LAURUSLABS
Laurus Labs Limited
Historical option data for LAURUSLABS
13 Mar 2025 04:12 PM IST
| LAURUSLABS 27MAR2025 550 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.73
Vega: 0.37
Theta: -0.61
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 574.05 | 32 | -10.45 | 38.59 | 18 | -4 | 374 | |||
| 12 Mar | 584.35 | 42.5 | 7.1 | 41.31 | 47 | -19 | 379 | |||
| 11 Mar | 574.15 | 35.1 | 9.1 | 43.24 | 345 | -40 | 398 | |||
| 10 Mar | 559.00 | 27.2 | -6.85 | 41.34 | 385 | 10 | 439 | |||
| 7 Mar | 570.85 | 35 | -5.15 | 39.86 | 163 | -46 | 429 | |||
| 6 Mar | 580.55 | 38.85 | 7 | 35.42 | 402 | -90 | 475 | |||
| 5 Mar | 566.50 | 32.1 | 11.85 | 37.07 | 1,153 | -46 | 564 | |||
| 4 Mar | 545.50 | 19.85 | 6.6 | 37.68 | 1,226 | 43 | 609 | |||
| 3 Mar | 528.80 | 13.65 | 0.15 | 38.45 | 503 | 14 | 567 | |||
| 28 Feb | 527.20 | 13.25 | -8.15 | 37.76 | 473 | 102 | 553 | |||
| 27 Feb | 543.00 | 19.95 | -6.35 | 35.08 | 759 | 181 | 451 | |||
| 26 Feb | 550.15 | 26.25 | 4.75 | 37.33 | 727 | -6 | 268 | |||
| 25 Feb | 550.15 | 26.25 | 4.75 | 37.33 | 727 | -8 | 268 | |||
| 24 Feb | 536.75 | 21.25 | 4.5 | 41.58 | 342 | 29 | 276 | |||
| 21 Feb | 521.45 | 16 | -6.75 | 40.87 | 205 | 86 | 252 | |||
| 20 Feb | 536.75 | 23.25 | -6.15 | 41.08 | 147 | 30 | 166 | |||
| 19 Feb | 546.75 | 29.4 | 0.55 | 42.15 | 198 | 40 | 136 | |||
| 18 Feb | 546.00 | 27.85 | -7.55 | 41.62 | 109 | 33 | 98 | |||
| 17 Feb | 555.50 | 35 | 4.45 | 42.25 | 65 | 49 | 66 | |||
| 14 Feb | 546.20 | 30 | -53.5 | 40.34 | 19 | 14 | 15 | |||
| 13 Feb | 601.00 | 83.5 | 0 | 0.00 | 0 | 0 | 0 | |||
| 12 Feb | 601.05 | 83.5 | 0 | 0.00 | 0 | 0 | 0 | |||
| 11 Feb | 608.20 | 83.5 | 0 | 0.00 | 0 | 0 | 0 | |||
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| 10 Feb | 626.35 | 83.5 | -5.55 | - | 1 | 0 | 1 | |||
| 7 Feb | 641.35 | 89.05 | 0 | 0.00 | 0 | 0 | 0 | |||
| 6 Feb | 636.80 | 89.05 | 0 | 0.00 | 0 | 1 | 0 | |||
| 5 Feb | 631.10 | 89.05 | 24.5 | 25.10 | 1 | 0 | 0 | |||
For Laurus Labs Limited - strike price 550 expiring on 27MAR2025
Delta for 550 CE is 0.73
Historical price for 550 CE is as follows
On 13 Mar LAURUSLABS was trading at 574.05. The strike last trading price was 32, which was -10.45 lower than the previous day. The implied volatity was 38.59, the open interest changed by -4 which decreased total open position to 374
On 12 Mar LAURUSLABS was trading at 584.35. The strike last trading price was 42.5, which was 7.1 higher than the previous day. The implied volatity was 41.31, the open interest changed by -19 which decreased total open position to 379
On 11 Mar LAURUSLABS was trading at 574.15. The strike last trading price was 35.1, which was 9.1 higher than the previous day. The implied volatity was 43.24, the open interest changed by -40 which decreased total open position to 398
On 10 Mar LAURUSLABS was trading at 559.00. The strike last trading price was 27.2, which was -6.85 lower than the previous day. The implied volatity was 41.34, the open interest changed by 10 which increased total open position to 439
On 7 Mar LAURUSLABS was trading at 570.85. The strike last trading price was 35, which was -5.15 lower than the previous day. The implied volatity was 39.86, the open interest changed by -46 which decreased total open position to 429
On 6 Mar LAURUSLABS was trading at 580.55. The strike last trading price was 38.85, which was 7 higher than the previous day. The implied volatity was 35.42, the open interest changed by -90 which decreased total open position to 475
On 5 Mar LAURUSLABS was trading at 566.50. The strike last trading price was 32.1, which was 11.85 higher than the previous day. The implied volatity was 37.07, the open interest changed by -46 which decreased total open position to 564
On 4 Mar LAURUSLABS was trading at 545.50. The strike last trading price was 19.85, which was 6.6 higher than the previous day. The implied volatity was 37.68, the open interest changed by 43 which increased total open position to 609
