LAURUSLABS
Laurus Labs Limited
Historical option data for LAURUSLABS
13 Mar 2025 04:12 PM IST
| LAURUSLABS 27MAR2025 650 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 0.13
Theta: -0.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 574.05 | 1 | -1.4 | 38.59 | 380 | -31 | 337 | |||
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| 12 Mar | 584.35 | 2.45 | 0.25 | 40.02 | 433 | 48 | 365 | |||
| 11 Mar | 574.15 | 2.15 | 0.85 | 42.81 | 406 | 6 | 318 | |||
| 10 Mar | 559.00 | 1.45 | -0.6 | 42.67 | 200 | 12 | 312 | |||
| 7 Mar | 570.85 | 2.05 | -0.95 | 38.21 | 174 | -17 | 300 | |||
| 6 Mar | 580.55 | 2.9 | 0.85 | 37.58 | 629 | 22 | 318 | |||
| 5 Mar | 566.50 | 2.1 | 0.9 | 38.06 | 162 | -2 | 295 | |||
| 4 Mar | 545.50 | 1.2 | 0.25 | 40.64 | 96 | 27 | 296 | |||
| 3 Mar | 528.80 | 0.95 | 0 | 43.36 | 117 | 35 | 267 | |||
| 28 Feb | 527.20 | 0.85 | -1 | 41.09 | 81 | 24 | 232 | |||
| 27 Feb | 543.00 | 1.85 | -0.75 | 41.62 | 71 | 6 | 208 | |||
| 26 Feb | 550.15 | 2.5 | 0.25 | 39.32 | 66 | 10 | 200 | |||
| 25 Feb | 550.15 | 2.5 | 0.25 | 39.32 | 66 | 8 | 200 | |||
| 24 Feb | 536.75 | 2.15 | 0 | 42.67 | 54 | 1 | 191 | |||
| 21 Feb | 521.45 | 2.15 | -0.75 | 45.40 | 37 | 8 | 191 | |||
| 20 Feb | 536.75 | 2.8 | -1.4 | 42.21 | 56 | 37 | 182 | |||
| 19 Feb | 546.75 | 4.05 | -0.7 | 42.27 | 201 | 28 | 144 | |||
| 18 Feb | 546.00 | 4.65 | -1.45 | 44.44 | 139 | -2 | 116 | |||
| 17 Feb | 555.50 | 6.1 | -0.25 | 43.34 | 69 | 43 | 117 | |||
| 14 Feb | 546.20 | 6.35 | -6.05 | 45.31 | 117 | 59 | 74 | |||
| 13 Feb | 601.00 | 12.4 | -1.15 | 34.58 | 6 | 0 | 16 | |||
| 12 Feb | 601.05 | 13.55 | -1.9 | 34.16 | 18 | 5 | 17 | |||
| 11 Feb | 608.20 | 15.45 | -8.3 | 34.28 | 9 | 4 | 12 | |||
| 10 Feb | 626.35 | 23.75 | -5.25 | 35.29 | 12 | 0 | 9 | |||
| 7 Feb | 641.35 | 29 | -0.65 | 31.77 | 5 | 1 | 8 | |||
| 6 Feb | 636.80 | 29.65 | 2.2 | 34.32 | 4 | 3 | 6 | |||
| 5 Feb | 631.10 | 27.45 | 7.55 | 34.72 | 3 | 1 | 1 | |||
For Laurus Labs Limited - strike price 650 expiring on 27MAR2025
Delta for 650 CE is 0.06
Historical price for 650 CE is as follows
On 13 Mar LAURUSLABS was trading at 574.05. The strike last trading price was 1, which was -1.4 lower than the previous day. The implied volatity was 38.59, the open interest changed by -31 which decreased total open position to 337
On 12 Mar LAURUSLABS was trading at 584.35. The strike last trading price was 2.45, which was 0.25 higher than the previous day. The implied volatity was 40.02, the open interest changed by 48 which increased total open position to 365
On 11 Mar LAURUSLABS was trading at 574.15. The strike last trading price was 2.15, which was 0.85 higher than the previous day. The implied volatity was 42.81, the open interest changed by 6 which increased total open position to 318
On 10 Mar LAURUSLABS was trading at 559.00. The strike last trading price was 1.45, which was -0.6 lower than the previous day. The implied volatity was 42.67, the open interest changed by 12 which increased total open position to 312
On 7 Mar LAURUSLABS was trading at 570.85. The strike last trading price was 2.05, which was -0.95 lower than the previous day. The implied volatity was 38.21, the open interest changed by -17 which decreased total open position to 300
On 6 Mar LAURUSLABS was trading at 580.55. The strike last trading price was 2.9, which was 0.85 higher than the previous day. The implied volatity was 37.58, the open interest changed by 22 which increased total open position to 318
On 5 Mar LAURUSLABS was trading at 566.50. The strike last trading price was 2.1, which was 0.9 higher than the previous day. The implied volatity was 38.06, the open interest changed by -2 which decreased total open position to 295
On 4 Mar LAURUSLABS was trading at 545.50. The strike last trading price was 1.2, which was 0.25 higher than the previous day. The implied volatity was 40.64, the open interest changed by 27 which increased total open position to 296
On 3 Mar LAURUSLABS was trading at 528.80. The strike last trading price was 0.95, which was 0 lower than the previous day. The implied volatity was 43.36, the open interest changed by 35 which increased total open position to 267
On 28 Feb LAURUSLABS was trading at 527.20. The strike last trading price was 0.85, which was -1 lower than the previous day. The implied volatity was 41.09, the open interest changed by 24 which increased total open position to 232
On 27 Feb LAURUSLABS was trading at 543.00. The strike last trading price was 1.85, which was -0.75 lower than the previous day. The implied volatity was 41.62, the open interest changed by 6 which increased total open position to 208
