LAURUSLABS
Laurus Labs Limited
Historical option data for LAURUSLABS
20 Dec 2024 04:12 PM IST
| LAURUSLABS 26DEC2024 640 CE | ||||||||||
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Delta: 0.02
Vega: 0.03
Theta: -0.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 559.20 | 0.2 | -0.30 | 48.47 | 73 | -25 | 431 | |||
| 19 Dec | 572.55 | 0.5 | -0.15 | 43.56 | 93 | -39 | 456 | |||
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| 18 Dec | 566.95 | 0.65 | 0.00 | 45.76 | 44 | -10 | 495 | |||
| 17 Dec | 572.10 | 0.65 | -0.10 | 40.18 | 90 | -12 | 505 | |||
| 16 Dec | 573.55 | 0.75 | -0.10 | 38.58 | 211 | -7 | 518 | |||
| 13 Dec | 573.45 | 0.85 | 0.00 | 34.95 | 424 | 9 | 525 | |||
| 12 Dec | 563.80 | 0.85 | -0.60 | 37.07 | 409 | -233 | 516 | |||
| 11 Dec | 572.75 | 1.45 | -0.05 | 36.42 | 227 | 74 | 742 | |||
| 10 Dec | 571.90 | 1.5 | -0.25 | 35.75 | 185 | 15 | 669 | |||
| 9 Dec | 571.90 | 1.75 | -2.50 | 36.51 | 1,097 | 16 | 653 | |||
| 6 Dec | 589.75 | 4.25 | 0.30 | 32.79 | 510 | 10 | 636 | |||
| 5 Dec | 588.35 | 3.95 | 0.65 | 32.72 | 679 | 95 | 626 | |||
| 4 Dec | 583.45 | 3.3 | -0.05 | 31.38 | 686 | 14 | 539 | |||
| 3 Dec | 580.70 | 3.35 | 0.15 | 32.08 | 1,101 | 90 | 528 | |||
| 2 Dec | 576.80 | 3.2 | 0.45 | 32.81 | 876 | 178 | 436 | |||
| 29 Nov | 567.15 | 2.75 | 33.03 | 954 | 260 | 260 | ||||
For Laurus Labs Limited - strike price 640 expiring on 26DEC2024
Delta for 640 CE is 0.02
Historical price for 640 CE is as follows
On 20 Dec LAURUSLABS was trading at 559.20. The strike last trading price was 0.2, which was -0.30 lower than the previous day. The implied volatity was 48.47, the open interest changed by -25 which decreased total open position to 431
On 19 Dec LAURUSLABS was trading at 572.55. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 43.56, the open interest changed by -39 which decreased total open position to 456
On 18 Dec LAURUSLABS was trading at 566.95. The strike last trading price was 0.65, which was 0.00 lower than the previous day. The implied volatity was 45.76, the open interest changed by -10 which decreased total open position to 495
On 17 Dec LAURUSLABS was trading at 572.10. The strike last trading price was 0.65, which was -0.10 lower than the previous day. The implied volatity was 40.18, the open interest changed by -12 which decreased total open position to 505
On 16 Dec LAURUSLABS was trading at 573.55. The strike last trading price was 0.75, which was -0.10 lower than the previous day. The implied volatity was 38.58, the open interest changed by -7 which decreased total open position to 518
On 13 Dec LAURUSLABS was trading at 573.45. The strike last trading price was 0.85, which was 0.00 lower than the previous day. The implied volatity was 34.95, the open interest changed by 9 which increased total open position to 525
On 12 Dec LAURUSLABS was trading at 563.80. The strike last trading price was 0.85, which was -0.60 lower than the previous day. The implied volatity was 37.07, the open interest changed by -233 which decreased total open position to 516
On 11 Dec LAURUSLABS was trading at 572.75. The strike last trading price was 1.45, which was -0.05 lower than the previous day. The implied volatity was 36.42, the open interest changed by 74 which increased total open position to 742
On 10 Dec LAURUSLABS was trading at 571.90. The strike last trading price was 1.5, which was -0.25 lower than the previous day. The implied volatity was 35.75, the open interest changed by 15 which increased total open position to 669
On 9 Dec LAURUSLABS was trading at 571.90. The strike last trading price was 1.75, which was -2.50 lower than the previous day. The implied volatity was 36.51, the open interest changed by 16 which increased total open position to 653
On 6 Dec LAURUSLABS was trading at 589.75. The strike last trading price was 4.25, which was 0.30 higher than the previous day. The implied volatity was 32.79, the open interest changed by 10 which increased total open position to 636
On 5 Dec LAURUSLABS was trading at 588.35. The strike last trading price was 3.95, which was 0.65 higher than the previous day. The implied volatity was 32.72, the open interest changed by 95 which increased total open position to 626
On 4 Dec LAURUSLABS was trading at 583.45. The strike last trading price was 3.3, which was -0.05 lower than the previous day. The implied volatity was 31.38, the open interest changed by 14 which increased total open position to 539
On 3 Dec LAURUSLABS was trading at 580.70. The strike last trading price was 3.35, which was 0.15 higher than the previous day. The implied volatity was 32.08, the open interest changed by 90 which increased total open position to 528
