LAURUSLABS
Laurus Labs Limited
Historical option data for LAURUSLABS
12 Dec 2024 10:23 AM IST
| LAURUSLABS 26DEC2024 510 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 | 567.80 | 66.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 572.75 | 66.5 | 0.00 | 0.00 | 0 | -2 | 0 | |||
| 10 Dec | 571.90 | 66.5 | -0.25 | 44.34 | 2 | -1 | 80 | |||
| 9 Dec | 571.90 | 66.75 | -17.25 | 48.69 | 149 | -39 | 82 | |||
| 6 Dec | 589.75 | 84 | 2.00 | - | 4 | -1 | 123 | |||
| 5 Dec | 588.35 | 82 | 10.05 | 37.88 | 6 | 2 | 124 | |||
| 4 Dec | 583.45 | 71.95 | 1.45 | - | 9 | 0 | 121 | |||
| 3 Dec | 580.70 | 70.5 | 2.65 | - | 1 | 0 | 120 | |||
| 2 Dec | 576.80 | 67.85 | 10.50 | - | 2 | 1 | 121 | |||
| 29 Nov | 567.15 | 57.35 | 6.45 | - | 38 | -12 | 119 | |||
| 28 Nov | 551.70 | 50.9 | 6.90 | 32.27 | 42 | -12 | 131 | |||
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| 27 Nov | 543.35 | 44 | -0.55 | 32.55 | 2 | 0 | 141 | |||
| 26 Nov | 546.25 | 44.55 | 8.40 | 29.36 | 51 | -8 | 142 | |||
| 25 Nov | 532.05 | 36.15 | 10.90 | 33.54 | 258 | 135 | 150 | |||
| 22 Nov | 512.60 | 25.25 | 14.75 | 33.20 | 148 | 34 | 49 | |||
| 21 Nov | 489.15 | 10.5 | 0.00 | 28.00 | 2 | 0 | 14 | |||
| 20 Nov | 489.00 | 10.5 | 0.00 | 29.34 | 5 | 1 | 15 | |||
| 19 Nov | 489.00 | 10.5 | 1.00 | 29.34 | 5 | 2 | 15 | |||
| 18 Nov | 483.65 | 9.5 | -0.45 | 28.88 | 5 | 4 | 12 | |||
| 14 Nov | 486.00 | 9.95 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 13 Nov | 476.65 | 9.95 | -3.30 | 29.52 | 6 | 1 | 8 | |||
| 12 Nov | 489.55 | 13.25 | -5.90 | 28.09 | 15 | 2 | 4 | |||
| 11 Nov | 494.95 | 19.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 499.35 | 19.15 | 0.90 | 30.56 | 3 | 0 | 2 | |||
| 6 Nov | 496.45 | 18.25 | -0.25 | 28.26 | 1 | 0 | 1 | |||
| 5 Nov | 489.25 | 18.5 | -4.85 | 33.68 | 1 | 0 | 0 | |||
| 4 Nov | 487.45 | 23.35 | 0.00 | 2.54 | 0 | 0 | 0 | |||
| 1 Nov | 499.80 | 23.35 | 0.60 | 0 | 0 | 0 | ||||
For Laurus Labs Limited - strike price 510 expiring on 26DEC2024
Delta for 510 CE is 0.00
Historical price for 510 CE is as follows
On 12 Dec LAURUSLABS was trading at 567.80. The strike last trading price was 66.5, 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 11 Dec LAURUSLABS was trading at 572.75. The strike last trading price was 66.5, 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 10 Dec LAURUSLABS was trading at 571.90. The strike last trading price was 66.5, which was -0.25 lower than the previous day. The implied volatity was 44.34, the open interest changed by -1 which decreased total open position to 80
On 9 Dec LAURUSLABS was trading at 571.90. The strike last trading price was 66.75, which was -17.25 lower than the previous day. The implied volatity was 48.69, the open interest changed by -39 which decreased total open position to 82
On 6 Dec LAURUSLABS was trading at 589.75. The strike last trading price was 84, which was 2.00 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 123
On 5 Dec LAURUSLABS was trading at 588.35. The strike last trading price was 82, which was 10.05 higher than the previous day. The implied volatity was 37.88, the open interest changed by 2 which increased total open position to 124
On 4 Dec LAURUSLABS was trading at 583.45. The strike last trading price was 71.95, which was 1.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 121
On 3 Dec LAURUSLABS was trading at 580.70. The strike last trading price was 70.5, which was 2.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 120
On 2 Dec LAURUSLABS was trading at 576.80. The strike last trading price was 67.85, which was 10.50 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 121
On 29 Nov LAURUSLABS was trading at 567.15. The strike last trading price was 57.35, which was 6.45 higher than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 119
On 28 Nov LAURUSLABS was trading at 551.70. The strike last trading price was 50.9, which was 6.90 higher than the previous day. The implied volatity was 32.27, the open interest changed by -12 which decreased total open position to 131
On 27 Nov LAURUSLABS was trading at 543.35. The strike last trading price was 44, which was -0.55 lower than the previous day. The implied volatity was 32.55, the open interest changed by 0 which decreased total open position to 141
On 26 Nov LAURUSLABS was trading at 546.25. The strike last trading price was 44.55, which was 8.40 higher than the previous day. The implied volatity was 29.36, the open interest changed by -8 which decreased total open position to 142
On 25 Nov LAURUSLABS was trading at 532.05. The strike last trading price was 36.15, which was 10.90 higher than the previous day. The implied volatity was 33.54, the open interest changed by 135 which increased total open position to 150
