LAURUSLABS
Laurus Labs Limited
Historical option data for LAURUSLABS
13 Mar 2025 04:12 PM IST
| LAURUSLABS 27MAR2025 610 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.20
Vega: 0.31
Theta: -0.42
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 574.05 | 4.15 | -5.25 | 34.52 | 348 | 33 | 287 | |||
| 12 Mar | 584.35 | 9.15 | 1.2 | 38.40 | 312 | 41 | 256 | |||
| 11 Mar | 574.15 | 8.05 | 3 | 42.69 | 336 | -1 | 215 | |||
| 10 Mar | 559.00 | 5.6 | -1.65 | 42.08 | 389 | 45 | 214 | |||
| 7 Mar | 570.85 | 7.3 | -2.65 | 37.01 | 161 | 7 | 169 | |||
| 6 Mar | 580.55 | 9.55 | 2.5 | 36.40 | 480 | 70 | 160 | |||
| 5 Mar | 566.50 | 7.1 | 3.25 | 36.84 | 146 | 23 | 87 | |||
| 4 Mar | 545.50 | 3.7 | 1.45 | 38.19 | 95 | 10 | 65 | |||
| 3 Mar | 528.80 | 2.35 | -0.25 | 39.27 | 47 | 9 | 56 | |||
| 28 Feb | 527.20 | 2.5 | -2.35 | 38.88 | 88 | 0 | 45 | |||
| 27 Feb | 543.00 | 4.6 | -2.55 | 37.48 | 76 | 7 | 45 | |||
| 26 Feb | 550.15 | 7 | 1.2 | 38.42 | 28 | 8 | 38 | |||
| 25 Feb | 550.15 | 7 | 1.2 | 38.42 | 28 | 8 | 38 | |||
| 24 Feb | 536.75 | 5.8 | 0.85 | 42.08 | 21 | 4 | 31 | |||
| 21 Feb | 521.45 | 4.95 | -2.35 | 43.82 | 21 | 7 | 27 | |||
| 20 Feb | 536.75 | 7.3 | -1 | 42.33 | 6 | 3 | 20 | |||
| 19 Feb | 546.75 | 8.3 | -0.85 | 39.48 | 5 | 0 | 19 | |||
| 18 Feb | 546.00 | 9 | -4.8 | 41.59 | 4 | 0 | 17 | |||
| 17 Feb | 555.50 | 13.8 | 1 | 44.08 | 7 | 3 | 16 | |||
| 14 Feb | 546.20 | 12.8 | -15.7 | 44.74 | 22 | 5 | 11 | |||
| 13 Feb | 601.00 | 28.5 | 1 | 37.27 | 1 | 0 | 5 | |||
| 12 Feb | 601.05 | 27.5 | -1.5 | 33.52 | 1 | 0 | 4 | |||
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| 11 Feb | 608.20 | 29 | -25 | 31.70 | 3 | 0 | 3 | |||
| 10 Feb | 626.35 | 54 | 0 | 0.00 | 0 | 1 | 0 | |||
| 7 Feb | 641.35 | 54 | 16.35 | 34.13 | 1 | 0 | 2 | |||
| 6 Feb | 636.80 | 37.65 | 0 | 0.00 | 0 | 0 | 0 | |||
| 5 Feb | 631.10 | 37.65 | 0 | 0.00 | 0 | 2 | 0 | |||
| 4 Feb | 611.95 | 37.65 | 4.4 | 35.56 | 2 | 1 | 1 | |||
For Laurus Labs Limited - strike price 610 expiring on 27MAR2025
Delta for 610 CE is 0.20
Historical price for 610 CE is as follows
On 13 Mar LAURUSLABS was trading at 574.05. The strike last trading price was 4.15, which was -5.25 lower than the previous day. The implied volatity was 34.52, the open interest changed by 33 which increased total open position to 287
On 12 Mar LAURUSLABS was trading at 584.35. The strike last trading price was 9.15, which was 1.2 higher than the previous day. The implied volatity was 38.40, the open interest changed by 41 which increased total open position to 256
On 11 Mar LAURUSLABS was trading at 574.15. The strike last trading price was 8.05, which was 3 higher than the previous day. The implied volatity was 42.69, the open interest changed by -1 which decreased total open position to 215
On 10 Mar LAURUSLABS was trading at 559.00. The strike last trading price was 5.6, which was -1.65 lower than the previous day. The implied volatity was 42.08, the open interest changed by 45 which increased total open position to 214
On 7 Mar LAURUSLABS was trading at 570.85. The strike last trading price was 7.3, which was -2.65 lower than the previous day. The implied volatity was 37.01, the open interest changed by 7 which increased total open position to 169
On 6 Mar LAURUSLABS was trading at 580.55. The strike last trading price was 9.55, which was 2.5 higher than the previous day. The implied volatity was 36.40, the open interest changed by 70 which increased total open position to 160
On 5 Mar LAURUSLABS was trading at 566.50. The strike last trading price was 7.1, which was 3.25 higher than the previous day. The implied volatity was 36.84, the open interest changed by 23 which increased total open position to 87
