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[--[65.84.65.76]--]
LAURUSLABS
Laurus Labs Limited

489.15 0.15 (0.03%)

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Historical option data for LAURUSLABS

21 Nov 2024 04:12 PM IST
LAURUSLABS 28NOV2024 520 CE
Delta: 0.11
Vega: 0.13
Theta: -0.32
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Nov 489.15 1.2 0.15 33.86 361 102 555
20 Nov 489.00 1.05 0.00 30.61 313 -14 454
19 Nov 489.00 1.05 -0.20 30.61 313 -13 454
18 Nov 483.65 1.25 -0.85 32.35 409 -41 467
14 Nov 486.00 2.1 -0.05 30.66 385 -2 508
13 Nov 476.65 2.15 -1.20 33.43 774 -12 504
12 Nov 489.55 3.35 -0.85 30.12 857 8 546
11 Nov 494.95 4.2 -2.60 29.05 766 92 537
8 Nov 499.35 6.8 0.60 31.02 2,163 111 442
7 Nov 494.95 6.2 -1.00 29.95 481 -23 332
6 Nov 496.45 7.2 0.55 30.07 1,043 93 356
5 Nov 489.25 6.65 -1.10 33.94 296 -40 264
4 Nov 487.45 7.75 -2.80 37.09 559 -35 303
1 Nov 499.80 10.55 0.20 31.92 267 33 336
31 Oct 491.25 10.35 2.70 - 499 122 302
30 Oct 485.30 7.65 -0.80 - 116 5 176
29 Oct 488.65 8.45 -2.60 - 363 -62 171
28 Oct 492.20 11.05 5.80 - 521 80 230
25 Oct 465.80 5.25 1.95 - 532 83 150
24 Oct 447.30 3.3 -0.70 - 432 11 64
23 Oct 449.45 4 0.65 - 505 10 49
22 Oct 448.50 3.35 -3.65 - 96 16 39
21 Oct 465.25 7 -2.50 - 2 0 22
18 Oct 475.15 9.5 3.00 - 7 5 22
17 Oct 466.20 6.5 -3.00 - 24 -7 15
16 Oct 480.30 9.5 1.80 - 87 12 22
15 Oct 482.00 7.7 -0.80 - 27 3 10
11 Oct 474.15 8.5 -6.85 - 8 6 6
24 Sept 470.25 15.35 0.00 - 0 0 0
23 Sept 474.70 15.35 0.00 - 0 0 0
19 Sept 470.40 15.35 0.00 - 0 0 0
18 Sept 485.40 15.35 0.00 - 0 0 0
17 Sept 501.35 15.35 0.00 - 0 0 0
16 Sept 504.55 15.35 0.00 - 0 0 0
13 Sept 505.55 15.35 0.00 - 0 0 0
12 Sept 507.25 15.35 0.00 - 0 0 0
11 Sept 506.80 15.35 0.00 - 0 0 0
10 Sept 506.70 15.35 0.00 - 0 0 0
9 Sept 490.95 15.35 0.00 - 0 0 0
6 Sept 481.35 15.35 0.00 - 0 0 0
5 Sept 489.00 15.35 0.00 - 0 0 0
4 Sept 475.60 15.35 0.00 - 0 0 0
3 Sept 470.10 15.35 - 0 0 0


For Laurus Labs Limited - strike price 520 expiring on 28NOV2024

Delta for 520 CE is 0.11

Historical price for 520 CE is as follows

On 21 Nov LAURUSLABS was trading at 489.15. The strike last trading price was 1.2, which was 0.15 higher than the previous day. The implied volatity was 33.86, the open interest changed by 102 which increased total open position to 555


On 20 Nov LAURUSLABS was trading at 489.00. The strike last trading price was 1.05, which was 0.00 lower than the previous day. The implied volatity was 30.61, the open interest changed by -14 which decreased total open position to 454


On 19 Nov LAURUSLABS was trading at 489.00. The strike last trading price was 1.05, which was -0.20 lower than the previous day. The implied volatity was 30.61, the open interest changed by -13 which decreased total open position to 454


On 18 Nov LAURUSLABS was trading at 483.65. The strike last trading price was 1.25, which was -0.85 lower than the previous day. The implied volatity was 32.35, the open interest changed by -41 which decreased total open position to 467


