LAURUSLABS
Laurus Labs Limited
Historical option data for LAURUSLABS
13 Mar 2025 04:12 PM IST
| LAURUSLABS 27MAR2025 500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.97
Vega: 0.07
Theta: -0.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 574.05 | 74.95 | -12.05 | 38.19 | 1 | 0 | 30 | |||
| 12 Mar | 584.35 | 87 | 12.5 | 43.99 | 14 | -3 | 30 | |||
| 11 Mar | 574.15 | 74.5 | 6.55 | - | 14 | 4 | 34 | |||
| 10 Mar | 559.00 | 67.95 | -10.75 | 53.29 | 5 | -4 | 30 | |||
| 7 Mar | 570.85 | 78.7 | -4.75 | 54.91 | 3 | 0 | 34 | |||
| 6 Mar | 580.55 | 83.45 | 13.45 | 45.39 | 4 | 1 | 33 | |||
| 5 Mar | 566.50 | 70 | 15.3 | - | 15 | -3 | 33 | |||
| 4 Mar | 545.50 | 54.7 | 11.9 | 44.16 | 14 | 3 | 35 | |||
| 3 Mar | 528.80 | 42.8 | 1.95 | 43.88 | 15 | 8 | 33 | |||
| 28 Feb | 527.20 | 40.35 | -13.4 | 41.11 | 16 | 3 | 26 | |||
| 27 Feb | 543.00 | 54 | -6.55 | 40.19 | 24 | 6 | 23 | |||
| 26 Feb | 550.15 | 60.55 | 8.65 | 39.09 | 5 | 1 | 16 | |||
| 25 Feb | 550.15 | 60.55 | 8.65 | 39.09 | 5 | 0 | 16 | |||
| 24 Feb | 536.75 | 51.9 | -7.1 | 46.83 | 14 | 12 | 14 | |||
| 21 Feb | 521.45 | 59 | 0 | 0.00 | 0 | 0 | 0 | |||
| 20 Feb | 536.75 | 59 | 0 | 0.00 | 0 | 0 | 0 | |||
| 19 Feb | 546.75 | 59 | 0 | 0.00 | 0 | 1 | 0 | |||
| 18 Feb | 546.00 | 59 | 0.8 | 44.24 | 4 | 2 | 3 | |||
| 17 Feb | 555.50 | 58.2 | 0 | 0.00 | 0 | 1 | 0 | |||
| 31 Jan | 584.05 | 91.15 | 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 | |||
| 20 Jan | 584.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Jan | 567.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 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 | |||
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| 13 Jan | 559.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Jan | 599.55 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 30 Dec | 587.40 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Laurus Labs Limited - strike price 500 expiring on 27MAR2025
Delta for 500 CE is 0.97
Historical price for 500 CE is as follows
On 13 Mar LAURUSLABS was trading at 574.05. The strike last trading price was 74.95, which was -12.05 lower than the previous day. The implied volatity was 38.19, the open interest changed by 0 which decreased total open position to 30
On 12 Mar LAURUSLABS was trading at 584.35. The strike last trading price was 87, which was 12.5 higher than the previous day. The implied volatity was 43.99, the open interest changed by -3 which decreased total open position to 30
On 11 Mar LAURUSLABS was trading at 574.15. The strike last trading price was 74.5, which was 6.55 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 34
On 10 Mar LAURUSLABS was trading at 559.00. The strike last trading price was 67.95, which was -10.75 lower than the previous day. The implied volatity was 53.29, the open interest changed by -4 which decreased total open position to 30
On 7 Mar LAURUSLABS was trading at 570.85. The strike last trading price was 78.7, which was -4.75 lower than the previous day. The implied volatity was 54.91, the open interest changed by 0 which decreased total open position to 34
On 6 Mar LAURUSLABS was trading at 580.55. The strike last trading price was 83.45, which was 13.45 higher than the previous day. The implied volatity was 45.39, the open interest changed by 1 which increased total open position to 33
On 5 Mar LAURUSLABS was trading at 566.50. The strike last trading price was 70, which was 15.3 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 33
On 4 Mar LAURUSLABS was trading at 545.50. The strike last trading price was 54.7, which was 11.9 higher than the previous day. The implied volatity was 44.16, the open interest changed by 3 which increased total open position to 35
On 3 Mar LAURUSLABS was trading at 528.80. The strike last trading price was 42.8, which was 1.95 higher than the previous day. The implied volatity was 43.88, the open interest changed by 8 which increased total open position to 33
On 28 Feb LAURUSLABS was trading at 527.20. The strike last trading price was 40.35, which was -13.4 lower than the previous day. The implied volatity was 41.11, the open interest changed by 3 which increased total open position to 26
On 27 Feb LAURUSLABS was trading at 543.00. The strike last trading price was 54, which was -6.55 lower than the previous day. The implied volatity was 40.19, the open interest changed by 6 which increased total open position to 23
On 26 Feb LAURUSLABS was trading at 550.15. The strike last trading price was 60.55, which was 8.65 higher than the previous day. The implied volatity was 39.09, the open interest changed by 1 which increased total open position to 16
On 25 Feb LAURUSLABS was trading at 550.15. The strike last trading price was 60.55, which was 8.65 higher than the previous day. The implied volatity was 39.09, the open interest changed by 0 which decreased total open position to 16
