LAURUSLABS
Laurus Labs Limited
Historical option data for LAURUSLABS
21 Nov 2024 04:12 PM IST
| LAURUSLABS 28NOV2024 530 CE | ||||||||||
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Delta: 0.06
Vega: 0.08
Theta: -0.22
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 489.15 | 0.65 | 0.05 | 35.96 | 78 | 2 | 225 | |||
| 20 Nov | 489.00 | 0.6 | 0.00 | 32.77 | 146 | -4 | 223 | |||
| 19 Nov | 489.00 | 0.6 | -0.20 | 32.77 | 146 | -4 | 223 | |||
| 18 Nov | 483.65 | 0.8 | -0.45 | 34.81 | 85 | 10 | 227 | |||
| 14 Nov | 486.00 | 1.25 | -0.05 | 31.70 | 147 | 9 | 212 | |||
| 13 Nov | 476.65 | 1.3 | -0.90 | 34.09 | 351 | -35 | 204 | |||
| 12 Nov | 489.55 | 2.2 | -0.45 | 31.52 | 499 | 0 | 241 | |||
| 11 Nov | 494.95 | 2.65 | -1.90 | 29.90 | 423 | 47 | 241 | |||
| 8 Nov | 499.35 | 4.55 | 0.30 | 31.39 | 860 | 11 | 194 | |||
| 7 Nov | 494.95 | 4.25 | -0.65 | 30.75 | 395 | 42 | 183 | |||
| 6 Nov | 496.45 | 4.9 | 0.15 | 30.50 | 514 | 30 | 141 | |||
| 5 Nov | 489.25 | 4.75 | -0.80 | 34.50 | 216 | 14 | 110 | |||
| 4 Nov | 487.45 | 5.55 | -2.45 | 37.07 | 175 | 5 | 96 | |||
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| 1 Nov | 499.80 | 8 | 0.10 | 32.83 | 32 | 5 | 90 | |||
| 31 Oct | 491.25 | 7.9 | 2.50 | - | 172 | 45 | 87 | |||
| 30 Oct | 485.30 | 5.4 | -0.45 | - | 12 | 1 | 42 | |||
| 29 Oct | 488.65 | 5.85 | -2.15 | - | 79 | 14 | 41 | |||
| 28 Oct | 492.20 | 8 | 3.00 | - | 95 | 25 | 27 | |||
| 25 Oct | 465.80 | 5 | -8.10 | - | 3 | 2 | 2 | |||
| 24 Oct | 447.30 | 13.1 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 466.20 | 13.1 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Sept | 485.40 | 13.1 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Sept | 501.35 | 13.1 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Sept | 504.55 | 13.1 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Sept | 505.55 | 13.1 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Sept | 507.25 | 13.1 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Sept | 506.80 | 13.1 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Sept | 506.70 | 13.1 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Sept | 490.95 | 13.1 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Sept | 481.35 | 13.1 | 13.10 | - | 0 | 0 | 0 | |||
| 5 Sept | 489.00 | 0 | - | 0 | 0 | 0 | ||||
For Laurus Labs Limited - strike price 530 expiring on 28NOV2024
Delta for 530 CE is 0.06
Historical price for 530 CE is as follows
On 21 Nov LAURUSLABS was trading at 489.15. The strike last trading price was 0.65, which was 0.05 higher than the previous day. The implied volatity was 35.96, the open interest changed by 2 which increased total open position to 225
On 20 Nov LAURUSLABS was trading at 489.00. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 32.77, the open interest changed by -4 which decreased total open position to 223
On 19 Nov LAURUSLABS was trading at 489.00. The strike last trading price was 0.6, which was -0.20 lower than the previous day. The implied volatity was 32.77, the open interest changed by -4 which decreased total open position to 223
On 18 Nov LAURUSLABS was trading at 483.65. The strike last trading price was 0.8, which was -0.45 lower than the previous day. The implied volatity was 34.81, the open interest changed by 10 which increased total open position to 227
On 14 Nov LAURUSLABS was trading at 486.00. The strike last trading price was 1.25, which was -0.05 lower than the previous day. The implied volatity was 31.70, the open interest changed by 9 which increased total open position to 212
On 13 Nov LAURUSLABS was trading at 476.65. The strike last trading price was 1.3, which was -0.90 lower than the previous day. The implied volatity was 34.09, the open interest changed by -35 which decreased total open position to 204
On 12 Nov LAURUSLABS was trading at 489.55. The strike last trading price was 2.2, which was -0.45 lower than the previous day. The implied volatity was 31.52, the open interest changed by 0 which decreased total open position to 241
On 11 Nov LAURUSLABS was trading at 494.95. The strike last trading price was 2.65, which was -1.90 lower than the previous day. The implied volatity was 29.90, the open interest changed by 47 which increased total open position to 241
On 8 Nov LAURUSLABS was trading at 499.35. The strike last trading price was 4.55, which was 0.30 higher than the previous day. The implied volatity was 31.39, the open interest changed by 11 which increased total open position to 194
On 7 Nov LAURUSLABS was trading at 494.95. The strike last trading price was 4.25, which was -0.65 lower than the previous day. The implied volatity was 30.75, the open interest changed by 42 which increased total open position to 183
On 6 Nov LAURUSLABS was trading at 496.45. The strike last trading price was 4.9, which was 0.15 higher than the previous day. The implied volatity was 30.50, the open interest changed by 30 which increased total open position to 141
On 5 Nov LAURUSLABS was trading at 489.25. The strike last trading price was 4.75, which was -0.80 lower than the previous day. The implied volatity was 34.50, the open interest changed by 14 which increased total open position to 110
On 4 Nov LAURUSLABS was trading at 487.45. The strike last trading price was 5.55, which was -2.45 lower than the previous day. The implied volatity was 37.07, the open interest changed by 5 which increased total open position to 96
On 1 Nov LAURUSLABS was trading at 499.80. The strike last trading price was 8, which was 0.10 higher than the previous day. The implied volatity was 32.83, the open interest changed by 5 which increased total open position to 90
