LAURUSLABS
Laurus Labs Limited
Historical option data for LAURUSLABS
12 Dec 2024 10:03 AM IST
| LAURUSLABS 26DEC2024 600 CE | ||||||||||
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Delta: 0.22
Vega: 0.34
Theta: -0.41
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 569.15 | 4.45 | -1.60 | 31.42 | 202 | -7 | 1,393 | |||
| 11 Dec | 572.75 | 6.05 | -0.25 | 32.66 | 871 | 33 | 1,397 | |||
| 10 Dec | 571.90 | 6.3 | -0.25 | 32.56 | 1,078 | 0 | 1,365 | |||
| 9 Dec | 571.90 | 6.55 | -8.70 | 32.96 | 3,582 | -5 | 1,341 | |||
| 6 Dec | 589.75 | 15.25 | 1.50 | 32.07 | 1,476 | 120 | 1,348 | |||
| 5 Dec | 588.35 | 13.75 | 1.15 | 31.24 | 1,559 | 53 | 1,231 | |||
| 4 Dec | 583.45 | 12.6 | 0.60 | 30.63 | 1,585 | 50 | 1,179 | |||
| 3 Dec | 580.70 | 12 | 1.35 | 30.93 | 2,019 | 70 | 1,129 | |||
| 2 Dec | 576.80 | 10.65 | 1.45 | 30.81 | 3,561 | 203 | 1,059 | |||
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| 29 Nov | 567.15 | 9.2 | 2.00 | 31.77 | 4,232 | 433 | 857 | |||
| 28 Nov | 551.70 | 7.2 | 1.95 | 34.13 | 1,558 | 51 | 428 | |||
| 27 Nov | 543.35 | 5.25 | -0.20 | 34.35 | 1,233 | 164 | 381 | |||
| 26 Nov | 546.25 | 5.45 | 1.45 | 33.32 | 601 | 114 | 217 | |||
| 25 Nov | 532.05 | 4 | 35.03 | 199 | 103 | 103 | ||||
For Laurus Labs Limited - strike price 600 expiring on 26DEC2024
Delta for 600 CE is 0.22
Historical price for 600 CE is as follows
On 12 Dec LAURUSLABS was trading at 569.15. The strike last trading price was 4.45, which was -1.60 lower than the previous day. The implied volatity was 31.42, the open interest changed by -7 which decreased total open position to 1393
On 11 Dec LAURUSLABS was trading at 572.75. The strike last trading price was 6.05, which was -0.25 lower than the previous day. The implied volatity was 32.66, the open interest changed by 33 which increased total open position to 1397
On 10 Dec LAURUSLABS was trading at 571.90. The strike last trading price was 6.3, which was -0.25 lower than the previous day. The implied volatity was 32.56, the open interest changed by 0 which decreased total open position to 1365
On 9 Dec LAURUSLABS was trading at 571.90. The strike last trading price was 6.55, which was -8.70 lower than the previous day. The implied volatity was 32.96, the open interest changed by -5 which decreased total open position to 1341
On 6 Dec LAURUSLABS was trading at 589.75. The strike last trading price was 15.25, which was 1.50 higher than the previous day. The implied volatity was 32.07, the open interest changed by 120 which increased total open position to 1348
On 5 Dec LAURUSLABS was trading at 588.35. The strike last trading price was 13.75, which was 1.15 higher than the previous day. The implied volatity was 31.24, the open interest changed by 53 which increased total open position to 1231
On 4 Dec LAURUSLABS was trading at 583.45. The strike last trading price was 12.6, which was 0.60 higher than the previous day. The implied volatity was 30.63, the open interest changed by 50 which increased total open position to 1179
On 3 Dec LAURUSLABS was trading at 580.70. The strike last trading price was 12, which was 1.35 higher than the previous day. The implied volatity was 30.93, the open interest changed by 70 which increased total open position to 1129
On 2 Dec LAURUSLABS was trading at 576.80. The strike last trading price was 10.65, which was 1.45 higher than the previous day. The implied volatity was 30.81, the open interest changed by 203 which increased total open position to 1059
On 29 Nov LAURUSLABS was trading at 567.15. The strike last trading price was 9.2, which was 2.00 higher than the previous day. The implied volatity was 31.77, the open interest changed by 433 which increased total open position to 857
On 28 Nov LAURUSLABS was trading at 551.70. The strike last trading price was 7.2, which was 1.95 higher than the previous day. The implied volatity was 34.13, the open interest changed by 51 which increased total open position to 428
On 27 Nov LAURUSLABS was trading at 543.35. The strike last trading price was 5.25, which was -0.20 lower than the previous day. The implied volatity was 34.35, the open interest changed by 164 which increased total open position to 381
On 26 Nov LAURUSLABS was trading at 546.25. The strike last trading price was 5.45, which was 1.45 higher than the previous day. The implied volatity was 33.32, the open interest changed by 114 which increased total open position to 217
