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

559.2 -13.34 (-2.33%)

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Historical option data for LAURUSLABS

20 Dec 2024 04:12 PM IST
LAURUSLABS 26DEC2024 540 CE
Delta: 0.76
Vega: 0.22
Theta: -0.86
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
20 Dec 559.20 23.55 -12.45 40.30 18 -5 123
19 Dec 572.55 36 5.65 41.79 21 -2 128
18 Dec 566.95 30.35 -2.95 33.52 20 -3 130
17 Dec 572.10 33.3 -4.00 - 5 -1 132
16 Dec 573.55 37.3 0.80 35.26 23 0 132
13 Dec 573.45 36.5 6.10 29.58 220 -30 131
12 Dec 563.80 30.4 -8.45 29.87 95 12 161
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 0.76

Historical price for 540 CE is as follows

On 20 Dec LAURUSLABS was trading at 559.20. The strike last trading price was 23.55, which was -12.45 lower than the previous day. The implied volatity was 40.30, the open interest changed by -5 which decreased total open position to 123


On 19 Dec LAURUSLABS was trading at 572.55. The strike last trading price was 36, which was 5.65 higher than the previous day. The implied volatity was 41.79, the open interest changed by -2 which decreased total open position to 128


On 18 Dec LAURUSLABS was trading at 566.95. The strike last trading price was 30.35, which was -2.95 lower than the previous day. The implied volatity was 33.52, the open interest changed by -3 which decreased total open position to 130


On 17 Dec LAURUSLABS was trading at 572.10. The strike last trading price was 33.3, which was -4.00 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 132


On 16 Dec LAURUSLABS was trading at 573.55. The strike last trading price was 37.3, which was 0.80 higher than the previous day. The implied volatity was 35.26, the open interest changed by 0 which decreased total open position to 132


On 13 Dec LAURUSLABS was trading at 573.45. The strike last trading price was 36.5, which was 6.10 higher than the previous day. The implied volatity was 29.58, the open interest changed by -30 which decreased total open position to 131


On 12 Dec LAURUSLABS was trading at 563.80. The strike last trading price was 30.4, which was -8.45 lower than the previous day. The implied volatity was 29.87, the open interest changed by 12 which increased total open position to 161


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
Delta: -0.17
Vega: 0.18
Theta: -0.42
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
20 Dec 559.20 1.95 0.65 29.47 350 -17 382
19 Dec 572.55 1.3 -0.75 34.46 253 -36 398
18 Dec 566.95 2.05 0.30 32.90 186 -13 433
17 Dec 572.10 1.75 -0.05 33.27 182 16 451
16 Dec 573.55 1.8 -0.15 32.59 303 -35 440
13 Dec 573.45 1.95 -1.90 28.99 942 -61 476
12 Dec 563.80 3.85 0.95 30.42 445 -6 531
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 20 Dec LAURUSLABS was trading at 559.20. The strike last trading price was 1.95, which was 0.65 higher than the previous day. The implied volatity was 29.47, the open interest changed by -17 which decreased total open position to 382


On 19 Dec LAURUSLABS was trading at 572.55. The strike last trading price was 1.3, which was -0.75 lower than the previous day. The implied volatity was 34.46, the open interest changed by -36 which decreased total open position to 398


On 18 Dec LAURUSLABS was trading at 566.95. The strike last trading price was 2.05, which was 0.30 higher than the previous day. The implied volatity was 32.90, the open interest changed by -13 which decreased total open position to 433


On 17 Dec LAURUSLABS was trading at 572.10. The strike last trading price was 1.75, which was -0.05 lower than the previous day. The implied volatity was 33.27, the open interest changed by 16 which increased total open position to 451


On 16 Dec LAURUSLABS was trading at 573.55. The strike last trading price was 1.8, which was -0.15 lower than the previous day. The implied volatity was 32.59, the open interest changed by -35 which decreased total open position to 440


On 13 Dec LAURUSLABS was trading at 573.45. The strike last trading price was 1.95, which was -1.90 lower than the previous day. The implied volatity was 28.99, the open interest changed by -61 which decreased total open position to 476


On 12 Dec LAURUSLABS was trading at 563.80. The strike last trading price was 3.85, which was 0.95 higher than the previous day. The implied volatity was 30.42, the open interest changed by -6 which decreased total open position to 531


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