LAURUSLABS
Laurus Labs Limited
Historical option data for LAURUSLABS
27 Mar 2026 04:12 PM IST
| LAURUSLABS 30-MAR-2026 1020 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.29
Vega: 0.31
Theta: -1.17
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 27 Mar | 1008.80 | 3.4 | -12.45 | 21.1 | 1,937 | -103 | 147 | |||||||||
| 25 Mar | 1023.50 | 15.5 | 6.65 | 29.86 | 1,665 | -23 | 255 | |||||||||
| 24 Mar | 992.60 | 8.8 | 4.55 | 37.26 | 998 | 32 | 280 | |||||||||
| 23 Mar | 961.40 | 4 | -5.65 | 39.06 | 662 | -16 | 250 | |||||||||
| 20 Mar | 987.20 | 9.45 | 5.7 | 32.08 | 651 | -20 | 270 | |||||||||
| 19 Mar | 944.90 | 4.2 | -6.55 | 34.69 | 595 | -126 | 301 | |||||||||
| 18 Mar | 983.40 | 11 | 1.15 | 33.22 | 549 | 9 | 428 | |||||||||
| 17 Mar | 968.70 | 9.6 | -2.8 | 36.45 | 432 | 40 | 422 | |||||||||
| 16 Mar | 960.80 | 12.2 | -15.95 | 41.94 | 1,368 | 82 | 380 | |||||||||
| 13 Mar | 1003.40 | 28 | -22.55 | 38.89 | 869 | 71 | 298 | |||||||||
| 12 Mar | 1046.80 | 50.7 | 4 | 34.53 | 177 | 7 | 228 | |||||||||
| 11 Mar | 1041.00 | 47.45 | 2.2 | 34.16 | 117 | -1 | 220 | |||||||||
| 10 Mar | 1038.00 | 47.55 | 7.65 | 33.86 | 207 | -23 | 221 | |||||||||
| 9 Mar | 1021.00 | 39 | -2.25 | 38.11 | 405 | 21 | 239 | |||||||||
| 6 Mar | 1026.20 | 42.05 | -10.65 | 32.77 | 71 | 24 | 219 | |||||||||
| 5 Mar | 1045.90 | 52.4 | 5.9 | 30.37 | 35 | -9 | 195 | |||||||||
| 4 Mar | 1030.60 | 46.15 | -21.9 | 35.25 | 88 | 12 | 204 | |||||||||
| 2 Mar | 1065.00 | 68.05 | -6 | 28.64 | 20 | 1 | 192 | |||||||||
| 27 Feb | 1075.80 | 69.45 | -19.45 | 24.7 | 27 | -4 | 192 | |||||||||
| 26 Feb | 1092.75 | 88 | 13.5 | 27.54 | 114 | -30 | 197 | |||||||||
| 25 Feb | 1076.35 | 74 | 29.2 | 25.79 | 314 | -16 | 227 | |||||||||
| 24 Feb | 1028.50 | 46.3 | 8.45 | 28.25 | 413 | 32 | 246 | |||||||||
| 23 Feb | 1017.05 | 37.5 | -5.35 | 28.23 | 178 | 34 | 212 | |||||||||
| 20 Feb | 1019.00 | 42.5 | -2.1 | 27.44 | 199 | 32 | 178 | |||||||||
| 19 Feb | 1021.20 | 43.2 | -12.75 | 30.07 | 48 | 11 | 146 | |||||||||
| 18 Feb | 1037.45 | 57.3 | 15.8 | 30.43 | 166 | 14 | 135 | |||||||||
| 17 Feb | 1013.40 | 41.5 | -1.1 | 29.83 | 41 | 23 | 120 | |||||||||
| 16 Feb | 1012.45 | 42.6 | -1.7 | 29.89 | 41 | 25 | 97 | |||||||||
| 13 Feb | 1010.60 | 45 | -5.3 | 30.97 | 16 | 8 | 73 | |||||||||
| 12 Feb | 1018.60 | 50.3 | 3.7 | 31.19 | 39 | 21 | 65 | |||||||||
| 11 Feb | 1013.65 | 47.15 | 19.15 | 30.03 | 22 | 12 | 39 | |||||||||
| 10 Feb | 966.35 | 28 | -4 | 31.86 | 3 | 0 | 27 | |||||||||
| 9 Feb | 985.50 | 32 | 8.25 | 28.4 | 11 | 9 | 27 | |||||||||
| 6 Feb | 950.55 | 23.75 | -7.25 | - | 0 | 0 | 18 | |||||||||
| 5 Feb | 963.95 | 23.75 | -7.25 | 27.74 | 5 | 4 | 17 | |||||||||
| 4 Feb | 980.30 | 31 | 12 | 28.66 | 8 | 7 | 12 | |||||||||
| 3 Feb | 975.60 | 19 | -12.5 | - | 0 | 0 | 5 | |||||||||
| 2 Feb | 953.95 | 19 | -12.5 | - | 0 | 0 | 5 | |||||||||
| 1 Feb | 930.20 | 19 | -12.5 | 32.06 | 4 | 2 | 3 | |||||||||
| 30 Jan | 965.00 | 31.5 | -98.1 | 30.8 | 1 | 0 | 0 | |||||||||
| 29 Jan | 973.30 | 129.6 | 0 | 0.69 | 0 | 0 | 0 | |||||||||
| 28 Jan | 999.00 | 129.6 | 0 | 0.35 | 0 | 0 | 0 | |||||||||
| 27 Jan | 1000.20 | - | - | - | 0 | 0 | 0 | |||||||||
| 23 Jan | 1016.40 | - | - | - | 0 | 0 | 0 | |||||||||
| 22 Jan | 1005.80 | - | - | - | 0 | 0 | 0 | |||||||||
| 21 Jan | 987.90 | - | - | - | 0 | 0 | 0 | |||||||||
| 20 Jan | 1035.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 19 Jan | 1062.70 | - | - | - | 0 | 0 | 0 | |||||||||
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| 16 Jan | 1076.80 | - | - | - | 0 | 0 | 0 | |||||||||
| 14 Jan | 1090.50 | 129.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Jan | 1058.30 | 129.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Jan | 1043.20 | - | - | - | 0 | 0 | 0 | |||||||||
| 9 Jan | 1083.00 | 129.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jan | 1100.90 | 129.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Jan | 1128.50 | 129.6 | - | - | 0 | 0 | 0 | |||||||||
| 6 Jan | 1115.90 | 129.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jan | 1103.20 | 129.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jan | 1106.50 | 129.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jan | 1110.40 | 129.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Dec | 1108.00 | 129.6 | 0 | - | 0 | 0 | 0 | |||||||||
