LAURUSLABS
Laurus Labs Limited
Historical option data for LAURUSLABS
20 Dec 2024 04:12 PM IST
| LAURUSLABS 26DEC2024 560 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.49
Vega: 0.29
Theta: -0.69
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 559.20 | 7.15 | -10.60 | 26.02 | 615 | -20 | 310 | |||
| 19 Dec | 572.55 | 17.75 | 2.65 | 30.25 | 404 | -18 | 329 | |||
| 18 Dec | 566.95 | 15.1 | -3.80 | 31.52 | 337 | -5 | 348 | |||
| 17 Dec | 572.10 | 18.9 | -1.45 | 29.86 | 263 | 18 | 355 | |||
| 16 Dec | 573.55 | 20.35 | -0.10 | 30.18 | 441 | 17 | 337 | |||
| 13 Dec | 573.45 | 20.45 | 4.05 | 27.77 | 1,151 | -19 | 322 | |||
| 12 Dec | 563.80 | 16.4 | -7.45 | 29.00 | 436 | -14 | 340 | |||
| 11 Dec | 572.75 | 23.85 | 1.25 | 33.55 | 169 | 14 | 355 | |||
| 10 Dec | 571.90 | 22.6 | -0.20 | 30.31 | 270 | -13 | 341 | |||
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| 9 Dec | 571.90 | 22.8 | -17.70 | 31.52 | 1,735 | 51 | 355 | |||
| 6 Dec | 589.75 | 40.5 | 3.65 | 34.24 | 124 | -21 | 306 | |||
| 5 Dec | 588.35 | 36.85 | 3.00 | 30.76 | 79 | -4 | 328 | |||
| 4 Dec | 583.45 | 33.85 | 1.35 | 28.23 | 191 | -1 | 331 | |||
| 3 Dec | 580.70 | 32.5 | 2.70 | 29.37 | 352 | -25 | 333 | |||
| 2 Dec | 576.80 | 29.8 | 4.35 | 29.70 | 817 | -241 | 360 | |||
| 29 Nov | 567.15 | 25.45 | 6.25 | 30.79 | 3,637 | 205 | 604 | |||
| 28 Nov | 551.70 | 19.2 | 4.20 | 31.88 | 1,386 | 174 | 398 | |||
| 27 Nov | 543.35 | 15 | -1.25 | 32.71 | 877 | 105 | 225 | |||
| 26 Nov | 546.25 | 16.25 | 4.90 | 32.75 | 385 | 45 | 120 | |||
| 25 Nov | 532.05 | 11.35 | 4.35 | 33.09 | 187 | 74 | 74 | |||
| 22 Nov | 512.60 | 7 | -1.80 | 33.58 | 34 | 14 | 14 | |||
| 31 Oct | 491.25 | 8.8 | 8.80 | - | 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 | |||
| 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 | |||
| 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 560 expiring on 26DEC2024
Delta for 560 CE is 0.49
Historical price for 560 CE is as follows
On 20 Dec LAURUSLABS was trading at 559.20. The strike last trading price was 7.15, which was -10.60 lower than the previous day. The implied volatity was 26.02, the open interest changed by -20 which decreased total open position to 310
On 19 Dec LAURUSLABS was trading at 572.55. The strike last trading price was 17.75, which was 2.65 higher than the previous day. The implied volatity was 30.25, the open interest changed by -18 which decreased total open position to 329
On 18 Dec LAURUSLABS was trading at 566.95. The strike last trading price was 15.1, which was -3.80 lower than the previous day. The implied volatity was 31.52, the open interest changed by -5 which decreased total open position to 348
On 17 Dec LAURUSLABS was trading at 572.10. The strike last trading price was 18.9, which was -1.45 lower than the previous day. The implied volatity was 29.86, the open interest changed by 18 which increased total open position to 355
On 16 Dec LAURUSLABS was trading at 573.55. The strike last trading price was 20.35, which was -0.10 lower than the previous day. The implied volatity was 30.18, the open interest changed by 17 which increased total open position to 337
On 13 Dec LAURUSLABS was trading at 573.45. The strike last trading price was 20.45, which was 4.05 higher than the previous day. The implied volatity was 27.77, the open interest changed by -19 which decreased total open position to 322
On 12 Dec LAURUSLABS was trading at 563.80. The strike last trading price was 16.4, which was -7.45 lower than the previous day. The implied volatity was 29.00, the open interest changed by -14 which decreased total open position to 340
On 11 Dec LAURUSLABS was trading at 572.75. The strike last trading price was 23.85, which was 1.25 higher than the previous day. The implied volatity was 33.55, the open interest changed by 14 which increased total open position to 355
On 10 Dec LAURUSLABS was trading at 571.90. The strike last trading price was 22.6, which was -0.20 lower than the previous day. The implied volatity was 30.31, the open interest changed by -13 which decreased total open position to 341
On 9 Dec LAURUSLABS was trading at 571.90. The strike last trading price was 22.8, which was -17.70 lower than the previous day. The implied volatity was 31.52, the open interest changed by 51 which increased total open position to 355
On 6 Dec LAURUSLABS was trading at 589.75. The strike last trading price was 40.5, which was 3.65 higher than the previous day. The implied volatity was 34.24, the open interest changed by -21 which decreased total open position to 306
