LAURUSLABS
Laurus Labs Limited
Historical option data for LAURUSLABS
13 Mar 2025 04:12 PM IST
| LAURUSLABS 27MAR2025 570 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.56
Vega: 0.44
Theta: -0.64
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 574.05 | 18.15 | -9.75 | 35.18 | 337 | -18 | 550 | |||
| 12 Mar | 584.35 | 27.85 | 4.45 | 39.47 | 1,027 | 49 | 570 | |||
| 11 Mar | 574.15 | 23.15 | 7.45 | 43.13 | 2,184 | -64 | 519 | |||
| 10 Mar | 559.00 | 17 | -4.8 | 41.27 | 2,038 | 403 | 579 | |||
| 7 Mar | 570.85 | 22.2 | -4.95 | 37.75 | 465 | -2 | 176 | |||
| 6 Mar | 580.55 | 26 | 5.3 | 35.81 | 811 | -7 | 178 | |||
| 5 Mar | 566.50 | 20.9 | 8.5 | 37.09 | 582 | 48 | 183 | |||
| 4 Mar | 545.50 | 11.55 | 4.05 | 36.83 | 239 | 8 | 135 | |||
| 3 Mar | 528.80 | 7.75 | -0.25 | 38.15 | 156 | 7 | 128 | |||
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| 28 Feb | 527.20 | 7.9 | -5.6 | 38.07 | 151 | 13 | 121 | |||
| 27 Feb | 543.00 | 12.7 | -4.9 | 35.99 | 153 | 4 | 108 | |||
| 26 Feb | 550.15 | 17.8 | 3.5 | 38.08 | 193 | 30 | 107 | |||
| 25 Feb | 550.15 | 17.8 | 3.5 | 38.08 | 193 | 33 | 107 | |||
| 24 Feb | 536.75 | 13.9 | 2.7 | 41.13 | 63 | 3 | 75 | |||
| 21 Feb | 521.45 | 11 | -4.75 | 42.01 | 50 | 27 | 71 | |||
| 20 Feb | 536.75 | 15.6 | -5.45 | 40.57 | 33 | 14 | 40 | |||
| 19 Feb | 546.75 | 21.05 | 0.2 | 42.31 | 42 | 14 | 27 | |||
| 18 Feb | 546.00 | 20.85 | -5.25 | 43.31 | 16 | 0 | 13 | |||
| 17 Feb | 555.50 | 26.1 | -26.4 | 42.89 | 16 | 13 | 13 | |||
| 14 Feb | 546.20 | 52.5 | 0 | 3.04 | 0 | 0 | 0 | |||
| 13 Feb | 601.00 | 52.5 | 0 | - | 0 | 0 | 0 | |||
| 12 Feb | 601.05 | 52.5 | 0 | - | 0 | 0 | 0 | |||
| 11 Feb | 608.20 | 52.5 | 0 | - | 0 | 0 | 0 | |||
| 10 Feb | 626.35 | 52.5 | 0 | - | 0 | 0 | 0 | |||
| 7 Feb | 641.35 | 52.5 | 0 | - | 0 | 0 | 0 | |||
| 6 Feb | 636.80 | 52.5 | 0 | - | 0 | 0 | 0 | |||
| 5 Feb | 631.10 | 52.5 | 0 | - | 0 | 0 | 0 | |||
For Laurus Labs Limited - strike price 570 expiring on 27MAR2025
Delta for 570 CE is 0.56
Historical price for 570 CE is as follows
On 13 Mar LAURUSLABS was trading at 574.05. The strike last trading price was 18.15, which was -9.75 lower than the previous day. The implied volatity was 35.18, the open interest changed by -18 which decreased total open position to 550
On 12 Mar LAURUSLABS was trading at 584.35. The strike last trading price was 27.85, which was 4.45 higher than the previous day. The implied volatity was 39.47, the open interest changed by 49 which increased total open position to 570
On 11 Mar LAURUSLABS was trading at 574.15. The strike last trading price was 23.15, which was 7.45 higher than the previous day. The implied volatity was 43.13, the open interest changed by -64 which decreased total open position to 519
On 10 Mar LAURUSLABS was trading at 559.00. The strike last trading price was 17, which was -4.8 lower than the previous day. The implied volatity was 41.27, the open interest changed by 403 which increased total open position to 579
On 7 Mar LAURUSLABS was trading at 570.85. The strike last trading price was 22.2, which was -4.95 lower than the previous day. The implied volatity was 37.75, the open interest changed by -2 which decreased total open position to 176
On 6 Mar LAURUSLABS was trading at 580.55. The strike last trading price was 26, which was 5.3 higher than the previous day. The implied volatity was 35.81, the open interest changed by -7 which decreased total open position to 178
On 5 Mar LAURUSLABS was trading at 566.50. The strike last trading price was 20.9, which was 8.5 higher than the previous day. The implied volatity was 37.09, the open interest changed by 48 which increased total open position to 183
On 4 Mar LAURUSLABS was trading at 545.50. The strike last trading price was 11.55, which was 4.05 higher than the previous day. The implied volatity was 36.83, the open interest changed by 8 which increased total open position to 135