On 14 Nov LAURUSLABS was trading at 486.00. The strike last trading price was 2.1, which was -0.05 lower than the previous day. The implied volatity was 30.66, the open interest changed by -2 which decreased total open position to 508


On 13 Nov LAURUSLABS was trading at 476.65. The strike last trading price was 2.15, which was -1.20 lower than the previous day. The implied volatity was 33.43, the open interest changed by -12 which decreased total open position to 504


On 12 Nov LAURUSLABS was trading at 489.55. The strike last trading price was 3.35, which was -0.85 lower than the previous day. The implied volatity was 30.12, the open interest changed by 8 which increased total open position to 546


On 11 Nov LAURUSLABS was trading at 494.95. The strike last trading price was 4.2, which was -2.60 lower than the previous day. The implied volatity was 29.05, the open interest changed by 92 which increased total open position to 537


On 8 Nov LAURUSLABS was trading at 499.35. The strike last trading price was 6.8, which was 0.60 higher than the previous day. The implied volatity was 31.02, the open interest changed by 111 which increased total open position to 442


On 7 Nov LAURUSLABS was trading at 494.95. The strike last trading price was 6.2, which was -1.00 lower than the previous day. The implied volatity was 29.95, the open interest changed by -23 which decreased total open position to 332


On 6 Nov LAURUSLABS was trading at 496.45. The strike last trading price was 7.2, which was 0.55 higher than the previous day. The implied volatity was 30.07, the open interest changed by 93 which increased total open position to 356


On 5 Nov LAURUSLABS was trading at 489.25. The strike last trading price was 6.65, which was -1.10 lower than the previous day. The implied volatity was 33.94, the open interest changed by -40 which decreased total open position to 264


On 4 Nov LAURUSLABS was trading at 487.45. The strike last trading price was 7.75, which was -2.80 lower than the previous day. The implied volatity was 37.09, the open interest changed by -35 which decreased total open position to 303


On 1 Nov LAURUSLABS was trading at 499.80. The strike last trading price was 10.55, which was 0.20 higher than the previous day. The implied volatity was 31.92, the open interest changed by 33 which increased total open position to 336


On 31 Oct LAURUSLABS was trading at 491.25. The strike last trading price was 10.35, which was 2.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct LAURUSLABS was trading at 485.30. The strike last trading price was 7.65, which was -0.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct LAURUSLABS was trading at 488.65. The strike last trading price was 8.45, which was -2.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct LAURUSLABS was trading at 492.20. The strike last trading price was 11.05, which was 5.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct LAURUSLABS was trading at 465.80. The strike last trading price was 5.25, which was 1.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct LAURUSLABS was trading at 447.30. The strike last trading price was 3.3, which was -0.70 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct LAURUSLABS was trading at 449.45. The strike last trading price was 4, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct LAURUSLABS was trading at 448.50. The strike last trading price was 3.35, which was -3.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct LAURUSLABS was trading at 465.25. The strike last trading price was 7, which was -2.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct LAURUSLABS was trading at 475.15. The strike last trading price was 9.5, which was 3.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct LAURUSLABS was trading at 466.20. The strike last trading price was 6.5, which was -3.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct LAURUSLABS was trading at 480.30. The strike last trading price was 9.5, which was 1.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct LAURUSLABS was trading at 482.00. The strike last trading price was 7.7, which was -0.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct LAURUSLABS was trading at 474.15. The strike last trading price was 8.5, which was -6.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Sept LAURUSLABS was trading at 470.25. The strike last trading price was 15.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Sept LAURUSLABS was trading at 474.70. The strike last trading price was 15.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 19 Sept LAURUSLABS was trading at 470.40. The strike last trading price was 15.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Sept LAURUSLABS was trading at 485.40. The strike last trading price was 15.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Sept LAURUSLABS was trading at 501.35. The strike last trading price was 15.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Sept LAURUSLABS was trading at 504.55. The strike last trading price was 15.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 13 Sept LAURUSLABS was trading at 505.55. The strike last trading price was 15.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 12 Sept LAURUSLABS was trading at 507.25. The strike last trading price was 15.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Sept LAURUSLABS was trading at 506.80. The strike last trading price was 15.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Sept LAURUSLABS was trading at 506.70. The strike last trading price was 15.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Sept LAURUSLABS was trading at 490.95. The strike last trading price was 15.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 6 Sept LAURUSLABS was trading at 481.35. The strike last trading price was 15.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 5 Sept LAURUSLABS was trading at 489.00. The strike last trading price was 15.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Sept LAURUSLABS was trading at 475.60. The strike last trading price was 15.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Sept LAURUSLABS was trading at 470.10. The strike last trading price was 15.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


