LAURUSLABS
Laurus Labs Limited
Historical option data for LAURUSLABS
13 Mar 2025 04:12 PM IST
| LAURUSLABS 27MAR2025 590 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.36
Vega: 0.42
Theta: -0.58
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 574.05 | 9.4 | -7.5 | 34.98 | 432 | 47 | 379 | |||
| 12 Mar | 584.35 | 16.7 | 2.55 | 38.67 | 775 | 36 | 333 | |||
| 11 Mar | 574.15 | 14.3 | 5.25 | 43.16 | 1,770 | -45 | 300 | |||
| 10 Mar | 559.00 | 9.8 | -3.3 | 41.09 | 2,179 | 103 | 342 | |||
| 7 Mar | 570.85 | 13.45 | -3.75 | 37.66 | 326 | 44 | 239 | |||
| 6 Mar | 580.55 | 16 | 3.55 | 35.60 | 941 | 45 | 196 | |||
|
|
||||||||||
| 5 Mar | 566.50 | 12.55 | 5.8 | 36.78 | 241 | 17 | 151 | |||
| 4 Mar | 545.50 | 6.6 | 2.55 | 37.36 | 176 | 40 | 134 | |||
| 3 Mar | 528.80 | 4.05 | -0.45 | 37.80 | 106 | 6 | 94 | |||
| 28 Feb | 527.20 | 4.45 | -3.3 | 38.25 | 99 | 26 | 89 | |||
| 27 Feb | 543.00 | 7.3 | -4 | 35.77 | 82 | 3 | 63 | |||
| 26 Feb | 550.15 | 11.35 | 2.3 | 38.17 | 51 | 0 | 59 | |||
| 25 Feb | 550.15 | 11.35 | 2.3 | 38.17 | 51 | -1 | 59 | |||
| 24 Feb | 536.75 | 8.8 | 1.2 | 41.02 | 47 | 7 | 61 | |||
| 21 Feb | 521.45 | 7.6 | -7.15 | 43.34 | 10 | 6 | 53 | |||
| 20 Feb | 536.75 | 14.75 | -2 | 48.53 | 9 | 3 | 46 | |||
| 19 Feb | 546.75 | 16.75 | 1.75 | 45.80 | 10 | 3 | 43 | |||
| 18 Feb | 546.00 | 15 | -2.5 | 44.00 | 9 | 1 | 40 | |||
| 17 Feb | 555.50 | 17.5 | 0.9 | 41.10 | 11 | 3 | 40 | |||
| 14 Feb | 546.20 | 16.6 | -23.25 | 42.70 | 66 | 35 | 36 | |||
| 13 Feb | 601.00 | 39.85 | 0 | 0.00 | 0 | 0 | 0 | |||
| 12 Feb | 601.05 | 39.85 | 0 | 0.00 | 0 | 0 | 0 | |||
| 11 Feb | 608.20 | 39.85 | 0 | 0.00 | 0 | 0 | 0 | |||
| 10 Feb | 626.35 | 39.85 | 0 | 0.00 | 0 | 0 | 0 | |||
| 7 Feb | 641.35 | 39.85 | 0 | 0.00 | 0 | 0 | 0 | |||
| 6 Feb | 636.80 | 39.85 | 0 | 0.00 | 0 | 0 | 0 | |||
| 5 Feb | 631.10 | 39.85 | 0 | 0.00 | 0 | 1 | 0 | |||
| 4 Feb | 611.95 | 39.85 | -2.25 | 24.13 | 1 | 0 | 0 | |||
| 3 Feb | 586.35 | 42.1 | 0 | - | 0 | 0 | 0 | |||
For Laurus Labs Limited - strike price 590 expiring on 27MAR2025
Delta for 590 CE is 0.36
Historical price for 590 CE is as follows
On 13 Mar LAURUSLABS was trading at 574.05. The strike last trading price was 9.4, which was -7.5 lower than the previous day. The implied volatity was 34.98, the open interest changed by 47 which increased total open position to 379
On 12 Mar LAURUSLABS was trading at 584.35. The strike last trading price was 16.7, which was 2.55 higher than the previous day. The implied volatity was 38.67, the open interest changed by 36 which increased total open position to 333
On 11 Mar LAURUSLABS was trading at 574.15. The strike last trading price was 14.3, which was 5.25 higher than the previous day. The implied volatity was 43.16, the open interest changed by -45 which decreased total open position to 300
On 10 Mar LAURUSLABS was trading at 559.00. The strike last trading price was 9.8, which was -3.3 lower than the previous day. The implied volatity was 41.09, the open interest changed by 103 which increased total open position to 342
On 7 Mar LAURUSLABS was trading at 570.85. The strike last trading price was 13.45, which was -3.75 lower than the previous day. The implied volatity was 37.66, the open interest changed by 44 which increased total open position to 239
On 6 Mar LAURUSLABS was trading at 580.55. The strike last trading price was 16, which was 3.55 higher than the previous day. The implied volatity was 35.60, the open interest changed by 45 which increased total open position to 196
On 5 Mar LAURUSLABS was trading at 566.50. The strike last trading price was 12.55, which was 5.8 higher than the previous day. The implied volatity was 36.78, the open interest changed by 17 which increased total open position to 151
On 4 Mar LAURUSLABS was trading at 545.50. The strike last trading price was 6.6, which was 2.55 higher than the previous day. The implied volatity was 37.36, the open interest changed by 40 which increased total open position to 134
