LAURUSLABS
Laurus Labs Limited
Historical option data for LAURUSLABS
13 Mar 2025 04:12 PM IST
| LAURUSLABS 27MAR2025 520 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 | 68.35 | 0 | 0.00 | 0 | -2 | 0 | |||
| 12 Mar | 584.35 | 68.35 | 16.4 | 43.84 | 10 | -1 | 75 | |||
| 11 Mar | 574.15 | 51.95 | 5.5 | - | 28 | 3 | 76 | |||
| 10 Mar | 559.00 | 47.4 | -23.1 | 38.76 | 18 | 72 | 72 | |||
| 7 Mar | 570.85 | 70.5 | 0 | 0.00 | 0 | -7 | 0 | |||
| 6 Mar | 580.55 | 70.5 | 19.1 | 58.23 | 33 | -7 | 76 | |||
| 5 Mar | 566.50 | 51.4 | 13.3 | 25.76 | 22 | -5 | 84 | |||
| 4 Mar | 545.50 | 37.25 | 9.1 | 37.61 | 142 | -15 | 90 | |||
| 3 Mar | 528.80 | 28.5 | 1.1 | 40.43 | 182 | -7 | 105 | |||
| 28 Feb | 527.20 | 26.7 | -11.85 | 38.34 | 199 | 45 | 110 | |||
| 27 Feb | 543.00 | 38.85 | -5.15 | 38.52 | 23 | 5 | 65 | |||
| 26 Feb | 550.15 | 44 | 7.2 | 36.14 | 104 | -20 | 60 | |||
| 25 Feb | 550.15 | 44 | 7.2 | 36.14 | 104 | -20 | 60 | |||
| 24 Feb | 536.75 | 36.45 | 6.55 | 41.93 | 219 | 11 | 80 | |||
| 21 Feb | 521.45 | 29.6 | -47.25 | 42.76 | 89 | 70 | 70 | |||
| 20 Feb | 536.75 | 76.85 | 0 | - | 0 | 0 | 0 | |||
| 19 Feb | 546.75 | 76.85 | 0 | - | 0 | 0 | 0 | |||
| 18 Feb | 546.00 | 76.85 | 0 | - | 0 | 0 | 0 | |||
| 17 Feb | 555.50 | 76.85 | 0 | - | 0 | 0 | 0 | |||
| 14 Feb | 546.20 | 76.85 | 0 | - | 0 | 0 | 0 | |||
| 31 Jan | 584.05 | 76.85 | 0 | - | 0 | 0 | 0 | |||
| 29 Jan | 543.80 | 76.85 | 0 | - | 0 | 0 | 0 | |||
| 24 Jan | 602.65 | 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 | |||
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| 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 | |||
| 9 Jan | 613.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Jan | 611.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Jan | 612.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Jan | 599.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Jan | 611.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Jan | 615.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Dec | 587.40 | 0 | - | 0 | 0 | 0 | ||||
For Laurus Labs Limited - strike price 520 expiring on 27MAR2025
Delta for 520 CE is 0.00
Historical price for 520 CE is as follows
On 13 Mar LAURUSLABS was trading at 574.05. The strike last trading price was 68.35, which was 0 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 12 Mar LAURUSLABS was trading at 584.35. The strike last trading price was 68.35, which was 16.4 higher than the previous day. The implied volatity was 43.84, the open interest changed by -1 which decreased total open position to 75
On 11 Mar LAURUSLABS was trading at 574.15. The strike last trading price was 51.95, which was 5.5 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 76
On 10 Mar LAURUSLABS was trading at 559.00. The strike last trading price was 47.4, which was -23.1 lower than the previous day. The implied volatity was 38.76, the open interest changed by 72 which increased total open position to 72
On 7 Mar LAURUSLABS was trading at 570.85. The strike last trading price was 70.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -7 which decreased total open position to 0
On 6 Mar LAURUSLABS was trading at 580.55. The strike last trading price was 70.5, which was 19.1 higher than the previous day. The implied volatity was 58.23, the open interest changed by -7 which decreased total open position to 76
On 5 Mar LAURUSLABS was trading at 566.50. The strike last trading price was 51.4, which was 13.3 higher than the previous day. The implied volatity was 25.76, the open interest changed by -5 which decreased total open position to 84
On 4 Mar LAURUSLABS was trading at 545.50. The strike last trading price was 37.25, which was 9.1 higher than the previous day. The implied volatity was 37.61, the open interest changed by -15 which decreased total open position to 90
On 3 Mar LAURUSLABS was trading at 528.80. The strike last trading price was 28.5, which was 1.1 higher than the previous day. The implied volatity was 40.43, the open interest changed by -7 which decreased total open position to 105
On 28 Feb LAURUSLABS was trading at 527.20. The strike last trading price was 26.7, which was -11.85 lower than the previous day. The implied volatity was 38.34, the open interest changed by 45 which increased total open position to 110
