LAURUSLABS
Laurus Labs Limited
Historical option data for LAURUSLABS
13 Mar 2025 04:12 PM IST
| LAURUSLABS 27MAR2025 630 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.10
Vega: 0.19
Theta: -0.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 574.05 | 1.8 | -3 | 35.41 | 213 | -23 | 303 | |||
| 12 Mar | 584.35 | 4.7 | 0.45 | 38.72 | 349 | 31 | 326 | |||
| 11 Mar | 574.15 | 4.2 | 1.55 | 42.40 | 552 | 103 | 289 | |||
| 10 Mar | 559.00 | 2.95 | -0.95 | 42.47 | 362 | 33 | 186 | |||
| 7 Mar | 570.85 | 3.8 | -1.7 | 37.12 | 182 | 49 | 153 | |||
| 6 Mar | 580.55 | 5.2 | 1.3 | 36.53 | 320 | 20 | 110 | |||
| 5 Mar | 566.50 | 4 | 1.95 | 37.65 | 142 | 3 | 89 | |||
| 4 Mar | 545.50 | 1.9 | 0.55 | 38.44 | 58 | 12 | 85 | |||
| 3 Mar | 528.80 | 1.35 | -0.25 | 40.58 | 52 | -5 | 74 | |||
| 28 Feb | 527.20 | 1.6 | -1.25 | 40.80 | 41 | 8 | 75 | |||
| 27 Feb | 543.00 | 2.85 | -2 | 38.89 | 17 | 5 | 67 | |||
| 26 Feb | 550.15 | 4.85 | 1.1 | 40.56 | 26 | 8 | 61 | |||
| 25 Feb | 550.15 | 4.85 | 1.1 | 40.56 | 26 | 7 | 61 | |||
| 24 Feb | 536.75 | 3.6 | 0.2 | 42.47 | 14 | 4 | 53 | |||
| 21 Feb | 521.45 | 3.4 | -1.2 | 45.08 | 19 | 0 | 49 | |||
| 20 Feb | 536.75 | 4.6 | -2.5 | 42.30 | 5 | 1 | 49 | |||
| 19 Feb | 546.75 | 7.1 | -0.1 | 43.89 | 13 | 1 | 38 | |||
| 18 Feb | 546.00 | 7.2 | -3.25 | 44.71 | 11 | 10 | 37 | |||
| 17 Feb | 555.50 | 10.45 | 0 | 0.00 | 0 | -1 | 0 | |||
| 14 Feb | 546.20 | 10.45 | -8.85 | 47.59 | 2 | 0 | 28 | |||
| 13 Feb | 601.00 | 19.3 | 0 | 0.00 | 0 | 12 | 0 | |||
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| 12 Feb | 601.05 | 19.3 | -2.6 | 33.42 | 22 | 12 | 28 | |||
| 11 Feb | 608.20 | 21.9 | -9.1 | 33.81 | 14 | 3 | 15 | |||
| 10 Feb | 626.35 | 31 | -5 | 33.59 | 1 | 0 | 11 | |||
| 7 Feb | 641.35 | 36 | 0 | 0.00 | 0 | 0 | 0 | |||
| 6 Feb | 636.80 | 36 | 0 | 0.00 | 0 | 11 | 0 | |||
| 5 Feb | 631.10 | 36 | 10.1 | 33.93 | 13 | 8 | 8 | |||
| 4 Feb | 611.95 | 25.9 | 0 | 1.25 | 0 | 0 | 0 | |||
For Laurus Labs Limited - strike price 630 expiring on 27MAR2025
Delta for 630 CE is 0.10
Historical price for 630 CE is as follows
On 13 Mar LAURUSLABS was trading at 574.05. The strike last trading price was 1.8, which was -3 lower than the previous day. The implied volatity was 35.41, the open interest changed by -23 which decreased total open position to 303
On 12 Mar LAURUSLABS was trading at 584.35. The strike last trading price was 4.7, which was 0.45 higher than the previous day. The implied volatity was 38.72, the open interest changed by 31 which increased total open position to 326
On 11 Mar LAURUSLABS was trading at 574.15. The strike last trading price was 4.2, which was 1.55 higher than the previous day. The implied volatity was 42.40, the open interest changed by 103 which increased total open position to 289
On 10 Mar LAURUSLABS was trading at 559.00. The strike last trading price was 2.95, which was -0.95 lower than the previous day. The implied volatity was 42.47, the open interest changed by 33 which increased total open position to 186
On 7 Mar LAURUSLABS was trading at 570.85. The strike last trading price was 3.8, which was -1.7 lower than the previous day. The implied volatity was 37.12, the open interest changed by 49 which increased total open position to 153
On 6 Mar LAURUSLABS was trading at 580.55. The strike last trading price was 5.2, which was 1.3 higher than the previous day. The implied volatity was 36.53, the open interest changed by 20 which increased total open position to 110
On 5 Mar LAURUSLABS was trading at 566.50. The strike last trading price was 4, which was 1.95 higher than the previous day. The implied volatity was 37.65, the open interest changed by 3 which increased total open position to 89