On 3 Mar LAURUSLABS was trading at 528.80. The strike last trading price was 13.65, which was 0.15 higher than the previous day. The implied volatity was 38.45, the open interest changed by 14 which increased total open position to 567
On 28 Feb LAURUSLABS was trading at 527.20. The strike last trading price was 13.25, which was -8.15 lower than the previous day. The implied volatity was 37.76, the open interest changed by 102 which increased total open position to 553
On 27 Feb LAURUSLABS was trading at 543.00. The strike last trading price was 19.95, which was -6.35 lower than the previous day. The implied volatity was 35.08, the open interest changed by 181 which increased total open position to 451
On 26 Feb LAURUSLABS was trading at 550.15. The strike last trading price was 26.25, which was 4.75 higher than the previous day. The implied volatity was 37.33, the open interest changed by -6 which decreased total open position to 268
On 25 Feb LAURUSLABS was trading at 550.15. The strike last trading price was 26.25, which was 4.75 higher than the previous day. The implied volatity was 37.33, the open interest changed by -8 which decreased total open position to 268
On 24 Feb LAURUSLABS was trading at 536.75. The strike last trading price was 21.25, which was 4.5 higher than the previous day. The implied volatity was 41.58, the open interest changed by 29 which increased total open position to 276
On 21 Feb LAURUSLABS was trading at 521.45. The strike last trading price was 16, which was -6.75 lower than the previous day. The implied volatity was 40.87, the open interest changed by 86 which increased total open position to 252
On 20 Feb LAURUSLABS was trading at 536.75. The strike last trading price was 23.25, which was -6.15 lower than the previous day. The implied volatity was 41.08, the open interest changed by 30 which increased total open position to 166
On 19 Feb LAURUSLABS was trading at 546.75. The strike last trading price was 29.4, which was 0.55 higher than the previous day. The implied volatity was 42.15, the open interest changed by 40 which increased total open position to 136
On 18 Feb LAURUSLABS was trading at 546.00. The strike last trading price was 27.85, which was -7.55 lower than the previous day. The implied volatity was 41.62, the open interest changed by 33 which increased total open position to 98
On 17 Feb LAURUSLABS was trading at 555.50. The strike last trading price was 35, which was 4.45 higher than the previous day. The implied volatity was 42.25, the open interest changed by 49 which increased total open position to 66
On 14 Feb LAURUSLABS was trading at 546.20. The strike last trading price was 30, which was -53.5 lower than the previous day. The implied volatity was 40.34, the open interest changed by 14 which increased total open position to 15
On 13 Feb LAURUSLABS was trading at 601.00. The strike last trading price was 83.5, which was 0 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 12 Feb LAURUSLABS was trading at 601.05. The strike last trading price was 83.5, which was 0 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 11 Feb LAURUSLABS was trading at 608.20. The strike last trading price was 83.5, which was 0 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 10 Feb LAURUSLABS was trading at 626.35. The strike last trading price was 83.5, which was -5.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 7 Feb LAURUSLABS was trading at 641.35. The strike last trading price was 89.05, which was 0 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 6 Feb LAURUSLABS was trading at 636.80. The strike last trading price was 89.05, which was 0 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 5 Feb LAURUSLABS was trading at 631.10. The strike last trading price was 89.05, which was 24.5 higher than the previous day. The implied volatity was 25.10, the open interest changed by 0 which decreased total open position to 0
| LAURUSLABS 27MAR2025 550 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.27
Vega: 0.37
Theta: -0.47
