LAURUSLABS
Laurus Labs Limited
Historical option data for LAURUSLABS
20 Dec 2024 04:12 PM IST
| LAURUSLABS 26DEC2024 610 CE | ||||||||||
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Delta: 0.05
Vega: 0.07
Theta: -0.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 559.20 | 0.6 | -0.70 | 40.50 | 258 | -16 | 354 | |||
| 19 Dec | 572.55 | 1.3 | -0.25 | 34.38 | 136 | 45 | 370 | |||
| 18 Dec | 566.95 | 1.55 | -0.45 | 37.45 | 184 | 42 | 325 | |||
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| 17 Dec | 572.10 | 2 | -0.50 | 34.10 | 165 | 29 | 282 | |||
| 16 Dec | 573.55 | 2.5 | 0.10 | 33.89 | 409 | -98 | 253 | |||
| 13 Dec | 573.45 | 2.4 | 0.00 | 29.65 | 464 | -14 | 351 | |||
| 12 Dec | 563.80 | 2.4 | -1.80 | 32.93 | 283 | 20 | 364 | |||
| 11 Dec | 572.75 | 4.2 | -0.20 | 33.44 | 416 | 29 | 344 | |||
| 10 Dec | 571.90 | 4.4 | -0.25 | 33.24 | 354 | 13 | 315 | |||
| 9 Dec | 571.90 | 4.65 | -6.65 | 33.64 | 1,160 | 17 | 304 | |||
| 6 Dec | 589.75 | 11.3 | 1.20 | 32.02 | 434 | 7 | 287 | |||
| 5 Dec | 588.35 | 10.1 | 1.05 | 31.23 | 645 | 114 | 280 | |||
| 4 Dec | 583.45 | 9.05 | 0.10 | 30.37 | 542 | 71 | 157 | |||
| 3 Dec | 580.70 | 8.95 | 0.85 | 31.26 | 525 | 39 | 87 | |||
| 2 Dec | 576.80 | 8.1 | 8.10 | 31.52 | 340 | 50 | 50 | |||
| 29 Nov | 567.15 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 28 Nov | 551.70 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 543.35 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 546.25 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Laurus Labs Limited - strike price 610 expiring on 26DEC2024
Delta for 610 CE is 0.05
Historical price for 610 CE is as follows
On 20 Dec LAURUSLABS was trading at 559.20. The strike last trading price was 0.6, which was -0.70 lower than the previous day. The implied volatity was 40.50, the open interest changed by -16 which decreased total open position to 354
On 19 Dec LAURUSLABS was trading at 572.55. The strike last trading price was 1.3, which was -0.25 lower than the previous day. The implied volatity was 34.38, the open interest changed by 45 which increased total open position to 370
On 18 Dec LAURUSLABS was trading at 566.95. The strike last trading price was 1.55, which was -0.45 lower than the previous day. The implied volatity was 37.45, the open interest changed by 42 which increased total open position to 325
On 17 Dec LAURUSLABS was trading at 572.10. The strike last trading price was 2, which was -0.50 lower than the previous day. The implied volatity was 34.10, the open interest changed by 29 which increased total open position to 282
On 16 Dec LAURUSLABS was trading at 573.55. The strike last trading price was 2.5, which was 0.10 higher than the previous day. The implied volatity was 33.89, the open interest changed by -98 which decreased total open position to 253
On 13 Dec LAURUSLABS was trading at 573.45. The strike last trading price was 2.4, which was 0.00 lower than the previous day. The implied volatity was 29.65, the open interest changed by -14 which decreased total open position to 351
On 12 Dec LAURUSLABS was trading at 563.80. The strike last trading price was 2.4, which was -1.80 lower than the previous day. The implied volatity was 32.93, the open interest changed by 20 which increased total open position to 364
On 11 Dec LAURUSLABS was trading at 572.75. The strike last trading price was 4.2, which was -0.20 lower than the previous day. The implied volatity was 33.44, the open interest changed by 29 which increased total open position to 344
On 10 Dec LAURUSLABS was trading at 571.90. The strike last trading price was 4.4, which was -0.25 lower than the previous day. The implied volatity was 33.24, the open interest changed by 13 which increased total open position to 315
On 9 Dec LAURUSLABS was trading at 571.90. The strike last trading price was 4.65, which was -6.65 lower than the previous day. The implied volatity was 33.64, the open interest changed by 17 which increased total open position to 304
On 6 Dec LAURUSLABS was trading at 589.75. The strike last trading price was 11.3, which was 1.20 higher than the previous day. The implied volatity was 32.02, the open interest changed by 7 which increased total open position to 287
On 5 Dec LAURUSLABS was trading at 588.35. The strike last trading price was 10.1, which was 1.05 higher than the previous day. The implied volatity was 31.23, the open interest changed by 114 which increased total open position to 280
On 4 Dec LAURUSLABS was trading at 583.45. The strike last trading price was 9.05, which was 0.10 higher than the previous day. The implied volatity was 30.37, the open interest changed by 71 which increased total open position to 157
On 3 Dec LAURUSLABS was trading at 580.70. The strike last trading price was 8.95, which was 0.85 higher than the previous day. The implied volatity was 31.26, the open interest changed by 39 which increased total open position to 87
On 2 Dec LAURUSLABS was trading at 576.80. The strike last trading price was 8.1, which was 8.10 higher than the previous day. The implied volatity was 31.52, the open interest changed by 50 which increased total open position to 50