On 4 Mar LAURUSLABS was trading at 545.50. The strike last trading price was 3.7, which was 1.45 higher than the previous day. The implied volatity was 38.19, the open interest changed by 10 which increased total open position to 65
On 3 Mar LAURUSLABS was trading at 528.80. The strike last trading price was 2.35, which was -0.25 lower than the previous day. The implied volatity was 39.27, the open interest changed by 9 which increased total open position to 56
On 28 Feb LAURUSLABS was trading at 527.20. The strike last trading price was 2.5, which was -2.35 lower than the previous day. The implied volatity was 38.88, the open interest changed by 0 which decreased total open position to 45
On 27 Feb LAURUSLABS was trading at 543.00. The strike last trading price was 4.6, which was -2.55 lower than the previous day. The implied volatity was 37.48, the open interest changed by 7 which increased total open position to 45
On 26 Feb LAURUSLABS was trading at 550.15. The strike last trading price was 7, which was 1.2 higher than the previous day. The implied volatity was 38.42, the open interest changed by 8 which increased total open position to 38
On 25 Feb LAURUSLABS was trading at 550.15. The strike last trading price was 7, which was 1.2 higher than the previous day. The implied volatity was 38.42, the open interest changed by 8 which increased total open position to 38
On 24 Feb LAURUSLABS was trading at 536.75. The strike last trading price was 5.8, which was 0.85 higher than the previous day. The implied volatity was 42.08, the open interest changed by 4 which increased total open position to 31
On 21 Feb LAURUSLABS was trading at 521.45. The strike last trading price was 4.95, which was -2.35 lower than the previous day. The implied volatity was 43.82, the open interest changed by 7 which increased total open position to 27
On 20 Feb LAURUSLABS was trading at 536.75. The strike last trading price was 7.3, which was -1 lower than the previous day. The implied volatity was 42.33, the open interest changed by 3 which increased total open position to 20
On 19 Feb LAURUSLABS was trading at 546.75. The strike last trading price was 8.3, which was -0.85 lower than the previous day. The implied volatity was 39.48, the open interest changed by 0 which decreased total open position to 19
On 18 Feb LAURUSLABS was trading at 546.00. The strike last trading price was 9, which was -4.8 lower than the previous day. The implied volatity was 41.59, the open interest changed by 0 which decreased total open position to 17
On 17 Feb LAURUSLABS was trading at 555.50. The strike last trading price was 13.8, which was 1 higher than the previous day. The implied volatity was 44.08, the open interest changed by 3 which increased total open position to 16
On 14 Feb LAURUSLABS was trading at 546.20. The strike last trading price was 12.8, which was -15.7 lower than the previous day. The implied volatity was 44.74, the open interest changed by 5 which increased total open position to 11
On 13 Feb LAURUSLABS was trading at 601.00. The strike last trading price was 28.5, which was 1 higher than the previous day. The implied volatity was 37.27, the open interest changed by 0 which decreased total open position to 5
On 12 Feb LAURUSLABS was trading at 601.05. The strike last trading price was 27.5, which was -1.5 lower than the previous day. The implied volatity was 33.52, the open interest changed by 0 which decreased total open position to 4
On 11 Feb LAURUSLABS was trading at 608.20. The strike last trading price was 29, which was -25 lower than the previous day. The implied volatity was 31.70, the open interest changed by 0 which decreased total open position to 3
On 10 Feb LAURUSLABS was trading at 626.35. The strike last trading price was 54, 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 7 Feb LAURUSLABS was trading at 641.35. The strike last trading price was 54, which was 16.35 higher than the previous day. The implied volatity was 34.13, the open interest changed by 0 which decreased total open position to 2