On 26 Feb LAURUSLABS was trading at 550.15. The strike last trading price was 2.5, which was 0.25 higher than the previous day. The implied volatity was 39.32, the open interest changed by 10 which increased total open position to 200
On 25 Feb LAURUSLABS was trading at 550.15. The strike last trading price was 2.5, which was 0.25 higher than the previous day. The implied volatity was 39.32, the open interest changed by 8 which increased total open position to 200
On 24 Feb LAURUSLABS was trading at 536.75. The strike last trading price was 2.15, which was 0 lower than the previous day. The implied volatity was 42.67, the open interest changed by 1 which increased total open position to 191
On 21 Feb LAURUSLABS was trading at 521.45. The strike last trading price was 2.15, which was -0.75 lower than the previous day. The implied volatity was 45.40, the open interest changed by 8 which increased total open position to 191
On 20 Feb LAURUSLABS was trading at 536.75. The strike last trading price was 2.8, which was -1.4 lower than the previous day. The implied volatity was 42.21, the open interest changed by 37 which increased total open position to 182
On 19 Feb LAURUSLABS was trading at 546.75. The strike last trading price was 4.05, which was -0.7 lower than the previous day. The implied volatity was 42.27, the open interest changed by 28 which increased total open position to 144
On 18 Feb LAURUSLABS was trading at 546.00. The strike last trading price was 4.65, which was -1.45 lower than the previous day. The implied volatity was 44.44, the open interest changed by -2 which decreased total open position to 116
On 17 Feb LAURUSLABS was trading at 555.50. The strike last trading price was 6.1, which was -0.25 lower than the previous day. The implied volatity was 43.34, the open interest changed by 43 which increased total open position to 117
On 14 Feb LAURUSLABS was trading at 546.20. The strike last trading price was 6.35, which was -6.05 lower than the previous day. The implied volatity was 45.31, the open interest changed by 59 which increased total open position to 74
On 13 Feb LAURUSLABS was trading at 601.00. The strike last trading price was 12.4, which was -1.15 lower than the previous day. The implied volatity was 34.58, the open interest changed by 0 which decreased total open position to 16
On 12 Feb LAURUSLABS was trading at 601.05. The strike last trading price was 13.55, which was -1.9 lower than the previous day. The implied volatity was 34.16, the open interest changed by 5 which increased total open position to 17
On 11 Feb LAURUSLABS was trading at 608.20. The strike last trading price was 15.45, which was -8.3 lower than the previous day. The implied volatity was 34.28, the open interest changed by 4 which increased total open position to 12
On 10 Feb LAURUSLABS was trading at 626.35. The strike last trading price was 23.75, which was -5.25 lower than the previous day. The implied volatity was 35.29, the open interest changed by 0 which decreased total open position to 9
On 7 Feb LAURUSLABS was trading at 641.35. The strike last trading price was 29, which was -0.65 lower than the previous day. The implied volatity was 31.77, the open interest changed by 1 which increased total open position to 8
On 6 Feb LAURUSLABS was trading at 636.80. The strike last trading price was 29.65, which was 2.2 higher than the previous day. The implied volatity was 34.32, the open interest changed by 3 which increased total open position to 6
On 5 Feb LAURUSLABS was trading at 631.10. The strike last trading price was 27.45, which was 7.55 higher than the previous day. The implied volatity was 34.72, the open interest changed by 1 which increased total open position to 1
| LAURUSLABS 27MAR2025 650 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 | 79.3 | 0 | 0.00 | 0 | 0 | 0 |
| 12 Mar | 584.35 | 79.3 | 0 | 0.00 | 0 | 1 | 0 |
| 11 Mar | 574.15 | 79.3 | -11.15 | 53.35 | 1 | 0 | 14 |
| 10 Mar | 559.00 | 90.45 | 20.45 | 56.68 | 1 | 14 | 14 |
| 7 Mar | 570.85 | 70 | 0 | 0.00 | 0 | 2 | 0 |
| 6 Mar | 580.55 | 70 | -38.1 | 34.58 | 3 | 1 | 13 |
| 5 Mar | 566.50 | 108.1 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Mar | 545.50 | 108.1 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Mar | 528.80 | 108.1 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Feb | 527.20 | 108.1 | 0 | 0.00 | 0 | 8 | 0 |
| 27 Feb | 543.00 | 108.1 | -13.9 | 56.81 | 11 | 8 | 9 |
| 26 Feb | 550.15 | 122 | 0 | 0.00 | 0 | 0 | 0 |
| 25 Feb | 550.15 | 122 | 0 | 0.00 | 0 | 0 | 0 |
| 24 Feb | 536.75 | 122 | 26.65 | 73.33 | 1 | 0 | 1 |