On 22 Nov LAURUSLABS was trading at 512.60. The strike last trading price was 25.25, which was 14.75 higher than the previous day. The implied volatity was 33.20, the open interest changed by 34 which increased total open position to 49
On 21 Nov LAURUSLABS was trading at 489.15. The strike last trading price was 10.5, which was 0.00 lower than the previous day. The implied volatity was 28.00, the open interest changed by 0 which decreased total open position to 14
On 20 Nov LAURUSLABS was trading at 489.00. The strike last trading price was 10.5, which was 0.00 lower than the previous day. The implied volatity was 29.34, the open interest changed by 1 which increased total open position to 15
On 19 Nov LAURUSLABS was trading at 489.00. The strike last trading price was 10.5, which was 1.00 higher than the previous day. The implied volatity was 29.34, the open interest changed by 2 which increased total open position to 15
On 18 Nov LAURUSLABS was trading at 483.65. The strike last trading price was 9.5, which was -0.45 lower than the previous day. The implied volatity was 28.88, the open interest changed by 4 which increased total open position to 12
On 14 Nov LAURUSLABS was trading at 486.00. The strike last trading price was 9.95, 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 13 Nov LAURUSLABS was trading at 476.65. The strike last trading price was 9.95, which was -3.30 lower than the previous day. The implied volatity was 29.52, the open interest changed by 1 which increased total open position to 8
On 12 Nov LAURUSLABS was trading at 489.55. The strike last trading price was 13.25, which was -5.90 lower than the previous day. The implied volatity was 28.09, the open interest changed by 2 which increased total open position to 4
On 11 Nov LAURUSLABS was trading at 494.95. The strike last trading price was 19.15, 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 8 Nov LAURUSLABS was trading at 499.35. The strike last trading price was 19.15, which was 0.90 higher than the previous day. The implied volatity was 30.56, the open interest changed by 0 which decreased total open position to 2
On 6 Nov LAURUSLABS was trading at 496.45. The strike last trading price was 18.25, which was -0.25 lower than the previous day. The implied volatity was 28.26, the open interest changed by 0 which decreased total open position to 1
On 5 Nov LAURUSLABS was trading at 489.25. The strike last trading price was 18.5, which was -4.85 lower than the previous day. The implied volatity was 33.68, 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 23.35, which was 0.00 lower than the previous day. The implied volatity was 2.54, 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 23.35, which was lower than the previous day. The implied volatity was 0.60, the open interest changed by 0 which decreased total open position to 0
| LAURUSLABS 26DEC2024 510 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.05
Vega: 0.12
Theta: -0.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 567.80 | 0.9 | 0.00 | 35.68 | 20 | -4 | 324 |
| 11 Dec | 572.75 | 0.9 | -0.35 | 36.60 | 36 | 4 | 328 |
| 10 Dec | 571.90 | 1.25 | -0.15 | 37.86 | 96 | -10 | 324 |
| 9 Dec | 571.90 | 1.4 | 0.30 | 37.22 | 765 | -193 | 327 |
| 6 Dec | 589.75 | 1.1 | -0.20 | 40.13 | 73 | -11 | 520 |
| 5 Dec | 588.35 | 1.3 | -0.35 | 39.43 | 120 | 15 | 531 |
| 4 Dec | 583.45 | 1.65 | -0.15 | 39.61 | 436 | -92 | 516 |
| 3 Dec | 580.70 | 1.8 | -0.60 | 38.54 | 249 | 27 | 609 |
| 2 Dec | 576.80 | 2.4 | -1.10 | 38.92 | 667 | 204 | 583 |
| 29 Nov | 567.15 | 3.5 | -2.70 | 37.36 | 672 | 68 | 378 |
| 28 Nov | 551.70 | 6.2 | -0.85 | 38.88 | 505 | 140 | 311 |
| 27 Nov | 543.35 | 7.05 | 0.05 | 35.24 | 274 | 73 | 172 |
| 26 Nov | 546.25 | 7 | -3.85 | 35.50 | 153 | 23 | 98 |
| 25 Nov | 532.05 | 10.85 | -7.35 | 35.74 | 218 | 76 | 76 |
| 22 Nov | 512.60 | 18.2 | -18.25 | 35.29 | 63 | 30 | 30 |
| 21 Nov | 489.15 | 36.45 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 489.00 | 36.45 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 489.00 | 36.45 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 483.65 | 36.45 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 486.00 | 36.45 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 476.65 | 36.45 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 489.55 | 36.45 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 494.95 | 36.45 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 499.35 | 36.45 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 496.45 | 36.45 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 489.25 | 36.45 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 487.45 | 36.45 | 36.45 | - | 0 | 0 | 0 |