On 3 Mar LAURUSLABS was trading at 528.80. The strike last trading price was 7.75, which was -0.25 lower than the previous day. The implied volatity was 38.15, the open interest changed by 7 which increased total open position to 128
On 28 Feb LAURUSLABS was trading at 527.20. The strike last trading price was 7.9, which was -5.6 lower than the previous day. The implied volatity was 38.07, the open interest changed by 13 which increased total open position to 121
On 27 Feb LAURUSLABS was trading at 543.00. The strike last trading price was 12.7, which was -4.9 lower than the previous day. The implied volatity was 35.99, the open interest changed by 4 which increased total open position to 108
On 26 Feb LAURUSLABS was trading at 550.15. The strike last trading price was 17.8, which was 3.5 higher than the previous day. The implied volatity was 38.08, the open interest changed by 30 which increased total open position to 107
On 25 Feb LAURUSLABS was trading at 550.15. The strike last trading price was 17.8, which was 3.5 higher than the previous day. The implied volatity was 38.08, the open interest changed by 33 which increased total open position to 107
On 24 Feb LAURUSLABS was trading at 536.75. The strike last trading price was 13.9, which was 2.7 higher than the previous day. The implied volatity was 41.13, the open interest changed by 3 which increased total open position to 75
On 21 Feb LAURUSLABS was trading at 521.45. The strike last trading price was 11, which was -4.75 lower than the previous day. The implied volatity was 42.01, the open interest changed by 27 which increased total open position to 71
On 20 Feb LAURUSLABS was trading at 536.75. The strike last trading price was 15.6, which was -5.45 lower than the previous day. The implied volatity was 40.57, the open interest changed by 14 which increased total open position to 40
On 19 Feb LAURUSLABS was trading at 546.75. The strike last trading price was 21.05, which was 0.2 higher than the previous day. The implied volatity was 42.31, the open interest changed by 14 which increased total open position to 27
On 18 Feb LAURUSLABS was trading at 546.00. The strike last trading price was 20.85, which was -5.25 lower than the previous day. The implied volatity was 43.31, the open interest changed by 0 which decreased total open position to 13
On 17 Feb LAURUSLABS was trading at 555.50. The strike last trading price was 26.1, which was -26.4 lower than the previous day. The implied volatity was 42.89, the open interest changed by 13 which increased total open position to 13
On 14 Feb LAURUSLABS was trading at 546.20. The strike last trading price was 52.5, which was 0 lower than the previous day. The implied volatity was 3.04, the open interest changed by 0 which decreased total open position to 0
On 13 Feb LAURUSLABS was trading at 601.00. The strike last trading price was 52.5, which was 0 lower than the previous day. The implied volatity was -, 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 52.5, which was 0 lower than the previous day. The implied volatity was -, 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 52.5, which was 0 lower than the previous day. The implied volatity was -, 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 52.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Feb LAURUSLABS was trading at 641.35. The strike last trading price was 52.5, which was 0 lower than the previous day. The implied volatity was -, 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 52.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Feb LAURUSLABS was trading at 631.10. The strike last trading price was 52.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| LAURUSLABS 27MAR2025 570 PE | |||||||
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Delta: -0.44