On 4 Mar LAURUSLABS was trading at 545.50. The strike last trading price was 1.9, which was 0.55 higher than the previous day. The implied volatity was 38.44, the open interest changed by 12 which increased total open position to 85
On 3 Mar LAURUSLABS was trading at 528.80. The strike last trading price was 1.35, which was -0.25 lower than the previous day. The implied volatity was 40.58, the open interest changed by -5 which decreased total open position to 74
On 28 Feb LAURUSLABS was trading at 527.20. The strike last trading price was 1.6, which was -1.25 lower than the previous day. The implied volatity was 40.80, the open interest changed by 8 which increased total open position to 75
On 27 Feb LAURUSLABS was trading at 543.00. The strike last trading price was 2.85, which was -2 lower than the previous day. The implied volatity was 38.89, the open interest changed by 5 which increased total open position to 67
On 26 Feb LAURUSLABS was trading at 550.15. The strike last trading price was 4.85, which was 1.1 higher than the previous day. The implied volatity was 40.56, the open interest changed by 8 which increased total open position to 61
On 25 Feb LAURUSLABS was trading at 550.15. The strike last trading price was 4.85, which was 1.1 higher than the previous day. The implied volatity was 40.56, the open interest changed by 7 which increased total open position to 61
On 24 Feb LAURUSLABS was trading at 536.75. The strike last trading price was 3.6, which was 0.2 higher than the previous day. The implied volatity was 42.47, the open interest changed by 4 which increased total open position to 53
On 21 Feb LAURUSLABS was trading at 521.45. The strike last trading price was 3.4, which was -1.2 lower than the previous day. The implied volatity was 45.08, the open interest changed by 0 which decreased total open position to 49
On 20 Feb LAURUSLABS was trading at 536.75. The strike last trading price was 4.6, which was -2.5 lower than the previous day. The implied volatity was 42.30, the open interest changed by 1 which increased total open position to 49
On 19 Feb LAURUSLABS was trading at 546.75. The strike last trading price was 7.1, which was -0.1 lower than the previous day. The implied volatity was 43.89, the open interest changed by 1 which increased total open position to 38
On 18 Feb LAURUSLABS was trading at 546.00. The strike last trading price was 7.2, which was -3.25 lower than the previous day. The implied volatity was 44.71, the open interest changed by 10 which increased total open position to 37
On 17 Feb LAURUSLABS was trading at 555.50. The strike last trading price was 10.45, 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 14 Feb LAURUSLABS was trading at 546.20. The strike last trading price was 10.45, which was -8.85 lower than the previous day. The implied volatity was 47.59, the open interest changed by 0 which decreased total open position to 28
On 13 Feb LAURUSLABS was trading at 601.00. The strike last trading price was 19.3, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 12 which increased total open position to 0
On 12 Feb LAURUSLABS was trading at 601.05. The strike last trading price was 19.3, which was -2.6 lower than the previous day. The implied volatity was 33.42, the open interest changed by 12 which increased total open position to 28
On 11 Feb LAURUSLABS was trading at 608.20. The strike last trading price was 21.9, which was -9.1 lower than the previous day. The implied volatity was 33.81, the open interest changed by 3 which increased total open position to 15
