LAURUSLABS
Laurus Labs Limited
Historical option data for LAURUSLABS
20 Feb 2026 04:12 PM IST
| LAURUSLABS 24-FEB-2026 1010 CE | ||||||||||||||||
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Delta: 0.79
Vega: 0.31
Theta: -0.81
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Feb | 1019.00 | 15.05 | -0.55 | 15.33 | 172 | 1 | 206 | |||||||||
| 19 Feb | 1021.20 | 14.55 | -18.2 | 22.1 | 161 | -22 | 205 | |||||||||
| 18 Feb | 1037.45 | 33.3 | 13.7 | 26.06 | 569 | -58 | 227 | |||||||||
| 17 Feb | 1013.40 | 18.5 | -3.05 | 30.42 | 446 | 5 | 281 | |||||||||
| 16 Feb | 1012.45 | 21.25 | -2.2 | 32.16 | 640 | 20 | 286 | |||||||||
| 13 Feb | 1010.60 | 22.3 | -6.65 | 29.71 | 1,216 | -77 | 267 | |||||||||
| 12 Feb | 1018.60 | 28.2 | 0.6 | 30.16 | 2,109 | -144 | 344 | |||||||||
| 11 Feb | 1013.65 | 27.95 | 18.7 | 31.36 | 3,110 | 124 | 487 | |||||||||
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| 10 Feb | 966.35 | 9.25 | -6.05 | 31.39 | 253 | 42 | 351 | |||||||||
| 9 Feb | 985.50 | 14.7 | 7.65 | 28.85 | 661 | -150 | 316 | |||||||||
| 6 Feb | 950.55 | 6.65 | -5.05 | 29.9 | 523 | 208 | 466 | |||||||||
| 5 Feb | 963.95 | 11.7 | -5.4 | 30.92 | 87 | 19 | 259 | |||||||||
| 4 Feb | 980.30 | 16.95 | 0.3 | 31.34 | 97 | -11 | 240 | |||||||||
| 3 Feb | 975.60 | 16.25 | 5.05 | 28.26 | 303 | 1 | 252 | |||||||||
| 2 Feb | 953.95 | 11.75 | 3.1 | 30.69 | 130 | -9 | 250 | |||||||||
| 1 Feb | 930.20 | 8.7 | -8.3 | 36.02 | 92 | 0 | 260 | |||||||||
| 30 Jan | 965.00 | 16.75 | -2.5 | 31.08 | 96 | 35 | 260 | |||||||||
| 29 Jan | 973.30 | 17.75 | -13.9 | 29.91 | 233 | 32 | 225 | |||||||||
| 28 Jan | 999.00 | 32.1 | -5 | 29.83 | 327 | 24 | 197 | |||||||||
| 27 Jan | 1000.20 | 36.5 | -15.95 | 34.53 | 609 | 109 | 174 | |||||||||
| 23 Jan | 1016.40 | 57.6 | 11.4 | 34.71 | 279 | 63 | 67 | |||||||||
| 22 Jan | 1005.80 | 49.35 | -68.55 | 35.17 | 6 | 3 | 3 | |||||||||
| 21 Jan | 987.90 | 117.9 | 0 | 1.12 | 0 | 0 | 0 | |||||||||
| 20 Jan | 1035.50 | 117.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Jan | 1062.70 | 117.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Jan | 1076.80 | 117.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Jan | 1090.50 | 117.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Jan | 1058.30 | 117.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Jan | 1043.20 | 117.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Jan | 1083.00 | 117.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jan | 1100.90 | 117.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Jan | 1128.50 | 117.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Jan | 1115.90 | 117.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jan | 1103.20 | 117.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jan | 1106.50 | 117.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jan | 1110.40 | 117.9 | 0 | - | 0 | 0 | 0 | |||||||||
For Laurus Labs Limited - strike price 1010 expiring on 24FEB2026
Delta for 1010 CE is 0.79
Historical price for 1010 CE is as follows
On 20 Feb LAURUSLABS was trading at 1019.00. The strike last trading price was 15.05, which was -0.55 lower than the previous day. The implied volatity was 15.33, the open interest changed by 1 which increased total open position to 206
On 19 Feb LAURUSLABS was trading at 1021.20. The strike last trading price was 14.55, which was -18.2 lower than the previous day. The implied volatity was 22.1, the open interest changed by -22 which decreased total open position to 205
On 18 Feb LAURUSLABS was trading at 1037.45. The strike last trading price was 33.3, which was 13.7 higher than the previous day. The implied volatity was 26.06, the open interest changed by -58 which decreased total open position to 227
On 17 Feb LAURUSLABS was trading at 1013.40. The strike last trading price was 18.5, which was -3.05 lower than the previous day. The implied volatity was 30.42, the open interest changed by 5 which increased total open position to 281
On 16 Feb LAURUSLABS was trading at 1012.45. The strike last trading price was 21.25, which was -2.2 lower than the previous day. The implied volatity was 32.16, the open interest changed by 20 which increased total open position to 286