On 5 Dec LAURUSLABS was trading at 588.35. The strike last trading price was 36.85, which was 3.00 higher than the previous day. The implied volatity was 30.76, the open interest changed by -4 which decreased total open position to 328
On 4 Dec LAURUSLABS was trading at 583.45. The strike last trading price was 33.85, which was 1.35 higher than the previous day. The implied volatity was 28.23, the open interest changed by -1 which decreased total open position to 331
On 3 Dec LAURUSLABS was trading at 580.70. The strike last trading price was 32.5, which was 2.70 higher than the previous day. The implied volatity was 29.37, the open interest changed by -25 which decreased total open position to 333
On 2 Dec LAURUSLABS was trading at 576.80. The strike last trading price was 29.8, which was 4.35 higher than the previous day. The implied volatity was 29.70, the open interest changed by -241 which decreased total open position to 360
On 29 Nov LAURUSLABS was trading at 567.15. The strike last trading price was 25.45, which was 6.25 higher than the previous day. The implied volatity was 30.79, the open interest changed by 205 which increased total open position to 604
On 28 Nov LAURUSLABS was trading at 551.70. The strike last trading price was 19.2, which was 4.20 higher than the previous day. The implied volatity was 31.88, the open interest changed by 174 which increased total open position to 398
On 27 Nov LAURUSLABS was trading at 543.35. The strike last trading price was 15, which was -1.25 lower than the previous day. The implied volatity was 32.71, the open interest changed by 105 which increased total open position to 225
On 26 Nov LAURUSLABS was trading at 546.25. The strike last trading price was 16.25, which was 4.90 higher than the previous day. The implied volatity was 32.75, the open interest changed by 45 which increased total open position to 120
On 25 Nov LAURUSLABS was trading at 532.05. The strike last trading price was 11.35, which was 4.35 higher than the previous day. The implied volatity was 33.09, the open interest changed by 74 which increased total open position to 74
On 22 Nov LAURUSLABS was trading at 512.60. The strike last trading price was 7, which was -1.80 lower than the previous day. The implied volatity was 33.58, the open interest changed by 14 which increased total open position to 14
On 31 Oct LAURUSLABS was trading at 491.25. The strike last trading price was 8.8, which was 8.80 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 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 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 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 560 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.50
Vega: 0.29
Theta: -0.57
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 559.20 | 8.15 | 3.85 | 27.49 | 967 | -42 | 656 |
| 19 Dec | 572.55 | 4.3 | -2.20 | 30.72 | 807 | 72 | 697 |
| 18 Dec | 566.95 | 6.5 | 1.25 | 30.33 | 610 | -48 | 626 |
| 17 Dec | 572.10 | 5.25 | 0.15 | 30.44 | 451 | -44 | 675 |
| 16 Dec | 573.55 | 5.1 | -0.35 | 29.50 | 729 | 115 | 724 |
| 13 Dec | 573.45 | 5.45 | -4.55 | 26.42 | 1,560 | -54 | 612 |
| 12 Dec | 563.80 | 10 | 2.75 | 29.92 | 863 | 93 | 668 |
| 11 Dec | 572.75 | 7.25 | -2.00 | 29.25 | 728 | 23 | 571 |
| 10 Dec | 571.90 | 9.25 | -0.75 | 32.59 | 585 | -47 | 548 |
| 9 Dec | 571.90 | 10 | 4.20 | 32.40 | 2,965 | 138 | 603 |
| 6 Dec | 589.75 | 5.8 | -1.40 | 33.64 | 380 | -2 | 465 |
| 5 Dec | 588.35 | 7.2 | -1.80 | 34.40 | 490 | 14 | 466 |
| 4 Dec | 583.45 | 9 | -0.30 | 35.93 | 839 | -23 | 452 |
| 3 Dec | 580.70 | 9.3 | -1.90 | 34.14 | 747 | -6 | 474 |
| 2 Dec | 576.80 | 11.2 | -3.80 | 34.52 | 1,025 | 104 | 483 |
| 29 Nov | 567.15 | 15 | -7.95 | 33.63 | 1,346 | 263 | 384 |
| 28 Nov | 551.70 | 22.95 | -4.25 | 36.82 | 218 | 104 | 123 |
| 27 Nov | 543.35 | 27.2 | 0.05 | 33.93 | 37 | 10 | 18 |
| 26 Nov | 546.25 | 27.15 | -68.35 | 35.14 | 56 | 9 | 9 |
| 25 Nov | 532.05 | 95.5 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 512.60 | 95.5 | 95.50 | - | 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 |
| 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 |
| 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 560 expiring on 26DEC2024
Delta for 560 PE is -0.50
Historical price for 560 PE is as follows
On 20 Dec LAURUSLABS was trading at 559.20. The strike last trading price was 8.15, which was 3.85 higher than the previous day. The implied volatity was 27.49, the open interest changed by -42 which decreased total open position to 656