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 574.05 | 7.45 | 1.35 | 38.88 | 282 | -60 | 400 |
| 12 Mar | 584.35 | 6 | -4.1 | 41.33 | 689 | -46 | 459 |
| 11 Mar | 574.15 | 10.4 | -6.05 | 43.86 | 1,296 | -9 | 504 |
| 10 Mar | 559.00 | 15.25 | 4.9 | 44.71 | 1,760 | 165 | 513 |
| 7 Mar | 570.85 | 10.2 | 1.45 | 38.26 | 477 | -58 | 348 |
| 6 Mar | 580.55 | 9.1 | -4.3 | 39.50 | 657 | 72 | 409 |
| 5 Mar | 566.50 | 13.2 | -8.6 | 40.25 | 518 | 54 | 336 |
| 4 Mar | 545.50 | 22.05 | -8.8 | 38.88 | 507 | 25 | 283 |
| 3 Mar | 528.80 | 30.55 | -2.9 | 37.89 | 21 | -2 | 258 |
| 28 Feb | 527.20 | 33.8 | 8.55 | 38.13 | 131 | 4 | 259 |
| 27 Feb | 543.00 | 26.25 | 2.35 | 41.66 | 495 | 29 | 255 |
| 26 Feb | 550.15 | 23.85 | -7.05 | 42.30 | 320 | 116 | 233 |
| 25 Feb | 550.15 | 23.85 | -7.05 | 42.30 | 320 | 123 | 233 |
| 24 Feb | 536.75 | 31 | -12.1 | 40.62 | 28 | 8 | 111 |
| 21 Feb | 521.45 | 43.1 | 10.5 | 45.07 | 27 | -1 | 103 |
| 20 Feb | 536.75 | 32 | 3.8 | 41.08 | 37 | 9 | 104 |
| 19 Feb | 546.75 | 28.2 | -1.3 | 42.22 | 109 | 41 | 96 |
| 18 Feb | 546.00 | 29.5 | 3.55 | 41.47 | 45 | -4 | 55 |
| 17 Feb | 555.50 | 26.45 | -3.35 | 44.03 | 22 | 1 | 59 |
| 14 Feb | 546.20 | 29.8 | 18.95 | 41.85 | 197 | -11 | 57 |
| 13 Feb | 601.00 | 11.3 | 1.35 | 40.97 | 11 | 1 | 70 |
| 12 Feb | 601.05 | 9.8 | 1.8 | 39.33 | 23 | 6 | 69 |
| 11 Feb | 608.20 | 8 | 1.15 | 37.26 | 37 | 7 | 63 |
| 10 Feb | 626.35 | 6.85 | 1.75 | 40.19 | 11 | 1 | 56 |
| 7 Feb | 641.35 | 5.1 | -0.45 | 39.44 | 7 | 2 | 55 |
| 6 Feb | 636.80 | 5.55 | -0.45 | 38.94 | 36 | 23 | 49 |
| 5 Feb | 631.10 | 6.75 | -8.55 | 39.48 | 28 | 24 | 25 |
For Laurus Labs Limited - strike price 550 expiring on 27MAR2025
Delta for 550 PE is -0.27
Historical price for 550 PE is as follows
On 13 Mar LAURUSLABS was trading at 574.05. The strike last trading price was 7.45, which was 1.35 higher than the previous day. The implied volatity was 38.88, the open interest changed by -60 which decreased total open position to 400
On 12 Mar LAURUSLABS was trading at 584.35. The strike last trading price was 6, which was -4.1 lower than the previous day. The implied volatity was 41.33, the open interest changed by -46 which decreased total open position to 459
On 11 Mar LAURUSLABS was trading at 574.15. The strike last trading price was 10.4, which was -6.05 lower than the previous day. The implied volatity was 43.86, the open interest changed by -9 which decreased total open position to 504
On 10 Mar LAURUSLABS was trading at 559.00. The strike last trading price was 15.25, which was 4.9 higher than the previous day. The implied volatity was 44.71, the open interest changed by 165 which increased total open position to 513
On 7 Mar LAURUSLABS was trading at 570.85. The strike last trading price was 10.2, which was 1.45 higher than the previous day. The implied volatity was 38.26, the open interest changed by -58 which decreased total open position to 348
On 6 Mar LAURUSLABS was trading at 580.55. The strike last trading price was 9.1, which was -4.3 lower than the previous day. The implied volatity was 39.50, the open interest changed by 72 which increased total open position to 409
On 5 Mar LAURUSLABS was trading at 566.50. The strike last trading price was 13.2, which was -8.6 lower than the previous day. The implied volatity was 40.25, the open interest changed by 54 which increased total open position to 336
On 4 Mar LAURUSLABS was trading at 545.50. The strike last trading price was 22.05, which was -8.8 lower than the previous day. The implied volatity was 38.88, the open interest changed by 25 which increased total open position to 283
On 3 Mar LAURUSLABS was trading at 528.80. The strike last trading price was 30.55, which was -2.9 lower than the previous day. The implied volatity was 37.89, the open interest changed by -2 which decreased total open position to 258
On 28 Feb LAURUSLABS was trading at 527.20. The strike last trading price was 33.8, which was 8.55 higher than the previous day. The implied volatity was 38.13, the open interest changed by 4 which increased total open position to 259