On 13 Feb LAURUSLABS was trading at 1010.60. The strike last trading price was 22.3, which was -6.65 lower than the previous day. The implied volatity was 29.71, the open interest changed by -77 which decreased total open position to 267
On 12 Feb LAURUSLABS was trading at 1018.60. The strike last trading price was 28.2, which was 0.6 higher than the previous day. The implied volatity was 30.16, the open interest changed by -144 which decreased total open position to 344
On 11 Feb LAURUSLABS was trading at 1013.65. The strike last trading price was 27.95, which was 18.7 higher than the previous day. The implied volatity was 31.36, the open interest changed by 124 which increased total open position to 487
On 10 Feb LAURUSLABS was trading at 966.35. The strike last trading price was 9.25, which was -6.05 lower than the previous day. The implied volatity was 31.39, the open interest changed by 42 which increased total open position to 351
On 9 Feb LAURUSLABS was trading at 985.50. The strike last trading price was 14.7, which was 7.65 higher than the previous day. The implied volatity was 28.85, the open interest changed by -150 which decreased total open position to 316
On 6 Feb LAURUSLABS was trading at 950.55. The strike last trading price was 6.65, which was -5.05 lower than the previous day. The implied volatity was 29.9, the open interest changed by 208 which increased total open position to 466
On 5 Feb LAURUSLABS was trading at 963.95. The strike last trading price was 11.7, which was -5.4 lower than the previous day. The implied volatity was 30.92, the open interest changed by 19 which increased total open position to 259
On 4 Feb LAURUSLABS was trading at 980.30. The strike last trading price was 16.95, which was 0.3 higher than the previous day. The implied volatity was 31.34, the open interest changed by -11 which decreased total open position to 240
On 3 Feb LAURUSLABS was trading at 975.60. The strike last trading price was 16.25, which was 5.05 higher than the previous day. The implied volatity was 28.26, the open interest changed by 1 which increased total open position to 252
On 2 Feb LAURUSLABS was trading at 953.95. The strike last trading price was 11.75, which was 3.1 higher than the previous day. The implied volatity was 30.69, the open interest changed by -9 which decreased total open position to 250
On 1 Feb LAURUSLABS was trading at 930.20. The strike last trading price was 8.7, which was -8.3 lower than the previous day. The implied volatity was 36.02, the open interest changed by 0 which decreased total open position to 260
On 30 Jan LAURUSLABS was trading at 965.00. The strike last trading price was 16.75, which was -2.5 lower than the previous day. The implied volatity was 31.08, the open interest changed by 35 which increased total open position to 260
On 29 Jan LAURUSLABS was trading at 973.30. The strike last trading price was 17.75, which was -13.9 lower than the previous day. The implied volatity was 29.91, the open interest changed by 32 which increased total open position to 225
On 28 Jan LAURUSLABS was trading at 999.00. The strike last trading price was 32.1, which was -5 lower than the previous day. The implied volatity was 29.83, the open interest changed by 24 which increased total open position to 197
On 27 Jan LAURUSLABS was trading at 1000.20. The strike last trading price was 36.5, which was -15.95 lower than the previous day. The implied volatity was 34.53, the open interest changed by 109 which increased total open position to 174
On 23 Jan LAURUSLABS was trading at 1016.40. The strike last trading price was 57.6, which was 11.4 higher than the previous day. The implied volatity was 34.71, the open interest changed by 63 which increased total open position to 67
On 22 Jan LAURUSLABS was trading at 1005.80. The strike last trading price was 49.35, which was -68.55 lower than the previous day. The implied volatity was 35.17, the open interest changed by 3 which increased total open position to 3