For Laurus Labs Limited - strike price 1020 expiring on 30MAR2026
Delta for 1020 CE is 0.29
Historical price for 1020 CE is as follows
On 27 Mar LAURUSLABS was trading at 1008.80. The strike last trading price was 3.4, which was -12.45 lower than the previous day. The implied volatity was 21.1, the open interest changed by -103 which decreased total open position to 147
On 25 Mar LAURUSLABS was trading at 1023.50. The strike last trading price was 15.5, which was 6.65 higher than the previous day. The implied volatity was 29.86, the open interest changed by -23 which decreased total open position to 255
On 24 Mar LAURUSLABS was trading at 992.60. The strike last trading price was 8.8, which was 4.55 higher than the previous day. The implied volatity was 37.26, the open interest changed by 32 which increased total open position to 280
On 23 Mar LAURUSLABS was trading at 961.40. The strike last trading price was 4, which was -5.65 lower than the previous day. The implied volatity was 39.06, the open interest changed by -16 which decreased total open position to 250
On 20 Mar LAURUSLABS was trading at 987.20. The strike last trading price was 9.45, which was 5.7 higher than the previous day. The implied volatity was 32.08, the open interest changed by -20 which decreased total open position to 270
On 19 Mar LAURUSLABS was trading at 944.90. The strike last trading price was 4.2, which was -6.55 lower than the previous day. The implied volatity was 34.69, the open interest changed by -126 which decreased total open position to 301
On 18 Mar LAURUSLABS was trading at 983.40. The strike last trading price was 11, which was 1.15 higher than the previous day. The implied volatity was 33.22, the open interest changed by 9 which increased total open position to 428
On 17 Mar LAURUSLABS was trading at 968.70. The strike last trading price was 9.6, which was -2.8 lower than the previous day. The implied volatity was 36.45, the open interest changed by 40 which increased total open position to 422
On 16 Mar LAURUSLABS was trading at 960.80. The strike last trading price was 12.2, which was -15.95 lower than the previous day. The implied volatity was 41.94, the open interest changed by 82 which increased total open position to 380
On 13 Mar LAURUSLABS was trading at 1003.40. The strike last trading price was 28, which was -22.55 lower than the previous day. The implied volatity was 38.89, the open interest changed by 71 which increased total open position to 298
On 12 Mar LAURUSLABS was trading at 1046.80. The strike last trading price was 50.7, which was 4 higher than the previous day. The implied volatity was 34.53, the open interest changed by 7 which increased total open position to 228
On 11 Mar LAURUSLABS was trading at 1041.00. The strike last trading price was 47.45, which was 2.2 higher than the previous day. The implied volatity was 34.16, the open interest changed by -1 which decreased total open position to 220
On 10 Mar LAURUSLABS was trading at 1038.00. The strike last trading price was 47.55, which was 7.65 higher than the previous day. The implied volatity was 33.86, the open interest changed by -23 which decreased total open position to 221
On 9 Mar LAURUSLABS was trading at 1021.00. The strike last trading price was 39, which was -2.25 lower than the previous day. The implied volatity was 38.11, the open interest changed by 21 which increased total open position to 239
On 6 Mar LAURUSLABS was trading at 1026.20. The strike last trading price was 42.05, which was -10.65 lower than the previous day. The implied volatity was 32.77, the open interest changed by 24 which increased total open position to 219
On 5 Mar LAURUSLABS was trading at 1045.90. The strike last trading price was 52.4, which was 5.9 higher than the previous day. The implied volatity was 30.37, the open interest changed by -9 which decreased total open position to 195
On 4 Mar LAURUSLABS was trading at 1030.60. The strike last trading price was 46.15, which was -21.9 lower than the previous day. The implied volatity was 35.25, the open interest changed by 12 which increased total open position to 204