LAURUSLABS 28NOV2024 520 PE
Delta: -0.83
Vega: 0.17
Theta: -0.39
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Nov 489.15 32 1.05 42.49 10 0 107
20 Nov 489.00 30.95 0.00 - 26 -4 107
19 Nov 489.00 30.95 -5.20 - 26 -4 107
18 Nov 483.65 36.15 -0.10 34.47 74 4 108
14 Nov 486.00 36.25 -6.15 36.12 23 7 102
13 Nov 476.65 42.4 9.65 41.11 34 2 95
12 Nov 489.55 32.75 3.95 35.61 16 2 95
11 Nov 494.95 28.8 2.05 32.05 13 1 93
8 Nov 499.35 26.75 -1.35 30.88 97 22 86
7 Nov 494.95 28.1 1.40 30.77 32 3 66
6 Nov 496.45 26.7 -8.65 30.35 63 12 62
5 Nov 489.25 35.35 -1.65 36.04 9 0 50
4 Nov 487.45 37 2.60 36.03 34 16 49
1 Nov 499.80 34.4 -1.70 46.18 29 21 33
31 Oct 491.25 36.1 0.35 - 19 10 13
30 Oct 485.30 35.75 0.00 - 0 -1 0
29 Oct 488.65 35.75 0.25 - 7 -1 3
28 Oct 492.20 35.5 -32.70 - 4 3 3
25 Oct 465.80 68.2 0.00 - 0 0 0
24 Oct 447.30 68.2 0.00 - 0 0 0
23 Oct 449.45 68.2 0.00 - 0 0 0
22 Oct 448.50 68.2 0.00 - 0 0 0
21 Oct 465.25 68.2 0.00 - 0 0 0
18 Oct 475.15 68.2 0.00 - 0 0 0
17 Oct 466.20 68.2 0.00 - 0 0 0
16 Oct 480.30 68.2 0.00 - 0 0 0
15 Oct 482.00 68.2 0.00 - 0 0 0
11 Oct 474.15 68.2 68.20 - 0 0 0
24 Sept 470.25 0 0.00 - 0 0 0
23 Sept 474.70 0 0.00 - 0 0 0
19 Sept 470.40 0 0.00 - 0 0 0
18 Sept 485.40 0 0.00 - 0 0 0
17 Sept 501.35 0 0.00 - 0 0 0
16 Sept 504.55 0 0.00 - 0 0 0
13 Sept 505.55 0 0.00 - 0 0 0
12 Sept 507.25 0 0.00 - 0 0 0
11 Sept 506.80 0 0.00 - 0 0 0
10 Sept 506.70 0 0.00 - 0 0 0
9 Sept 490.95 0 0.00 - 0 0 0
6 Sept 481.35 0 0.00 - 0 0 0
5 Sept 489.00 0 0.00 - 0 0 0
4 Sept 475.60 0 0.00 - 0 0 0
3 Sept 470.10 0 - 0 0 0


For Laurus Labs Limited - strike price 520 expiring on 28NOV2024

Delta for 520 PE is -0.83

Historical price for 520 PE is as follows

On 21 Nov LAURUSLABS was trading at 489.15. The strike last trading price was 32, which was 1.05 higher than the previous day. The implied volatity was 42.49, the open interest changed by 0 which decreased total open position to 107


On 20 Nov LAURUSLABS was trading at 489.00. The strike last trading price was 30.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 107


On 19 Nov LAURUSLABS was trading at 489.00. The strike last trading price was 30.95, which was -5.20 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 107


On 18 Nov LAURUSLABS was trading at 483.65. The strike last trading price was 36.15, which was -0.10 lower than the previous day. The implied volatity was 34.47, the open interest changed by 4 which increased total open position to 108


On 14 Nov LAURUSLABS was trading at 486.00. The strike last trading price was 36.25, which was -6.15 lower than the previous day. The implied volatity was 36.12, the open interest changed by 7 which increased total open position to 102