On 21 Jan LAURUSLABS was trading at 987.90. The strike last trading price was 117.9, which was 0 lower than the previous day. The implied volatity was 1.12, the open interest changed by 0 which decreased total open position to 0
On 20 Jan LAURUSLABS was trading at 1035.50. The strike last trading price was 117.9, 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
On 19 Jan LAURUSLABS was trading at 1062.70. The strike last trading price was 117.9, 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
On 16 Jan LAURUSLABS was trading at 1076.80. The strike last trading price was 117.9, 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
On 14 Jan LAURUSLABS was trading at 1090.50. The strike last trading price was 117.9, 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
On 13 Jan LAURUSLABS was trading at 1058.30. The strike last trading price was 117.9, 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
On 12 Jan LAURUSLABS was trading at 1043.20. The strike last trading price was 117.9, 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
On 9 Jan LAURUSLABS was trading at 1083.00. The strike last trading price was 117.9, 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
On 8 Jan LAURUSLABS was trading at 1100.90. The strike last trading price was 117.9, 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
On 7 Jan LAURUSLABS was trading at 1128.50. The strike last trading price was 117.9, 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
On 6 Jan LAURUSLABS was trading at 1115.90. The strike last trading price was 117.9, 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
On 5 Jan LAURUSLABS was trading at 1103.20. The strike last trading price was 117.9, 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
On 2 Jan LAURUSLABS was trading at 1106.50. The strike last trading price was 117.9, 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
On 1 Jan LAURUSLABS was trading at 1110.40. The strike last trading price was 117.9, 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
| LAURUSLABS 24FEB2026 1010 PE | |||||||
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Delta: -0.32
Vega: 0.38
Theta: -1.23
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Feb | 1019.00 | 6.3 | -1.35 | 27.6 | 545 | 12 | 199 |
| 19 Feb | 1021.20 | 9 | 4.05 | 26.11 | 532 | -23 | 182 |
| 18 Feb | 1037.45 | 4.7 | -9.15 | 28.9 | 659 | -22 | 211 |
| 17 Feb | 1013.40 | 15 | -1.05 | 29.49 | 170 | 27 | 232 |
| 16 Feb | 1012.45 | 16.15 | -3.95 | 30.33 | 234 | 12 | 206 |
| 13 Feb | 1010.60 | 19.8 | 1.6 | 30.48 | 418 | -10 | 196 |
| 12 Feb | 1018.60 | 18.7 | -3.1 | 32.69 | 691 | 28 | 207 |
| 11 Feb | 1013.65 | 22.35 | -19.1 | 34.27 | 244 | 50 | 179 |
| 10 Feb | 966.35 | 41.45 | -7.95 | - | 0 | 0 | 129 |
| 9 Feb | 985.50 | 41.45 | -7.95 | - | 0 | 0 | 129 |
| 6 Feb | 950.55 | 41.45 | -7.95 | - | 0 | 0 | 129 |
| 5 Feb | 963.95 | 41.45 | -7.95 | - | 0 | 0 | 129 |
| 4 Feb | 980.30 | 41.45 | -7.95 | 26.69 | 5 | 1 | 128 |
| 3 Feb | 975.60 | 49.4 | -14.85 | 37.62 | 6 | 0 | 128 |
| 2 Feb | 953.95 | 64.2 | -15.65 | 37.48 | 11 | -3 | 130 |
| 1 Feb | 930.20 | 79.85 | 19.6 | 20.51 | 8 | -1 | 133 |
| 30 Jan | 965.00 | 60.25 | 9.7 | 37.88 | 7 | -1 | 137 |
| 29 Jan | 973.30 | 50.55 | 15.65 | 30.08 | 18 | 1 | 139 |
| 28 Jan | 999.00 | 34.15 | -5.15 | 31.11 | 221 | 7 | 141 |
| 27 Jan | 1000.20 | 38 | -2.7 | 32.83 | 356 | 75 | 137 |
| 23 Jan | 1016.40 | 31 | -11.7 | 36.62 | 209 | 63 | 70 |
| 22 Jan | 1005.80 | 42.7 | 3.1 | 40.54 | 1 | 0 | 7 |
| 21 Jan | 987.90 | 39.6 | 3.6 | 28.52 | 5 | 1 | 5 |
| 20 Jan | 1035.50 | 36 | 17.5 | 41.16 | 2 | 1 | 3 |
| 19 Jan | 1062.70 | 18.5 | 1.5 | - | 0 | 0 | 2 |
| 16 Jan | 1076.80 | 18.5 | 1.5 | 34.76 | 1 | 0 | 2 |
| 14 Jan | 1090.50 | 17 | -9.65 | 35.87 | 2 | 1 | 1 |
| 13 Jan | 1058.30 | 26.65 | 0 | 4.94 | 0 | 0 | 0 |
| 12 Jan | 1043.20 | 26.65 | 0 | 3.43 | 0 | 0 | 0 |
| 9 Jan | 1083.00 | 26.65 | 0 | 6.26 | 0 | 0 | 0 |
| 8 Jan | 1100.90 | 26.65 | 0 | 7.18 | 0 | 0 | 0 |
| 7 Jan | 1128.50 | 26.65 | 0 | 8.93 | 0 | 0 | 0 |
| 6 Jan | 1115.90 | 26.65 | 0 | 8.18 | 0 | 0 | 0 |
| 5 Jan | 1103.20 | 26.65 | 0 | 7.4 | 0 | 0 | 0 |
