LAURUSLABS
Laurus Labs Limited
Historical option data for LAURUSLABS
12 Dec 2024 10:33 AM IST
| LAURUSLABS 26DEC2024 620 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.11
Vega: 0.21
Theta: -0.27
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 566.60 | 1.95 | -1.05 | 34.54 | 98 | 1 | 907 | |||
| 11 Dec | 572.75 | 3 | -0.05 | 34.64 | 304 | 47 | 907 | |||
| 10 Dec | 571.90 | 3.05 | -0.45 | 33.97 | 351 | 4 | 860 | |||
| 9 Dec | 571.90 | 3.5 | -4.85 | 35.09 | 1,905 | -117 | 857 | |||
| 6 Dec | 589.75 | 8.35 | 0.85 | 32.37 | 565 | 118 | 974 | |||
| 5 Dec | 588.35 | 7.5 | 0.80 | 31.79 | 895 | 49 | 855 | |||
| 4 Dec | 583.45 | 6.7 | 0.10 | 31.00 | 767 | -45 | 806 | |||
| 3 Dec | 580.70 | 6.6 | 0.60 | 31.64 | 1,158 | 134 | 855 | |||
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| 2 Dec | 576.80 | 6 | 0.85 | 31.95 | 1,802 | 241 | 725 | |||
| 29 Nov | 567.15 | 5.15 | 0.85 | 32.44 | 1,690 | 374 | 488 | |||
| 28 Nov | 551.70 | 4.3 | 1.15 | 35.34 | 458 | 19 | 107 | |||
| 27 Nov | 543.35 | 3.15 | -0.25 | 35.73 | 227 | 61 | 87 | |||
| 26 Nov | 546.25 | 3.4 | 35.11 | 56 | 25 | 25 | ||||
For Laurus Labs Limited - strike price 620 expiring on 26DEC2024
Delta for 620 CE is 0.11
Historical price for 620 CE is as follows
On 12 Dec LAURUSLABS was trading at 566.60. The strike last trading price was 1.95, which was -1.05 lower than the previous day. The implied volatity was 34.54, the open interest changed by 1 which increased total open position to 907
On 11 Dec LAURUSLABS was trading at 572.75. The strike last trading price was 3, which was -0.05 lower than the previous day. The implied volatity was 34.64, the open interest changed by 47 which increased total open position to 907
On 10 Dec LAURUSLABS was trading at 571.90. The strike last trading price was 3.05, which was -0.45 lower than the previous day. The implied volatity was 33.97, the open interest changed by 4 which increased total open position to 860
On 9 Dec LAURUSLABS was trading at 571.90. The strike last trading price was 3.5, which was -4.85 lower than the previous day. The implied volatity was 35.09, the open interest changed by -117 which decreased total open position to 857
On 6 Dec LAURUSLABS was trading at 589.75. The strike last trading price was 8.35, which was 0.85 higher than the previous day. The implied volatity was 32.37, the open interest changed by 118 which increased total open position to 974
On 5 Dec LAURUSLABS was trading at 588.35. The strike last trading price was 7.5, which was 0.80 higher than the previous day. The implied volatity was 31.79, the open interest changed by 49 which increased total open position to 855
On 4 Dec LAURUSLABS was trading at 583.45. The strike last trading price was 6.7, which was 0.10 higher than the previous day. The implied volatity was 31.00, the open interest changed by -45 which decreased total open position to 806
On 3 Dec LAURUSLABS was trading at 580.70. The strike last trading price was 6.6, which was 0.60 higher than the previous day. The implied volatity was 31.64, the open interest changed by 134 which increased total open position to 855
On 2 Dec LAURUSLABS was trading at 576.80. The strike last trading price was 6, which was 0.85 higher than the previous day. The implied volatity was 31.95, the open interest changed by 241 which increased total open position to 725
On 29 Nov LAURUSLABS was trading at 567.15. The strike last trading price was 5.15, which was 0.85 higher than the previous day. The implied volatity was 32.44, the open interest changed by 374 which increased total open position to 488
On 28 Nov LAURUSLABS was trading at 551.70. The strike last trading price was 4.3, which was 1.15 higher than the previous day. The implied volatity was 35.34, the open interest changed by 19 which increased total open position to 107