On 3 Mar LAURUSLABS was trading at 528.80. The strike last trading price was 4.05, which was -0.45 lower than the previous day. The implied volatity was 37.80, the open interest changed by 6 which increased total open position to 94
On 28 Feb LAURUSLABS was trading at 527.20. The strike last trading price was 4.45, which was -3.3 lower than the previous day. The implied volatity was 38.25, the open interest changed by 26 which increased total open position to 89
On 27 Feb LAURUSLABS was trading at 543.00. The strike last trading price was 7.3, which was -4 lower than the previous day. The implied volatity was 35.77, the open interest changed by 3 which increased total open position to 63
On 26 Feb LAURUSLABS was trading at 550.15. The strike last trading price was 11.35, which was 2.3 higher than the previous day. The implied volatity was 38.17, the open interest changed by 0 which decreased total open position to 59
On 25 Feb LAURUSLABS was trading at 550.15. The strike last trading price was 11.35, which was 2.3 higher than the previous day. The implied volatity was 38.17, the open interest changed by -1 which decreased total open position to 59
On 24 Feb LAURUSLABS was trading at 536.75. The strike last trading price was 8.8, which was 1.2 higher than the previous day. The implied volatity was 41.02, the open interest changed by 7 which increased total open position to 61
On 21 Feb LAURUSLABS was trading at 521.45. The strike last trading price was 7.6, which was -7.15 lower than the previous day. The implied volatity was 43.34, the open interest changed by 6 which increased total open position to 53
On 20 Feb LAURUSLABS was trading at 536.75. The strike last trading price was 14.75, which was -2 lower than the previous day. The implied volatity was 48.53, the open interest changed by 3 which increased total open position to 46
On 19 Feb LAURUSLABS was trading at 546.75. The strike last trading price was 16.75, which was 1.75 higher than the previous day. The implied volatity was 45.80, the open interest changed by 3 which increased total open position to 43
On 18 Feb LAURUSLABS was trading at 546.00. The strike last trading price was 15, which was -2.5 lower than the previous day. The implied volatity was 44.00, the open interest changed by 1 which increased total open position to 40
On 17 Feb LAURUSLABS was trading at 555.50. The strike last trading price was 17.5, which was 0.9 higher than the previous day. The implied volatity was 41.10, the open interest changed by 3 which increased total open position to 40
On 14 Feb LAURUSLABS was trading at 546.20. The strike last trading price was 16.6, which was -23.25 lower than the previous day. The implied volatity was 42.70, the open interest changed by 35 which increased total open position to 36
On 13 Feb LAURUSLABS was trading at 601.00. The strike last trading price was 39.85, which was 0 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 12 Feb LAURUSLABS was trading at 601.05. The strike last trading price was 39.85, which was 0 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 11 Feb LAURUSLABS was trading at 608.20. The strike last trading price was 39.85, which was 0 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 10 Feb LAURUSLABS was trading at 626.35. The strike last trading price was 39.85, which was 0 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 7 Feb LAURUSLABS was trading at 641.35. The strike last trading price was 39.85, which was 0 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 6 Feb LAURUSLABS was trading at 636.80. The strike last trading price was 39.85, which was 0 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 5 Feb LAURUSLABS was trading at 631.10. The strike last trading price was 39.85, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 4 Feb LAURUSLABS was trading at 611.95. The strike last trading price was 39.85, which was -2.25 lower than the previous day. The implied volatity was 24.13, the open interest changed by 0 which decreased total open position to 0
