LAURUSLABS
Laurus Labs Limited
Historical option data for LAURUSLABS
12 Dec 2024 10:13 AM IST
| LAURUSLABS 26DEC2024 530 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 | 568.75 | 44.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 572.75 | 44.8 | 0.00 | 0.00 | 0 | -9 | 0 | |||
| 10 Dec | 571.90 | 44.8 | -3.75 | 23.54 | 14 | -6 | 145 | |||
| 9 Dec | 571.90 | 48.55 | -8.50 | 42.54 | 52 | -6 | 152 | |||
| 6 Dec | 589.75 | 57.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 5 Dec | 588.35 | 57.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 583.45 | 57.05 | 1.50 | - | 4 | 0 | 158 | |||
| 3 Dec | 580.70 | 55.55 | 1.30 | 19.71 | 10 | 3 | 158 | |||
| 2 Dec | 576.80 | 54.25 | 7.65 | 33.22 | 37 | -10 | 156 | |||
| 29 Nov | 567.15 | 46.6 | 10.10 | 31.36 | 130 | 7 | 166 | |||
| 28 Nov | 551.70 | 36.5 | 5.60 | 30.91 | 230 | 16 | 162 | |||
| 27 Nov | 543.35 | 30.9 | -0.15 | 34.04 | 119 | -4 | 146 | |||
| 26 Nov | 546.25 | 31.05 | 6.20 | 31.33 | 542 | -66 | 151 | |||
| 25 Nov | 532.05 | 24.85 | 9.00 | 34.77 | 802 | 222 | 229 | |||
| 22 Nov | 512.60 | 15.85 | 10.70 | 33.10 | 156 | 80 | 87 | |||
| 21 Nov | 489.15 | 5.15 | -11.25 | 27.84 | 16 | 7 | 7 | |||
| 4 Nov | 487.45 | 16.4 | 16.40 | 5.48 | 0 | 0 | 0 | |||
| 1 Nov | 499.80 | 0 | 3.80 | 0 | 0 | 0 | ||||
For Laurus Labs Limited - strike price 530 expiring on 26DEC2024
Delta for 530 CE is 0.00
Historical price for 530 CE is as follows
On 12 Dec LAURUSLABS was trading at 568.75. The strike last trading price was 44.8, 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 44.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -9 which decreased total open position to 0
On 10 Dec LAURUSLABS was trading at 571.90. The strike last trading price was 44.8, which was -3.75 lower than the previous day. The implied volatity was 23.54, the open interest changed by -6 which decreased total open position to 145
On 9 Dec LAURUSLABS was trading at 571.90. The strike last trading price was 48.55, which was -8.50 lower than the previous day. The implied volatity was 42.54, the open interest changed by -6 which decreased total open position to 152
On 6 Dec LAURUSLABS was trading at 589.75. The strike last trading price was 57.05, 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 5 Dec LAURUSLABS was trading at 588.35. The strike last trading price was 57.05, 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 4 Dec LAURUSLABS was trading at 583.45. The strike last trading price was 57.05, which was 1.50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 158
On 3 Dec LAURUSLABS was trading at 580.70. The strike last trading price was 55.55, which was 1.30 higher than the previous day. The implied volatity was 19.71, the open interest changed by 3 which increased total open position to 158
On 2 Dec LAURUSLABS was trading at 576.80. The strike last trading price was 54.25, which was 7.65 higher than the previous day. The implied volatity was 33.22, the open interest changed by -10 which decreased total open position to 156
On 29 Nov LAURUSLABS was trading at 567.15. The strike last trading price was 46.6, which was 10.10 higher than the previous day. The implied volatity was 31.36, the open interest changed by 7 which increased total open position to 166
On 28 Nov LAURUSLABS was trading at 551.70. The strike last trading price was 36.5, which was 5.60 higher than the previous day. The implied volatity was 30.91, the open interest changed by 16 which increased total open position to 162
On 27 Nov LAURUSLABS was trading at 543.35. The strike last trading price was 30.9, which was -0.15 lower than the previous day. The implied volatity was 34.04, the open interest changed by -4 which decreased total open position to 146
On 26 Nov LAURUSLABS was trading at 546.25. The strike last trading price was 31.05, which was 6.20 higher than the previous day. The implied volatity was 31.33, the open interest changed by -66 which decreased total open position to 151
On 25 Nov LAURUSLABS was trading at 532.05. The strike last trading price was 24.85, which was 9.00 higher than the previous day. The implied volatity was 34.77, the open interest changed by 222 which increased total open position to 229
On 22 Nov LAURUSLABS was trading at 512.60. The strike last trading price was 15.85, which was 10.70 higher than the previous day. The implied volatity was 33.10, the open interest changed by 80 which increased total open position to 87
On 21 Nov LAURUSLABS was trading at 489.15. The strike last trading price was 5.15, which was -11.25 lower than the previous day. The implied volatity was 27.84, the open interest changed by 7 which increased total open position to 7
On 4 Nov LAURUSLABS was trading at 487.45. The strike last trading price was 16.4, which was 16.40 higher than the previous day. The implied volatity was 5.48, 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 3.80, the open interest changed by 0 which decreased total open position to 0
| LAURUSLABS 26DEC2024 530 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.11