On 2 Mar LAURUSLABS was trading at 1065.00. The strike last trading price was 68.05, which was -6 lower than the previous day. The implied volatity was 28.64, the open interest changed by 1 which increased total open position to 192
On 27 Feb LAURUSLABS was trading at 1075.80. The strike last trading price was 69.45, which was -19.45 lower than the previous day. The implied volatity was 24.7, the open interest changed by -4 which decreased total open position to 192
On 26 Feb LAURUSLABS was trading at 1092.75. The strike last trading price was 88, which was 13.5 higher than the previous day. The implied volatity was 27.54, the open interest changed by -30 which decreased total open position to 197
On 25 Feb LAURUSLABS was trading at 1076.35. The strike last trading price was 74, which was 29.2 higher than the previous day. The implied volatity was 25.79, the open interest changed by -16 which decreased total open position to 227
On 24 Feb LAURUSLABS was trading at 1028.50. The strike last trading price was 46.3, which was 8.45 higher than the previous day. The implied volatity was 28.25, the open interest changed by 32 which increased total open position to 246
On 23 Feb LAURUSLABS was trading at 1017.05. The strike last trading price was 37.5, which was -5.35 lower than the previous day. The implied volatity was 28.23, the open interest changed by 34 which increased total open position to 212
On 20 Feb LAURUSLABS was trading at 1019.00. The strike last trading price was 42.5, which was -2.1 lower than the previous day. The implied volatity was 27.44, the open interest changed by 32 which increased total open position to 178
On 19 Feb LAURUSLABS was trading at 1021.20. The strike last trading price was 43.2, which was -12.75 lower than the previous day. The implied volatity was 30.07, the open interest changed by 11 which increased total open position to 146
On 18 Feb LAURUSLABS was trading at 1037.45. The strike last trading price was 57.3, which was 15.8 higher than the previous day. The implied volatity was 30.43, the open interest changed by 14 which increased total open position to 135
On 17 Feb LAURUSLABS was trading at 1013.40. The strike last trading price was 41.5, which was -1.1 lower than the previous day. The implied volatity was 29.83, the open interest changed by 23 which increased total open position to 120
On 16 Feb LAURUSLABS was trading at 1012.45. The strike last trading price was 42.6, which was -1.7 lower than the previous day. The implied volatity was 29.89, the open interest changed by 25 which increased total open position to 97
On 13 Feb LAURUSLABS was trading at 1010.60. The strike last trading price was 45, which was -5.3 lower than the previous day. The implied volatity was 30.97, the open interest changed by 8 which increased total open position to 73
On 12 Feb LAURUSLABS was trading at 1018.60. The strike last trading price was 50.3, which was 3.7 higher than the previous day. The implied volatity was 31.19, the open interest changed by 21 which increased total open position to 65
On 11 Feb LAURUSLABS was trading at 1013.65. The strike last trading price was 47.15, which was 19.15 higher than the previous day. The implied volatity was 30.03, the open interest changed by 12 which increased total open position to 39
On 10 Feb LAURUSLABS was trading at 966.35. The strike last trading price was 28, which was -4 lower than the previous day. The implied volatity was 31.86, the open interest changed by 0 which decreased total open position to 27
On 9 Feb LAURUSLABS was trading at 985.50. The strike last trading price was 32, which was 8.25 higher than the previous day. The implied volatity was 28.4, the open interest changed by 9 which increased total open position to 27
On 6 Feb LAURUSLABS was trading at 950.55. The strike last trading price was 23.75, which was -7.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18
On 5 Feb LAURUSLABS was trading at 963.95. The strike last trading price was 23.75, which was -7.25 lower than the previous day. The implied volatity was 27.74, the open interest changed by 4 which increased total open position to 17
