LAURUSLABS
Laurus Labs Limited
Historical option data for LAURUSLABS
24 Feb 2026 04:12 PM IST
| LAURUSLABS 30-MAR-2026 1010 CE | ||||||||||||||||
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Delta: 0.66
Vega: 1.15
Theta: -0.61
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Feb | 1028.50 | 49.3 | 6.4 | 25.72 | 64 | 29 | 90 | |||||||||
| 23 Feb | 1017.05 | 42.8 | -6.05 | 28.31 | 33 | 8 | 61 | |||||||||
| 20 Feb | 1019.00 | 48.85 | -13.8 | 28.08 | 39 | 20 | 53 | |||||||||
| 19 Feb | 1021.20 | 62.95 | 13.6 | - | 0 | 0 | 33 | |||||||||
| 18 Feb | 1037.45 | 62.95 | 13.6 | 30.12 | 6 | 1 | 33 | |||||||||
| 17 Feb | 1013.40 | 49.35 | -0.15 | 31.95 | 2 | 0 | 32 | |||||||||
| 16 Feb | 1012.45 | 49.5 | 3.5 | - | 0 | 0 | 32 | |||||||||
| 13 Feb | 1010.60 | 49.5 | 3.5 | 30.62 | 2 | 0 | 32 | |||||||||
| 12 Feb | 1018.60 | 46 | -1.2 | 24.32 | 9 | 0 | 32 | |||||||||
| 11 Feb | 1013.65 | 47.2 | 11.2 | 26.22 | 9 | 7 | 33 | |||||||||
| 10 Feb | 966.35 | 36 | 9 | - | 0 | 0 | 26 | |||||||||
| 9 Feb | 985.50 | 36 | 9 | 28.3 | 18 | 13 | 24 | |||||||||
| 6 Feb | 950.55 | 27 | -3 | - | 0 | 0 | 11 | |||||||||
| 5 Feb | 963.95 | 27 | -3 | 27.55 | 2 | 1 | 10 | |||||||||
| 4 Feb | 980.30 | 30 | -5.5 | - | 0 | 0 | 9 | |||||||||
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| 3 Feb | 975.60 | 30 | -5.5 | - | 0 | 0 | 9 | |||||||||
| 2 Feb | 953.95 | 30 | -5.5 | - | 0 | 0 | 9 | |||||||||
| 1 Feb | 930.20 | 30 | -5.5 | 38.54 | 1 | 0 | 8 | |||||||||
| 30 Jan | 965.00 | 35.5 | -13.5 | 30.76 | 1 | 0 | 7 | |||||||||
| 29 Jan | 973.30 | 49 | 2.75 | 30.31 | 1 | 0 | 0 | |||||||||
| 28 Jan | 999.00 | 46.5 | -16.45 | 25.85 | 6 | 5 | 5 | |||||||||
For Laurus Labs Limited - strike price 1010 expiring on 30MAR2026
Delta for 1010 CE is 0.66
Historical price for 1010 CE is as follows
On 24 Feb LAURUSLABS was trading at 1028.50. The strike last trading price was 49.3, which was 6.4 higher than the previous day. The implied volatity was 25.72, the open interest changed by 29 which increased total open position to 90
On 23 Feb LAURUSLABS was trading at 1017.05. The strike last trading price was 42.8, which was -6.05 lower than the previous day. The implied volatity was 28.31, the open interest changed by 8 which increased total open position to 61
On 20 Feb LAURUSLABS was trading at 1019.00. The strike last trading price was 48.85, which was -13.8 lower than the previous day. The implied volatity was 28.08, the open interest changed by 20 which increased total open position to 53
On 19 Feb LAURUSLABS was trading at 1021.20. The strike last trading price was 62.95, which was 13.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 33
On 18 Feb LAURUSLABS was trading at 1037.45. The strike last trading price was 62.95, which was 13.6 higher than the previous day. The implied volatity was 30.12, the open interest changed by 1 which increased total open position to 33
On 17 Feb LAURUSLABS was trading at 1013.40. The strike last trading price was 49.35, which was -0.15 lower than the previous day. The implied volatity was 31.95, the open interest changed by 0 which decreased total open position to 32
On 16 Feb LAURUSLABS was trading at 1012.45. The strike last trading price was 49.5, which was 3.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 32
On 13 Feb LAURUSLABS was trading at 1010.60. The strike last trading price was 49.5, which was 3.5 higher than the previous day. The implied volatity was 30.62, the open interest changed by 0 which decreased total open position to 32
On 12 Feb LAURUSLABS was trading at 1018.60. The strike last trading price was 46, which was -1.2 lower than the previous day. The implied volatity was 24.32, the open interest changed by 0 which decreased total open position to 32
