LAURUSLABS
Laurus Labs Limited
Historical option data for LAURUSLABS
12 Dec 2024 10:13 AM IST
| LAURUSLABS 26DEC2024 540 CE | ||||||||||
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Delta: 0.79
Vega: 0.32
Theta: -0.53
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 12 Dec | 568.75 | 36 | -2.85 | 36.93 | 19 | 4 | 153 | |||
| 11 Dec | 572.75 | 38.85 | 0.85 | 35.16 | 105 | -25 | 150 | |||
| 10 Dec | 571.90 | 38 | 1.00 | 32.52 | 51 | 27 | 173 | |||
| 9 Dec | 571.90 | 37 | -16.95 | 31.39 | 225 | 24 | 146 | |||
| 6 Dec | 589.75 | 53.95 | 1.45 | - | 21 | -1 | 121 | |||
| 5 Dec | 588.35 | 52.5 | 3.25 | 27.39 | 44 | -9 | 122 | |||
| 4 Dec | 583.45 | 49.25 | 2.70 | 23.72 | 81 | 7 | 133 | |||
| 3 Dec | 580.70 | 46.55 | 1.90 | 22.96 | 52 | -16 | 125 | |||
| 2 Dec | 576.80 | 44.65 | 5.80 | 29.42 | 132 | 14 | 140 | |||
| 29 Nov | 567.15 | 38.85 | 8.35 | 31.17 | 924 | -321 | 126 | |||
| 28 Nov | 551.70 | 30.5 | 5.65 | 34.63 | 926 | 220 | 445 | |||
| 27 Nov | 543.35 | 24.85 | -0.25 | 33.60 | 523 | -29 | 225 | |||
| 26 Nov | 546.25 | 25.1 | 6.10 | 31.46 | 1,064 | 110 | 253 | |||
| 25 Nov | 532.05 | 19 | 6.60 | 33.21 | 509 | 143 | 144 | |||
| 22 Nov | 512.60 | 12.4 | 0.10 | 33.32 | 108 | 41 | 42 | |||
| 1 Nov | 499.80 | 12.3 | 0.00 | 4.54 | 0 | 0 | 0 | |||
| 31 Oct | 491.25 | 12.3 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 485.30 | 12.3 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 488.65 | 12.3 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 492.20 | 12.3 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 465.80 | 12.3 | 12.30 | - | 0 | 0 | 0 | |||
| 24 Oct | 447.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 449.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 448.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 465.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 475.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 466.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 480.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 482.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 478.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 474.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 465.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 453.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 445.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 460.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 469.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 463.60 | 0 | - | 0 | 0 | 0 | ||||
For Laurus Labs Limited - strike price 540 expiring on 26DEC2024
Delta for 540 CE is 0.79
Historical price for 540 CE is as follows
On 12 Dec LAURUSLABS was trading at 568.75. The strike last trading price was 36, which was -2.85 lower than the previous day. The implied volatity was 36.93, the open interest changed by 4 which increased total open position to 153
On 11 Dec LAURUSLABS was trading at 572.75. The strike last trading price was 38.85, which was 0.85 higher than the previous day. The implied volatity was 35.16, the open interest changed by -25 which decreased total open position to 150
On 10 Dec LAURUSLABS was trading at 571.90. The strike last trading price was 38, which was 1.00 higher than the previous day. The implied volatity was 32.52, the open interest changed by 27 which increased total open position to 173
On 9 Dec LAURUSLABS was trading at 571.90. The strike last trading price was 37, which was -16.95 lower than the previous day. The implied volatity was 31.39, the open interest changed by 24 which increased total open position to 146
On 6 Dec LAURUSLABS was trading at 589.75. The strike last trading price was 53.95, which was 1.45 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 121
On 5 Dec LAURUSLABS was trading at 588.35. The strike last trading price was 52.5, which was 3.25 higher than the previous day. The implied volatity was 27.39, the open interest changed by -9 which decreased total open position to 122
On 4 Dec LAURUSLABS was trading at 583.45. The strike last trading price was 49.25, which was 2.70 higher than the previous day. The implied volatity was 23.72, the open interest changed by 7 which increased total open position to 133
On 3 Dec LAURUSLABS was trading at 580.70. The strike last trading price was 46.55, which was 1.90 higher than the previous day. The implied volatity was 22.96, the open interest changed by -16 which decreased total open position to 125
On 2 Dec LAURUSLABS was trading at 576.80. The strike last trading price was 44.65, which was 5.80 higher than the previous day. The implied volatity was 29.42, the open interest changed by 14 which increased total open position to 140
On 29 Nov LAURUSLABS was trading at 567.15. The strike last trading price was 38.85, which was 8.35 higher than the previous day. The implied volatity was 31.17, the open interest changed by -321 which decreased total open position to 126
On 28 Nov LAURUSLABS was trading at 551.70. The strike last trading price was 30.5, which was 5.65 higher than the previous day. The implied volatity was 34.63, the open interest changed by 220 which increased total open position to 445
On 27 Nov LAURUSLABS was trading at 543.35. The strike last trading price was 24.85, which was -0.25 lower than the previous day. The implied volatity was 33.60, the open interest changed by -29 which decreased total open position to 225
