LAURUSLABS
Laurus Labs Limited
Historical option data for LAURUSLABS
12 Dec 2024 10:03 AM IST
| LAURUSLABS 26DEC2024 570 CE | ||||||||||
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Delta: 0.53
Vega: 0.45
Theta: -0.55
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 569.15 | 14.05 | -2.95 | 29.77 | 130 | 29 | 682 | |||
| 11 Dec | 572.75 | 17 | -0.10 | 31.35 | 524 | 17 | 655 | |||
| 10 Dec | 571.90 | 17.1 | -0.05 | 31.11 | 596 | 24 | 638 | |||
| 9 Dec | 571.90 | 17.15 | -14.95 | 31.59 | 2,921 | 155 | 615 | |||
| 6 Dec | 589.75 | 32.1 | 2.35 | 31.67 | 121 | -18 | 461 | |||
| 5 Dec | 588.35 | 29.75 | 2.65 | 30.86 | 311 | -20 | 479 | |||
| 4 Dec | 583.45 | 27.1 | 0.60 | 28.83 | 711 | -34 | 499 | |||
| 3 Dec | 580.70 | 26.5 | 2.80 | 30.66 | 1,151 | 59 | 533 | |||
| 2 Dec | 576.80 | 23.7 | 3.40 | 30.00 | 1,856 | -256 | 471 | |||
| 29 Nov | 567.15 | 20.3 | 4.80 | 31.19 | 3,143 | 172 | 729 | |||
| 28 Nov | 551.70 | 15.5 | 3.80 | 32.93 | 1,765 | 371 | 554 | |||
| 27 Nov | 543.35 | 11.7 | -0.70 | 33.13 | 680 | 113 | 183 | |||
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| 26 Nov | 546.25 | 12.4 | 3.85 | 32.50 | 255 | 33 | 71 | |||
| 25 Nov | 532.05 | 8.55 | 1.05 | 33.06 | 147 | 36 | 36 | |||
| 22 Nov | 512.60 | 7.5 | 8.56 | 0 | 0 | 0 | ||||
For Laurus Labs Limited - strike price 570 expiring on 26DEC2024
Delta for 570 CE is 0.53
Historical price for 570 CE is as follows
On 12 Dec LAURUSLABS was trading at 569.15. The strike last trading price was 14.05, which was -2.95 lower than the previous day. The implied volatity was 29.77, the open interest changed by 29 which increased total open position to 682
On 11 Dec LAURUSLABS was trading at 572.75. The strike last trading price was 17, which was -0.10 lower than the previous day. The implied volatity was 31.35, the open interest changed by 17 which increased total open position to 655
On 10 Dec LAURUSLABS was trading at 571.90. The strike last trading price was 17.1, which was -0.05 lower than the previous day. The implied volatity was 31.11, the open interest changed by 24 which increased total open position to 638
On 9 Dec LAURUSLABS was trading at 571.90. The strike last trading price was 17.15, which was -14.95 lower than the previous day. The implied volatity was 31.59, the open interest changed by 155 which increased total open position to 615
On 6 Dec LAURUSLABS was trading at 589.75. The strike last trading price was 32.1, which was 2.35 higher than the previous day. The implied volatity was 31.67, the open interest changed by -18 which decreased total open position to 461
On 5 Dec LAURUSLABS was trading at 588.35. The strike last trading price was 29.75, which was 2.65 higher than the previous day. The implied volatity was 30.86, the open interest changed by -20 which decreased total open position to 479
On 4 Dec LAURUSLABS was trading at 583.45. The strike last trading price was 27.1, which was 0.60 higher than the previous day. The implied volatity was 28.83, the open interest changed by -34 which decreased total open position to 499
On 3 Dec LAURUSLABS was trading at 580.70. The strike last trading price was 26.5, which was 2.80 higher than the previous day. The implied volatity was 30.66, the open interest changed by 59 which increased total open position to 533
On 2 Dec LAURUSLABS was trading at 576.80. The strike last trading price was 23.7, which was 3.40 higher than the previous day. The implied volatity was 30.00, the open interest changed by -256 which decreased total open position to 471
On 29 Nov LAURUSLABS was trading at 567.15. The strike last trading price was 20.3, which was 4.80 higher than the previous day. The implied volatity was 31.19, the open interest changed by 172 which increased total open position to 729
On 28 Nov LAURUSLABS was trading at 551.70. The strike last trading price was 15.5, which was 3.80 higher than the previous day. The implied volatity was 32.93, the open interest changed by 371 which increased total open position to 554
On 27 Nov LAURUSLABS was trading at 543.35. The strike last trading price was 11.7, which was -0.70 lower than the previous day. The implied volatity was 33.13, the open interest changed by 113 which increased total open position to 183
On 26 Nov LAURUSLABS was trading at 546.25. The strike last trading price was 12.4, which was 3.85 higher than the previous day. The implied volatity was 32.50, the open interest changed by 33 which increased total open position to 71
On 25 Nov LAURUSLABS was trading at 532.05. The strike last trading price was 8.55, which was 1.05 higher than the previous day. The implied volatity was 33.06, the open interest changed by 36 which increased total open position to 36