On 19 Dec LAURUSLABS was trading at 572.55. The strike last trading price was 4.3, which was -2.20 lower than the previous day. The implied volatity was 30.72, the open interest changed by 72 which increased total open position to 697
On 18 Dec LAURUSLABS was trading at 566.95. The strike last trading price was 6.5, which was 1.25 higher than the previous day. The implied volatity was 30.33, the open interest changed by -48 which decreased total open position to 626
On 17 Dec LAURUSLABS was trading at 572.10. The strike last trading price was 5.25, which was 0.15 higher than the previous day. The implied volatity was 30.44, the open interest changed by -44 which decreased total open position to 675
On 16 Dec LAURUSLABS was trading at 573.55. The strike last trading price was 5.1, which was -0.35 lower than the previous day. The implied volatity was 29.50, the open interest changed by 115 which increased total open position to 724
On 13 Dec LAURUSLABS was trading at 573.45. The strike last trading price was 5.45, which was -4.55 lower than the previous day. The implied volatity was 26.42, the open interest changed by -54 which decreased total open position to 612
On 12 Dec LAURUSLABS was trading at 563.80. The strike last trading price was 10, which was 2.75 higher than the previous day. The implied volatity was 29.92, the open interest changed by 93 which increased total open position to 668
On 11 Dec LAURUSLABS was trading at 572.75. The strike last trading price was 7.25, which was -2.00 lower than the previous day. The implied volatity was 29.25, the open interest changed by 23 which increased total open position to 571
On 10 Dec LAURUSLABS was trading at 571.90. The strike last trading price was 9.25, which was -0.75 lower than the previous day. The implied volatity was 32.59, the open interest changed by -47 which decreased total open position to 548
On 9 Dec LAURUSLABS was trading at 571.90. The strike last trading price was 10, which was 4.20 higher than the previous day. The implied volatity was 32.40, the open interest changed by 138 which increased total open position to 603
On 6 Dec LAURUSLABS was trading at 589.75. The strike last trading price was 5.8, which was -1.40 lower than the previous day. The implied volatity was 33.64, the open interest changed by -2 which decreased total open position to 465
On 5 Dec LAURUSLABS was trading at 588.35. The strike last trading price was 7.2, which was -1.80 lower than the previous day. The implied volatity was 34.40, the open interest changed by 14 which increased total open position to 466
On 4 Dec LAURUSLABS was trading at 583.45. The strike last trading price was 9, which was -0.30 lower than the previous day. The implied volatity was 35.93, the open interest changed by -23 which decreased total open position to 452
On 3 Dec LAURUSLABS was trading at 580.70. The strike last trading price was 9.3, which was -1.90 lower than the previous day. The implied volatity was 34.14, the open interest changed by -6 which decreased total open position to 474
On 2 Dec LAURUSLABS was trading at 576.80. The strike last trading price was 11.2, which was -3.80 lower than the previous day. The implied volatity was 34.52, the open interest changed by 104 which increased total open position to 483
On 29 Nov LAURUSLABS was trading at 567.15. The strike last trading price was 15, which was -7.95 lower than the previous day. The implied volatity was 33.63, the open interest changed by 263 which increased total open position to 384
On 28 Nov LAURUSLABS was trading at 551.70. The strike last trading price was 22.95, which was -4.25 lower than the previous day. The implied volatity was 36.82, the open interest changed by 104 which increased total open position to 123
On 27 Nov LAURUSLABS was trading at 543.35. The strike last trading price was 27.2, which was 0.05 higher than the previous day. The implied volatity was 33.93, the open interest changed by 10 which increased total open position to 18
On 26 Nov LAURUSLABS was trading at 546.25. The strike last trading price was 27.15, which was -68.35 lower than the previous day. The implied volatity was 35.14, the open interest changed by 9 which increased total open position to 9
On 25 Nov LAURUSLABS was trading at 532.05. The strike last trading price was 95.5, 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 22 Nov LAURUSLABS was trading at 512.60. The strike last trading price was 95.5, which was 95.50 higher 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 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 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