On 13 Nov LAURUSLABS was trading at 476.65. The strike last trading price was 42.4, which was 9.65 higher than the previous day. The implied volatity was 41.11, the open interest changed by 2 which increased total open position to 95


On 12 Nov LAURUSLABS was trading at 489.55. The strike last trading price was 32.75, which was 3.95 higher than the previous day. The implied volatity was 35.61, the open interest changed by 2 which increased total open position to 95


On 11 Nov LAURUSLABS was trading at 494.95. The strike last trading price was 28.8, which was 2.05 higher than the previous day. The implied volatity was 32.05, the open interest changed by 1 which increased total open position to 93


On 8 Nov LAURUSLABS was trading at 499.35. The strike last trading price was 26.75, which was -1.35 lower than the previous day. The implied volatity was 30.88, the open interest changed by 22 which increased total open position to 86


On 7 Nov LAURUSLABS was trading at 494.95. The strike last trading price was 28.1, which was 1.40 higher than the previous day. The implied volatity was 30.77, the open interest changed by 3 which increased total open position to 66


On 6 Nov LAURUSLABS was trading at 496.45. The strike last trading price was 26.7, which was -8.65 lower than the previous day. The implied volatity was 30.35, the open interest changed by 12 which increased total open position to 62


On 5 Nov LAURUSLABS was trading at 489.25. The strike last trading price was 35.35, which was -1.65 lower than the previous day. The implied volatity was 36.04, the open interest changed by 0 which decreased total open position to 50


On 4 Nov LAURUSLABS was trading at 487.45. The strike last trading price was 37, which was 2.60 higher than the previous day. The implied volatity was 36.03, the open interest changed by 16 which increased total open position to 49


On 1 Nov LAURUSLABS was trading at 499.80. The strike last trading price was 34.4, which was -1.70 lower than the previous day. The implied volatity was 46.18, the open interest changed by 21 which increased total open position to 33


On 31 Oct LAURUSLABS was trading at 491.25. The strike last trading price was 36.1, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct LAURUSLABS was trading at 485.30. The strike last trading price was 35.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct LAURUSLABS was trading at 488.65. The strike last trading price was 35.75, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct LAURUSLABS was trading at 492.20. The strike last trading price was 35.5, which was -32.70 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct LAURUSLABS was trading at 465.80. The strike last trading price was 68.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct LAURUSLABS was trading at 447.30. The strike last trading price was 68.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct LAURUSLABS was trading at 449.45. The strike last trading price was 68.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct LAURUSLABS was trading at 448.50. The strike last trading price was 68.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct LAURUSLABS was trading at 465.25. The strike last trading price was 68.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct LAURUSLABS was trading at 475.15. The strike last trading price was 68.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct LAURUSLABS was trading at 466.20. The strike last trading price was 68.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct LAURUSLABS was trading at 480.30. The strike last trading price was 68.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct LAURUSLABS was trading at 482.00. The strike last trading price was 68.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct LAURUSLABS was trading at 474.15. The strike last trading price was 68.2, which was 68.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Sept LAURUSLABS was trading at 470.25. 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 which decreased total open position to


On 23 Sept LAURUSLABS was trading at 474.70. 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 which decreased total open position to


On 19 Sept LAURUSLABS was trading at 470.40. 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 which decreased total open position to


On 18 Sept LAURUSLABS was trading at 485.40. 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 which decreased total open position to


On 17 Sept LAURUSLABS was trading at 501.35. 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 which decreased total open position to


On 16 Sept LAURUSLABS was trading at 504.55. 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 which decreased total open position to


On 13 Sept LAURUSLABS was trading at 505.55. 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 which decreased total open position to


On 12 Sept LAURUSLABS was trading at 507.25. 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 which decreased total open position to


On 11 Sept LAURUSLABS was trading at 506.80. 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 which decreased total open position to


On 10 Sept LAURUSLABS was trading at 506.70. 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 which decreased total open position to


On 9 Sept LAURUSLABS was trading at 490.95. 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 which decreased total open position to


On 6 Sept LAURUSLABS was trading at 481.35. 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 which decreased total open position to


On 5 Sept LAURUSLABS was trading at 489.00. 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 which decreased total open position to


On 4 Sept LAURUSLABS was trading at 475.60. 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 which decreased total open position to


On 3 Sept LAURUSLABS was trading at 470.10. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to