Vega: 0.44
Theta: -0.54
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 574.05 | 15 | 3.3 | 38.76 | 505 | -76 | 351 |
| 12 Mar | 584.35 | 11.55 | -6.35 | 40.13 | 1,417 | 39 | 835 |
| 11 Mar | 574.15 | 18.75 | -7.15 | 44.49 | 1,727 | 472 | 797 |
| 10 Mar | 559.00 | 25.05 | 6.6 | 44.69 | 2,090 | 144 | 324 |
| 7 Mar | 570.85 | 17.85 | 2.45 | 37.40 | 797 | 43 | 180 |
| 6 Mar | 580.55 | 16 | -6 | 38.94 | 555 | -6 | 137 |
| 5 Mar | 566.50 | 22 | -11.2 | 40.20 | 128 | 27 | 144 |
| 4 Mar | 545.50 | 33.85 | -11.3 | 38.52 | 35 | -1 | 117 |
| 3 Mar | 528.80 | 45.15 | -2.5 | 38.91 | 3 | 1 | 119 |
| 28 Feb | 527.20 | 48 | 5.5 | 37.85 | 32 | -1 | 119 |
| 27 Feb | 543.00 | 42.5 | 8.35 | 49.19 | 27 | 8 | 120 |
| 26 Feb | 550.15 | 34.25 | -10 | 41.49 | 47 | 19 | 111 |
| 25 Feb | 550.15 | 34.25 | -10 | 41.49 | 47 | 18 | 111 |
| 24 Feb | 536.75 | 44.25 | -0.5 | 41.42 | 7 | 5 | 92 |
| 21 Feb | 521.45 | 44.75 | 0 | 0.00 | 0 | 3 | 0 |
| 20 Feb | 536.75 | 44.75 | 2.95 | 41.92 | 3 | 1 | 85 |
| 19 Feb | 546.75 | 41.8 | 0 | 0.00 | 0 | 2 | 0 |
| 18 Feb | 546.00 | 41.8 | 6.2 | 42.42 | 7 | 1 | 83 |
| 17 Feb | 555.50 | 35.65 | -7.7 | 42.26 | 76 | 42 | 70 |
| 14 Feb | 546.20 | 43.35 | 28.75 | 44.96 | 47 | 18 | 27 |
| 13 Feb | 601.00 | 14.6 | -2.7 | 37.00 | 8 | 2 | 7 |
| 12 Feb | 601.05 | 17.3 | 7.65 | 41.96 | 6 | 2 | 6 |
| 11 Feb | 608.20 | 9.65 | 0 | 0.00 | 0 | 3 | 0 |
| 10 Feb | 626.35 | 9.65 | 0.75 | 37.94 | 3 | 1 | 2 |
| 7 Feb | 641.35 | 8.9 | -18.8 | 40.29 | 2 | 1 | 1 |
| 6 Feb | 636.80 | 27.7 | 0 | 9.38 | 0 | 0 | 0 |
| 5 Feb | 631.10 | 27.7 | 0 | 8.78 | 0 | 0 | 0 |
For Laurus Labs Limited - strike price 570 expiring on 27MAR2025
Delta for 570 PE is -0.44
Historical price for 570 PE is as follows
On 13 Mar LAURUSLABS was trading at 574.05. The strike last trading price was 15, which was 3.3 higher than the previous day. The implied volatity was 38.76, the open interest changed by -76 which decreased total open position to 351
On 12 Mar LAURUSLABS was trading at 584.35. The strike last trading price was 11.55, which was -6.35 lower than the previous day. The implied volatity was 40.13, the open interest changed by 39 which increased total open position to 835
On 11 Mar LAURUSLABS was trading at 574.15. The strike last trading price was 18.75, which was -7.15 lower than the previous day. The implied volatity was 44.49, the open interest changed by 472 which increased total open position to 797
On 10 Mar LAURUSLABS was trading at 559.00. The strike last trading price was 25.05, which was 6.6 higher than the previous day. The implied volatity was 44.69, the open interest changed by 144 which increased total open position to 324
On 7 Mar LAURUSLABS was trading at 570.85. The strike last trading price was 17.85, which was 2.45 higher than the previous day. The implied volatity was 37.40, the open interest changed by 43 which increased total open position to 180
On 6 Mar LAURUSLABS was trading at 580.55. The strike last trading price was 16, which was -6 lower than the previous day. The implied volatity was 38.94, the open interest changed by -6 which decreased total open position to 137
On 5 Mar LAURUSLABS was trading at 566.50. The strike last trading price was 22, which was -11.2 lower than the previous day. The implied volatity was 40.20, the open interest changed by 27 which increased total open position to 144
On 4 Mar LAURUSLABS was trading at 545.50. The strike last trading price was 33.85, which was -11.3 lower than the previous day. The implied volatity was 38.52, the open interest changed by -1 which decreased total open position to 117
On 3 Mar LAURUSLABS was trading at 528.80. The strike last trading price was 45.15, which was -2.5 lower than the previous day. The implied volatity was 38.91, the open interest changed by 1 which increased total open position to 119
