LAURUSLABS
Laurus Labs Limited
Historical option data for LAURUSLABS
20 Dec 2024 04:12 PM IST
| LAURUSLABS 26DEC2024 630 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.03
Vega: 0.05
Theta: -0.20
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 559.20 | 0.4 | -0.40 | 48.58 | 132 | -21 | 717 | |||
| 19 Dec | 572.55 | 0.8 | -0.25 | 42.14 | 116 | -16 | 739 | |||
| 18 Dec | 566.95 | 1.05 | 0.00 | 45.08 | 126 | 0 | 753 | |||
| 17 Dec | 572.10 | 1.05 | -0.15 | 39.26 | 138 | 8 | 753 | |||
| 16 Dec | 573.55 | 1.2 | 0.00 | 37.73 | 350 | 6 | 748 | |||
| 13 Dec | 573.45 | 1.2 | -0.05 | 33.36 | 434 | 29 | 742 | |||
|
|
||||||||||
| 12 Dec | 563.80 | 1.25 | -0.90 | 36.11 | 326 | -4 | 714 | |||
| 11 Dec | 572.75 | 2.15 | -0.05 | 35.83 | 302 | 162 | 714 | |||
| 10 Dec | 571.90 | 2.2 | -0.30 | 35.13 | 202 | 7 | 559 | |||
| 9 Dec | 571.90 | 2.5 | -3.50 | 35.88 | 699 | 77 | 552 | |||
| 6 Dec | 589.75 | 6 | 0.55 | 32.55 | 470 | 175 | 478 | |||
| 5 Dec | 588.35 | 5.45 | 0.75 | 32.20 | 543 | 245 | 304 | |||
| 4 Dec | 583.45 | 4.7 | -0.05 | 31.07 | 369 | 19 | 59 | |||
| 3 Dec | 580.70 | 4.75 | 4.75 | 31.89 | 241 | 40 | 40 | |||
| 2 Dec | 576.80 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 567.15 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Laurus Labs Limited - strike price 630 expiring on 26DEC2024
Delta for 630 CE is 0.03
Historical price for 630 CE is as follows
On 20 Dec LAURUSLABS was trading at 559.20. The strike last trading price was 0.4, which was -0.40 lower than the previous day. The implied volatity was 48.58, the open interest changed by -21 which decreased total open position to 717
On 19 Dec LAURUSLABS was trading at 572.55. The strike last trading price was 0.8, which was -0.25 lower than the previous day. The implied volatity was 42.14, the open interest changed by -16 which decreased total open position to 739
On 18 Dec LAURUSLABS was trading at 566.95. The strike last trading price was 1.05, which was 0.00 lower than the previous day. The implied volatity was 45.08, the open interest changed by 0 which decreased total open position to 753
On 17 Dec LAURUSLABS was trading at 572.10. The strike last trading price was 1.05, which was -0.15 lower than the previous day. The implied volatity was 39.26, the open interest changed by 8 which increased total open position to 753
On 16 Dec LAURUSLABS was trading at 573.55. The strike last trading price was 1.2, which was 0.00 lower than the previous day. The implied volatity was 37.73, the open interest changed by 6 which increased total open position to 748
On 13 Dec LAURUSLABS was trading at 573.45. The strike last trading price was 1.2, which was -0.05 lower than the previous day. The implied volatity was 33.36, the open interest changed by 29 which increased total open position to 742
On 12 Dec LAURUSLABS was trading at 563.80. The strike last trading price was 1.25, which was -0.90 lower than the previous day. The implied volatity was 36.11, the open interest changed by -4 which decreased total open position to 714
On 11 Dec LAURUSLABS was trading at 572.75. The strike last trading price was 2.15, which was -0.05 lower than the previous day. The implied volatity was 35.83, the open interest changed by 162 which increased total open position to 714
On 10 Dec LAURUSLABS was trading at 571.90. The strike last trading price was 2.2, which was -0.30 lower than the previous day. The implied volatity was 35.13, the open interest changed by 7 which increased total open position to 559
On 9 Dec LAURUSLABS was trading at 571.90. The strike last trading price was 2.5, which was -3.50 lower than the previous day. The implied volatity was 35.88, the open interest changed by 77 which increased total open position to 552
On 6 Dec LAURUSLABS was trading at 589.75. The strike last trading price was 6, which was 0.55 higher than the previous day. The implied volatity was 32.55, the open interest changed by 175 which increased total open position to 478
On 5 Dec LAURUSLABS was trading at 588.35. The strike last trading price was 5.45, which was 0.75 higher than the previous day. The implied volatity was 32.20, the open interest changed by 245 which increased total open position to 304
On 4 Dec LAURUSLABS was trading at 583.45. The strike last trading price was 4.7, which was -0.05 lower than the previous day. The implied volatity was 31.07, the open interest changed by 19 which increased total open position to 59