On 27 Feb LAURUSLABS was trading at 543.00. The strike last trading price was 38.85, which was -5.15 lower than the previous day. The implied volatity was 38.52, the open interest changed by 5 which increased total open position to 65
On 26 Feb LAURUSLABS was trading at 550.15. The strike last trading price was 44, which was 7.2 higher than the previous day. The implied volatity was 36.14, the open interest changed by -20 which decreased total open position to 60
On 25 Feb LAURUSLABS was trading at 550.15. The strike last trading price was 44, which was 7.2 higher than the previous day. The implied volatity was 36.14, the open interest changed by -20 which decreased total open position to 60
On 24 Feb LAURUSLABS was trading at 536.75. The strike last trading price was 36.45, which was 6.55 higher than the previous day. The implied volatity was 41.93, the open interest changed by 11 which increased total open position to 80
On 21 Feb LAURUSLABS was trading at 521.45. The strike last trading price was 29.6, which was -47.25 lower than the previous day. The implied volatity was 42.76, the open interest changed by 70 which increased total open position to 70
On 20 Feb LAURUSLABS was trading at 536.75. The strike last trading price was 76.85, 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 76.85, 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 18 Feb LAURUSLABS was trading at 546.00. The strike last trading price was 76.85, 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 17 Feb LAURUSLABS was trading at 555.50. The strike last trading price was 76.85, 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 14 Feb LAURUSLABS was trading at 546.20. The strike last trading price was 76.85, 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 31 Jan LAURUSLABS was trading at 584.05. The strike last trading price was 76.85, 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 76.85, 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 Jan LAURUSLABS was trading at 602.65. 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 9 Jan LAURUSLABS was trading at 613.05. 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 8 Jan LAURUSLABS was trading at 611.10. 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 Jan LAURUSLABS was trading at 612.45. 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 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 -, the open interest changed by 0 which decreased total open position to 0
On 3 Jan LAURUSLABS was trading at 611.75. 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 1 Jan LAURUSLABS was trading at 615.65. 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 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 -, the open interest changed by 0 which decreased total open position to 0
| LAURUSLABS 27MAR2025 520 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.10
Vega: 0.20
Theta: -0.29
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 574.05 | 2.45 | 0.1 | 42.12 | 109 | -7 | 335 |
| 12 Mar | 584.35 | 2.15 | -1.65 | 44.85 | 384 | -92 | 344 |
| 11 Mar | 574.15 | 3.85 | -3.15 | 45.41 | 653 | 49 | 436 |
| 10 Mar | 559.00 | 6.85 | 2.7 | 47.61 | 1,079 | 82 | 385 |
| 7 Mar | 570.85 | 4 | 0.5 | 40.74 | 193 | -18 | 303 |
| 6 Mar | 580.55 | 3.6 | -1.95 | 41.73 | 219 | 15 | 320 |
| 5 Mar | 566.50 | 5.45 | -4.4 | 41.60 | 298 | -5 | 306 |
| 4 Mar | 545.50 | 10 | -5.8 | 39.88 | 608 | 38 | 312 |
| 3 Mar | 528.80 | 15.85 | -1.45 | 40.34 | 504 | 22 | 275 |
| 28 Feb | 527.20 | 17.95 | 5 | 39.57 | 659 | 31 | 257 |
| 27 Feb | 543.00 | 13.9 | 1.8 | 43.23 | 355 | 63 | 226 |
| 26 Feb | 550.15 | 12.4 | -4.4 | 43.26 | 156 | 7 | 163 |
| 25 Feb | 550.15 | 12.4 | -4.4 | 43.26 | 156 | 7 | 163 |
| 24 Feb | 536.75 | 17 | -8.05 | 41.84 | 253 | 66 | 156 |
| 21 Feb | 521.45 | 24.65 | 7.05 | 43.11 | 133 | 47 | 90 |
| 20 Feb | 536.75 | 17.6 | 0.1 | 41.29 | 37 | 2 | 42 |
| 19 Feb | 546.75 | 17.5 | -0.2 | 45.97 | 76 | 5 | 40 |
| 18 Feb | 546.00 | 18.25 | 1.75 | 45.00 | 40 | 19 | 35 |
| 17 Feb | 555.50 | 16.5 | -0.1 | 47.31 | 7 | 5 | 15 |
| 14 Feb | 546.20 | 16.6 | -0.25 | 41.75 | 11 | 10 | 10 |
| 31 Jan | 584.05 | 16.85 | 0 | 9.52 | 0 | 0 | 0 |
| 29 Jan | 543.80 | 16.85 | 0 | 5.08 | 0 | 0 | 0 |
| 24 Jan | 602.65 | 16.85 | 0 | 11.32 | 0 | 0 | 0 |
| 22 Jan | 570.85 | 16.85 | 0.00 | 7.00 | 0 | 0 | 0 |