On 27 Feb LAURUSLABS was trading at 543.00. The strike last trading price was 26.25, which was 2.35 higher than the previous day. The implied volatity was 41.66, the open interest changed by 29 which increased total open position to 255
On 26 Feb LAURUSLABS was trading at 550.15. The strike last trading price was 23.85, which was -7.05 lower than the previous day. The implied volatity was 42.30, the open interest changed by 116 which increased total open position to 233
On 25 Feb LAURUSLABS was trading at 550.15. The strike last trading price was 23.85, which was -7.05 lower than the previous day. The implied volatity was 42.30, the open interest changed by 123 which increased total open position to 233
On 24 Feb LAURUSLABS was trading at 536.75. The strike last trading price was 31, which was -12.1 lower than the previous day. The implied volatity was 40.62, the open interest changed by 8 which increased total open position to 111
On 21 Feb LAURUSLABS was trading at 521.45. The strike last trading price was 43.1, which was 10.5 higher than the previous day. The implied volatity was 45.07, the open interest changed by -1 which decreased total open position to 103
On 20 Feb LAURUSLABS was trading at 536.75. The strike last trading price was 32, which was 3.8 higher than the previous day. The implied volatity was 41.08, the open interest changed by 9 which increased total open position to 104
On 19 Feb LAURUSLABS was trading at 546.75. The strike last trading price was 28.2, which was -1.3 lower than the previous day. The implied volatity was 42.22, the open interest changed by 41 which increased total open position to 96
On 18 Feb LAURUSLABS was trading at 546.00. The strike last trading price was 29.5, which was 3.55 higher than the previous day. The implied volatity was 41.47, the open interest changed by -4 which decreased total open position to 55
On 17 Feb LAURUSLABS was trading at 555.50. The strike last trading price was 26.45, which was -3.35 lower than the previous day. The implied volatity was 44.03, the open interest changed by 1 which increased total open position to 59
On 14 Feb LAURUSLABS was trading at 546.20. The strike last trading price was 29.8, which was 18.95 higher than the previous day. The implied volatity was 41.85, the open interest changed by -11 which decreased total open position to 57
On 13 Feb LAURUSLABS was trading at 601.00. The strike last trading price was 11.3, which was 1.35 higher than the previous day. The implied volatity was 40.97, the open interest changed by 1 which increased total open position to 70
On 12 Feb LAURUSLABS was trading at 601.05. The strike last trading price was 9.8, which was 1.8 higher than the previous day. The implied volatity was 39.33, the open interest changed by 6 which increased total open position to 69
On 11 Feb LAURUSLABS was trading at 608.20. The strike last trading price was 8, which was 1.15 higher than the previous day. The implied volatity was 37.26, the open interest changed by 7 which increased total open position to 63
On 10 Feb LAURUSLABS was trading at 626.35. The strike last trading price was 6.85, which was 1.75 higher than the previous day. The implied volatity was 40.19, the open interest changed by 1 which increased total open position to 56
On 7 Feb LAURUSLABS was trading at 641.35. The strike last trading price was 5.1, which was -0.45 lower than the previous day. The implied volatity was 39.44, the open interest changed by 2 which increased total open position to 55
On 6 Feb LAURUSLABS was trading at 636.80. The strike last trading price was 5.55, which was -0.45 lower than the previous day. The implied volatity was 38.94, the open interest changed by 23 which increased total open position to 49
On 5 Feb LAURUSLABS was trading at 631.10. The strike last trading price was 6.75, which was -8.55 lower than the previous day. The implied volatity was 39.48, the open interest changed by 24 which increased total open position to 25
