LAURUSLABS
Laurus Labs Limited
Historical option data for LAURUSLABS
12 Dec 2024 10:13 AM IST
| LAURUSLABS 26DEC2024 580 CE | ||||||||||
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Delta: 0.41
Vega: 0.44
Theta: -0.51
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 568.75 | 9.3 | -2.80 | 29.51 | 281 | -13 | 765 | |||
| 11 Dec | 572.75 | 12.1 | -0.20 | 31.22 | 1,119 | 16 | 775 | |||
| 10 Dec | 571.90 | 12.3 | -0.30 | 31.08 | 1,267 | 160 | 760 | |||
| 9 Dec | 571.90 | 12.6 | -13.40 | 31.83 | 3,595 | 69 | 602 | |||
| 6 Dec | 589.75 | 26 | 2.45 | 32.59 | 462 | -54 | 528 | |||
| 5 Dec | 588.35 | 23.55 | 1.85 | 31.05 | 779 | -46 | 586 | |||
| 4 Dec | 583.45 | 21.7 | 1.10 | 30.11 | 1,171 | -3 | 635 | |||
| 3 Dec | 580.70 | 20.6 | 2.40 | 30.41 | 1,418 | 71 | 637 | |||
| 2 Dec | 576.80 | 18.2 | 2.55 | 29.78 | 2,206 | 162 | 569 | |||
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| 29 Nov | 567.15 | 15.65 | 3.75 | 31.06 | 2,383 | 69 | 420 | |||
| 28 Nov | 551.70 | 11.9 | 2.85 | 32.95 | 992 | 115 | 353 | |||
| 27 Nov | 543.35 | 9.05 | -0.35 | 33.57 | 668 | 18 | 240 | |||
| 26 Nov | 546.25 | 9.4 | 2.75 | 32.52 | 581 | 127 | 221 | |||
| 25 Nov | 532.05 | 6.65 | 2.30 | 33.72 | 355 | 94 | 94 | |||
| 22 Nov | 512.60 | 4.35 | 4.35 | 34.76 | 100 | 25 | 25 | |||
| 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 | |||
| 16 Oct | 480.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 482.00 | 0 | - | 0 | 0 | 0 | ||||
For Laurus Labs Limited - strike price 580 expiring on 26DEC2024
Delta for 580 CE is 0.41
Historical price for 580 CE is as follows
On 12 Dec LAURUSLABS was trading at 568.75. The strike last trading price was 9.3, which was -2.80 lower than the previous day. The implied volatity was 29.51, the open interest changed by -13 which decreased total open position to 765
On 11 Dec LAURUSLABS was trading at 572.75. The strike last trading price was 12.1, which was -0.20 lower than the previous day. The implied volatity was 31.22, the open interest changed by 16 which increased total open position to 775
On 10 Dec LAURUSLABS was trading at 571.90. The strike last trading price was 12.3, which was -0.30 lower than the previous day. The implied volatity was 31.08, the open interest changed by 160 which increased total open position to 760
On 9 Dec LAURUSLABS was trading at 571.90. The strike last trading price was 12.6, which was -13.40 lower than the previous day. The implied volatity was 31.83, the open interest changed by 69 which increased total open position to 602
On 6 Dec LAURUSLABS was trading at 589.75. The strike last trading price was 26, which was 2.45 higher than the previous day. The implied volatity was 32.59, the open interest changed by -54 which decreased total open position to 528
On 5 Dec LAURUSLABS was trading at 588.35. The strike last trading price was 23.55, which was 1.85 higher than the previous day. The implied volatity was 31.05, the open interest changed by -46 which decreased total open position to 586
On 4 Dec LAURUSLABS was trading at 583.45. The strike last trading price was 21.7, which was 1.10 higher than the previous day. The implied volatity was 30.11, the open interest changed by -3 which decreased total open position to 635
On 3 Dec LAURUSLABS was trading at 580.70. The strike last trading price was 20.6, which was 2.40 higher than the previous day. The implied volatity was 30.41, the open interest changed by 71 which increased total open position to 637
On 2 Dec LAURUSLABS was trading at 576.80. The strike last trading price was 18.2, which was 2.55 higher than the previous day. The implied volatity was 29.78, the open interest changed by 162 which increased total open position to 569
On 29 Nov LAURUSLABS was trading at 567.15. The strike last trading price was 15.65, which was 3.75 higher than the previous day. The implied volatity was 31.06, the open interest changed by 69 which increased total open position to 420
On 28 Nov LAURUSLABS was trading at 551.70. The strike last trading price was 11.9, which was 2.85 higher than the previous day. The implied volatity was 32.95, the open interest changed by 115 which increased total open position to 353
On 27 Nov LAURUSLABS was trading at 543.35. The strike last trading price was 9.05, which was -0.35 lower than the previous day. The implied volatity was 33.57, the open interest changed by 18 which increased total open position to 240
On 26 Nov LAURUSLABS was trading at 546.25. The strike last trading price was 9.4, which was 2.75 higher than the previous day. The implied volatity was 32.52, the open interest changed by 127 which increased total open position to 221
On 25 Nov LAURUSLABS was trading at 532.05. The strike last trading price was 6.65, which was 2.30 higher than the previous day. The implied volatity was 33.72, the open interest changed by 94 which increased total open position to 94