On 24 Feb LAURUSLABS was trading at 536.75. The strike last trading price was 51.9, which was -7.1 lower than the previous day. The implied volatity was 46.83, the open interest changed by 12 which increased total open position to 14
On 21 Feb LAURUSLABS was trading at 521.45. The strike last trading price was 59, 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 20 Feb LAURUSLABS was trading at 536.75. The strike last trading price was 59, 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 19 Feb LAURUSLABS was trading at 546.75. The strike last trading price was 59, which was 0 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 18 Feb LAURUSLABS was trading at 546.00. The strike last trading price was 59, which was 0.8 higher than the previous day. The implied volatity was 44.24, the open interest changed by 2 which increased total open position to 3
On 17 Feb LAURUSLABS was trading at 555.50. The strike last trading price was 58.2, which was 0 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 31 Jan LAURUSLABS was trading at 584.05. The strike last trading price was 91.15, 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 20 Jan LAURUSLABS was trading at 584.25. 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 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 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 Jan LAURUSLABS was trading at 599.55. The strike last trading price was 0, 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 30 Dec LAURUSLABS was trading at 587.40. 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 500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.06
Vega: 0.13
Theta: -0.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 574.05 | 1.35 | 0.2 | 46.66 | 160 | -5 | 545 |
| 12 Mar | 584.35 | 1.15 | -0.75 | 48.42 | 272 | -18 | 550 |
| 11 Mar | 574.15 | 1.9 | -2.05 | 47.55 | 630 | -62 | 569 |
| 10 Mar | 559.00 | 3.6 | 1.4 | 49.02 | 1,511 | 291 | 627 |
| 7 Mar | 570.85 | 2.25 | 0.35 | 43.87 | 239 | -1 | 336 |
| 6 Mar | 580.55 | 2 | -1.05 | 44.43 | 315 | 29 | 337 |
| 5 Mar | 566.50 | 2.95 | -2.6 | 43.53 | 495 | -94 | 307 |
| 4 Mar | 545.50 | 5.8 | -3.6 | 42.20 | 378 | -8 | 391 |
| 3 Mar | 528.80 | 9.25 | -1.25 | 41.46 | 483 | 51 | 402 |
| 28 Feb | 527.20 | 10.65 | 2.9 | 40.26 | 609 | 55 | 351 |
| 27 Feb | 543.00 | 8.3 | 0.85 | 43.91 | 483 | 24 | 296 |
| 26 Feb | 550.15 | 7.4 | -3.45 | 43.91 | 354 | 82 | 273 |
| 25 Feb | 550.15 | 7.4 | -3.45 | 43.91 | 354 | 83 | 273 |
| 24 Feb | 536.75 | 10.85 | -6.4 | 43.22 | 236 | -49 | 192 |
| 21 Feb | 521.45 | 17.2 | 5.05 | 45.22 | 226 | 89 | 242 |
| 20 Feb | 536.75 | 11.8 | 1.9 | 43.25 | 119 | 38 | 152 |
| 19 Feb | 546.75 | 10.15 | -1.25 | 44.02 | 202 | 61 | 114 |
| 18 Feb | 546.00 | 12 | 1.65 | 45.63 | 85 | 34 | 52 |
| 17 Feb | 555.50 | 10.35 | -1.2 | 46.77 | 20 | 17 | 17 |
| 31 Jan | 584.05 | 11.55 | 0 | 11.80 | 0 | 0 | 0 |
| 29 Jan | 543.80 | 11.55 | 0 | 6.71 | 0 | 0 | 0 |
| 22 Jan | 570.85 | 11.55 | 0.00 | 9.81 | 0 | 0 | 0 |
| 21 Jan | 576.90 | 11.55 | 0.00 | 10.38 | 0 | 0 | 0 |
| 20 Jan | 584.25 | 11.55 | 0.00 | 11.11 | 0 | 0 | 0 |
| 17 Jan | 567.80 | 11.55 | 0.00 | 9.32 | 0 | 0 | 0 |
| 16 Jan | 557.80 | 11.55 | 0.00 | 7.80 | 0 | 0 | 0 |
| 15 Jan | 556.90 | 11.55 | 0.00 | 7.57 | 0 | 0 | 0 |
| 14 Jan | 568.00 | 11.55 | 0.00 | 9.21 | 0 | 0 | 0 |
| 13 Jan | 559.05 | 11.55 | 11.55 | 7.75 | 0 | 0 | 0 |
| 6 Jan | 599.55 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 30 Dec | 587.40 | 0 | 0.00 | 0 | 0 | 0 | |
For Laurus Labs Limited - strike price 500 expiring on 27MAR2025
Delta for 500 PE is -0.06
Historical price for 500 PE is as follows
On 13 Mar LAURUSLABS was trading at 574.05. The strike last trading price was 1.35, which was 0.2 higher than the previous day. The implied volatity was 46.66, the open interest changed by -5 which decreased total open position to 545
On 12 Mar LAURUSLABS was trading at 584.35. The strike last trading price was 1.15, which was -0.75 lower than the previous day. The implied volatity was 48.42, the open interest changed by -18 which decreased total open position to 550
On 11 Mar LAURUSLABS was trading at 574.15. The strike last trading price was 1.9, which was -2.05 lower than the previous day. The implied volatity was 47.55, the open interest changed by -62 which decreased total open position to 569
On 10 Mar LAURUSLABS was trading at 559.00. The strike last trading price was 3.6, which was 1.4 higher than the previous day. The implied volatity was 49.02, the open interest changed by 291 which increased total open position to 627
On 7 Mar LAURUSLABS was trading at 570.85. The strike last trading price was 2.25, which was 0.35 higher than the previous day. The implied volatity was 43.87, the open interest changed by -1 which decreased total open position to 336