On 11 Feb LAURUSLABS was trading at 1013.65. The strike last trading price was 47.2, which was 11.2 higher than the previous day. The implied volatity was 26.22, the open interest changed by 7 which increased total open position to 33
On 10 Feb LAURUSLABS was trading at 966.35. The strike last trading price was 36, which was 9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26
On 9 Feb LAURUSLABS was trading at 985.50. The strike last trading price was 36, which was 9 higher than the previous day. The implied volatity was 28.3, the open interest changed by 13 which increased total open position to 24
On 6 Feb LAURUSLABS was trading at 950.55. The strike last trading price was 27, which was -3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 5 Feb LAURUSLABS was trading at 963.95. The strike last trading price was 27, which was -3 lower than the previous day. The implied volatity was 27.55, the open interest changed by 1 which increased total open position to 10
On 4 Feb LAURUSLABS was trading at 980.30. The strike last trading price was 30, which was -5.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 3 Feb LAURUSLABS was trading at 975.60. The strike last trading price was 30, which was -5.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 2 Feb LAURUSLABS was trading at 953.95. The strike last trading price was 30, which was -5.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 1 Feb LAURUSLABS was trading at 930.20. The strike last trading price was 30, which was -5.5 lower than the previous day. The implied volatity was 38.54, the open interest changed by 0 which decreased total open position to 8
On 30 Jan LAURUSLABS was trading at 965.00. The strike last trading price was 35.5, which was -13.5 lower than the previous day. The implied volatity was 30.76, the open interest changed by 0 which decreased total open position to 7
On 29 Jan LAURUSLABS was trading at 973.30. The strike last trading price was 49, which was 2.75 higher than the previous day. The implied volatity was 30.31, the open interest changed by 0 which decreased total open position to 0
On 28 Jan LAURUSLABS was trading at 999.00. The strike last trading price was 46.5, which was -16.45 lower than the previous day. The implied volatity was 25.85, the open interest changed by 5 which increased total open position to 5
| LAURUSLABS 30MAR2026 1010 PE | |||||||
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Delta: -0.35
Vega: 1.17
Theta: -0.4
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Feb | 1028.50 | 23.1 | -7.5 | 29.36 | 98 | 25 | 76 |
| 23 Feb | 1017.05 | 31 | -1.7 | 30.3 | 65 | 32 | 51 |
| 20 Feb | 1019.00 | 32.7 | 0.8 | 33.07 | 12 | 0 | 18 |
| 19 Feb | 1021.20 | 33.3 | -0.55 | 31.31 | 22 | 15 | 16 |
| 18 Feb | 1037.45 | 33.85 | -28.4 | 37.94 | 1 | 0 | 0 |
| 17 Feb | 1013.40 | 62.25 | 15.45 | - | 0 | 0 | 0 |
| 16 Feb | 1012.45 | 62.25 | 15.45 | - | 0 | 0 | 0 |
| 13 Feb | 1010.60 | 62.25 | 15.45 | - | 0 | 0 | 0 |
| 12 Feb | 1018.60 | 62.25 | 15.45 | - | 0 | 0 | 0 |
| 11 Feb | 1013.65 | 62.25 | 15.45 | - | 0 | 0 | 0 |
| 10 Feb | 966.35 | 62.25 | 15.45 | - | 0 | 0 | 0 |
| 9 Feb | 985.50 | 62.25 | 15.45 | 38.77 | 3 | 0 | 3 |
| 6 Feb | 950.55 | 46.8 | -15.4 | - | 0 | 0 | 3 |
| 5 Feb | 963.95 | 46.8 | -15.4 | - | 0 | 0 | 3 |
| 4 Feb | 980.30 | 46.8 | -15.4 | - | 0 | 0 | 3 |
| 3 Feb | 975.60 | 46.8 | -15.4 | - | 0 | 0 | 3 |
| 2 Feb | 953.95 | 46.8 | -15.4 | - | 0 | 0 | 3 |
| 1 Feb | 930.20 | 46.8 | -15.4 | - | 0 | 0 | 3 |
| 30 Jan | 965.00 | 46.8 | -15.4 | - | 0 | 0 | 3 |
| 29 Jan | 973.30 | 46.8 | -15.4 | - | 0 | 0 | 0 |
| 28 Jan | 999.00 | 46.8 | -15.4 | 31.37 | 3 | 0 | 0 |
For Laurus Labs Limited - strike price 1010 expiring on 30MAR2026
Delta for 1010 PE is -0.35
