LAURUSLABS
Laurus Labs Limited
Historical option data for LAURUSLABS
21 Nov 2024 04:12 PM IST
| LAURUSLABS 28NOV2024 560 CE | ||||||||||
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Delta: 0.01
Vega: 0.03
Theta: -0.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 489.15 | 0.15 | -0.05 | 43.38 | 21 | -14 | 160 | |||
| 20 Nov | 489.00 | 0.2 | 0.00 | 41.14 | 5 | -1 | 175 | |||
| 19 Nov | 489.00 | 0.2 | -0.05 | 41.14 | 5 | 0 | 175 | |||
| 18 Nov | 483.65 | 0.25 | -0.15 | 42.25 | 5 | 0 | 175 | |||
| 14 Nov | 486.00 | 0.4 | -0.05 | 37.19 | 71 | 24 | 175 | |||
| 13 Nov | 476.65 | 0.45 | -0.35 | 39.19 | 79 | -24 | 152 | |||
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| 12 Nov | 489.55 | 0.8 | -0.05 | 36.99 | 95 | -9 | 181 | |||
| 11 Nov | 494.95 | 0.85 | -0.65 | 34.40 | 127 | -40 | 190 | |||
| 8 Nov | 499.35 | 1.5 | 0.00 | 34.30 | 447 | 58 | 229 | |||
| 7 Nov | 494.95 | 1.5 | -0.30 | 34.19 | 188 | 39 | 172 | |||
| 6 Nov | 496.45 | 1.8 | 0.10 | 33.94 | 139 | 19 | 105 | |||
| 5 Nov | 489.25 | 1.7 | -0.60 | 36.49 | 65 | -19 | 86 | |||
| 4 Nov | 487.45 | 2.3 | -1.05 | 39.43 | 154 | 19 | 106 | |||
| 1 Nov | 499.80 | 3.35 | -0.40 | 35.18 | 34 | 2 | 87 | |||
| 31 Oct | 491.25 | 3.75 | 1.70 | - | 110 | 43 | 85 | |||
| 30 Oct | 485.30 | 2.05 | -0.75 | - | 29 | 1 | 43 | |||
| 29 Oct | 488.65 | 2.8 | -1.00 | - | 31 | -6 | 41 | |||
| 28 Oct | 492.20 | 3.8 | 2.10 | - | 117 | 41 | 48 | |||
| 25 Oct | 465.80 | 1.7 | - | 19 | 7 | 7 | ||||
For Laurus Labs Limited - strike price 560 expiring on 28NOV2024
Delta for 560 CE is 0.01
Historical price for 560 CE is as follows
On 21 Nov LAURUSLABS was trading at 489.15. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 43.38, the open interest changed by -14 which decreased total open position to 160
On 20 Nov LAURUSLABS was trading at 489.00. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 41.14, the open interest changed by -1 which decreased total open position to 175
On 19 Nov LAURUSLABS was trading at 489.00. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 41.14, the open interest changed by 0 which decreased total open position to 175
On 18 Nov LAURUSLABS was trading at 483.65. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 42.25, the open interest changed by 0 which decreased total open position to 175
On 14 Nov LAURUSLABS was trading at 486.00. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 37.19, the open interest changed by 24 which increased total open position to 175
On 13 Nov LAURUSLABS was trading at 476.65. The strike last trading price was 0.45, which was -0.35 lower than the previous day. The implied volatity was 39.19, the open interest changed by -24 which decreased total open position to 152
On 12 Nov LAURUSLABS was trading at 489.55. The strike last trading price was 0.8, which was -0.05 lower than the previous day. The implied volatity was 36.99, the open interest changed by -9 which decreased total open position to 181
On 11 Nov LAURUSLABS was trading at 494.95. The strike last trading price was 0.85, which was -0.65 lower than the previous day. The implied volatity was 34.40, the open interest changed by -40 which decreased total open position to 190
On 8 Nov LAURUSLABS was trading at 499.35. The strike last trading price was 1.5, which was 0.00 lower than the previous day. The implied volatity was 34.30, the open interest changed by 58 which increased total open position to 229
On 7 Nov LAURUSLABS was trading at 494.95. The strike last trading price was 1.5, which was -0.30 lower than the previous day. The implied volatity was 34.19, the open interest changed by 39 which increased total open position to 172
On 6 Nov LAURUSLABS was trading at 496.45. The strike last trading price was 1.8, which was 0.10 higher than the previous day. The implied volatity was 33.94, the open interest changed by 19 which increased total open position to 105
On 5 Nov LAURUSLABS was trading at 489.25. The strike last trading price was 1.7, which was -0.60 lower than the previous day. The implied volatity was 36.49, the open interest changed by -19 which decreased total open position to 86
On 4 Nov LAURUSLABS was trading at 487.45. The strike last trading price was 2.3, which was -1.05 lower than the previous day. The implied volatity was 39.43, the open interest changed by 19 which increased total open position to 106