| 21 Feb | 521.45 | 95.35 | 0 | 0.00 | 0 | 0 | 0 |
| 20 Feb | 536.75 | 95.35 | 0 | 0.00 | 0 | 0 | 0 |
| 19 Feb | 546.75 | 95.35 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Feb | 546.00 | 95.35 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Feb | 555.50 | 95.35 | 0 | 0.00 | 0 | -1 | 0 |
| 14 Feb | 546.20 | 95.35 | 57.95 | - | 1 | 0 | 2 |
| 13 Feb | 601.00 | 37.4 | 0 | 0.00 | 0 | 0 | 0 |
| 12 Feb | 601.05 | 37.4 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Feb | 608.20 | 37.4 | 0 | 0.00 | 0 | 0 | 0 |
| 10 Feb | 626.35 | 37.4 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Feb | 641.35 | 37.4 | 0 | 0.00 | 0 | 2 | 0 |
| 6 Feb | 636.80 | 37.4 | -36.8 | 37.41 | 2 | 0 | 0 |
| 5 Feb | 631.10 | 74.2 | 0 | - | 0 | 0 | 0 |
For Laurus Labs Limited - strike price 650 expiring on 27MAR2025
Delta for 650 PE is 0.00
Historical price for 650 PE is as follows
On 13 Mar LAURUSLABS was trading at 574.05. The strike last trading price was 79.3, 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 79.3, 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 Mar LAURUSLABS was trading at 574.15. The strike last trading price was 79.3, which was -11.15 lower than the previous day. The implied volatity was 53.35, the open interest changed by 0 which decreased total open position to 14
On 10 Mar LAURUSLABS was trading at 559.00. The strike last trading price was 90.45, which was 20.45 higher than the previous day. The implied volatity was 56.68, the open interest changed by 14 which increased total open position to 14
On 7 Mar LAURUSLABS was trading at 570.85. The strike last trading price was 70, which was 0 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 6 Mar LAURUSLABS was trading at 580.55. The strike last trading price was 70, which was -38.1 lower than the previous day. The implied volatity was 34.58, the open interest changed by 1 which increased total open position to 13
On 5 Mar LAURUSLABS was trading at 566.50. The strike last trading price was 108.1, 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 108.1, 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 3 Mar LAURUSLABS was trading at 528.80. The strike last trading price was 108.1, 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 28 Feb LAURUSLABS was trading at 527.20. The strike last trading price was 108.1, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 27 Feb LAURUSLABS was trading at 543.00. The strike last trading price was 108.1, which was -13.9 lower than the previous day. The implied volatity was 56.81, the open interest changed by 8 which increased total open position to 9
On 26 Feb LAURUSLABS was trading at 550.15. The strike last trading price was 122, 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 25 Feb LAURUSLABS was trading at 550.15. The strike last trading price was 122, 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 24 Feb LAURUSLABS was trading at 536.75. The strike last trading price was 122, which was 26.65 higher than the previous day. The implied volatity was 73.33, the open interest changed by 0 which decreased total open position to 1
On 21 Feb LAURUSLABS was trading at 521.45. The strike last trading price was 95.35, 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 95.35, 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 95.35, 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 95.35, 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 95.35, 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 95.35, which was 57.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 13 Feb LAURUSLABS was trading at 601.00. The strike last trading price was 37.4, 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 Feb LAURUSLABS was trading at 601.05. The strike last trading price was 37.4, 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 11 Feb LAURUSLABS was trading at 608.20. The strike last trading price was 37.4, 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 10 Feb LAURUSLABS was trading at 626.35. The strike last trading price was 37.4, 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 7 Feb LAURUSLABS was trading at 641.35. The strike last trading price was 37.4, which was 0 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 6 Feb LAURUSLABS was trading at 636.80. The strike last trading price was 37.4, which was -36.8 lower than the previous day. The implied volatity was 37.41, the open interest changed by 0 which decreased total open position to 0
On 5 Feb LAURUSLABS was trading at 631.10. The strike last trading price was 74.2, 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
