.00 | - | 0 | 0 | 0 | |||
17 Dec | 572.10 | 37.15 | 0.00 | - | 0 | 0 | 0 | |||
28 Nov | 551.70 | 37.15 | 0.00 | - | 0 | 0 | 0 | |||
27 Nov | 543.35 | 37.15 | 0.00 | - | 0 | 0 | 0 | |||
26 Nov | 546.25 | 37.15 | 0.00 | - | 0 | 0 | 0 | |||
25 Nov | 532.05 | 37.15 | 0.00 | - | 0 | 0 | 0 | |||
22 Nov | 512.60 | 37.15 | 0.00 | - | 0 | 0 | 0 | |||
21 Nov | 489.15 | 37.15 | 0.00 | 0.32 | 0 | 0 | 0 | |||
20 Nov | 489.00 | 37.15 | 0.00 | 0.10 | 0 | 0 | 0 | |||
19 Nov | 489.00 | 37.15 | 0.00 | 0.10 | 0 | 0 | 0 | |||
18 Nov | 483.65 | 37.15 | 0.00 | 1.09 | 0 | 0 | 0 | |||
14 Nov | 486.00 | 37.15 | 0.00 | 0.67 | 0 | 0 | 0 | |||
|
||||||||||
13 Nov | 476.65 | 37.15 | 37.15 | 1.99 | 0 | 0 | 0 | |||
12 Nov | 489.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
11 Nov | 494.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
8 Nov | 499.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
7 Nov | 494.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
6 Nov | 496.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
5 Nov | 489.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
4 Nov | 487.45 | 0 | 0.11 | 0 | 0 | 0 |
For Laurus Labs Limited - strike price 500 expiring on 30JAN2025
Delta for 500 CE is 0.00
Historical price for 500 CE is as follows
On 7 Jan LAURUSLABS was trading at 612.45. The strike last trading price was 100.25, 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 Jan LAURUSLABS was trading at 599.55. The strike last trading price was 100.25, which was -6.90 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 3 Jan LAURUSLABS was trading at 611.75. The strike last trading price was 107.15, which was -5.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 2 Jan LAURUSLABS was trading at 613.10. The strike last trading price was 113, which was -4.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 1 Jan LAURUSLABS was trading at 615.65. The strike last trading price was 117.75, which was 13.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 31 Dec LAURUSLABS was trading at 602.70. The strike last trading price was 104.1, which was 13.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 30 Dec LAURUSLABS was trading at 587.40. The strike last trading price was 90.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 27 Dec LAURUSLABS was trading at 586.70. The strike last trading price was 90.15, which was 15.15 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 9
On 26 Dec LAURUSLABS was trading at 570.60. The strike last trading price was 75, which was -3.00 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 6
On 24 Dec LAURUSLABS was trading at 567.15. The strike last trading price was 78, which was 6.00 higher than the previous day. The implied volatity was 46.55, the open interest changed by 0 which decreased total open position to 3
On 23 Dec LAURUSLABS was trading at 566.10. The strike last trading price was 72, which was 34.85 higher than the previous day. The implied volatity was 30.52, the open interest changed by 0 which decreased total open position to 0
On 20 Dec LAURUSLABS was trading at 559.20. The strike last trading price was 37.15, 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 Dec LAURUSLABS was trading at 572.55. The strike last trading price was 37.15, 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 Dec LAURUSLABS was trading at 572.10. The strike last trading price was 37.15, 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 28 Nov LAURUSLABS was trading at 551.70. The strike last trading price was 37.15, 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 27 Nov LAURUSLABS was trading at 543.35. The strike last trading price was 37.15, 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 26 Nov LAURUSLABS was trading at 546.25. The strike last trading price was 37.15, 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 25 Nov LAURUSLABS was trading at 532.05. The strike last trading price was 37.15, 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 22 Nov LAURUSLABS was trading at 512.60. The strike last trading price was 37.15, 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 Nov LAURUSLABS was trading at 489.15. The strike last trading price was 37.15, which was 0.00 lower than the previous day. The implied volatity was 0.32, 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 37.15, which was 0.00 lower than the previous day. The implied volatity was 0.10, 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 37.15, which was 0.00 lower than the previous day. The implied volatity was 0.10, 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 37.15, which was 0.00 lower than the previous day. The implied volatity was 1.09, 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 37.15, which was 0.00 lower than the previous day. The implied volatity was 0.67, 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 37.15, which was 37.15 higher than the previous day. The implied volatity was 1.99, 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 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 11 Nov LAURUSLABS was trading at 494.95. 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 0 which decreased total open position to 0
