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[--[65.84.65.76]--]
LAURUSLABS
Laurus Labs Limited

559.2 -13.34 (-2.33%)

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Historical option data for LAURUSLABS

20 Dec 2024 04:12 PM IST
LAURUSLABS 26DEC2024 660 CE
Delta: -
Vega: -
Theta: -
Gamma: -
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
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
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 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