On 1 Nov LAURUSLABS was trading at 499.80. The strike last trading price was 3.35, which was -0.40 lower than the previous day. The implied volatity was 35.18, the open interest changed by 2 which increased total open position to 87
On 31 Oct LAURUSLABS was trading at 491.25. The strike last trading price was 3.75, which was 1.70 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 2.05, which was -0.75 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 2.8, which was -1.00 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 3.8, which was 2.10 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 1.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| LAURUSLABS 28NOV2024 560 PE | |||||||
|---|---|---|---|---|---|---|---|
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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 | 54.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 489.00 | 54.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 489.00 | 54.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 483.65 | 54.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 486.00 | 54.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 476.65 | 54.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 489.55 | 54.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 494.95 | 54.5 | 0.00 | 0.00 | 0 | 1 | 0 |
| 8 Nov | 499.35 | 54.5 | -45.55 | - | 1 | 0 | 0 |
| 7 Nov | 494.95 | 100.05 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 496.45 | 100.05 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 489.25 | 100.05 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 487.45 | 100.05 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 499.80 | 100.05 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 491.25 | 100.05 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 485.30 | 100.05 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 488.65 | 100.05 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 492.20 | 100.05 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 465.80 | 100.05 | - | 0 | 0 | 0 | |
For Laurus Labs Limited - strike price 560 expiring on 28NOV2024
Delta for 560 PE is 0.00
Historical price for 560 PE is as follows
On 21 Nov LAURUSLABS was trading at 489.15. The strike last trading price was 54.5, which was 0.00 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 20 Nov LAURUSLABS was trading at 489.00. The strike last trading price was 54.5, which was 0.00 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 19 Nov LAURUSLABS was trading at 489.00. The strike last trading price was 54.5, which was 0.00 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 18 Nov LAURUSLABS was trading at 483.65. The strike last trading price was 54.5, which was 0.00 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 14 Nov LAURUSLABS was trading at 486.00. The strike last trading price was 54.5, which was 0.00 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 13 Nov LAURUSLABS was trading at 476.65. The strike last trading price was 54.5, which was 0.00 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 Nov LAURUSLABS was trading at 489.55. The strike last trading price was 54.5, which was 0.00 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 Nov LAURUSLABS was trading at 494.95. The strike last trading price was 54.5, 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 8 Nov LAURUSLABS was trading at 499.35. The strike last trading price was 54.5, which was -45.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov LAURUSLABS was trading at 494.95. The strike last trading price was 100.05, 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 6 Nov LAURUSLABS was trading at 496.45. The strike last trading price was 100.05, 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 5 Nov LAURUSLABS was trading at 489.25. The strike last trading price was 100.05, 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 4 Nov LAURUSLABS was trading at 487.45. The strike last trading price was 100.05, 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 1 Nov LAURUSLABS was trading at 499.80. The strike last trading price was 100.05, 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 100.05, 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 100.05, 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 100.05, 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 100.05, 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 100.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