Historical price for 1010 PE is as follows
On 24 Feb LAURUSLABS was trading at 1028.50. The strike last trading price was 23.1, which was -7.5 lower than the previous day. The implied volatity was 29.36, the open interest changed by 25 which increased total open position to 76
On 23 Feb LAURUSLABS was trading at 1017.05. The strike last trading price was 31, which was -1.7 lower than the previous day. The implied volatity was 30.3, the open interest changed by 32 which increased total open position to 51
On 20 Feb LAURUSLABS was trading at 1019.00. The strike last trading price was 32.7, which was 0.8 higher than the previous day. The implied volatity was 33.07, the open interest changed by 0 which decreased total open position to 18
On 19 Feb LAURUSLABS was trading at 1021.20. The strike last trading price was 33.3, which was -0.55 lower than the previous day. The implied volatity was 31.31, the open interest changed by 15 which increased total open position to 16
On 18 Feb LAURUSLABS was trading at 1037.45. The strike last trading price was 33.85, which was -28.4 lower than the previous day. The implied volatity was 37.94, the open interest changed by 0 which decreased total open position to 0
On 17 Feb LAURUSLABS was trading at 1013.40. The strike last trading price was 62.25, which was 15.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Feb LAURUSLABS was trading at 1012.45. The strike last trading price was 62.25, which was 15.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Feb LAURUSLABS was trading at 1010.60. The strike last trading price was 62.25, which was 15.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Feb LAURUSLABS was trading at 1018.60. The strike last trading price was 62.25, which was 15.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Feb LAURUSLABS was trading at 1013.65. The strike last trading price was 62.25, which was 15.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Feb LAURUSLABS was trading at 966.35. The strike last trading price was 62.25, which was 15.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Feb LAURUSLABS was trading at 985.50. The strike last trading price was 62.25, which was 15.45 higher than the previous day. The implied volatity was 38.77, the open interest changed by 0 which decreased total open position to 3
On 6 Feb LAURUSLABS was trading at 950.55. The strike last trading price was 46.8, which was -15.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 5 Feb LAURUSLABS was trading at 963.95. The strike last trading price was 46.8, which was -15.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 4 Feb LAURUSLABS was trading at 980.30. The strike last trading price was 46.8, which was -15.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 3 Feb LAURUSLABS was trading at 975.60. The strike last trading price was 46.8, which was -15.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 2 Feb LAURUSLABS was trading at 953.95. The strike last trading price was 46.8, which was -15.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 1 Feb LAURUSLABS was trading at 930.20. The strike last trading price was 46.8, which was -15.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 30 Jan LAURUSLABS was trading at 965.00. The strike last trading price was 46.8, which was -15.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 29 Jan LAURUSLABS was trading at 973.30. The strike last trading price was 46.8, which was -15.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Jan LAURUSLABS was trading at 999.00. The strike last trading price was 46.8, which was -15.4 lower than the previous day. The implied volatity was 31.37, the open interest changed by 0 which decreased total open position to 0