On 25 Nov LAURUSLABS was trading at 532.05. The strike last trading price was 4, which was lower than the previous day. The implied volatity was 35.03, the open interest changed by 103 which increased total open position to 103
| LAURUSLABS 26DEC2024 600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.86
Vega: 0.25
Theta: -0.05
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 569.15 | 30.15 | 0.85 | 22.10 | 10 | -2 | 191 |
| 11 Dec | 572.75 | 29.3 | -3.75 | 27.83 | 33 | 2 | 194 |
| 10 Dec | 571.90 | 33.05 | -0.65 | 35.71 | 32 | -1 | 191 |
| 9 Dec | 571.90 | 33.7 | 13.10 | 34.27 | 247 | -34 | 194 |
| 6 Dec | 589.75 | 20.6 | -3.00 | 32.12 | 219 | 32 | 219 |
| 5 Dec | 588.35 | 23.6 | -3.35 | 33.56 | 148 | 42 | 185 |
| 4 Dec | 583.45 | 26.95 | -1.15 | 35.89 | 201 | 21 | 144 |
| 3 Dec | 580.70 | 28.1 | -3.55 | 34.24 | 224 | 0 | 123 |
| 2 Dec | 576.80 | 31.65 | -6.65 | 35.07 | 150 | 16 | 121 |
| 29 Nov | 567.15 | 38.3 | -13.80 | 34.54 | 194 | 90 | 106 |
| 28 Nov | 551.70 | 52.1 | -4.60 | 42.93 | 40 | 0 | 16 |
| 27 Nov | 543.35 | 56.7 | -1.15 | 35.06 | 9 | 3 | 16 |
| 26 Nov | 546.25 | 57.85 | -72.45 | 40.42 | 19 | 13 | 13 |
| 25 Nov | 532.05 | 130.3 | - | 0 | 0 | 0 | |
For Laurus Labs Limited - strike price 600 expiring on 26DEC2024
Delta for 600 PE is -0.86
Historical price for 600 PE is as follows
On 12 Dec LAURUSLABS was trading at 569.15. The strike last trading price was 30.15, which was 0.85 higher than the previous day. The implied volatity was 22.10, the open interest changed by -2 which decreased total open position to 191
On 11 Dec LAURUSLABS was trading at 572.75. The strike last trading price was 29.3, which was -3.75 lower than the previous day. The implied volatity was 27.83, the open interest changed by 2 which increased total open position to 194
On 10 Dec LAURUSLABS was trading at 571.90. The strike last trading price was 33.05, which was -0.65 lower than the previous day. The implied volatity was 35.71, the open interest changed by -1 which decreased total open position to 191
On 9 Dec LAURUSLABS was trading at 571.90. The strike last trading price was 33.7, which was 13.10 higher than the previous day. The implied volatity was 34.27, the open interest changed by -34 which decreased total open position to 194
On 6 Dec LAURUSLABS was trading at 589.75. The strike last trading price was 20.6, which was -3.00 lower than the previous day. The implied volatity was 32.12, the open interest changed by 32 which increased total open position to 219
On 5 Dec LAURUSLABS was trading at 588.35. The strike last trading price was 23.6, which was -3.35 lower than the previous day. The implied volatity was 33.56, the open interest changed by 42 which increased total open position to 185
On 4 Dec LAURUSLABS was trading at 583.45. The strike last trading price was 26.95, which was -1.15 lower than the previous day. The implied volatity was 35.89, the open interest changed by 21 which increased total open position to 144
On 3 Dec LAURUSLABS was trading at 580.70. The strike last trading price was 28.1, which was -3.55 lower than the previous day. The implied volatity was 34.24, the open interest changed by 0 which decreased total open position to 123
On 2 Dec LAURUSLABS was trading at 576.80. The strike last trading price was 31.65, which was -6.65 lower than the previous day. The implied volatity was 35.07, the open interest changed by 16 which increased total open position to 121
On 29 Nov LAURUSLABS was trading at 567.15. The strike last trading price was 38.3, which was -13.80 lower than the previous day. The implied volatity was 34.54, the open interest changed by 90 which increased total open position to 106
On 28 Nov LAURUSLABS was trading at 551.70. The strike last trading price was 52.1, which was -4.60 lower than the previous day. The implied volatity was 42.93, the open interest changed by 0 which decreased total open position to 16
On 27 Nov LAURUSLABS was trading at 543.35. The strike last trading price was 56.7, which was -1.15 lower than the previous day. The implied volatity was 35.06, the open interest changed by 3 which increased total open position to 16
On 26 Nov LAURUSLABS was trading at 546.25. The strike last trading price was 57.85, which was -72.45 lower than the previous day. The implied volatity was 40.42, the open interest changed by 13 which increased total open position to 13
On 25 Nov LAURUSLABS was trading at 532.05. The strike last trading price was 130.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