On 8 Nov LAURUSLABS was trading at 499.35. 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 0 which decreased total open position to 0
On 7 Nov LAURUSLABS was trading at 494.95. 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 0 which decreased total open position to 0
On 6 Nov LAURUSLABS was trading at 496.45. 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 5 Nov LAURUSLABS was trading at 489.25. 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 0 which decreased total open position to 0
On 4 Nov LAURUSLABS was trading at 487.45. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.11, the open interest changed by 0 which decreased total open position to 0
LAURUSLABS 30JAN2025 500 PE | |||||||
---|---|---|---|---|---|---|---|
Delta: -0.02
Vega: 0.07
Theta: -0.06
Gamma: 0.00
|
|||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
7 Jan | 612.45 | 0.45 | -0.45 | 40.98 | 21 | -5 | 311 |
6 Jan | 599.55 | 0.9 | 0.25 | 41.22 | 207 | 119 | 316 |
3 Jan | 611.75 | 0.65 | 0.05 | 39.56 | 52 | 6 | 197 |
2 Jan | 613.10 | 0.6 | -0.05 | 39.14 | 19 | -5 | 190 |
1 Jan | 615.65 | 0.65 | -0.55 | 40.44 | 88 | 7 | 195 |
31 Dec | 602.70 | 1.2 | -0.20 | 40.44 | 39 | -4 | 185 |
30 Dec | 587.40 | 1.4 | 0.15 | 37.46 | 108 | 12 | 187 |
27 Dec | 586.70 | 1.25 | -1.10 | 34.40 | 202 | 55 | 173 |
26 Dec | 570.60 | 2.35 | -0.20 | 34.31 | 183 | 22 | 119 |
24 Dec | 567.15 | 2.55 | -0.70 | 32.33 | 48 | 23 | 98 |
23 Dec | 566.10 | 3.25 | -0.40 | 34.07 | 349 | 56 | 72 |
20 Dec | 559.20 | 3.65 | 1.35 | 32.15 | 349 | 10 | 16 |
19 Dec | 572.55 | 2.3 | -0.50 | 31.85 | 23 | 3 | 6 |
17 Dec | 572.10 | 2.8 | -34.10 | 32.84 | 244 | 3 | 3 |
28 Nov | 551.70 | 36.9 | 0.00 | 8.31 | 0 | 0 | 0 |
27 Nov | 543.35 | 36.9 | 0.00 | 6.57 | 0 | 0 | 0 |
26 Nov | 546.25 | 36.9 | 0.00 | 6.75 | 0 | 0 | 0 |
25 Nov | 532.05 | 36.9 | 0.00 | 5.19 | 0 | 0 | 0 |
22 Nov | 512.60 | 36.9 | 0.00 | 3.26 | 0 | 0 | 0 |
21 Nov | 489.15 | 36.9 | 0.00 | - | 0 | 0 | 0 |
20 Nov | 489.00 | 36.9 | 0.00 | 0.09 | 0 | 0 | 0 |
19 Nov | 489.00 | 36.9 | 0.00 | 0.09 | 0 | 0 | 0 |
18 Nov | 483.65 | 36.9 | 0.00 | - | 0 | 0 | 0 |
14 Nov | 486.00 | 36.9 | 0.00 | - | 0 | 0 | 0 |
13 Nov | 476.65 | 36.9 | 0.00 | - | 0 | 0 | 0 |
12 Nov | 489.55 | 36.9 | 36.90 | 0.08 | 0 | 0 | 0 |
11 Nov | 494.95 | 0 | 0.00 | 0.83 | 0 | 0 | 0 |
8 Nov | 499.35 | 0 | 0.00 | 1.45 | 0 | 0 | 0 |
7 Nov | 494.95 | 0 | 0.00 | 0.80 | 0 | 0 | 0 |
6 Nov | 496.45 | 0 | 0.00 | 1.03 | 0 | 0 | 0 |
5 Nov | 489.25 | 0 | 0.00 | 0.18 | 0 | 0 | 0 |
4 Nov | 487.45 | 0 | - | 0 | 0 | 0 |
For Laurus Labs Limited - strike price 500 expiring on 30JAN2025
Delta for 500 PE is -0.02
Historical price for 500 PE is as follows
On 7 Jan LAURUSLABS was trading at 612.45. The strike last trading price was 0.45, which was -0.45 lower than the previous day. The implied volatity was 40.98, the open interest changed by -5 which decreased total open position to 311
On 6 Jan LAURUSLABS was trading at 599.55. The strike last trading price was 0.9, which was 0.25 higher than the previous day. The implied volatity was 41.22, the open interest changed by 119 which increased total open position to 316
On 3 Jan LAURUSLABS was trading at 611.75. The strike last trading price was 0.65, which was 0.05 higher than the previous day. The implied volatity was 39.56, the open interest changed by 6 which increased total open position to 197
On 2 Jan LAURUSLABS was trading at 613.10. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 39.14, the open interest changed by -5 which decreased total open position to 190
On 1 Jan LAURUSLABS was trading at 615.65. The strike last trading price was 0.65, which was -0.55 lower than the previous day. The implied volatity was 40.44, the open interest changed by 7 which increased total open position to 195
On 31 Dec LAURUSLABS was trading at 602.70. The strike last trading price was 1.2, which was -0.20 lower than the previous day. The implied volatity was 40.44, the open interest changed by -4 which decreased total open position to 185