| 2 Jan | 1106.50 | 26.65 | 0 | 7.32 | 0 | 0 | 0 |
| 1 Jan | 1110.40 | 26.65 | 0 | 7.55 | 0 | 0 | 0 |
For Laurus Labs Limited - strike price 1010 expiring on 24FEB2026
Delta for 1010 PE is -0.32
Historical price for 1010 PE is as follows
On 20 Feb LAURUSLABS was trading at 1019.00. The strike last trading price was 6.3, which was -1.35 lower than the previous day. The implied volatity was 27.6, the open interest changed by 12 which increased total open position to 199
On 19 Feb LAURUSLABS was trading at 1021.20. The strike last trading price was 9, which was 4.05 higher than the previous day. The implied volatity was 26.11, the open interest changed by -23 which decreased total open position to 182
On 18 Feb LAURUSLABS was trading at 1037.45. The strike last trading price was 4.7, which was -9.15 lower than the previous day. The implied volatity was 28.9, the open interest changed by -22 which decreased total open position to 211
On 17 Feb LAURUSLABS was trading at 1013.40. The strike last trading price was 15, which was -1.05 lower than the previous day. The implied volatity was 29.49, the open interest changed by 27 which increased total open position to 232
On 16 Feb LAURUSLABS was trading at 1012.45. The strike last trading price was 16.15, which was -3.95 lower than the previous day. The implied volatity was 30.33, the open interest changed by 12 which increased total open position to 206
On 13 Feb LAURUSLABS was trading at 1010.60. The strike last trading price was 19.8, which was 1.6 higher than the previous day. The implied volatity was 30.48, the open interest changed by -10 which decreased total open position to 196
On 12 Feb LAURUSLABS was trading at 1018.60. The strike last trading price was 18.7, which was -3.1 lower than the previous day. The implied volatity was 32.69, the open interest changed by 28 which increased total open position to 207
On 11 Feb LAURUSLABS was trading at 1013.65. The strike last trading price was 22.35, which was -19.1 lower than the previous day. The implied volatity was 34.27, the open interest changed by 50 which increased total open position to 179
On 10 Feb LAURUSLABS was trading at 966.35. The strike last trading price was 41.45, which was -7.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 129
On 9 Feb LAURUSLABS was trading at 985.50. The strike last trading price was 41.45, which was -7.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 129
On 6 Feb LAURUSLABS was trading at 950.55. The strike last trading price was 41.45, which was -7.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 129
On 5 Feb LAURUSLABS was trading at 963.95. The strike last trading price was 41.45, which was -7.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 129
On 4 Feb LAURUSLABS was trading at 980.30. The strike last trading price was 41.45, which was -7.95 lower than the previous day. The implied volatity was 26.69, the open interest changed by 1 which increased total open position to 128
On 3 Feb LAURUSLABS was trading at 975.60. The strike last trading price was 49.4, which was -14.85 lower than the previous day. The implied volatity was 37.62, the open interest changed by 0 which decreased total open position to 128
On 2 Feb LAURUSLABS was trading at 953.95. The strike last trading price was 64.2, which was -15.65 lower than the previous day. The implied volatity was 37.48, the open interest changed by -3 which decreased total open position to 130
On 1 Feb LAURUSLABS was trading at 930.20. The strike last trading price was 79.85, which was 19.6 higher than the previous day. The implied volatity was 20.51, the open interest changed by -1 which decreased total open position to 133
On 30 Jan LAURUSLABS was trading at 965.00. The strike last trading price was 60.25, which was 9.7 higher than the previous day. The implied volatity was 37.88, the open interest changed by -1 which decreased total open position to 137
On 29 Jan LAURUSLABS was trading at 973.30. The strike last trading price was 50.55, which was 15.65 higher than the previous day. The implied volatity was 30.08, the open interest changed by 1 which increased total open position to 139