On 2 Dec LAURUSLABS was trading at 576.80. The strike last trading price was 3.2, which was 0.45 higher than the previous day. The implied volatity was 32.81, the open interest changed by 178 which increased total open position to 436
On 29 Nov LAURUSLABS was trading at 567.15. The strike last trading price was 2.75, which was lower than the previous day. The implied volatity was 33.03, the open interest changed by 260 which increased total open position to 260
| LAURUSLABS 26DEC2024 640 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 | 74.1 | 8.15 | - | 3 | -1 | 20 |
| 19 Dec | 572.55 | 65.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 566.95 | 65.95 | 0.00 | 0.00 | 0 | 1 | 0 |
| 17 Dec | 572.10 | 65.95 | -0.35 | - | 1 | 0 | 20 |
| 16 Dec | 573.55 | 66.3 | 0.00 | 0.00 | 0 | 4 | 0 |
| 13 Dec | 573.45 | 66.3 | -2.95 | 36.72 | 4 | 0 | 16 |
| 12 Dec | 563.80 | 69.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 572.75 | 69.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 571.90 | 69.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 571.90 | 69.25 | 19.60 | 41.40 | 4 | 0 | 16 |
| 6 Dec | 589.75 | 49.65 | -3.60 | 33.60 | 31 | -9 | 14 |
| 5 Dec | 588.35 | 53.25 | -8.60 | 35.38 | 4 | 2 | 24 |
| 4 Dec | 583.45 | 61.85 | 2.35 | 49.35 | 2 | 1 | 22 |
| 3 Dec | 580.70 | 59.5 | -1.15 | 38.02 | 22 | 7 | 21 |
| 2 Dec | 576.80 | 60.65 | -11.35 | 29.81 | 27 | -9 | 13 |
| 29 Nov | 567.15 | 72 | 38.86 | 25 | 10 | 10 | |
For Laurus Labs Limited - strike price 640 expiring on 26DEC2024
Delta for 640 PE is -
Historical price for 640 PE is as follows
On 20 Dec LAURUSLABS was trading at 559.20. The strike last trading price was 74.1, which was 8.15 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 20
On 19 Dec LAURUSLABS was trading at 572.55. The strike last trading price was 65.95, 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 65.95, 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 17 Dec LAURUSLABS was trading at 572.10. The strike last trading price was 65.95, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 16 Dec LAURUSLABS was trading at 573.55. The strike last trading price was 66.3, 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 13 Dec LAURUSLABS was trading at 573.45. The strike last trading price was 66.3, which was -2.95 lower than the previous day. The implied volatity was 36.72, the open interest changed by 0 which decreased total open position to 16
On 12 Dec LAURUSLABS was trading at 563.80. The strike last trading price was 69.25, 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 11 Dec LAURUSLABS was trading at 572.75. The strike last trading price was 69.25, 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 10 Dec LAURUSLABS was trading at 571.90. The strike last trading price was 69.25, 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 9 Dec LAURUSLABS was trading at 571.90. The strike last trading price was 69.25, which was 19.60 higher than the previous day. The implied volatity was 41.40, the open interest changed by 0 which decreased total open position to 16
On 6 Dec LAURUSLABS was trading at 589.75. The strike last trading price was 49.65, which was -3.60 lower than the previous day. The implied volatity was 33.60, the open interest changed by -9 which decreased total open position to 14
On 5 Dec LAURUSLABS was trading at 588.35. The strike last trading price was 53.25, which was -8.60 lower than the previous day. The implied volatity was 35.38, the open interest changed by 2 which increased total open position to 24
On 4 Dec LAURUSLABS was trading at 583.45. The strike last trading price was 61.85, which was 2.35 higher than the previous day. The implied volatity was 49.35, the open interest changed by 1 which increased total open position to 22
On 3 Dec LAURUSLABS was trading at 580.70. The strike last trading price was 59.5, which was -1.15 lower than the previous day. The implied volatity was 38.02, the open interest changed by 7 which increased total open position to 21
On 2 Dec LAURUSLABS was trading at 576.80. The strike last trading price was 60.65, which was -11.35 lower than the previous day. The implied volatity was 29.81, the open interest changed by -9 which decreased total open position to 13
On 29 Nov LAURUSLABS was trading at 567.15. The strike last trading price was 72, which was lower than the previous day. The implied volatity was 38.86, the open interest changed by 10 which increased total open position to 10