| 21 Jan | 576.90 | 16.85 | 0.00 | 8.49 | 0 | 0 | 0 |
| 20 Jan | 584.25 | 16.85 | 0.00 | 8.97 | 0 | 0 | 0 |
| 17 Jan | 567.80 | 16.85 | 0.00 | 6.58 | 0 | 0 | 0 |
| 16 Jan | 557.80 | 16.85 | 0.00 | 5.60 | 0 | 0 | 0 |
| 15 Jan | 556.90 | 16.85 | 0.00 | 5.51 | 0 | 0 | 0 |
| 14 Jan | 568.00 | 16.85 | 0.00 | 6.51 | 0 | 0 | 0 |
| 13 Jan | 559.05 | 16.85 | 0.00 | 5.60 | 0 | 0 | 0 |
| 9 Jan | 613.05 | 16.85 | 0.00 | 10.98 | 0 | 0 | 0 |
| 8 Jan | 611.10 | 16.85 | 0.00 | 10.73 | 0 | 0 | 0 |
| 7 Jan | 612.45 | 16.85 | 0.00 | 10.82 | 0 | 0 | 0 |
| 6 Jan | 599.55 | 16.85 | 0.00 | 9.72 | 0 | 0 | 0 |
| 3 Jan | 611.75 | 16.85 | 0.00 | 10.64 | 0 | 0 | 0 |
| 1 Jan | 615.65 | 16.85 | 16.85 | 10.49 | 0 | 0 | 0 |
| 30 Dec | 587.40 | 0 | 7.84 | 0 | 0 | 0 | |
For Laurus Labs Limited - strike price 520 expiring on 27MAR2025
Delta for 520 PE is -0.10
Historical price for 520 PE is as follows
On 13 Mar LAURUSLABS was trading at 574.05. The strike last trading price was 2.45, which was 0.1 higher than the previous day. The implied volatity was 42.12, the open interest changed by -7 which decreased total open position to 335
On 12 Mar LAURUSLABS was trading at 584.35. The strike last trading price was 2.15, which was -1.65 lower than the previous day. The implied volatity was 44.85, the open interest changed by -92 which decreased total open position to 344
On 11 Mar LAURUSLABS was trading at 574.15. The strike last trading price was 3.85, which was -3.15 lower than the previous day. The implied volatity was 45.41, the open interest changed by 49 which increased total open position to 436
On 10 Mar LAURUSLABS was trading at 559.00. The strike last trading price was 6.85, which was 2.7 higher than the previous day. The implied volatity was 47.61, the open interest changed by 82 which increased total open position to 385
On 7 Mar LAURUSLABS was trading at 570.85. The strike last trading price was 4, which was 0.5 higher than the previous day. The implied volatity was 40.74, the open interest changed by -18 which decreased total open position to 303
On 6 Mar LAURUSLABS was trading at 580.55. The strike last trading price was 3.6, which was -1.95 lower than the previous day. The implied volatity was 41.73, the open interest changed by 15 which increased total open position to 320
On 5 Mar LAURUSLABS was trading at 566.50. The strike last trading price was 5.45, which was -4.4 lower than the previous day. The implied volatity was 41.60, the open interest changed by -5 which decreased total open position to 306
On 4 Mar LAURUSLABS was trading at 545.50. The strike last trading price was 10, which was -5.8 lower than the previous day. The implied volatity was 39.88, the open interest changed by 38 which increased total open position to 312
On 3 Mar LAURUSLABS was trading at 528.80. The strike last trading price was 15.85, which was -1.45 lower than the previous day. The implied volatity was 40.34, the open interest changed by 22 which increased total open position to 275
On 28 Feb LAURUSLABS was trading at 527.20. The strike last trading price was 17.95, which was 5 higher than the previous day. The implied volatity was 39.57, the open interest changed by 31 which increased total open position to 257
On 27 Feb LAURUSLABS was trading at 543.00. The strike last trading price was 13.9, which was 1.8 higher than the previous day. The implied volatity was 43.23, the open interest changed by 63 which increased total open position to 226
On 26 Feb LAURUSLABS was trading at 550.15. The strike last trading price was 12.4, which was -4.4 lower than the previous day. The implied volatity was 43.26, the open interest changed by 7 which increased total open position to 163
On 25 Feb LAURUSLABS was trading at 550.15. The strike last trading price was 12.4, which was -4.4 lower than the previous day. The implied volatity was 43.26, the open interest changed by 7 which increased total open position to 163
On 24 Feb LAURUSLABS was trading at 536.75. The strike last trading price was 17, which was -8.05 lower than the previous day. The implied volatity was 41.84, the open interest changed by 66 which increased total open position to 156
On 21 Feb LAURUSLABS was trading at 521.45. The strike last trading price was 24.65, which was 7.05 higher than the previous day. The implied volatity was 43.11, the open interest changed by 47 which increased total open position to 90
