LAURUSLABS
Laurus Labs Limited
Historical option data for LAURUSLABS
20 Dec 2024 04:12 PM IST
| LAURUSLABS 26DEC2024 590 CE | ||||||||||
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Delta: 0.10
Vega: 0.13
Theta: -0.37
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 559.20 | 1.15 | -2.55 | 32.57 | 422 | -8 | 604 | |||
| 19 Dec | 572.55 | 3.7 | 0.10 | 30.50 | 711 | -6 | 613 | |||
| 18 Dec | 566.95 | 3.6 | -1.25 | 33.07 | 521 | 53 | 621 | |||
| 17 Dec | 572.10 | 4.85 | -0.90 | 30.50 | 361 | 2 | 571 | |||
| 16 Dec | 573.55 | 5.75 | 0.05 | 30.56 | 525 | 16 | 571 | |||
| 13 Dec | 573.45 | 5.7 | 0.60 | 27.11 | 1,111 | 11 | 556 | |||
| 12 Dec | 563.80 | 5.1 | -3.50 | 30.33 | 479 | 2 | 540 | |||
| 11 Dec | 572.75 | 8.6 | -0.15 | 31.87 | 600 | -12 | 538 | |||
| 10 Dec | 571.90 | 8.75 | -0.50 | 31.55 | 494 | 35 | 553 | |||
| 9 Dec | 571.90 | 9.25 | -10.75 | 32.59 | 2,380 | -19 | 519 | |||
| 6 Dec | 589.75 | 20 | 1.85 | 31.99 | 1,256 | 163 | 544 | |||
| 5 Dec | 588.35 | 18.15 | 1.45 | 31.05 | 1,165 | -30 | 379 | |||
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| 4 Dec | 583.45 | 16.7 | 0.90 | 30.37 | 1,428 | 143 | 412 | |||
| 3 Dec | 580.70 | 15.8 | 2.25 | 30.55 | 1,005 | 27 | 272 | |||
| 2 Dec | 576.80 | 13.55 | 1.55 | 29.50 | 1,012 | 101 | 239 | |||
| 29 Nov | 567.15 | 12 | 2.70 | 31.28 | 755 | 13 | 137 | |||
| 28 Nov | 551.70 | 9.3 | 2.05 | 33.57 | 395 | 85 | 93 | |||
| 27 Nov | 543.35 | 7.25 | 7.25 | 34.52 | 17 | 7 | 7 | |||
| 26 Nov | 546.25 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 532.05 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Laurus Labs Limited - strike price 590 expiring on 26DEC2024
Delta for 590 CE is 0.10
Historical price for 590 CE is as follows
On 20 Dec LAURUSLABS was trading at 559.20. The strike last trading price was 1.15, which was -2.55 lower than the previous day. The implied volatity was 32.57, the open interest changed by -8 which decreased total open position to 604
On 19 Dec LAURUSLABS was trading at 572.55. The strike last trading price was 3.7, which was 0.10 higher than the previous day. The implied volatity was 30.50, the open interest changed by -6 which decreased total open position to 613
On 18 Dec LAURUSLABS was trading at 566.95. The strike last trading price was 3.6, which was -1.25 lower than the previous day. The implied volatity was 33.07, the open interest changed by 53 which increased total open position to 621
On 17 Dec LAURUSLABS was trading at 572.10. The strike last trading price was 4.85, which was -0.90 lower than the previous day. The implied volatity was 30.50, the open interest changed by 2 which increased total open position to 571
On 16 Dec LAURUSLABS was trading at 573.55. The strike last trading price was 5.75, which was 0.05 higher than the previous day. The implied volatity was 30.56, the open interest changed by 16 which increased total open position to 571
On 13 Dec LAURUSLABS was trading at 573.45. The strike last trading price was 5.7, which was 0.60 higher than the previous day. The implied volatity was 27.11, the open interest changed by 11 which increased total open position to 556
On 12 Dec LAURUSLABS was trading at 563.80. The strike last trading price was 5.1, which was -3.50 lower than the previous day. The implied volatity was 30.33, the open interest changed by 2 which increased total open position to 540
On 11 Dec LAURUSLABS was trading at 572.75. The strike last trading price was 8.6, which was -0.15 lower than the previous day. The implied volatity was 31.87, the open interest changed by -12 which decreased total open position to 538
On 10 Dec LAURUSLABS was trading at 571.90. The strike last trading price was 8.75, which was -0.50 lower than the previous day. The implied volatity was 31.55, the open interest changed by 35 which increased total open position to 553