| 1 Nov | 499.80 | 0 | - | 0 | 0 | 0 | |
For Laurus Labs Limited - strike price 510 expiring on 26DEC2024
Delta for 510 PE is -0.05
Historical price for 510 PE is as follows
On 12 Dec LAURUSLABS was trading at 567.80. The strike last trading price was 0.9, which was 0.00 lower than the previous day. The implied volatity was 35.68, the open interest changed by -4 which decreased total open position to 324
On 11 Dec LAURUSLABS was trading at 572.75. The strike last trading price was 0.9, which was -0.35 lower than the previous day. The implied volatity was 36.60, the open interest changed by 4 which increased total open position to 328
On 10 Dec LAURUSLABS was trading at 571.90. The strike last trading price was 1.25, which was -0.15 lower than the previous day. The implied volatity was 37.86, the open interest changed by -10 which decreased total open position to 324
On 9 Dec LAURUSLABS was trading at 571.90. The strike last trading price was 1.4, which was 0.30 higher than the previous day. The implied volatity was 37.22, the open interest changed by -193 which decreased total open position to 327
On 6 Dec LAURUSLABS was trading at 589.75. The strike last trading price was 1.1, which was -0.20 lower than the previous day. The implied volatity was 40.13, the open interest changed by -11 which decreased total open position to 520
On 5 Dec LAURUSLABS was trading at 588.35. The strike last trading price was 1.3, which was -0.35 lower than the previous day. The implied volatity was 39.43, the open interest changed by 15 which increased total open position to 531
On 4 Dec LAURUSLABS was trading at 583.45. The strike last trading price was 1.65, which was -0.15 lower than the previous day. The implied volatity was 39.61, the open interest changed by -92 which decreased total open position to 516
On 3 Dec LAURUSLABS was trading at 580.70. The strike last trading price was 1.8, which was -0.60 lower than the previous day. The implied volatity was 38.54, the open interest changed by 27 which increased total open position to 609
On 2 Dec LAURUSLABS was trading at 576.80. The strike last trading price was 2.4, which was -1.10 lower than the previous day. The implied volatity was 38.92, the open interest changed by 204 which increased total open position to 583
On 29 Nov LAURUSLABS was trading at 567.15. The strike last trading price was 3.5, which was -2.70 lower than the previous day. The implied volatity was 37.36, the open interest changed by 68 which increased total open position to 378
On 28 Nov LAURUSLABS was trading at 551.70. The strike last trading price was 6.2, which was -0.85 lower than the previous day. The implied volatity was 38.88, the open interest changed by 140 which increased total open position to 311
On 27 Nov LAURUSLABS was trading at 543.35. The strike last trading price was 7.05, which was 0.05 higher than the previous day. The implied volatity was 35.24, the open interest changed by 73 which increased total open position to 172
On 26 Nov LAURUSLABS was trading at 546.25. The strike last trading price was 7, which was -3.85 lower than the previous day. The implied volatity was 35.50, the open interest changed by 23 which increased total open position to 98
On 25 Nov LAURUSLABS was trading at 532.05. The strike last trading price was 10.85, which was -7.35 lower than the previous day. The implied volatity was 35.74, the open interest changed by 76 which increased total open position to 76
On 22 Nov LAURUSLABS was trading at 512.60. The strike last trading price was 18.2, which was -18.25 lower than the previous day. The implied volatity was 35.29, the open interest changed by 30 which increased total open position to 30
On 21 Nov LAURUSLABS was trading at 489.15. The strike last trading price was 36.45, 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 36.45, 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 36.45, 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 36.45, 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 36.45, 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 36.45, 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 36.45, 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 36.45, 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 36.45, 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 36.45, 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 36.45, 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 36.45, which was 36.45 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