On 31 Oct LAURUSLABS was trading at 491.25. The strike last trading price was 7.9, which was 2.50 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 5.4, which was -0.45 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 5.85, which was -2.15 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 8, 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 25 Oct LAURUSLABS was trading at 465.80. The strike last trading price was 5, which was -8.10 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 13.1, 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 13.1, 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 13.1, 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 13.1, 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 13.1, 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 13.1, 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 13.1, 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 13.1, 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 13.1, 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 13.1, 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 13.1, which was 13.10 higher 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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| LAURUSLABS 28NOV2024 530 PE | |||||||
|---|---|---|---|---|---|---|---|
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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 |
| 21 Nov | 489.15 | 42.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 489.00 | 42.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 489.00 | 42.9 | 0.00 | 0.00 | 0 | 1 | 0 |
| 18 Nov | 483.65 | 42.9 | -4.55 | - | 1 | 0 | 24 |
| 14 Nov | 486.00 | 47.45 | -5.35 | 47.44 | 2 | 1 | 23 |
| 13 Nov | 476.65 | 52.8 | 10.90 | 49.01 | 1 | 0 | 21 |
| 12 Nov | 489.55 | 41.9 | 4.95 | 39.38 | 16 | 6 | 22 |
| 11 Nov | 494.95 | 36.95 | 1.20 | 32.68 | 7 | -2 | 16 |
| 8 Nov | 499.35 | 35.75 | -3.40 | 34.86 | 28 | 5 | 17 |
| 7 Nov | 494.95 | 39.15 | 4.45 | 39.84 | 6 | 2 | 11 |
| 6 Nov | 496.45 | 34.7 | -7.40 | 31.78 | 22 | 6 | 8 |
| 5 Nov | 489.25 | 42.1 | -2.60 | 33.29 | 1 | 0 | 1 |
| 4 Nov | 487.45 | 44.7 | -31.05 | 35.76 | 1 | 0 | 0 |
| 1 Nov | 499.80 | 75.75 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 491.25 | 75.75 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 485.30 | 75.75 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 488.65 | 75.75 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 492.20 | 75.75 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 465.80 | 75.75 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 447.30 | 75.75 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 466.20 | 75.75 | 75.75 | - | 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 | 0 | 0 | |
For Laurus Labs Limited - strike price 530 expiring on 28NOV2024
Delta for 530 PE is 0.00
Historical price for 530 PE is as follows
On 21 Nov LAURUSLABS was trading at 489.15. The strike last trading price was 42.9, 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 20 Nov LAURUSLABS was trading at 489.00. The strike last trading price was 42.9, 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 19 Nov LAURUSLABS was trading at 489.00. The strike last trading price was 42.9, 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 18 Nov LAURUSLABS was trading at 483.65. The strike last trading price was 42.9, which was -4.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24
On 14 Nov LAURUSLABS was trading at 486.00. The strike last trading price was 47.45, which was -5.35 lower than the previous day. The implied volatity was 47.44, the open interest changed by 1 which increased total open position to 23
On 13 Nov LAURUSLABS was trading at 476.65. The strike last trading price was 52.8, which was 10.90 higher than the previous day. The implied volatity was 49.01, the open interest changed by 0 which decreased total open position to 21
On 12 Nov LAURUSLABS was trading at 489.55. The strike last trading price was 41.9, which was 4.95 higher than the previous day. The implied volatity was 39.38, the open interest changed by 6 which increased total open position to 22
On 11 Nov LAURUSLABS was trading at 494.95. The strike last trading price was 36.95, which was 1.20 higher than the previous day. The implied volatity was 32.68, the open interest changed by -2 which decreased total open position to 16
On 8 Nov LAURUSLABS was trading at 499.35. The strike last trading price was 35.75, which was -3.40 lower than the previous day. The implied volatity was 34.86, the open interest changed by 5 which increased total open position to 17
On 7 Nov LAURUSLABS was trading at 494.95. The strike last trading price was 39.15, which was 4.45 higher than the previous day. The implied volatity was 39.84, the open interest changed by 2 which increased total open position to 11
On 6 Nov LAURUSLABS was trading at 496.45. The strike last trading price was 34.7, which was -7.40 lower than the previous day. The implied volatity was 31.78, the open interest changed by 6 which increased total open position to 8
On 5 Nov LAURUSLABS was trading at 489.25. The strike last trading price was 42.1, which was -2.60 lower than the previous day. The implied volatity was 33.29, the open interest changed by 0 which decreased total open position to 1
On 4 Nov LAURUSLABS was trading at 487.45. The strike last trading price was 44.7, which was -31.05 lower than the previous day. The implied volatity was 35.76, 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 75.75, 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 31 Oct LAURUSLABS was trading at 491.25. The strike last trading price was 75.75, 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 30 Oct LAURUSLABS was trading at 485.30. The strike last trading price was 75.75, 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 75.75, 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 28 Oct LAURUSLABS was trading at 492.20. The strike last trading price was 75.75, 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 25 Oct LAURUSLABS was trading at 465.80. The strike last trading price was 75.75, 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 24 Oct LAURUSLABS was trading at 447.30. The strike last trading price was 75.75, 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 17 Oct LAURUSLABS was trading at 466.20. The strike last trading price was 75.75, which was 75.75 higher 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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