On 26 Nov LAURUSLABS was trading at 546.25. The strike last trading price was 25.1, which was 6.10 higher than the previous day. The implied volatity was 31.46, the open interest changed by 110 which increased total open position to 253
On 25 Nov LAURUSLABS was trading at 532.05. The strike last trading price was 19, which was 6.60 higher than the previous day. The implied volatity was 33.21, the open interest changed by 143 which increased total open position to 144
On 22 Nov LAURUSLABS was trading at 512.60. The strike last trading price was 12.4, which was 0.10 higher than the previous day. The implied volatity was 33.32, the open interest changed by 41 which increased total open position to 42
On 1 Nov LAURUSLABS was trading at 499.80. The strike last trading price was 12.3, which was 0.00 lower than the previous day. The implied volatity was 4.54, 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 12.3, 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 12.3, 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 12.3, 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 12.3, 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 12.3, which was 12.30 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 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 Oct LAURUSLABS was trading at 449.45. 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 which decreased total open position to
On 22 Oct LAURUSLABS was trading at 448.50. 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 21 Oct LAURUSLABS was trading at 465.25. 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 18 Oct LAURUSLABS was trading at 475.15. 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 Oct LAURUSLABS was trading at 466.20. 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 Oct LAURUSLABS was trading at 480.30. 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 15 Oct LAURUSLABS was trading at 482.00. 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 14 Oct LAURUSLABS was trading at 478.95. 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 11 Oct LAURUSLABS was trading at 474.15. 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 Oct LAURUSLABS was trading at 465.25. 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 9 Oct LAURUSLABS was trading at 453.90. 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 which decreased total open position to
On 4 Oct LAURUSLABS was trading at 445.15. 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 Oct LAURUSLABS was trading at 460.80. 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 1 Oct LAURUSLABS was trading at 469.30. 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 30 Sept LAURUSLABS was trading at 463.60. 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 26DEC2024 540 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.17
Vega: 0.28
Theta: -0.28
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 568.75 | 3.2 | 0.30 | 30.55 | 64 | 10 | 547 |
| 11 Dec | 572.75 | 2.9 | -1.25 | 30.89 | 600 | 33 | 537 |
| 10 Dec | 571.90 | 4.15 | -0.50 | 33.84 | 425 | 48 | 506 |
| 9 Dec | 571.90 | 4.65 | 1.65 | 33.68 | 1,534 | -62 | 454 |
| 6 Dec | 589.75 | 3 | -0.60 | 36.06 | 347 | -2 | 516 |
| 5 Dec | 588.35 | 3.6 | -1.20 | 35.84 | 551 | 68 | 518 |
| 4 Dec | 583.45 | 4.8 | -0.15 | 37.34 | 569 | 28 | 451 |
| 3 Dec | 580.70 | 4.95 | -0.85 | 35.64 | 742 | -72 | 423 |
| 2 Dec | 576.80 | 5.8 | -2.65 | 35.03 | 749 | 47 | 493 |
| 29 Nov | 567.15 | 8.45 | -5.75 | 34.44 | 831 | 79 | 446 |
| 28 Nov | 551.70 | 14.2 | -2.50 | 37.32 | 1,137 | 193 | 367 |
| 27 Nov | 543.35 | 16.7 | 0.55 | 33.97 | 380 | 47 | 175 |
| 26 Nov | 546.25 | 16.15 | -6.95 | 33.88 | 289 | 73 | 127 |
| 25 Nov | 532.05 | 23.1 | -56.30 | 34.53 | 68 | 54 | 54 |
| 22 Nov | 512.60 | 79.4 | 79.40 | - | 0 | 0 | 0 |
| 1 Nov | 499.80 | 0 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 491.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 485.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 488.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 492.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 465.80 | 0 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 447.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 449.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 448.50 | 0 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 465.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 475.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 466.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 480.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 482.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 478.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 474.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 465.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 453.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 445.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 460.80 | 0 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 469.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 463.60 | 0 | - | 0 | 0 | 0 | |
For Laurus Labs Limited - strike price 540 expiring on 26DEC2024
Delta for 540 PE is -0.17
Historical price for 540 PE is as follows
On 12 Dec LAURUSLABS was trading at 568.75. The strike last trading price was 3.2, which was 0.30 higher than the previous day. The implied volatity was 30.55, the open interest changed by 10 which increased total open position to 547