On 20 Feb LAURUSLABS was trading at 536.75. The strike last trading price was 17.6, which was 0.1 higher than the previous day. The implied volatity was 41.29, the open interest changed by 2 which increased total open position to 42
On 19 Feb LAURUSLABS was trading at 546.75. The strike last trading price was 17.5, which was -0.2 lower than the previous day. The implied volatity was 45.97, the open interest changed by 5 which increased total open position to 40
On 18 Feb LAURUSLABS was trading at 546.00. The strike last trading price was 18.25, which was 1.75 higher than the previous day. The implied volatity was 45.00, the open interest changed by 19 which increased total open position to 35
On 17 Feb LAURUSLABS was trading at 555.50. The strike last trading price was 16.5, which was -0.1 lower than the previous day. The implied volatity was 47.31, the open interest changed by 5 which increased total open position to 15
On 14 Feb LAURUSLABS was trading at 546.20. The strike last trading price was 16.6, which was -0.25 lower than the previous day. The implied volatity was 41.75, the open interest changed by 10 which increased total open position to 10
On 31 Jan LAURUSLABS was trading at 584.05. The strike last trading price was 16.85, which was 0 lower than the previous day. The implied volatity was 9.52, 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 16.85, which was 0 lower than the previous day. The implied volatity was 5.08, the open interest changed by 0 which decreased total open position to 0
On 24 Jan LAURUSLABS was trading at 602.65. The strike last trading price was 16.85, which was 0 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 22 Jan LAURUSLABS was trading at 570.85. The strike last trading price was 16.85, which was 0.00 lower than the previous day. The implied volatity was 7.00, 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 16.85, which was 0.00 lower than the previous day. The implied volatity was 8.49, 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 16.85, which was 0.00 lower than the previous day. The implied volatity was 8.97, 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 16.85, which was 0.00 lower than the previous day. The implied volatity was 6.58, 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 16.85, which was 0.00 lower than the previous day. The implied volatity was 5.60, 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 16.85, which was 0.00 lower than the previous day. The implied volatity was 5.51, 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 16.85, which was 0.00 lower than the previous day. The implied volatity was 6.51, 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 16.85, which was 0.00 lower than the previous day. The implied volatity was 5.60, the open interest changed by 0 which decreased total open position to 0
On 9 Jan LAURUSLABS was trading at 613.05. The strike last trading price was 16.85, which was 0.00 lower than the previous day. The implied volatity was 10.98, the open interest changed by 0 which decreased total open position to 0
On 8 Jan LAURUSLABS was trading at 611.10. The strike last trading price was 16.85, which was 0.00 lower than the previous day. The implied volatity was 10.73, the open interest changed by 0 which decreased total open position to 0
On 7 Jan LAURUSLABS was trading at 612.45. The strike last trading price was 16.85, which was 0.00 lower than the previous day. The implied volatity was 10.82, 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 16.85, which was 0.00 lower than the previous day. The implied volatity was 9.72, the open interest changed by 0 which decreased total open position to 0
On 3 Jan LAURUSLABS was trading at 611.75. The strike last trading price was 16.85, which was 0.00 lower than the previous day. The implied volatity was 10.64, the open interest changed by 0 which decreased total open position to 0
On 1 Jan LAURUSLABS was trading at 615.65. The strike last trading price was 16.85, which was 16.85 higher than the previous day. The implied volatity was 10.49, 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 7.84, the open interest changed by 0 which decreased total open position to 0