On 3 Feb LAURUSLABS was trading at 586.35. The strike last trading price was 42.1, 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 590 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.63
Vega: 0.42
Theta: -0.44
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 574.05 | 25.1 | 4.6 | 36.18 | 57 | 2 | 159 |
| 12 Mar | 584.35 | 20.4 | -8.2 | 39.45 | 138 | 42 | 157 |
| 11 Mar | 574.15 | 28.6 | -10.45 | 41.93 | 87 | -5 | 116 |
| 10 Mar | 559.00 | 41.4 | 11.95 | 52.98 | 132 | 7 | 121 |
| 7 Mar | 570.85 | 29.55 | 4.15 | 38.39 | 81 | -9 | 114 |
| 6 Mar | 580.55 | 26 | -10 | 38.85 | 312 | 112 | 132 |
| 5 Mar | 566.50 | 36 | -28 | 44.65 | 3 | 0 | 21 |
| 4 Mar | 545.50 | 64 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Mar | 528.80 | 64 | -1.2 | 46.15 | 3 | 0 | 21 |
| 28 Feb | 527.20 | 65.2 | 12.7 | 40.19 | 10 | 10 | 21 |
| 27 Feb | 543.00 | 52.5 | 0.5 | 42.22 | 7 | 2 | 11 |
| 26 Feb | 550.15 | 52 | -14 | 49.34 | 4 | 0 | 9 |
| 25 Feb | 550.15 | 52 | -14 | 49.34 | 4 | 0 | 9 |
| 24 Feb | 536.75 | 66 | -1.25 | 54.68 | 1 | 0 | 8 |
| 21 Feb | 521.45 | 67.25 | 0 | 0.00 | 0 | 0 | 0 |
| 20 Feb | 536.75 | 67.25 | 0 | 0.00 | 0 | 0 | 0 |
| 19 Feb | 546.75 | 67.25 | 0 | 0.00 | 0 | -1 | 0 |
| 18 Feb | 546.00 | 67.25 | 17.1 | 61.53 | 1 | 0 | 9 |
| 17 Feb | 555.50 | 50.15 | 1.35 | 45.31 | 2 | 1 | 9 |
| 14 Feb | 546.20 | 48.8 | 24.7 | 33.41 | 6 | 0 | 8 |
| 13 Feb | 601.00 | 24.1 | 0 | 0.00 | 0 | 8 | 0 |
| 12 Feb | 601.05 | 24.1 | -12.95 | 40.81 | 9 | 4 | 4 |
| 11 Feb | 608.20 | 37.05 | 0 | 3.60 | 0 | 0 | 0 |
| 10 Feb | 626.35 | 37.05 | 0 | 5.52 | 0 | 0 | 0 |
| 7 Feb | 641.35 | 37.05 | 0 | 7.09 | 0 | 0 | 0 |
| 6 Feb | 636.80 | 37.05 | 0 | 6.57 | 0 | 0 | 0 |
| 5 Feb | 631.10 | 37.05 | 0 | 5.87 | 0 | 0 | 0 |
| 4 Feb | 611.95 | 37.05 | 0 | 3.70 | 0 | 0 | 0 |
| 3 Feb | 586.35 | 37.05 | 0 | 0.60 | 0 | 0 | 0 |
For Laurus Labs Limited - strike price 590 expiring on 27MAR2025
Delta for 590 PE is -0.63
Historical price for 590 PE is as follows
On 13 Mar LAURUSLABS was trading at 574.05. The strike last trading price was 25.1, which was 4.6 higher than the previous day. The implied volatity was 36.18, the open interest changed by 2 which increased total open position to 159
On 12 Mar LAURUSLABS was trading at 584.35. The strike last trading price was 20.4, which was -8.2 lower than the previous day. The implied volatity was 39.45, the open interest changed by 42 which increased total open position to 157
On 11 Mar LAURUSLABS was trading at 574.15. The strike last trading price was 28.6, which was -10.45 lower than the previous day. The implied volatity was 41.93, the open interest changed by -5 which decreased total open position to 116
On 10 Mar LAURUSLABS was trading at 559.00. The strike last trading price was 41.4, which was 11.95 higher than the previous day. The implied volatity was 52.98, the open interest changed by 7 which increased total open position to 121
On 7 Mar LAURUSLABS was trading at 570.85. The strike last trading price was 29.55, which was 4.15 higher than the previous day. The implied volatity was 38.39, the open interest changed by -9 which decreased total open position to 114
On 6 Mar LAURUSLABS was trading at 580.55. The strike last trading price was 26, which was -10 lower than the previous day. The implied volatity was 38.85, the open interest changed by 112 which increased total open position to 132
On 5 Mar LAURUSLABS was trading at 566.50. The strike last trading price was 36, which was -28 lower than the previous day. The implied volatity was 44.65, the open interest changed by 0 which decreased total open position to 21
On 4 Mar LAURUSLABS was trading at 545.50. The strike last trading price was 64, which was 0 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 3 Mar LAURUSLABS was trading at 528.80. The strike last trading price was 64, which was -1.2 lower than the previous day. The implied volatity was 46.15, the open interest changed by 0 which decreased total open position to 21