On 11 Dec LAURUSLABS was trading at 572.75. The strike last trading price was 2.9, which was -1.25 lower than the previous day. The implied volatity was 30.89, the open interest changed by 33 which increased total open position to 537
On 10 Dec LAURUSLABS was trading at 571.90. The strike last trading price was 4.15, which was -0.50 lower than the previous day. The implied volatity was 33.84, the open interest changed by 48 which increased total open position to 506
On 9 Dec LAURUSLABS was trading at 571.90. The strike last trading price was 4.65, which was 1.65 higher than the previous day. The implied volatity was 33.68, the open interest changed by -62 which decreased total open position to 454
On 6 Dec LAURUSLABS was trading at 589.75. The strike last trading price was 3, which was -0.60 lower than the previous day. The implied volatity was 36.06, the open interest changed by -2 which decreased total open position to 516
On 5 Dec LAURUSLABS was trading at 588.35. The strike last trading price was 3.6, which was -1.20 lower than the previous day. The implied volatity was 35.84, the open interest changed by 68 which increased total open position to 518
On 4 Dec LAURUSLABS was trading at 583.45. The strike last trading price was 4.8, which was -0.15 lower than the previous day. The implied volatity was 37.34, the open interest changed by 28 which increased total open position to 451
On 3 Dec LAURUSLABS was trading at 580.70. The strike last trading price was 4.95, which was -0.85 lower than the previous day. The implied volatity was 35.64, the open interest changed by -72 which decreased total open position to 423
On 2 Dec LAURUSLABS was trading at 576.80. The strike last trading price was 5.8, which was -2.65 lower than the previous day. The implied volatity was 35.03, the open interest changed by 47 which increased total open position to 493
On 29 Nov LAURUSLABS was trading at 567.15. The strike last trading price was 8.45, which was -5.75 lower than the previous day. The implied volatity was 34.44, the open interest changed by 79 which increased total open position to 446
On 28 Nov LAURUSLABS was trading at 551.70. The strike last trading price was 14.2, which was -2.50 lower than the previous day. The implied volatity was 37.32, the open interest changed by 193 which increased total open position to 367
On 27 Nov LAURUSLABS was trading at 543.35. The strike last trading price was 16.7, which was 0.55 higher than the previous day. The implied volatity was 33.97, the open interest changed by 47 which increased total open position to 175
On 26 Nov LAURUSLABS was trading at 546.25. The strike last trading price was 16.15, which was -6.95 lower than the previous day. The implied volatity was 33.88, the open interest changed by 73 which increased total open position to 127
On 25 Nov LAURUSLABS was trading at 532.05. The strike last trading price was 23.1, which was -56.30 lower than the previous day. The implied volatity was 34.53, the open interest changed by 54 which increased total open position to 54
On 22 Nov LAURUSLABS was trading at 512.60. The strike last trading price was 79.4, which was 79.40 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 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 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 30 Oct LAURUSLABS was trading at 485.30. 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 29 Oct LAURUSLABS was trading at 488.65. 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 which decreased total open position to
On 28 Oct LAURUSLABS was trading at 492.20. 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 25 Oct LAURUSLABS was trading at 465.80. 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 24 Oct LAURUSLABS was trading at 447.30. 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 Oct LAURUSLABS was trading at 449.45. 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 which decreased total open position to
On 22 Oct LAURUSLABS was trading at 448.50. 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 21 Oct LAURUSLABS was trading at 465.25. 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 18 Oct LAURUSLABS was trading at 475.15. 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 Oct LAURUSLABS was trading at 466.20. 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 Oct LAURUSLABS was trading at 480.30. 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 15 Oct LAURUSLABS was trading at 482.00. 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 14 Oct LAURUSLABS was trading at 478.95. 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 11 Oct LAURUSLABS was trading at 474.15. 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 Oct LAURUSLABS was trading at 465.25. 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 9 Oct LAURUSLABS was trading at 453.90. 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 which decreased total open position to
On 4 Oct LAURUSLABS was trading at 445.15. 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 Oct LAURUSLABS was trading at 460.80. 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 1 Oct LAURUSLABS was trading at 469.30. 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 30 Sept LAURUSLABS was trading at 463.60. 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