On 29 Nov LAURUSLABS was trading at 567.15. 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 28 Nov LAURUSLABS was trading at 551.70. 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 27 Nov LAURUSLABS was trading at 543.35. 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 26 Nov LAURUSLABS was trading at 546.25. 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 610 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 559.20 | 42.5 | 5.80 | - | 9 | -3 | 47 |
| 19 Dec | 572.55 | 36.7 | -3.40 | 25.84 | 1 | 0 | 50 |
| 18 Dec | 566.95 | 40.1 | 1.90 | - | 5 | -1 | 51 |
| 17 Dec | 572.10 | 38.2 | 1.35 | 34.88 | 2 | 0 | 53 |
| 16 Dec | 573.55 | 36.85 | -1.05 | 31.65 | 16 | 6 | 52 |
| 13 Dec | 573.45 | 37.9 | -7.25 | 30.31 | 62 | 14 | 49 |
| 12 Dec | 563.80 | 45.15 | 6.60 | 31.80 | 9 | -1 | 35 |
| 11 Dec | 572.75 | 38.55 | -8.45 | 31.40 | 6 | 0 | 36 |
| 10 Dec | 571.90 | 47 | 0.00 | 0.00 | 0 | 2 | 0 |
| 9 Dec | 571.90 | 47 | 20.20 | 48.36 | 13 | 0 | 34 |
| 6 Dec | 589.75 | 26.8 | -3.25 | 32.46 | 82 | -2 | 34 |
| 5 Dec | 588.35 | 30.05 | -4.00 | 33.98 | 53 | 24 | 36 |
| 4 Dec | 583.45 | 34.05 | -2.15 | 37.28 | 50 | 0 | 12 |
| 3 Dec | 580.70 | 36.2 | -2.95 | 37.06 | 34 | -9 | 13 |
| 2 Dec | 576.80 | 39.15 | 39.15 | 36.34 | 40 | 22 | 22 |
| 29 Nov | 567.15 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 551.70 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 543.35 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 546.25 | 0 | 0.00 | 0 | 0 | 0 | |
For Laurus Labs Limited - strike price 610 expiring on 26DEC2024
Delta for 610 PE is -
Historical price for 610 PE is as follows
On 20 Dec LAURUSLABS was trading at 559.20. The strike last trading price was 42.5, which was 5.80 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 47
On 19 Dec LAURUSLABS was trading at 572.55. The strike last trading price was 36.7, which was -3.40 lower than the previous day. The implied volatity was 25.84, the open interest changed by 0 which decreased total open position to 50
On 18 Dec LAURUSLABS was trading at 566.95. The strike last trading price was 40.1, which was 1.90 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 51
On 17 Dec LAURUSLABS was trading at 572.10. The strike last trading price was 38.2, which was 1.35 higher than the previous day. The implied volatity was 34.88, the open interest changed by 0 which decreased total open position to 53
On 16 Dec LAURUSLABS was trading at 573.55. The strike last trading price was 36.85, which was -1.05 lower than the previous day. The implied volatity was 31.65, the open interest changed by 6 which increased total open position to 52
On 13 Dec LAURUSLABS was trading at 573.45. The strike last trading price was 37.9, which was -7.25 lower than the previous day. The implied volatity was 30.31, the open interest changed by 14 which increased total open position to 49
On 12 Dec LAURUSLABS was trading at 563.80. The strike last trading price was 45.15, which was 6.60 higher than the previous day. The implied volatity was 31.80, the open interest changed by -1 which decreased total open position to 35
On 11 Dec LAURUSLABS was trading at 572.75. The strike last trading price was 38.55, which was -8.45 lower than the previous day. The implied volatity was 31.40, the open interest changed by 0 which decreased total open position to 36
On 10 Dec LAURUSLABS was trading at 571.90. The strike last trading price was 47, which was 0.00 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 9 Dec LAURUSLABS was trading at 571.90. The strike last trading price was 47, which was 20.20 higher than the previous day. The implied volatity was 48.36, the open interest changed by 0 which decreased total open position to 34
On 6 Dec LAURUSLABS was trading at 589.75. The strike last trading price was 26.8, which was -3.25 lower than the previous day. The implied volatity was 32.46, the open interest changed by -2 which decreased total open position to 34
On 5 Dec LAURUSLABS was trading at 588.35. The strike last trading price was 30.05, which was -4.00 lower than the previous day. The implied volatity was 33.98, the open interest changed by 24 which increased total open position to 36
On 4 Dec LAURUSLABS was trading at 583.45. The strike last trading price was 34.05, which was -2.15 lower than the previous day. The implied volatity was 37.28, the open interest changed by 0 which decreased total open position to 12
On 3 Dec LAURUSLABS was trading at 580.70. The strike last trading price was 36.2, which was -2.95 lower than the previous day. The implied volatity was 37.06, the open interest changed by -9 which decreased total open position to 13
On 2 Dec LAURUSLABS was trading at 576.80. The strike last trading price was 39.15, which was 39.15 higher than the previous day. The implied volatity was 36.34, the open interest changed by 22 which increased total open position to 22
On 29 Nov LAURUSLABS was trading at 567.15. 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 28 Nov LAURUSLABS was trading at 551.70. 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 27 Nov LAURUSLABS was trading at 543.35. 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 26 Nov LAURUSLABS was trading at 546.25. 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