On 28 Jan LAURUSLABS was trading at 999.00. The strike last trading price was 34.15, which was -5.15 lower than the previous day. The implied volatity was 31.11, the open interest changed by 7 which increased total open position to 141
On 27 Jan LAURUSLABS was trading at 1000.20. The strike last trading price was 38, which was -2.7 lower than the previous day. The implied volatity was 32.83, the open interest changed by 75 which increased total open position to 137
On 23 Jan LAURUSLABS was trading at 1016.40. The strike last trading price was 31, which was -11.7 lower than the previous day. The implied volatity was 36.62, the open interest changed by 63 which increased total open position to 70
On 22 Jan LAURUSLABS was trading at 1005.80. The strike last trading price was 42.7, which was 3.1 higher than the previous day. The implied volatity was 40.54, the open interest changed by 0 which decreased total open position to 7
On 21 Jan LAURUSLABS was trading at 987.90. The strike last trading price was 39.6, which was 3.6 higher than the previous day. The implied volatity was 28.52, the open interest changed by 1 which increased total open position to 5
On 20 Jan LAURUSLABS was trading at 1035.50. The strike last trading price was 36, which was 17.5 higher than the previous day. The implied volatity was 41.16, the open interest changed by 1 which increased total open position to 3
On 19 Jan LAURUSLABS was trading at 1062.70. The strike last trading price was 18.5, which was 1.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 16 Jan LAURUSLABS was trading at 1076.80. The strike last trading price was 18.5, which was 1.5 higher than the previous day. The implied volatity was 34.76, the open interest changed by 0 which decreased total open position to 2
On 14 Jan LAURUSLABS was trading at 1090.50. The strike last trading price was 17, which was -9.65 lower than the previous day. The implied volatity was 35.87, the open interest changed by 1 which increased total open position to 1
On 13 Jan LAURUSLABS was trading at 1058.30. The strike last trading price was 26.65, which was 0 lower than the previous day. The implied volatity was 4.94, the open interest changed by 0 which decreased total open position to 0
On 12 Jan LAURUSLABS was trading at 1043.20. The strike last trading price was 26.65, which was 0 lower than the previous day. The implied volatity was 3.43, the open interest changed by 0 which decreased total open position to 0
On 9 Jan LAURUSLABS was trading at 1083.00. The strike last trading price was 26.65, which was 0 lower than the previous day. The implied volatity was 6.26, the open interest changed by 0 which decreased total open position to 0
On 8 Jan LAURUSLABS was trading at 1100.90. The strike last trading price was 26.65, which was 0 lower than the previous day. The implied volatity was 7.18, the open interest changed by 0 which decreased total open position to 0
On 7 Jan LAURUSLABS was trading at 1128.50. The strike last trading price was 26.65, which was 0 lower than the previous day. The implied volatity was 8.93, the open interest changed by 0 which decreased total open position to 0
On 6 Jan LAURUSLABS was trading at 1115.90. The strike last trading price was 26.65, which was 0 lower than the previous day. The implied volatity was 8.18, the open interest changed by 0 which decreased total open position to 0
On 5 Jan LAURUSLABS was trading at 1103.20. The strike last trading price was 26.65, which was 0 lower than the previous day. The implied volatity was 7.4, the open interest changed by 0 which decreased total open position to 0
On 2 Jan LAURUSLABS was trading at 1106.50. The strike last trading price was 26.65, which was 0 lower than the previous day. The implied volatity was 7.32, the open interest changed by 0 which decreased total open position to 0
On 1 Jan LAURUSLABS was trading at 1110.40. The strike last trading price was 26.65, which was 0 lower than the previous day. The implied volatity was 7.55, the open interest changed by 0 which decreased total open position to 0