On 22 Nov LAURUSLABS was trading at 512.60. The strike last trading price was 7.5, which was lower than the previous day. The implied volatity was 8.56, the open interest changed by 0 which decreased total open position to 0
| LAURUSLABS 26DEC2024 570 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.47
Vega: 0.45
Theta: -0.37
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 569.15 | 12 | 1.00 | 28.36 | 121 | 27 | 532 |
| 11 Dec | 572.75 | 11 | -2.25 | 28.81 | 485 | 34 | 504 |
| 10 Dec | 571.90 | 13.25 | -0.90 | 32.26 | 636 | -7 | 470 |
| 9 Dec | 571.90 | 14.15 | 5.90 | 32.10 | 3,273 | -43 | 483 |
| 6 Dec | 589.75 | 8.25 | -1.55 | 33.11 | 495 | 10 | 527 |
| 5 Dec | 588.35 | 9.8 | -2.50 | 33.54 | 551 | -11 | 518 |
| 4 Dec | 583.45 | 12.3 | -0.55 | 35.81 | 963 | 25 | 531 |
| 3 Dec | 580.70 | 12.85 | -1.90 | 34.21 | 1,133 | 136 | 505 |
| 2 Dec | 576.80 | 14.75 | -4.85 | 33.93 | 962 | 189 | 370 |
| 29 Nov | 567.15 | 19.6 | -9.15 | 33.63 | 741 | 102 | 181 |
| 28 Nov | 551.70 | 28.75 | -6.70 | 37.23 | 209 | 77 | 80 |
| 27 Nov | 543.35 | 35.45 | 2.45 | 37.21 | 1 | 0 | 2 |
| 26 Nov | 546.25 | 33 | -46.90 | 34.62 | 2 | 0 | 0 |
| 25 Nov | 532.05 | 79.9 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 512.60 | 79.9 | - | 0 | 0 | 0 | |
For Laurus Labs Limited - strike price 570 expiring on 26DEC2024
Delta for 570 PE is -0.47
Historical price for 570 PE is as follows
On 12 Dec LAURUSLABS was trading at 569.15. The strike last trading price was 12, which was 1.00 higher than the previous day. The implied volatity was 28.36, the open interest changed by 27 which increased total open position to 532
On 11 Dec LAURUSLABS was trading at 572.75. The strike last trading price was 11, which was -2.25 lower than the previous day. The implied volatity was 28.81, the open interest changed by 34 which increased total open position to 504
On 10 Dec LAURUSLABS was trading at 571.90. The strike last trading price was 13.25, which was -0.90 lower than the previous day. The implied volatity was 32.26, the open interest changed by -7 which decreased total open position to 470
On 9 Dec LAURUSLABS was trading at 571.90. The strike last trading price was 14.15, which was 5.90 higher than the previous day. The implied volatity was 32.10, the open interest changed by -43 which decreased total open position to 483
On 6 Dec LAURUSLABS was trading at 589.75. The strike last trading price was 8.25, which was -1.55 lower than the previous day. The implied volatity was 33.11, the open interest changed by 10 which increased total open position to 527
On 5 Dec LAURUSLABS was trading at 588.35. The strike last trading price was 9.8, which was -2.50 lower than the previous day. The implied volatity was 33.54, the open interest changed by -11 which decreased total open position to 518
On 4 Dec LAURUSLABS was trading at 583.45. The strike last trading price was 12.3, which was -0.55 lower than the previous day. The implied volatity was 35.81, the open interest changed by 25 which increased total open position to 531
On 3 Dec LAURUSLABS was trading at 580.70. The strike last trading price was 12.85, which was -1.90 lower than the previous day. The implied volatity was 34.21, the open interest changed by 136 which increased total open position to 505
On 2 Dec LAURUSLABS was trading at 576.80. The strike last trading price was 14.75, which was -4.85 lower than the previous day. The implied volatity was 33.93, the open interest changed by 189 which increased total open position to 370
On 29 Nov LAURUSLABS was trading at 567.15. The strike last trading price was 19.6, which was -9.15 lower than the previous day. The implied volatity was 33.63, the open interest changed by 102 which increased total open position to 181
On 28 Nov LAURUSLABS was trading at 551.70. The strike last trading price was 28.75, which was -6.70 lower than the previous day. The implied volatity was 37.23, the open interest changed by 77 which increased total open position to 80
On 27 Nov LAURUSLABS was trading at 543.35. The strike last trading price was 35.45, which was 2.45 higher than the previous day. The implied volatity was 37.21, the open interest changed by 0 which decreased total open position to 2
On 26 Nov LAURUSLABS was trading at 546.25. The strike last trading price was 33, which was -46.90 lower than the previous day. The implied volatity was 34.62, the open interest changed by 0 which decreased total open position to 0
On 25 Nov LAURUSLABS was trading at 532.05. The strike last trading price was 79.9, 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 79.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