On 28 Feb LAURUSLABS was trading at 527.20. The strike last trading price was 48, which was 5.5 higher than the previous day. The implied volatity was 37.85, the open interest changed by -1 which decreased total open position to 119
On 27 Feb LAURUSLABS was trading at 543.00. The strike last trading price was 42.5, which was 8.35 higher than the previous day. The implied volatity was 49.19, the open interest changed by 8 which increased total open position to 120
On 26 Feb LAURUSLABS was trading at 550.15. The strike last trading price was 34.25, which was -10 lower than the previous day. The implied volatity was 41.49, the open interest changed by 19 which increased total open position to 111
On 25 Feb LAURUSLABS was trading at 550.15. The strike last trading price was 34.25, which was -10 lower than the previous day. The implied volatity was 41.49, the open interest changed by 18 which increased total open position to 111
On 24 Feb LAURUSLABS was trading at 536.75. The strike last trading price was 44.25, which was -0.5 lower than the previous day. The implied volatity was 41.42, the open interest changed by 5 which increased total open position to 92
On 21 Feb LAURUSLABS was trading at 521.45. The strike last trading price was 44.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 20 Feb LAURUSLABS was trading at 536.75. The strike last trading price was 44.75, which was 2.95 higher than the previous day. The implied volatity was 41.92, the open interest changed by 1 which increased total open position to 85
On 19 Feb LAURUSLABS was trading at 546.75. The strike last trading price was 41.8, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 18 Feb LAURUSLABS was trading at 546.00. The strike last trading price was 41.8, which was 6.2 higher than the previous day. The implied volatity was 42.42, the open interest changed by 1 which increased total open position to 83
On 17 Feb LAURUSLABS was trading at 555.50. The strike last trading price was 35.65, which was -7.7 lower than the previous day. The implied volatity was 42.26, the open interest changed by 42 which increased total open position to 70
On 14 Feb LAURUSLABS was trading at 546.20. The strike last trading price was 43.35, which was 28.75 higher than the previous day. The implied volatity was 44.96, the open interest changed by 18 which increased total open position to 27
On 13 Feb LAURUSLABS was trading at 601.00. The strike last trading price was 14.6, which was -2.7 lower than the previous day. The implied volatity was 37.00, the open interest changed by 2 which increased total open position to 7
On 12 Feb LAURUSLABS was trading at 601.05. The strike last trading price was 17.3, which was 7.65 higher than the previous day. The implied volatity was 41.96, the open interest changed by 2 which increased total open position to 6
On 11 Feb LAURUSLABS was trading at 608.20. The strike last trading price was 9.65, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 10 Feb LAURUSLABS was trading at 626.35. The strike last trading price was 9.65, which was 0.75 higher than the previous day. The implied volatity was 37.94, the open interest changed by 1 which increased total open position to 2
On 7 Feb LAURUSLABS was trading at 641.35. The strike last trading price was 8.9, which was -18.8 lower than the previous day. The implied volatity was 40.29, the open interest changed by 1 which increased total open position to 1
On 6 Feb LAURUSLABS was trading at 636.80. The strike last trading price was 27.7, which was 0 lower than the previous day. The implied volatity was 9.38, the open interest changed by 0 which decreased total open position to 0
On 5 Feb LAURUSLABS was trading at 631.10. The strike last trading price was 27.7, which was 0 lower than the previous day. The implied volatity was 8.78, the open interest changed by 0 which decreased total open position to 0
