LAURUSLABS
Laurus Labs Limited
Historical option data for LAURUSLABS
21 Nov 2024 04:12 PM IST
| LAURUSLABS 28NOV2024 540 CE | ||||||||||
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Delta: 0.04
Vega: 0.06
Theta: -0.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 21 Nov | 489.15 | 0.4 | -0.10 | 38.76 | 43 | -10 | 233 | |||
| 20 Nov | 489.00 | 0.5 | 0.00 | 37.16 | 80 | -14 | 244 | |||
| 19 Nov | 489.00 | 0.5 | 0.00 | 37.16 | 80 | -13 | 244 | |||
| 18 Nov | 483.65 | 0.5 | -0.40 | 36.81 | 146 | -79 | 257 | |||
| 14 Nov | 486.00 | 0.9 | 0.10 | 34.11 | 156 | 23 | 335 | |||
| 13 Nov | 476.65 | 0.8 | -0.65 | 34.99 | 177 | 39 | 313 | |||
| 12 Nov | 489.55 | 1.45 | -0.30 | 32.87 | 300 | -69 | 271 | |||
| 11 Nov | 494.95 | 1.75 | -1.30 | 31.23 | 313 | 117 | 334 | |||
| 8 Nov | 499.35 | 3.05 | 0.05 | 32.04 | 677 | 61 | 220 | |||
| 7 Nov | 494.95 | 3 | -0.45 | 31.95 | 289 | -14 | 158 | |||
| 6 Nov | 496.45 | 3.45 | 0.05 | 31.52 | 591 | 15 | 170 | |||
| 5 Nov | 489.25 | 3.4 | -0.75 | 35.21 | 329 | -28 | 160 | |||
| 4 Nov | 487.45 | 4.15 | -1.90 | 37.88 | 281 | 1 | 190 | |||
| 1 Nov | 499.80 | 6.05 | -0.35 | 33.74 | 82 | 12 | 189 | |||
| 31 Oct | 491.25 | 6.4 | 2.25 | - | 315 | 56 | 176 | |||
| 30 Oct | 485.30 | 4.15 | -0.30 | - | 125 | 14 | 118 | |||
| 29 Oct | 488.65 | 4.45 | -1.65 | - | 222 | -4 | 104 | |||
| 28 Oct | 492.20 | 6.1 | 2.95 | - | 232 | 71 | 94 | |||
| 25 Oct | 465.80 | 3.15 | 1.20 | - | 36 | 21 | 23 | |||
| 24 Oct | 447.30 | 1.95 | -3.05 | - | 1 | 0 | 1 | |||
| 17 Oct | 466.20 | 5 | -6.10 | - | 2 | 1 | 1 | |||
| 17 Sept | 501.35 | 11.1 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Sept | 504.55 | 11.1 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Sept | 505.55 | 11.1 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Sept | 507.25 | 11.1 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Sept | 506.80 | 11.1 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Sept | 506.70 | 11.1 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Sept | 490.95 | 11.1 | - | 0 | 0 | 0 | ||||
For Laurus Labs Limited - strike price 540 expiring on 28NOV2024
Delta for 540 CE is 0.04
Historical price for 540 CE is as follows
On 21 Nov LAURUSLABS was trading at 489.15. The strike last trading price was 0.4, which was -0.10 lower than the previous day. The implied volatity was 38.76, the open interest changed by -10 which decreased total open position to 233
On 20 Nov LAURUSLABS was trading at 489.00. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 37.16, the open interest changed by -14 which decreased total open position to 244
On 19 Nov LAURUSLABS was trading at 489.00. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 37.16, the open interest changed by -13 which decreased total open position to 244
On 18 Nov LAURUSLABS was trading at 483.65. The strike last trading price was 0.5, which was -0.40 lower than the previous day. The implied volatity was 36.81, the open interest changed by -79 which decreased total open position to 257
On 14 Nov LAURUSLABS was trading at 486.00. The strike last trading price was 0.9, which was 0.10 higher than the previous day. The implied volatity was 34.11, the open interest changed by 23 which increased total open position to 335
On 13 Nov LAURUSLABS was trading at 476.65. The strike last trading price was 0.8, which was -0.65 lower than the previous day. The implied volatity was 34.99, the open interest changed by 39 which increased total open position to 313
On 12 Nov LAURUSLABS was trading at 489.55. The strike last trading price was 1.45, which was -0.30 lower than the previous day. The implied volatity was 32.87, the open interest changed by -69 which decreased total open position to 271
On 11 Nov LAURUSLABS was trading at 494.95. The strike last trading price was 1.75, which was -1.30 lower than the previous day. The implied volatity was 31.23, the open interest changed by 117 which increased total open position to 334
On 8 Nov LAURUSLABS was trading at 499.35. The strike last trading price was 3.05, which was 0.05 higher than the previous day. The implied volatity was 32.04, the open interest changed by 61 which increased total open position to 220
On 7 Nov LAURUSLABS was trading at 494.95. The strike last trading price was 3, which was -0.45 lower than the previous day. The implied volatity was 31.95, the open interest changed by -14 which decreased total open position to 158
On 6 Nov LAURUSLABS was trading at 496.45. The strike last trading price was 3.45, which was 0.05 higher than the previous day. The implied volatity was 31.52, the open interest changed by 15 which increased total open position to 170
On 5 Nov LAURUSLABS was trading at 489.25. The strike last trading price was 3.4, which was -0.75 lower than the previous day. The implied volatity was 35.21, the open interest changed by -28 which decreased total open position to 160
On 4 Nov LAURUSLABS was trading at 487.45. The strike last trading price was 4.15, which was -1.90 lower than the previous day. The implied volatity was 37.88, the open interest changed by 1 which increased total open position to 190
On 1 Nov LAURUSLABS was trading at 499.80. The strike last trading price was 6.05, which was -0.35 lower than the previous day. The implied volatity was 33.74, the open interest changed by 12 which increased total open position to 189