On 6 Mar LAURUSLABS was trading at 580.55. The strike last trading price was 2, which was -1.05 lower than the previous day. The implied volatity was 44.43, the open interest changed by 29 which increased total open position to 337
On 5 Mar LAURUSLABS was trading at 566.50. The strike last trading price was 2.95, which was -2.6 lower than the previous day. The implied volatity was 43.53, the open interest changed by -94 which decreased total open position to 307
On 4 Mar LAURUSLABS was trading at 545.50. The strike last trading price was 5.8, which was -3.6 lower than the previous day. The implied volatity was 42.20, the open interest changed by -8 which decreased total open position to 391
On 3 Mar LAURUSLABS was trading at 528.80. The strike last trading price was 9.25, which was -1.25 lower than the previous day. The implied volatity was 41.46, the open interest changed by 51 which increased total open position to 402
On 28 Feb LAURUSLABS was trading at 527.20. The strike last trading price was 10.65, which was 2.9 higher than the previous day. The implied volatity was 40.26, the open interest changed by 55 which increased total open position to 351
On 27 Feb LAURUSLABS was trading at 543.00. The strike last trading price was 8.3, which was 0.85 higher than the previous day. The implied volatity was 43.91, the open interest changed by 24 which increased total open position to 296
On 26 Feb LAURUSLABS was trading at 550.15. The strike last trading price was 7.4, which was -3.45 lower than the previous day. The implied volatity was 43.91, the open interest changed by 82 which increased total open position to 273
On 25 Feb LAURUSLABS was trading at 550.15. The strike last trading price was 7.4, which was -3.45 lower than the previous day. The implied volatity was 43.91, the open interest changed by 83 which increased total open position to 273
On 24 Feb LAURUSLABS was trading at 536.75. The strike last trading price was 10.85, which was -6.4 lower than the previous day. The implied volatity was 43.22, the open interest changed by -49 which decreased total open position to 192
On 21 Feb LAURUSLABS was trading at 521.45. The strike last trading price was 17.2, which was 5.05 higher than the previous day. The implied volatity was 45.22, the open interest changed by 89 which increased total open position to 242
On 20 Feb LAURUSLABS was trading at 536.75. The strike last trading price was 11.8, which was 1.9 higher than the previous day. The implied volatity was 43.25, the open interest changed by 38 which increased total open position to 152
On 19 Feb LAURUSLABS was trading at 546.75. The strike last trading price was 10.15, which was -1.25 lower than the previous day. The implied volatity was 44.02, the open interest changed by 61 which increased total open position to 114
On 18 Feb LAURUSLABS was trading at 546.00. The strike last trading price was 12, which was 1.65 higher than the previous day. The implied volatity was 45.63, the open interest changed by 34 which increased total open position to 52
On 17 Feb LAURUSLABS was trading at 555.50. The strike last trading price was 10.35, which was -1.2 lower than the previous day. The implied volatity was 46.77, the open interest changed by 17 which increased total open position to 17
On 31 Jan LAURUSLABS was trading at 584.05. The strike last trading price was 11.55, which was 0 lower than the previous day. The implied volatity was 11.80, 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 11.55, which was 0 lower than the previous day. The implied volatity was 6.71, 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 11.55, which was 0.00 lower than the previous day. The implied volatity was 9.81, 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 11.55, which was 0.00 lower than the previous day. The implied volatity was 10.38, the open interest changed by 0 which decreased total open position to 0
On 20 Jan LAURUSLABS was trading at 584.25. The strike last trading price was 11.55, which was 0.00 lower than the previous day. The implied volatity was 11.11, 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 11.55, which was 0.00 lower than the previous day. The implied volatity was 9.32, 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 11.55, which was 0.00 lower than the previous day. The implied volatity was 7.80, 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 11.55, which was 0.00 lower than the previous day. The implied volatity was 7.57, 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 11.55, which was 0.00 lower than the previous day. The implied volatity was 9.21, 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 11.55, which was 11.55 higher than the previous day. The implied volatity was 7.75, 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 0, 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 30 Dec LAURUSLABS was trading at 587.40. 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
