LAURUSLABS
Laurus Labs Limited
Historical option data for LAURUSLABS
27 Dec 2024 04:12 PM IST
| LAURUSLABS 30JAN2025 660 CE | ||||||||||
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Delta: 0.12
Vega: 0.37
Theta: -0.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 586.70 | 3.1 | 1.35 | 29.30 | 661 | 166 | 175 | |||
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| 26 Dec | 570.60 | 1.75 | -0.25 | 29.34 | 12 | 5 | 8 | |||
| 24 Dec | 567.15 | 2 | 31.48 | 4 | 3 | 3 | ||||
For Laurus Labs Limited - strike price 660 expiring on 30JAN2025
Delta for 660 CE is 0.12
Historical price for 660 CE is as follows
On 27 Dec LAURUSLABS was trading at 586.70. The strike last trading price was 3.1, which was 1.35 higher than the previous day. The implied volatity was 29.30, the open interest changed by 166 which increased total open position to 175
On 26 Dec LAURUSLABS was trading at 570.60. The strike last trading price was 1.75, which was -0.25 lower than the previous day. The implied volatity was 29.34, the open interest changed by 5 which increased total open position to 8
On 24 Dec LAURUSLABS was trading at 567.15. The strike last trading price was 2, which was lower than the previous day. The implied volatity was 31.48, the open interest changed by 3 which increased total open position to 3
| LAURUSLABS 30JAN2025 660 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 586.70 | 160.3 | 0.00 | - | 0 | 0 | 0 |
| 26 Dec | 570.60 | 160.3 | 0.00 | - | 0 | 0 | 0 |
| 24 Dec | 567.15 | 160.3 | - | 0 | 0 | 0 | |
For Laurus Labs Limited - strike price 660 expiring on 30JAN2025
Delta for 660 PE is -
Historical price for 660 PE is as follows
On 27 Dec LAURUSLABS was trading at 586.70. The strike last trading price was 160.3, 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 Dec LAURUSLABS was trading at 570.60. The strike last trading price was 160.3, 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 24 Dec LAURUSLABS was trading at 567.15. The strike last trading price was 160.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