On 22 Nov LAURUSLABS was trading at 512.60. The strike last trading price was 4.35, which was 4.35 higher than the previous day. The implied volatity was 34.76, the open interest changed by 25 which increased total open position to 25
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 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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| LAURUSLABS 26DEC2024 580 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.59
Vega: 0.44
Theta: -0.36
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 568.75 | 18.45 | 2.25 | 29.86 | 87 | 14 | 441 |
| 11 Dec | 572.75 | 16.2 | -2.40 | 29.00 | 463 | 64 | 426 |
| 10 Dec | 571.90 | 18.6 | -1.25 | 32.63 | 404 | 8 | 362 |
| 9 Dec | 571.90 | 19.85 | 8.60 | 32.95 | 1,637 | -138 | 357 |
| 6 Dec | 589.75 | 11.25 | -2.25 | 32.24 | 942 | 42 | 504 |
| 5 Dec | 588.35 | 13.5 | -3.05 | 33.42 | 865 | 38 | 457 |
| 4 Dec | 583.45 | 16.55 | -0.35 | 36.08 | 1,359 | 105 | 415 |
| 3 Dec | 580.70 | 16.9 | -2.85 | 33.79 | 1,272 | 44 | 309 |
| 2 Dec | 576.80 | 19.75 | -5.25 | 34.53 | 832 | 200 | 256 |
| 29 Nov | 567.15 | 25 | -11.55 | 33.71 | 228 | 32 | 54 |
| 28 Nov | 551.70 | 36.55 | 0.80 | 37.82 | 86 | 19 | 22 |
| 27 Nov | 543.35 | 35.75 | -4.05 | 24.23 | 8 | 1 | 2 |
| 26 Nov | 546.25 | 39.8 | -72.75 | 35.15 | 1 | 0 | 0 |
| 25 Nov | 532.05 | 112.55 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 512.60 | 112.55 | 112.55 | - | 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 |
| 16 Oct | 480.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 482.00 | 0 | - | 0 | 0 | 0 | |
For Laurus Labs Limited - strike price 580 expiring on 26DEC2024
Delta for 580 PE is -0.59
Historical price for 580 PE is as follows
On 12 Dec LAURUSLABS was trading at 568.75. The strike last trading price was 18.45, which was 2.25 higher than the previous day. The implied volatity was 29.86, the open interest changed by 14 which increased total open position to 441
On 11 Dec LAURUSLABS was trading at 572.75. The strike last trading price was 16.2, which was -2.40 lower than the previous day. The implied volatity was 29.00, the open interest changed by 64 which increased total open position to 426
On 10 Dec LAURUSLABS was trading at 571.90. The strike last trading price was 18.6, which was -1.25 lower than the previous day. The implied volatity was 32.63, the open interest changed by 8 which increased total open position to 362
On 9 Dec LAURUSLABS was trading at 571.90. The strike last trading price was 19.85, which was 8.60 higher than the previous day. The implied volatity was 32.95, the open interest changed by -138 which decreased total open position to 357
On 6 Dec LAURUSLABS was trading at 589.75. The strike last trading price was 11.25, which was -2.25 lower than the previous day. The implied volatity was 32.24, the open interest changed by 42 which increased total open position to 504
On 5 Dec LAURUSLABS was trading at 588.35. The strike last trading price was 13.5, which was -3.05 lower than the previous day. The implied volatity was 33.42, the open interest changed by 38 which increased total open position to 457
On 4 Dec LAURUSLABS was trading at 583.45. The strike last trading price was 16.55, which was -0.35 lower than the previous day. The implied volatity was 36.08, the open interest changed by 105 which increased total open position to 415
On 3 Dec LAURUSLABS was trading at 580.70. The strike last trading price was 16.9, which was -2.85 lower than the previous day. The implied volatity was 33.79, the open interest changed by 44 which increased total open position to 309
On 2 Dec LAURUSLABS was trading at 576.80. The strike last trading price was 19.75, which was -5.25 lower than the previous day. The implied volatity was 34.53, the open interest changed by 200 which increased total open position to 256
On 29 Nov LAURUSLABS was trading at 567.15. The strike last trading price was 25, which was -11.55 lower than the previous day. The implied volatity was 33.71, the open interest changed by 32 which increased total open position to 54
On 28 Nov LAURUSLABS was trading at 551.70. The strike last trading price was 36.55, which was 0.80 higher than the previous day. The implied volatity was 37.82, the open interest changed by 19 which increased total open position to 22
On 27 Nov LAURUSLABS was trading at 543.35. The strike last trading price was 35.75, which was -4.05 lower than the previous day. The implied volatity was 24.23, the open interest changed by 1 which increased total open position to 2
On 26 Nov LAURUSLABS was trading at 546.25. The strike last trading price was 39.8, which was -72.75 lower than the previous day. The implied volatity was 35.15, 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 112.55, 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 112.55, which was 112.55 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 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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