On 28 Feb LAURUSLABS was trading at 527.20. The strike last trading price was 65.2, which was 12.7 higher than the previous day. The implied volatity was 40.19, the open interest changed by 10 which increased total open position to 21
On 27 Feb LAURUSLABS was trading at 543.00. The strike last trading price was 52.5, which was 0.5 higher than the previous day. The implied volatity was 42.22, the open interest changed by 2 which increased total open position to 11
On 26 Feb LAURUSLABS was trading at 550.15. The strike last trading price was 52, which was -14 lower than the previous day. The implied volatity was 49.34, the open interest changed by 0 which decreased total open position to 9
On 25 Feb LAURUSLABS was trading at 550.15. The strike last trading price was 52, which was -14 lower than the previous day. The implied volatity was 49.34, the open interest changed by 0 which decreased total open position to 9
On 24 Feb LAURUSLABS was trading at 536.75. The strike last trading price was 66, which was -1.25 lower than the previous day. The implied volatity was 54.68, the open interest changed by 0 which decreased total open position to 8
On 21 Feb LAURUSLABS was trading at 521.45. The strike last trading price was 67.25, which was 0 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 20 Feb LAURUSLABS was trading at 536.75. The strike last trading price was 67.25, which was 0 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 19 Feb LAURUSLABS was trading at 546.75. The strike last trading price was 67.25, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 18 Feb LAURUSLABS was trading at 546.00. The strike last trading price was 67.25, which was 17.1 higher than the previous day. The implied volatity was 61.53, the open interest changed by 0 which decreased total open position to 9
On 17 Feb LAURUSLABS was trading at 555.50. The strike last trading price was 50.15, which was 1.35 higher than the previous day. The implied volatity was 45.31, the open interest changed by 1 which increased total open position to 9
On 14 Feb LAURUSLABS was trading at 546.20. The strike last trading price was 48.8, which was 24.7 higher than the previous day. The implied volatity was 33.41, the open interest changed by 0 which decreased total open position to 8
On 13 Feb LAURUSLABS was trading at 601.00. The strike last trading price was 24.1, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 12 Feb LAURUSLABS was trading at 601.05. The strike last trading price was 24.1, which was -12.95 lower than the previous day. The implied volatity was 40.81, the open interest changed by 4 which increased total open position to 4
On 11 Feb LAURUSLABS was trading at 608.20. The strike last trading price was 37.05, which was 0 lower than the previous day. The implied volatity was 3.60, 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 37.05, which was 0 lower than the previous day. The implied volatity was 5.52, 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 37.05, which was 0 lower than the previous day. The implied volatity was 7.09, 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 37.05, which was 0 lower than the previous day. The implied volatity was 6.57, 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 37.05, which was 0 lower than the previous day. The implied volatity was 5.87, the open interest changed by 0 which decreased total open position to 0
On 4 Feb LAURUSLABS was trading at 611.95. The strike last trading price was 37.05, which was 0 lower than the previous day. The implied volatity was 3.70, the open interest changed by 0 which decreased total open position to 0
On 3 Feb LAURUSLABS was trading at 586.35. The strike last trading price was 37.05, which was 0 lower than the previous day. The implied volatity was 0.60, the open interest changed by 0 which decreased total open position to 0