On 3 Dec LAURUSLABS was trading at 580.70. The strike last trading price was 4.75, which was 4.75 higher than the previous day. The implied volatity was 31.89, the open interest changed by 40 which increased total open position to 40
On 2 Dec LAURUSLABS was trading at 576.80. 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 29 Nov LAURUSLABS was trading at 567.15. 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 630 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 559.20 | 57.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 572.55 | 57.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 566.95 | 57.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 572.10 | 57.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 573.55 | 57.5 | 0.00 | 0.00 | 0 | 1 | 0 |
| 13 Dec | 573.45 | 57.5 | 1.05 | 39.09 | 3 | 1 | 21 |
| 12 Dec | 563.80 | 56.45 | 0.00 | 0.00 | 0 | 4 | 0 |
| 11 Dec | 572.75 | 56.45 | -3.20 | 32.80 | 5 | 3 | 19 |
| 10 Dec | 571.90 | 59.65 | 17.45 | 43.12 | 1 | 0 | 15 |
| 9 Dec | 571.90 | 42.2 | 0.00 | 0.00 | 0 | 10 | 0 |
| 6 Dec | 589.75 | 42.2 | -3.00 | 34.95 | 40 | 20 | 25 |
| 5 Dec | 588.35 | 45.2 | -4.70 | 35.39 | 5 | 2 | 6 |
| 4 Dec | 583.45 | 49.9 | -83.80 | 40.22 | 11 | 3 | 3 |
| 3 Dec | 580.70 | 133.7 | 133.70 | - | 0 | 0 | 0 |
| 2 Dec | 576.80 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 567.15 | 0 | 0.00 | 0 | 0 | 0 | |
For Laurus Labs Limited - strike price 630 expiring on 26DEC2024
Delta for 630 PE is 0.00
Historical price for 630 PE is as follows
On 20 Dec LAURUSLABS was trading at 559.20. The strike last trading price was 57.5, 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 19 Dec LAURUSLABS was trading at 572.55. The strike last trading price was 57.5, 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 18 Dec LAURUSLABS was trading at 566.95. The strike last trading price was 57.5, 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 17 Dec LAURUSLABS was trading at 572.10. The strike last trading price was 57.5, 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 16 Dec LAURUSLABS was trading at 573.55. The strike last trading price was 57.5, 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 13 Dec LAURUSLABS was trading at 573.45. The strike last trading price was 57.5, which was 1.05 higher than the previous day. The implied volatity was 39.09, the open interest changed by 1 which increased total open position to 21
On 12 Dec LAURUSLABS was trading at 563.80. The strike last trading price was 56.45, which was 0.00 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 11 Dec LAURUSLABS was trading at 572.75. The strike last trading price was 56.45, which was -3.20 lower than the previous day. The implied volatity was 32.80, the open interest changed by 3 which increased total open position to 19
On 10 Dec LAURUSLABS was trading at 571.90. The strike last trading price was 59.65, which was 17.45 higher than the previous day. The implied volatity was 43.12, the open interest changed by 0 which decreased total open position to 15
On 9 Dec LAURUSLABS was trading at 571.90. The strike last trading price was 42.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0
On 6 Dec LAURUSLABS was trading at 589.75. The strike last trading price was 42.2, which was -3.00 lower than the previous day. The implied volatity was 34.95, the open interest changed by 20 which increased total open position to 25
On 5 Dec LAURUSLABS was trading at 588.35. The strike last trading price was 45.2, which was -4.70 lower than the previous day. The implied volatity was 35.39, the open interest changed by 2 which increased total open position to 6
On 4 Dec LAURUSLABS was trading at 583.45. The strike last trading price was 49.9, which was -83.80 lower than the previous day. The implied volatity was 40.22, the open interest changed by 3 which increased total open position to 3
On 3 Dec LAURUSLABS was trading at 580.70. The strike last trading price was 133.7, which was 133.70 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec LAURUSLABS was trading at 576.80. 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 29 Nov LAURUSLABS was trading at 567.15. 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