On 6 Feb LAURUSLABS was trading at 636.80. The strike last trading price was 37.65, 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 37.65, 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 4 Feb LAURUSLABS was trading at 611.95. The strike last trading price was 37.65, which was 4.4 higher than the previous day. The implied volatity was 35.56, the open interest changed by 1 which increased total open position to 1
| LAURUSLABS 27MAR2025 610 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 574.05 | 33.8 | 1.4 | - | 2 | 0 | 31 |
| 12 Mar | 584.35 | 32.4 | -10.7 | 38.40 | 8 | 3 | 31 |
| 11 Mar | 574.15 | 43.1 | 0 | 0.00 | 0 | 0 | 0 |
| 10 Mar | 559.00 | 43.1 | 0 | 0.00 | 0 | -1 | 0 |
| 7 Mar | 570.85 | 43.1 | 3.45 | 37.43 | 3 | -1 | 28 |
| 6 Mar | 580.55 | 39.65 | -30.05 | 40.44 | 9 | 0 | 29 |
| 5 Mar | 566.50 | 69.7 | 0 | 82.99 | 5 | 0 | 25 |
| 4 Mar | 545.50 | 69.7 | -12.95 | 51.32 | 10 | 4 | 25 |
| 3 Mar | 528.80 | 82.65 | 0.8 | 51.29 | 3 | 1 | 19 |
| 28 Feb | 527.20 | 81.85 | 13.15 | 36.53 | 8 | 5 | 19 |
| 27 Feb | 543.00 | 68.65 | 3.7 | 42.95 | 7 | 3 | 14 |
| 26 Feb | 550.15 | 64.95 | -8.05 | 46.47 | 3 | 2 | 9 |
| 25 Feb | 550.15 | 64.95 | -8.05 | 46.47 | 3 | 0 | 9 |
| 24 Feb | 536.75 | 73 | 43.5 | 34.77 | 4 | 0 | 9 |
| 21 Feb | 521.45 | 29.5 | 0 | 0.00 | 0 | 0 | 0 |
| 20 Feb | 536.75 | 29.5 | 0 | 0.00 | 0 | 0 | 0 |
| 19 Feb | 546.75 | 29.5 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Feb | 546.00 | 29.5 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Feb | 555.50 | 29.5 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Feb | 546.20 | 29.5 | 0 | 0.00 | 0 | 1 | 0 |
| 13 Feb | 601.00 | 29.5 | -1.7 | 33.04 | 1 | 0 | 8 |
| 12 Feb | 601.05 | 31.2 | 3.7 | 37.65 | 2 | 1 | 8 |
| 11 Feb | 608.20 | 27.5 | 5.35 | 35.60 | 3 | 1 | 8 |
| 10 Feb | 626.35 | 22.15 | 5.45 | 38.17 | 4 | 0 | 6 |
| 7 Feb | 641.35 | 16.7 | -1.8 | 36.23 | 3 | 2 | 6 |
| 6 Feb | 636.80 | 18.5 | -29.5 | 36.32 | 4 | 3 | 3 |
| 5 Feb | 631.10 | 48 | 0 | 3.60 | 0 | 0 | 0 |
| 4 Feb | 611.95 | 48 | 0 | 1.34 | 0 | 0 | 0 |
For Laurus Labs Limited - strike price 610 expiring on 27MAR2025
Delta for 610 PE is -
Historical price for 610 PE is as follows
On 13 Mar LAURUSLABS was trading at 574.05. The strike last trading price was 33.8, which was 1.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 31
On 12 Mar LAURUSLABS was trading at 584.35. The strike last trading price was 32.4, which was -10.7 lower than the previous day. The implied volatity was 38.40, the open interest changed by 3 which increased total open position to 31
On 11 Mar LAURUSLABS was trading at 574.15. The strike last trading price was 43.1, 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 Mar LAURUSLABS was trading at 559.00. The strike last trading price was 43.1, 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 7 Mar LAURUSLABS was trading at 570.85. The strike last trading price was 43.1, which was 3.45 higher than the previous day. The implied volatity was 37.43, the open interest changed by -1 which decreased total open position to 28
On 6 Mar LAURUSLABS was trading at 580.55. The strike last trading price was 39.65, which was -30.05 lower than the previous day. The implied volatity was 40.44, the open interest changed by 0 which decreased total open position to 29
On 5 Mar LAURUSLABS was trading at 566.50. The strike last trading price was 69.7, which was 0 lower than the previous day. The implied volatity was 82.99, the open interest changed by 0 which decreased total open position to 25
On 4 Mar LAURUSLABS was trading at 545.50. The strike last trading price was 69.7, which was -12.95 lower than the previous day. The implied volatity was 51.32, the open interest changed by 4 which increased total open position to 25