On 27 Nov LAURUSLABS was trading at 543.35. The strike last trading price was 3.15, which was -0.25 lower than the previous day. The implied volatity was 35.73, the open interest changed by 61 which increased total open position to 87
On 26 Nov LAURUSLABS was trading at 546.25. The strike last trading price was 3.4, which was lower than the previous day. The implied volatity was 35.11, the open interest changed by 25 which increased total open position to 25
| LAURUSLABS 26DEC2024 620 PE | |||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 566.60 | 46.7 | 0.00 | 0.00 | 0 | 1 | 0 |
| 11 Dec | 572.75 | 46.7 | -2.45 | 29.49 | 18 | 0 | 22 |
| 10 Dec | 571.90 | 49.15 | -1.60 | 36.42 | 10 | 0 | 21 |
| 9 Dec | 571.90 | 50.75 | 17.00 | 37.45 | 19 | -6 | 18 |
| 6 Dec | 589.75 | 33.75 | -2.75 | 32.76 | 52 | -11 | 26 |
| 5 Dec | 588.35 | 36.5 | -5.40 | 32.96 | 1 | 0 | 36 |
| 4 Dec | 583.45 | 41.9 | -0.80 | 39.04 | 26 | -7 | 36 |
| 3 Dec | 580.70 | 42.7 | -4.40 | 35.82 | 59 | 20 | 44 |
| 2 Dec | 576.80 | 47.1 | -7.50 | 37.53 | 51 | 9 | 22 |
| 29 Nov | 567.15 | 54.6 | -94.00 | 36.97 | 36 | 13 | 13 |
| 28 Nov | 551.70 | 148.6 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 543.35 | 148.6 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 546.25 | 148.6 | - | 0 | 0 | 0 | |
For Laurus Labs Limited - strike price 620 expiring on 26DEC2024
Delta for 620 PE is 0.00
Historical price for 620 PE is as follows
On 12 Dec LAURUSLABS was trading at 566.60. The strike last trading price was 46.7, which was 0.00 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 11 Dec LAURUSLABS was trading at 572.75. The strike last trading price was 46.7, which was -2.45 lower than the previous day. The implied volatity was 29.49, the open interest changed by 0 which decreased total open position to 22
On 10 Dec LAURUSLABS was trading at 571.90. The strike last trading price was 49.15, which was -1.60 lower than the previous day. The implied volatity was 36.42, the open interest changed by 0 which decreased total open position to 21
On 9 Dec LAURUSLABS was trading at 571.90. The strike last trading price was 50.75, which was 17.00 higher than the previous day. The implied volatity was 37.45, the open interest changed by -6 which decreased total open position to 18
On 6 Dec LAURUSLABS was trading at 589.75. The strike last trading price was 33.75, which was -2.75 lower than the previous day. The implied volatity was 32.76, the open interest changed by -11 which decreased total open position to 26
On 5 Dec LAURUSLABS was trading at 588.35. The strike last trading price was 36.5, which was -5.40 lower than the previous day. The implied volatity was 32.96, the open interest changed by 0 which decreased total open position to 36
On 4 Dec LAURUSLABS was trading at 583.45. The strike last trading price was 41.9, which was -0.80 lower than the previous day. The implied volatity was 39.04, the open interest changed by -7 which decreased total open position to 36
On 3 Dec LAURUSLABS was trading at 580.70. The strike last trading price was 42.7, which was -4.40 lower than the previous day. The implied volatity was 35.82, the open interest changed by 20 which increased total open position to 44
On 2 Dec LAURUSLABS was trading at 576.80. The strike last trading price was 47.1, which was -7.50 lower than the previous day. The implied volatity was 37.53, the open interest changed by 9 which increased total open position to 22
On 29 Nov LAURUSLABS was trading at 567.15. The strike last trading price was 54.6, which was -94.00 lower than the previous day. The implied volatity was 36.97, the open interest changed by 13 which increased total open position to 13
On 28 Nov LAURUSLABS was trading at 551.70. The strike last trading price was 148.6, 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 148.6, 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 26 Nov LAURUSLABS was trading at 546.25. The strike last trading price was 148.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