On 31 Oct LAURUSLABS was trading at 491.25. The strike last trading price was 6.4, which was 2.25 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 4.15, which was -0.30 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 4.45, which was -1.65 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 6.1, which was 2.95 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 3.15, which was 1.20 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 1.95, which was -3.05 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 5, which was -6.10 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 11.1, 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 11.1, 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 11.1, 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 11.1, 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 11.1, 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 11.1, 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 11.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| LAURUSLABS 28NOV2024 540 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 | 46.75 | 0.00 | 0.00 | 0 | 1 | 0 |
| 20 Nov | 489.00 | 46.75 | 0.00 | - | 1 | 1 | 8 |
| 19 Nov | 489.00 | 46.75 | -3.50 | - | 1 | 0 | 8 |
| 18 Nov | 483.65 | 50.25 | -3.30 | - | 1 | 0 | 8 |
| 14 Nov | 486.00 | 53.55 | 7.40 | 32.98 | 1 | 0 | 8 |
| 13 Nov | 476.65 | 46.15 | 0.00 | 0.00 | 0 | 1 | 0 |
| 12 Nov | 489.55 | 46.15 | -0.40 | - | 9 | 2 | 9 |
| 11 Nov | 494.95 | 46.55 | 9.00 | 36.95 | 13 | 2 | 8 |
| 8 Nov | 499.35 | 37.55 | -9.35 | - | 5 | 1 | 8 |
| 7 Nov | 494.95 | 46.9 | 3.50 | 39.67 | 1 | 0 | 7 |
| 6 Nov | 496.45 | 43.4 | -8.80 | 33.68 | 12 | 3 | 5 |
| 5 Nov | 489.25 | 52.2 | 2.20 | 38.73 | 1 | 0 | 1 |
| 4 Nov | 487.45 | 50 | 0.00 | 0.00 | 0 | 1 | 0 |
| 1 Nov | 499.80 | 50 | -33.60 | 50.48 | 1 | 0 | 0 |
| 31 Oct | 491.25 | 83.6 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 485.30 | 83.6 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 488.65 | 83.6 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 492.20 | 83.6 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 465.80 | 83.6 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 447.30 | 83.6 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 466.20 | 83.6 | 83.60 | - | 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 | 0 | 0 | |
For Laurus Labs Limited - strike price 540 expiring on 28NOV2024
Delta for 540 PE is 0.00
Historical price for 540 PE is as follows
On 21 Nov LAURUSLABS was trading at 489.15. The strike last trading price was 46.75, 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 20 Nov LAURUSLABS was trading at 489.00. The strike last trading price was 46.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 8
On 19 Nov LAURUSLABS was trading at 489.00. The strike last trading price was 46.75, which was -3.50 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 18 Nov LAURUSLABS was trading at 483.65. The strike last trading price was 50.25, which was -3.30 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 14 Nov LAURUSLABS was trading at 486.00. The strike last trading price was 53.55, which was 7.40 higher than the previous day. The implied volatity was 32.98, the open interest changed by 0 which decreased total open position to 8
On 13 Nov LAURUSLABS was trading at 476.65. The strike last trading price was 46.15, 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 12 Nov LAURUSLABS was trading at 489.55. The strike last trading price was 46.15, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 9
On 11 Nov LAURUSLABS was trading at 494.95. The strike last trading price was 46.55, which was 9.00 higher than the previous day. The implied volatity was 36.95, the open interest changed by 2 which increased total open position to 8
On 8 Nov LAURUSLABS was trading at 499.35. The strike last trading price was 37.55, which was -9.35 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 8
On 7 Nov LAURUSLABS was trading at 494.95. The strike last trading price was 46.9, which was 3.50 higher than the previous day. The implied volatity was 39.67, the open interest changed by 0 which decreased total open position to 7
On 6 Nov LAURUSLABS was trading at 496.45. The strike last trading price was 43.4, which was -8.80 lower than the previous day. The implied volatity was 33.68, the open interest changed by 3 which increased total open position to 5
On 5 Nov LAURUSLABS was trading at 489.25. The strike last trading price was 52.2, which was 2.20 higher than the previous day. The implied volatity was 38.73, 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 50, 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 1 Nov LAURUSLABS was trading at 499.80. The strike last trading price was 50, which was -33.60 lower than the previous day. The implied volatity was 50.48, 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 83.6, 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 83.6, 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 83.6, 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 83.6, 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 83.6, 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 83.6, 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 83.6, which was 83.60 higher 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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