On 9 Dec LAURUSLABS was trading at 571.90. The strike last trading price was 9.25, which was -10.75 lower than the previous day. The implied volatity was 32.59, the open interest changed by -19 which decreased total open position to 519
On 6 Dec LAURUSLABS was trading at 589.75. The strike last trading price was 20, which was 1.85 higher than the previous day. The implied volatity was 31.99, the open interest changed by 163 which increased total open position to 544
On 5 Dec LAURUSLABS was trading at 588.35. The strike last trading price was 18.15, which was 1.45 higher than the previous day. The implied volatity was 31.05, the open interest changed by -30 which decreased total open position to 379
On 4 Dec LAURUSLABS was trading at 583.45. The strike last trading price was 16.7, which was 0.90 higher than the previous day. The implied volatity was 30.37, the open interest changed by 143 which increased total open position to 412
On 3 Dec LAURUSLABS was trading at 580.70. The strike last trading price was 15.8, which was 2.25 higher than the previous day. The implied volatity was 30.55, the open interest changed by 27 which increased total open position to 272
On 2 Dec LAURUSLABS was trading at 576.80. The strike last trading price was 13.55, which was 1.55 higher than the previous day. The implied volatity was 29.50, the open interest changed by 101 which increased total open position to 239
On 29 Nov LAURUSLABS was trading at 567.15. The strike last trading price was 12, which was 2.70 higher than the previous day. The implied volatity was 31.28, the open interest changed by 13 which increased total open position to 137
On 28 Nov LAURUSLABS was trading at 551.70. The strike last trading price was 9.3, which was 2.05 higher than the previous day. The implied volatity was 33.57, the open interest changed by 85 which increased total open position to 93
On 27 Nov LAURUSLABS was trading at 543.35. The strike last trading price was 7.25, which was 7.25 higher than the previous day. The implied volatity was 34.52, the open interest changed by 7 which increased total open position to 7
On 26 Nov LAURUSLABS was trading at 546.25. The strike last trading price was 0, 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 25 Nov LAURUSLABS was trading at 532.05. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| LAURUSLABS 26DEC2024 590 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 559.20 | 29.85 | 9.95 | - | 117 | -9 | 287 |
| 19 Dec | 572.55 | 19.9 | -5.55 | 29.83 | 19 | -13 | 296 |
| 18 Dec | 566.95 | 25.45 | 2.65 | 33.63 | 21 | -4 | 307 |
| 17 Dec | 572.10 | 22.8 | 2.50 | 36.37 | 7 | -1 | 311 |
| 16 Dec | 573.55 | 20.3 | -0.50 | 29.56 | 101 | 8 | 313 |
| 13 Dec | 573.45 | 20.8 | -7.50 | 26.32 | 213 | -21 | 305 |
| 12 Dec | 563.80 | 28.3 | 5.60 | 30.63 | 103 | -10 | 320 |
| 11 Dec | 572.75 | 22.7 | -2.45 | 29.59 | 94 | 3 | 331 |
| 10 Dec | 571.90 | 25.15 | -1.25 | 33.52 | 36 | -2 | 328 |
| 9 Dec | 571.90 | 26.4 | 11.10 | 33.66 | 791 | -88 | 331 |
| 6 Dec | 589.75 | 15.3 | -2.85 | 31.85 | 864 | 127 | 440 |
| 5 Dec | 588.35 | 18.15 | -3.50 | 33.52 | 673 | 99 | 313 |
| 4 Dec | 583.45 | 21.65 | -0.70 | 36.47 | 458 | 69 | 219 |
| 3 Dec | 580.70 | 22.35 | -3.20 | 34.42 | 392 | 76 | 149 |
| 2 Dec | 576.80 | 25.55 | -5.75 | 35.17 | 173 | 5 | 70 |
| 29 Nov | 567.15 | 31.3 | -65.75 | 34.08 | 172 | 65 | 65 |
| 28 Nov | 551.70 | 97.05 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 543.35 | 97.05 | 97.05 | - | 0 | 0 | 0 |
| 26 Nov | 546.25 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 532.05 | 0 | 0.00 | 0 | 0 | 0 | |
For Laurus Labs Limited - strike price 590 expiring on 26DEC2024
Delta for 590 PE is -
Historical price for 590 PE is as follows
On 20 Dec LAURUSLABS was trading at 559.20. The strike last trading price was 29.85, which was 9.95 higher than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 287
On 19 Dec LAURUSLABS was trading at 572.55. The strike last trading price was 19.9, which was -5.55 lower than the previous day. The implied volatity was 29.83, the open interest changed by -13 which decreased total open position to 296