On 10 Feb LAURUSLABS was trading at 626.35. The strike last trading price was 31, which was -5 lower than the previous day. The implied volatity was 33.59, the open interest changed by 0 which decreased total open position to 11
On 7 Feb LAURUSLABS was trading at 641.35. The strike last trading price was 36, 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 36, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 11 which increased total open position to 0
On 5 Feb LAURUSLABS was trading at 631.10. The strike last trading price was 36, which was 10.1 higher than the previous day. The implied volatity was 33.93, the open interest changed by 8 which increased total open position to 8
On 4 Feb LAURUSLABS was trading at 611.95. The strike last trading price was 25.9, which was 0 lower than the previous day. The implied volatity was 1.25, the open interest changed by 0 which decreased total open position to 0
| LAURUSLABS 27MAR2025 630 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 |
| 13 Mar | 574.05 | 58.3 | 0 | 0.00 | 0 | 0 | 0 |
| 12 Mar | 584.35 | 58.3 | 0 | 0.00 | 0 | 5 | 0 |
| 11 Mar | 574.15 | 58.3 | -0.3 | 40.33 | 16 | 5 | 24 |
| 10 Mar | 559.00 | 58.6 | 2.9 | - | 1 | 19 | 19 |
| 7 Mar | 570.85 | 55.7 | 0 | 0.00 | 0 | 4 | 0 |
| 6 Mar | 580.55 | 55.7 | -50.3 | 42.75 | 6 | 2 | 17 |
| 5 Mar | 566.50 | 106 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Mar | 545.50 | 106 | 0 | 0.00 | 0 | -1 | 0 |
| 3 Mar | 528.80 | 106 | 23.5 | 69.00 | 1 | 0 | 16 |
| 28 Feb | 527.20 | 82.5 | 0 | 0.00 | 0 | 4 | 0 |
| 27 Feb | 543.00 | 82.5 | 0 | 0.00 | 0 | 4 | 0 |
| 26 Feb | 550.15 | 82.5 | -8.5 | 49.71 | 4 | 4 | 14 |
| 25 Feb | 550.15 | 82.5 | -8.5 | 49.71 | 4 | 2 | 14 |
| 24 Feb | 536.75 | 91 | 54.85 | 33.38 | 7 | 1 | 8 |
| 21 Feb | 521.45 | 36.15 | 0 | 0.00 | 0 | 0 | 0 |
| 20 Feb | 536.75 | 36.15 | 0 | 0.00 | 0 | 0 | 0 |
| 19 Feb | 546.75 | 36.15 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Feb | 546.00 | 36.15 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Feb | 555.50 | 36.15 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Feb | 546.20 | 36.15 | 0 | 0.00 | 0 | 0 | 0 |
| 13 Feb | 601.00 | 36.15 | -4 | 25.57 | 1 | 0 | 7 |
| 12 Feb | 601.05 | 40.15 | 0 | 0.00 | 0 | 1 | 0 |
| 11 Feb | 608.20 | 40.15 | 10.5 | 37.71 | 4 | 0 | 6 |
| 10 Feb | 626.35 | 29.65 | 3.9 | 36.52 | 1 | 0 | 5 |
| 7 Feb | 641.35 | 25.5 | -0.25 | 0.00 | 0 | 3 | 0 |
| 6 Feb | 636.80 | 25.5 | -3.25 | 35.25 | 7 | 3 | 5 |
| 5 Feb | 631.10 | 28.75 | -31.65 | 36.06 | 2 | 1 | 1 |
| 4 Feb | 611.95 | 60.4 | 0 | - | 0 | 0 | 0 |
For Laurus Labs Limited - strike price 630 expiring on 27MAR2025
Delta for 630 PE is 0.00
Historical price for 630 PE is as follows
On 13 Mar LAURUSLABS was trading at 574.05. The strike last trading price was 58.3, 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 Mar LAURUSLABS was trading at 584.35. The strike last trading price was 58.3, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 11 Mar LAURUSLABS was trading at 574.15. The strike last trading price was 58.3, which was -0.3 lower than the previous day. The implied volatity was 40.33, the open interest changed by 5 which increased total open position to 24
On 10 Mar LAURUSLABS was trading at 559.00. The strike last trading price was 58.6, which was 2.9 higher than the previous day. The implied volatity was -, the open interest changed by 19 which increased total open position to 19
On 7 Mar LAURUSLABS was trading at 570.85. The strike last trading price was 55.7, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 6 Mar LAURUSLABS was trading at 580.55. The strike last trading price was 55.7, which was -50.3 lower than the previous day. The implied volatity was 42.75, the open interest changed by 2 which increased total open position to 17
