LAURUSLABS
Laurus Labs Limited
Historical option data for LAURUSLABS
12 Dec 2024 10:33 AM IST
| LAURUSLABS 26DEC2024 550 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.71
Vega: 0.38
Theta: -0.53
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 566.60 | 25 | -5.80 | 31.56 | 24 | -3 | 394 | |||
| 11 Dec | 572.75 | 30.8 | 0.50 | 33.90 | 106 | 4 | 401 | |||
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| 10 Dec | 571.90 | 30.3 | 0.80 | 32.40 | 84 | -1 | 398 | |||
| 9 Dec | 571.90 | 29.5 | -18.20 | 31.59 | 527 | 44 | 404 | |||
| 6 Dec | 589.75 | 47.7 | 2.85 | 32.07 | 28 | -2 | 357 | |||
| 5 Dec | 588.35 | 44.85 | 3.45 | 31.06 | 53 | -2 | 362 | |||
| 4 Dec | 583.45 | 41.4 | 1.80 | 27.30 | 86 | 0 | 362 | |||
| 3 Dec | 580.70 | 39.6 | 2.65 | 28.32 | 186 | -20 | 362 | |||
| 2 Dec | 576.80 | 36.95 | 5.30 | 29.81 | 319 | -44 | 384 | |||
| 29 Nov | 567.15 | 31.65 | 7.20 | 30.75 | 1,477 | -138 | 437 | |||
| 28 Nov | 551.70 | 24.45 | 4.50 | 34.03 | 2,099 | 155 | 581 | |||
| 27 Nov | 543.35 | 19.95 | -0.25 | 33.82 | 1,574 | 117 | 427 | |||
| 26 Nov | 546.25 | 20.2 | 5.50 | 31.97 | 1,295 | 92 | 310 | |||
| 25 Nov | 532.05 | 14.7 | 5.35 | 32.95 | 806 | 216 | 216 | |||
| 22 Nov | 512.60 | 9.35 | 33.12 | 277 | 85 | 85 | ||||
For Laurus Labs Limited - strike price 550 expiring on 26DEC2024
Delta for 550 CE is 0.71
Historical price for 550 CE is as follows
On 12 Dec LAURUSLABS was trading at 566.60. The strike last trading price was 25, which was -5.80 lower than the previous day. The implied volatity was 31.56, the open interest changed by -3 which decreased total open position to 394
On 11 Dec LAURUSLABS was trading at 572.75. The strike last trading price was 30.8, which was 0.50 higher than the previous day. The implied volatity was 33.90, the open interest changed by 4 which increased total open position to 401
On 10 Dec LAURUSLABS was trading at 571.90. The strike last trading price was 30.3, which was 0.80 higher than the previous day. The implied volatity was 32.40, the open interest changed by -1 which decreased total open position to 398
On 9 Dec LAURUSLABS was trading at 571.90. The strike last trading price was 29.5, which was -18.20 lower than the previous day. The implied volatity was 31.59, the open interest changed by 44 which increased total open position to 404
On 6 Dec LAURUSLABS was trading at 589.75. The strike last trading price was 47.7, which was 2.85 higher than the previous day. The implied volatity was 32.07, the open interest changed by -2 which decreased total open position to 357
On 5 Dec LAURUSLABS was trading at 588.35. The strike last trading price was 44.85, which was 3.45 higher than the previous day. The implied volatity was 31.06, the open interest changed by -2 which decreased total open position to 362
On 4 Dec LAURUSLABS was trading at 583.45. The strike last trading price was 41.4, which was 1.80 higher than the previous day. The implied volatity was 27.30, the open interest changed by 0 which decreased total open position to 362
On 3 Dec LAURUSLABS was trading at 580.70. The strike last trading price was 39.6, which was 2.65 higher than the previous day. The implied volatity was 28.32, the open interest changed by -20 which decreased total open position to 362
On 2 Dec LAURUSLABS was trading at 576.80. The strike last trading price was 36.95, which was 5.30 higher than the previous day. The implied volatity was 29.81, the open interest changed by -44 which decreased total open position to 384
On 29 Nov LAURUSLABS was trading at 567.15. The strike last trading price was 31.65, which was 7.20 higher than the previous day. The implied volatity was 30.75, the open interest changed by -138 which decreased total open position to 437
On 28 Nov LAURUSLABS was trading at 551.70. The strike last trading price was 24.45, which was 4.50 higher than the previous day. The implied volatity was 34.03, the open interest changed by 155 which increased total open position to 581
On 27 Nov LAURUSLABS was trading at 543.35. The strike last trading price was 19.95, which was -0.25 lower than the previous day. The implied volatity was 33.82, the open interest changed by 117 which increased total open position to 427
On 26 Nov LAURUSLABS was trading at 546.25. The strike last trading price was 20.2, which was 5.50 higher than the previous day. The implied volatity was 31.97, the open interest changed by 92 which increased total open position to 310
On 25 Nov LAURUSLABS was trading at 532.05. The strike last trading price was 14.7, which was 5.35 higher than the previous day. The implied volatity was 32.95, the open interest changed by 216 which increased total open position to 216