On 3 Mar LAURUSLABS was trading at 528.80. The strike last trading price was 82.65, which was 0.8 higher than the previous day. The implied volatity was 51.29, the open interest changed by 1 which increased total open position to 19
On 28 Feb LAURUSLABS was trading at 527.20. The strike last trading price was 81.85, which was 13.15 higher than the previous day. The implied volatity was 36.53, the open interest changed by 5 which increased total open position to 19
On 27 Feb LAURUSLABS was trading at 543.00. The strike last trading price was 68.65, which was 3.7 higher than the previous day. The implied volatity was 42.95, the open interest changed by 3 which increased total open position to 14
On 26 Feb LAURUSLABS was trading at 550.15. The strike last trading price was 64.95, which was -8.05 lower than the previous day. The implied volatity was 46.47, the open interest changed by 2 which increased total open position to 9
On 25 Feb LAURUSLABS was trading at 550.15. The strike last trading price was 64.95, which was -8.05 lower than the previous day. The implied volatity was 46.47, 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 73, which was 43.5 higher than the previous day. The implied volatity was 34.77, the open interest changed by 0 which decreased total open position to 9
On 21 Feb LAURUSLABS was trading at 521.45. The strike last trading price was 29.5, 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 29.5, 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 29.5, 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 18 Feb LAURUSLABS was trading at 546.00. The strike last trading price was 29.5, 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 17 Feb LAURUSLABS was trading at 555.50. The strike last trading price was 29.5, 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 14 Feb LAURUSLABS was trading at 546.20. The strike last trading price was 29.5, 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 13 Feb LAURUSLABS was trading at 601.00. The strike last trading price was 29.5, which was -1.7 lower than the previous day. The implied volatity was 33.04, the open interest changed by 0 which decreased total open position to 8
On 12 Feb LAURUSLABS was trading at 601.05. The strike last trading price was 31.2, which was 3.7 higher than the previous day. The implied volatity was 37.65, the open interest changed by 1 which increased total open position to 8
On 11 Feb LAURUSLABS was trading at 608.20. The strike last trading price was 27.5, which was 5.35 higher than the previous day. The implied volatity was 35.60, the open interest changed by 1 which increased total open position to 8
On 10 Feb LAURUSLABS was trading at 626.35. The strike last trading price was 22.15, which was 5.45 higher than the previous day. The implied volatity was 38.17, the open interest changed by 0 which decreased total open position to 6
On 7 Feb LAURUSLABS was trading at 641.35. The strike last trading price was 16.7, which was -1.8 lower than the previous day. The implied volatity was 36.23, the open interest changed by 2 which increased total open position to 6
On 6 Feb LAURUSLABS was trading at 636.80. The strike last trading price was 18.5, which was -29.5 lower than the previous day. The implied volatity was 36.32, the open interest changed by 3 which increased total open position to 3
On 5 Feb LAURUSLABS was trading at 631.10. The strike last trading price was 48, 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 4 Feb LAURUSLABS was trading at 611.95. The strike last trading price was 48, which was 0 lower than the previous day. The implied volatity was 1.34, the open interest changed by 0 which decreased total open position to 0
