LAURUSLABS
Laurus Labs Limited
Historical option data for LAURUSLABS
20 Dec 2024 04:12 PM IST
| LAURUSLABS 26DEC2024 660 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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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 | 0.1 | -0.05 | - | 39 | -26 | 260 | |||
| 19 Dec | 572.55 | 0.15 | -0.05 | 44.57 | 31 | -13 | 287 | |||
| 18 Dec | 566.95 | 0.2 | -0.05 | 45.86 | 19 | -6 | 301 | |||
| 17 Dec | 572.10 | 0.25 | 0.00 | 42.07 | 41 | -12 | 307 | |||
| 16 Dec | 573.55 | 0.25 | -0.10 | 39.39 | 94 | -2 | 320 | |||
| 13 Dec | 573.45 | 0.35 | -0.15 | 36.56 | 104 | -23 | 322 | |||
| 12 Dec | 563.80 | 0.5 | -0.15 | 40.39 | 51 | -15 | 345 | |||
| 11 Dec | 572.75 | 0.65 | -0.05 | 37.63 | 110 | -12 | 358 | |||
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| 10 Dec | 571.90 | 0.7 | -0.25 | 37.45 | 50 | 0 | 364 | |||
| 9 Dec | 571.90 | 0.95 | -1.05 | 38.58 | 642 | -7 | 362 | |||
| 6 Dec | 589.75 | 2 | -0.05 | 33.14 | 469 | 98 | 373 | |||
| 5 Dec | 588.35 | 2.05 | 0.35 | 33.84 | 967 | 106 | 274 | |||
| 4 Dec | 583.45 | 1.7 | 0.00 | 32.63 | 320 | 64 | 168 | |||
| 3 Dec | 580.70 | 1.7 | 32.97 | 265 | 107 | 107 | ||||
For Laurus Labs Limited - strike price 660 expiring on 26DEC2024
Delta for 660 CE is -
Historical price for 660 CE is as follows
On 20 Dec LAURUSLABS was trading at 559.20. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -26 which decreased total open position to 260
On 19 Dec LAURUSLABS was trading at 572.55. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 44.57, the open interest changed by -13 which decreased total open position to 287
On 18 Dec LAURUSLABS was trading at 566.95. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 45.86, the open interest changed by -6 which decreased total open position to 301
On 17 Dec LAURUSLABS was trading at 572.10. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 42.07, the open interest changed by -12 which decreased total open position to 307
On 16 Dec LAURUSLABS was trading at 573.55. The strike last trading price was 0.25, which was -0.10 lower than the previous day. The implied volatity was 39.39, the open interest changed by -2 which decreased total open position to 320
On 13 Dec LAURUSLABS was trading at 573.45. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 36.56, the open interest changed by -23 which decreased total open position to 322
On 12 Dec LAURUSLABS was trading at 563.80. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 40.39, the open interest changed by -15 which decreased total open position to 345
On 11 Dec LAURUSLABS was trading at 572.75. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was 37.63, the open interest changed by -12 which decreased total open position to 358
On 10 Dec LAURUSLABS was trading at 571.90. The strike last trading price was 0.7, which was -0.25 lower than the previous day. The implied volatity was 37.45, the open interest changed by 0 which decreased total open position to 364
On 9 Dec LAURUSLABS was trading at 571.90. The strike last trading price was 0.95, which was -1.05 lower than the previous day. The implied volatity was 38.58, the open interest changed by -7 which decreased total open position to 362
On 6 Dec LAURUSLABS was trading at 589.75. The strike last trading price was 2, which was -0.05 lower than the previous day. The implied volatity was 33.14, the open interest changed by 98 which increased total open position to 373
On 5 Dec LAURUSLABS was trading at 588.35. The strike last trading price was 2.05, which was 0.35 higher than the previous day. The implied volatity was 33.84, the open interest changed by 106 which increased total open position to 274
On 4 Dec LAURUSLABS was trading at 583.45. The strike last trading price was 1.7, which was 0.00 lower than the previous day. The implied volatity was 32.63, the open interest changed by 64 which increased total open position to 168
On 3 Dec LAURUSLABS was trading at 580.70. The strike last trading price was 1.7, which was lower than the previous day. The implied volatity was 32.97, the open interest changed by 107 which increased total open position to 107
| LAURUSLABS 26DEC2024 660 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 |
| 20 Dec | 559.20 | 87.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 572.55 | 87.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 566.95 | 87.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 572.10 | 87.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 573.55 | 87.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 573.45 | 87.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 563.80 | 87.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 572.75 | 87.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 571.90 | 87.4 | 0.00 | 0.00 | 0 | -1 | 0 |
| 9 Dec | 571.90 | 87.4 | 18.90 | 39.48 | 3 | -1 | 9 |
| 6 Dec | 589.75 | 68.5 | -4.80 | 38.74 | 12 | 1 | 11 |
| 5 Dec | 588.35 | 73.3 | -1.55 | 44.10 | 12 | 4 | 10 |
| 4 Dec | 583.45 | 74.85 | -3.65 | 40.54 | 5 | 0 | 6 |
| 3 Dec | 580.70 | 78.5 | 43.40 | 13 | 6 | 6 | |
For Laurus Labs Limited - strike price 660 expiring on 26DEC2024
Delta for 660 PE is 0.00
Historical price for 660 PE is as follows
On 20 Dec LAURUSLABS was trading at 559.20. The strike last trading price was 87.4, 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 87.4, 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 87.4, 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 87.4, 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 87.4, 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 13 Dec LAURUSLABS was trading at 573.45. The strike last trading price was 87.4, 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 12 Dec LAURUSLABS was trading at 563.80. The strike last trading price was 87.4, 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 87.4, 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 87.4, which was 0.00 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 9 Dec LAURUSLABS was trading at 571.90. The strike last trading price was 87.4, which was 18.90 higher than the previous day. The implied volatity was 39.48, the open interest changed by -1 which decreased total open position to 9
On 6 Dec LAURUSLABS was trading at 589.75. The strike last trading price was 68.5, which was -4.80 lower than the previous day. The implied volatity was 38.74, the open interest changed by 1 which increased total open position to 11
On 5 Dec LAURUSLABS was trading at 588.35. The strike last trading price was 73.3, which was -1.55 lower than the previous day. The implied volatity was 44.10, the open interest changed by 4 which increased total open position to 10
On 4 Dec LAURUSLABS was trading at 583.45. The strike last trading price was 74.85, which was -3.65 lower than the previous day. The implied volatity was 40.54, the open interest changed by 0 which decreased total open position to 6
On 3 Dec LAURUSLABS was trading at 580.70. The strike last trading price was 78.5, which was lower than the previous day. The implied volatity was 43.40, the open interest changed by 6 which increased total open position to 6