On 22 Nov LAURUSLABS was trading at 512.60. The strike last trading price was 9.35, which was lower than the previous day. The implied volatity was 33.12, the open interest changed by 85 which increased total open position to 85
| LAURUSLABS 26DEC2024 550 PE | |||||||
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Delta: -0.27
Vega: 0.37
Theta: -0.33
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 566.60 | 5.4 | 0.80 | 28.59 | 179 | 16 | 657 |
| 11 Dec | 572.75 | 4.6 | -1.55 | 29.86 | 518 | 21 | 641 |
| 10 Dec | 571.90 | 6.15 | -0.80 | 32.81 | 684 | -58 | 625 |
| 9 Dec | 571.90 | 6.95 | 2.70 | 33.09 | 3,884 | 35 | 700 |
| 6 Dec | 589.75 | 4.25 | -0.85 | 35.02 | 589 | 77 | 660 |
| 5 Dec | 588.35 | 5.1 | -1.50 | 35.00 | 752 | 101 | 584 |
| 4 Dec | 583.45 | 6.6 | -0.35 | 36.56 | 1,079 | 17 | 485 |
| 3 Dec | 580.70 | 6.95 | -1.30 | 35.13 | 944 | 8 | 469 |
| 2 Dec | 576.80 | 8.25 | -2.95 | 34.94 | 1,034 | 48 | 466 |
| 29 Nov | 567.15 | 11.2 | -6.80 | 33.70 | 1,531 | 213 | 427 |
| 28 Nov | 551.70 | 18 | -3.20 | 35.28 | 714 | 118 | 208 |
| 27 Nov | 543.35 | 21.2 | -0.25 | 33.33 | 362 | 7 | 96 |
| 26 Nov | 546.25 | 21.45 | -6.65 | 34.78 | 168 | 52 | 89 |
| 25 Nov | 532.05 | 28.1 | -35.80 | 33.28 | 57 | 34 | 34 |
| 22 Nov | 512.60 | 63.9 | - | 0 | 0 | 0 | |
For Laurus Labs Limited - strike price 550 expiring on 26DEC2024
Delta for 550 PE is -0.27
Historical price for 550 PE is as follows
On 12 Dec LAURUSLABS was trading at 566.60. The strike last trading price was 5.4, which was 0.80 higher than the previous day. The implied volatity was 28.59, the open interest changed by 16 which increased total open position to 657
On 11 Dec LAURUSLABS was trading at 572.75. The strike last trading price was 4.6, which was -1.55 lower than the previous day. The implied volatity was 29.86, the open interest changed by 21 which increased total open position to 641
On 10 Dec LAURUSLABS was trading at 571.90. The strike last trading price was 6.15, which was -0.80 lower than the previous day. The implied volatity was 32.81, the open interest changed by -58 which decreased total open position to 625
On 9 Dec LAURUSLABS was trading at 571.90. The strike last trading price was 6.95, which was 2.70 higher than the previous day. The implied volatity was 33.09, the open interest changed by 35 which increased total open position to 700
On 6 Dec LAURUSLABS was trading at 589.75. The strike last trading price was 4.25, which was -0.85 lower than the previous day. The implied volatity was 35.02, the open interest changed by 77 which increased total open position to 660
On 5 Dec LAURUSLABS was trading at 588.35. The strike last trading price was 5.1, which was -1.50 lower than the previous day. The implied volatity was 35.00, the open interest changed by 101 which increased total open position to 584
On 4 Dec LAURUSLABS was trading at 583.45. The strike last trading price was 6.6, which was -0.35 lower than the previous day. The implied volatity was 36.56, the open interest changed by 17 which increased total open position to 485
On 3 Dec LAURUSLABS was trading at 580.70. The strike last trading price was 6.95, which was -1.30 lower than the previous day. The implied volatity was 35.13, the open interest changed by 8 which increased total open position to 469
On 2 Dec LAURUSLABS was trading at 576.80. The strike last trading price was 8.25, which was -2.95 lower than the previous day. The implied volatity was 34.94, the open interest changed by 48 which increased total open position to 466
On 29 Nov LAURUSLABS was trading at 567.15. The strike last trading price was 11.2, which was -6.80 lower than the previous day. The implied volatity was 33.70, the open interest changed by 213 which increased total open position to 427
On 28 Nov LAURUSLABS was trading at 551.70. The strike last trading price was 18, which was -3.20 lower than the previous day. The implied volatity was 35.28, the open interest changed by 118 which increased total open position to 208
On 27 Nov LAURUSLABS was trading at 543.35. The strike last trading price was 21.2, which was -0.25 lower than the previous day. The implied volatity was 33.33, the open interest changed by 7 which increased total open position to 96
On 26 Nov LAURUSLABS was trading at 546.25. The strike last trading price was 21.45, which was -6.65 lower than the previous day. The implied volatity was 34.78, the open interest changed by 52 which increased total open position to 89
On 25 Nov LAURUSLABS was trading at 532.05. The strike last trading price was 28.1, which was -35.80 lower than the previous day. The implied volatity was 33.28, the open interest changed by 34 which increased total open position to 34
On 22 Nov LAURUSLABS was trading at 512.60. The strike last trading price was 63.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