On 30 Dec LAURUSLABS was trading at 587.40. The strike last trading price was 1.4, which was 0.15 higher than the previous day. The implied volatity was 37.46, the open interest changed by 12 which increased total open position to 187
On 27 Dec LAURUSLABS was trading at 586.70. The strike last trading price was 1.25, which was -1.10 lower than the previous day. The implied volatity was 34.40, the open interest changed by 55 which increased total open position to 173
On 26 Dec LAURUSLABS was trading at 570.60. The strike last trading price was 2.35, which was -0.20 lower than the previous day. The implied volatity was 34.31, the open interest changed by 22 which increased total open position to 119
On 24 Dec LAURUSLABS was trading at 567.15. The strike last trading price was 2.55, which was -0.70 lower than the previous day. The implied volatity was 32.33, the open interest changed by 23 which increased total open position to 98
On 23 Dec LAURUSLABS was trading at 566.10. The strike last trading price was 3.25, which was -0.40 lower than the previous day. The implied volatity was 34.07, the open interest changed by 56 which increased total open position to 72
On 20 Dec LAURUSLABS was trading at 559.20. The strike last trading price was 3.65, which was 1.35 higher than the previous day. The implied volatity was 32.15, the open interest changed by 10 which increased total open position to 16
On 19 Dec LAURUSLABS was trading at 572.55. The strike last trading price was 2.3, which was -0.50 lower than the previous day. The implied volatity was 31.85, the open interest changed by 3 which increased total open position to 6
On 17 Dec LAURUSLABS was trading at 572.10. The strike last trading price was 2.8, which was -34.10 lower than the previous day. The implied volatity was 32.84, the open interest changed by 3 which increased total open position to 3
On 28 Nov LAURUSLABS was trading at 551.70. The strike last trading price was 36.9, which was 0.00 lower than the previous day. The implied volatity was 8.31, 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 36.9, which was 0.00 lower than the previous day. The implied volatity was 6.57, 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 36.9, which was 0.00 lower than the previous day. The implied volatity was 6.75, the open interest changed by 0 which decreased total open position to 0
On 25 Nov LAURUSLABS was trading at 532.05. The strike last trading price was 36.9, which was 0.00 lower than the previous day. The implied volatity was 5.19, the open interest changed by 0 which decreased total open position to 0
On 22 Nov LAURUSLABS was trading at 512.60. The strike last trading price was 36.9, which was 0.00 lower than the previous day. The implied volatity was 3.26, the open interest changed by 0 which decreased total open position to 0
On 21 Nov LAURUSLABS was trading at 489.15. The strike last trading price was 36.9, 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 20 Nov LAURUSLABS was trading at 489.00. The strike last trading price was 36.9, which was 0.00 lower than the previous day. The implied volatity was 0.09, 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 36.9, which was 0.00 lower than the previous day. The implied volatity was 0.09, 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 36.9, 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 Nov LAURUSLABS was trading at 486.00. The strike last trading price was 36.9, 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 36.9, 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 12 Nov LAURUSLABS was trading at 489.55. The strike last trading price was 36.9, which was 36.90 higher than the previous day. The implied volatity was 0.08, the open interest changed by 0 which decreased total open position to 0
On 11 Nov LAURUSLABS was trading at 494.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.83, the open interest changed by 0 which decreased total open position to 0
On 8 Nov LAURUSLABS was trading at 499.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.45, the open interest changed by 0 which decreased total open position to 0
On 7 Nov LAURUSLABS was trading at 494.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.80, the open interest changed by 0 which decreased total open position to 0
On 6 Nov LAURUSLABS was trading at 496.45. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.03, the open interest changed by 0 which decreased total open position to 0
On 5 Nov LAURUSLABS was trading at 489.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.18, 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 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