On 18 Dec LAURUSLABS was trading at 566.95. The strike last trading price was 25.45, which was 2.65 higher than the previous day. The implied volatity was 33.63, the open interest changed by -4 which decreased total open position to 307
On 17 Dec LAURUSLABS was trading at 572.10. The strike last trading price was 22.8, which was 2.50 higher than the previous day. The implied volatity was 36.37, the open interest changed by -1 which decreased total open position to 311
On 16 Dec LAURUSLABS was trading at 573.55. The strike last trading price was 20.3, which was -0.50 lower than the previous day. The implied volatity was 29.56, the open interest changed by 8 which increased total open position to 313
On 13 Dec LAURUSLABS was trading at 573.45. The strike last trading price was 20.8, which was -7.50 lower than the previous day. The implied volatity was 26.32, the open interest changed by -21 which decreased total open position to 305
On 12 Dec LAURUSLABS was trading at 563.80. The strike last trading price was 28.3, which was 5.60 higher than the previous day. The implied volatity was 30.63, the open interest changed by -10 which decreased total open position to 320
On 11 Dec LAURUSLABS was trading at 572.75. The strike last trading price was 22.7, which was -2.45 lower than the previous day. The implied volatity was 29.59, the open interest changed by 3 which increased total open position to 331
On 10 Dec LAURUSLABS was trading at 571.90. The strike last trading price was 25.15, which was -1.25 lower than the previous day. The implied volatity was 33.52, the open interest changed by -2 which decreased total open position to 328
On 9 Dec LAURUSLABS was trading at 571.90. The strike last trading price was 26.4, which was 11.10 higher than the previous day. The implied volatity was 33.66, the open interest changed by -88 which decreased total open position to 331
On 6 Dec LAURUSLABS was trading at 589.75. The strike last trading price was 15.3, which was -2.85 lower than the previous day. The implied volatity was 31.85, the open interest changed by 127 which increased total open position to 440
On 5 Dec LAURUSLABS was trading at 588.35. The strike last trading price was 18.15, which was -3.50 lower than the previous day. The implied volatity was 33.52, the open interest changed by 99 which increased total open position to 313
On 4 Dec LAURUSLABS was trading at 583.45. The strike last trading price was 21.65, which was -0.70 lower than the previous day. The implied volatity was 36.47, the open interest changed by 69 which increased total open position to 219
On 3 Dec LAURUSLABS was trading at 580.70. The strike last trading price was 22.35, which was -3.20 lower than the previous day. The implied volatity was 34.42, the open interest changed by 76 which increased total open position to 149
On 2 Dec LAURUSLABS was trading at 576.80. The strike last trading price was 25.55, which was -5.75 lower than the previous day. The implied volatity was 35.17, the open interest changed by 5 which increased total open position to 70
On 29 Nov LAURUSLABS was trading at 567.15. The strike last trading price was 31.3, which was -65.75 lower than the previous day. The implied volatity was 34.08, the open interest changed by 65 which increased total open position to 65
On 28 Nov LAURUSLABS was trading at 551.70. The strike last trading price was 97.05, 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 27 Nov LAURUSLABS was trading at 543.35. The strike last trading price was 97.05, which was 97.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov LAURUSLABS was trading at 546.25. The strike last trading price was 0, 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 25 Nov LAURUSLABS was trading at 532.05. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