On 5 Mar LAURUSLABS was trading at 566.50. The strike last trading price was 106, 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 4 Mar LAURUSLABS was trading at 545.50. The strike last trading price was 106, 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 3 Mar LAURUSLABS was trading at 528.80. The strike last trading price was 106, which was 23.5 higher than the previous day. The implied volatity was 69.00, the open interest changed by 0 which decreased total open position to 16
On 28 Feb LAURUSLABS was trading at 527.20. The strike last trading price was 82.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 27 Feb LAURUSLABS was trading at 543.00. The strike last trading price was 82.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 26 Feb LAURUSLABS was trading at 550.15. The strike last trading price was 82.5, which was -8.5 lower than the previous day. The implied volatity was 49.71, the open interest changed by 4 which increased total open position to 14
On 25 Feb LAURUSLABS was trading at 550.15. The strike last trading price was 82.5, which was -8.5 lower than the previous day. The implied volatity was 49.71, the open interest changed by 2 which increased total open position to 14
On 24 Feb LAURUSLABS was trading at 536.75. The strike last trading price was 91, which was 54.85 higher than the previous day. The implied volatity was 33.38, the open interest changed by 1 which increased total open position to 8
On 21 Feb LAURUSLABS was trading at 521.45. The strike last trading price was 36.15, 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 36.15, 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 36.15, 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 36.15, 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 36.15, 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 36.15, 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 13 Feb LAURUSLABS was trading at 601.00. The strike last trading price was 36.15, which was -4 lower than the previous day. The implied volatity was 25.57, the open interest changed by 0 which decreased total open position to 7
On 12 Feb LAURUSLABS was trading at 601.05. The strike last trading price was 40.15, 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 11 Feb LAURUSLABS was trading at 608.20. The strike last trading price was 40.15, which was 10.5 higher than the previous day. The implied volatity was 37.71, the open interest changed by 0 which decreased total open position to 6
On 10 Feb LAURUSLABS was trading at 626.35. The strike last trading price was 29.65, which was 3.9 higher than the previous day. The implied volatity was 36.52, the open interest changed by 0 which decreased total open position to 5
On 7 Feb LAURUSLABS was trading at 641.35. The strike last trading price was 25.5, which was -0.25 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 6 Feb LAURUSLABS was trading at 636.80. The strike last trading price was 25.5, which was -3.25 lower than the previous day. The implied volatity was 35.25, the open interest changed by 3 which increased total open position to 5
On 5 Feb LAURUSLABS was trading at 631.10. The strike last trading price was 28.75, which was -31.65 lower than the previous day. The implied volatity was 36.06, the open interest changed by 1 which increased total open position to 1
On 4 Feb LAURUSLABS was trading at 611.95. The strike last trading price was 60.4, 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