Vega: 0.21
Theta: -0.22
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 568.75 | 1.95 | 0.15 | 31.77 | 30 | 16 | 497 |
| 11 Dec | 572.75 | 1.8 | -0.95 | 32.03 | 208 | -42 | 482 |
| 10 Dec | 571.90 | 2.75 | -0.30 | 34.92 | 416 | 79 | 522 |
| 9 Dec | 571.90 | 3.05 | 0.90 | 34.44 | 1,213 | 58 | 443 |
| 6 Dec | 589.75 | 2.15 | -0.45 | 37.38 | 218 | -13 | 382 |
| 5 Dec | 588.35 | 2.6 | -0.80 | 37.09 | 438 | -47 | 395 |
| 4 Dec | 583.45 | 3.4 | -0.10 | 38.02 | 545 | 36 | 442 |
| 3 Dec | 580.70 | 3.5 | -0.90 | 36.35 | 538 | 53 | 407 |
| 2 Dec | 576.80 | 4.4 | -1.90 | 36.47 | 555 | 44 | 354 |
| 29 Nov | 567.15 | 6.3 | -4.75 | 35.25 | 786 | 60 | 323 |
| 28 Nov | 551.70 | 11.05 | -1.75 | 38.00 | 590 | 66 | 264 |
| 27 Nov | 543.35 | 12.8 | 0.10 | 34.38 | 314 | 17 | 199 |
| 26 Nov | 546.25 | 12.7 | -5.30 | 34.85 | 384 | 65 | 184 |
| 25 Nov | 532.05 | 18 | -10.00 | 34.42 | 165 | 113 | 113 |
| 22 Nov | 512.60 | 28 | -21.30 | 34.82 | 49 | 41 | 41 |
| 21 Nov | 489.15 | 49.3 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 487.45 | 49.3 | 49.30 | - | 0 | 0 | 0 |
| 1 Nov | 499.80 | 0 | - | 0 | 0 | 0 | |
For Laurus Labs Limited - strike price 530 expiring on 26DEC2024
Delta for 530 PE is -0.11
Historical price for 530 PE is as follows
On 12 Dec LAURUSLABS was trading at 568.75. The strike last trading price was 1.95, which was 0.15 higher than the previous day. The implied volatity was 31.77, the open interest changed by 16 which increased total open position to 497
On 11 Dec LAURUSLABS was trading at 572.75. The strike last trading price was 1.8, which was -0.95 lower than the previous day. The implied volatity was 32.03, the open interest changed by -42 which decreased total open position to 482
On 10 Dec LAURUSLABS was trading at 571.90. The strike last trading price was 2.75, which was -0.30 lower than the previous day. The implied volatity was 34.92, the open interest changed by 79 which increased total open position to 522
On 9 Dec LAURUSLABS was trading at 571.90. The strike last trading price was 3.05, which was 0.90 higher than the previous day. The implied volatity was 34.44, the open interest changed by 58 which increased total open position to 443
On 6 Dec LAURUSLABS was trading at 589.75. The strike last trading price was 2.15, which was -0.45 lower than the previous day. The implied volatity was 37.38, the open interest changed by -13 which decreased total open position to 382
On 5 Dec LAURUSLABS was trading at 588.35. The strike last trading price was 2.6, which was -0.80 lower than the previous day. The implied volatity was 37.09, the open interest changed by -47 which decreased total open position to 395
On 4 Dec LAURUSLABS was trading at 583.45. The strike last trading price was 3.4, which was -0.10 lower than the previous day. The implied volatity was 38.02, the open interest changed by 36 which increased total open position to 442
On 3 Dec LAURUSLABS was trading at 580.70. The strike last trading price was 3.5, which was -0.90 lower than the previous day. The implied volatity was 36.35, the open interest changed by 53 which increased total open position to 407
On 2 Dec LAURUSLABS was trading at 576.80. The strike last trading price was 4.4, which was -1.90 lower than the previous day. The implied volatity was 36.47, the open interest changed by 44 which increased total open position to 354
On 29 Nov LAURUSLABS was trading at 567.15. The strike last trading price was 6.3, which was -4.75 lower than the previous day. The implied volatity was 35.25, the open interest changed by 60 which increased total open position to 323
On 28 Nov LAURUSLABS was trading at 551.70. The strike last trading price was 11.05, which was -1.75 lower than the previous day. The implied volatity was 38.00, the open interest changed by 66 which increased total open position to 264
On 27 Nov LAURUSLABS was trading at 543.35. The strike last trading price was 12.8, which was 0.10 higher than the previous day. The implied volatity was 34.38, the open interest changed by 17 which increased total open position to 199
On 26 Nov LAURUSLABS was trading at 546.25. The strike last trading price was 12.7, which was -5.30 lower than the previous day. The implied volatity was 34.85, the open interest changed by 65 which increased total open position to 184
On 25 Nov LAURUSLABS was trading at 532.05. The strike last trading price was 18, which was -10.00 lower than the previous day. The implied volatity was 34.42, the open interest changed by 113 which increased total open position to 113
On 22 Nov LAURUSLABS was trading at 512.60. The strike last trading price was 28, which was -21.30 lower than the previous day. The implied volatity was 34.82, the open interest changed by 41 which increased total open position to 41
On 21 Nov LAURUSLABS was trading at 489.15. The strike last trading price was 49.3, 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 49.3, which was 49.30 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