On 4 Feb LAURUSLABS was trading at 980.30. The strike last trading price was 31, which was 12 higher than the previous day. The implied volatity was 28.66, the open interest changed by 7 which increased total open position to 12
On 3 Feb LAURUSLABS was trading at 975.60. The strike last trading price was 19, which was -12.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 2 Feb LAURUSLABS was trading at 953.95. The strike last trading price was 19, which was -12.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 1 Feb LAURUSLABS was trading at 930.20. The strike last trading price was 19, which was -12.5 lower than the previous day. The implied volatity was 32.06, the open interest changed by 2 which increased total open position to 3
On 30 Jan LAURUSLABS was trading at 965.00. The strike last trading price was 31.5, which was -98.1 lower than the previous day. The implied volatity was 30.8, the open interest changed by 0 which decreased total open position to 0
On 29 Jan LAURUSLABS was trading at 973.30. The strike last trading price was 129.6, which was 0 lower than the previous day. The implied volatity was 0.69, 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 129.6, which was 0 lower than the previous day. The implied volatity was 0.35, the open interest changed by 0 which decreased total open position to 0
On 27 Jan LAURUSLABS was trading at 1000.20. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Jan LAURUSLABS was trading at 1016.40. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Jan LAURUSLABS was trading at 1005.80. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Jan LAURUSLABS was trading at 987.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, 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 -, which was - 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 -, which was - 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 -, which was - 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 129.6, 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 129.6, 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 -, which was - 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 129.6, 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 129.6, 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 129.6, which was - 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 129.6, 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 129.6, 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 129.6, 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 129.6, 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 31 Dec LAURUSLABS was trading at 1108.00. The strike last trading price was 129.6, 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 30MAR2026 1020 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.68
Vega: 0.33
Theta: -1.21
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 27 Mar | 1008.80 | 16 | 2.1 | 25.59 | 406 | -16 | 249 |
| 25 Mar | 1023.50 | 14.3 | -22.6 | 32.59 | 542 | 81 | 266 |
| 24 Mar | 992.60 | 36.9 | -24.75 | 41.22 | 27 | 3 | 183 |
| 23 Mar | 961.40 | 61.3 | 18.1 | 41.4 | 27 | -13 | 180 |
| 20 Mar | 987.20 | 42.85 | -35.4 | 37.61 | 59 | -7 | 194 |
| 19 Mar | 944.90 | 73 | 26.7 | 45.19 | 42 | -5 | 202 |
| 18 Mar | 983.40 | 47.25 | -14.1 | 38.11 | 30 | 4 | 208 |
| 17 Mar | 968.70 | 61.35 | -6.5 | 42.07 | 7 | -1 | 203 |
| 16 Mar | 960.80 | 67.15 | 23.4 | 42.84 | 151 | -17 | 204 |
| 13 Mar | 1003.40 | 43.5 | 22.05 | 42.66 | 824 | 9 | 222 |
| 12 Mar | 1046.80 | 22.2 | -3.15 | 39.75 | 350 | -9 | 211 |
| 11 Mar | 1041.00 | 24.85 | 2.15 | 39.44 | 658 | -22 | 221 |
| 10 Mar | 1038.00 | 21.2 | -12.7 | 34.21 | 331 | 19 | 245 |
| 9 Mar | 1021.00 | 34 | 3 | 36.93 | 295 | 16 | 224 |
| 6 Mar | 1026.20 | 30.9 | 8.25 | 36.21 | 145 | 0 | 209 |
| 5 Mar | 1045.90 | 22.25 | -8.95 | 34.2 | 144 | -8 | 209 |
| 4 Mar | 1030.60 | 32 | 15.35 | 35.89 | 194 | 25 | 217 |
| 2 Mar | 1065.00 | 16.4 | 3.15 | 33.04 | 152 | 12 | 194 |
| 27 Feb | 1075.80 | 14.4 | 4.45 | 30.64 | 124 | -13 | 183 |
| 26 Feb | 1092.75 | 9.95 | -4.3 | 29.78 | 217 | -13 | 195 |
| 25 Feb | 1076.35 | 14.15 | -13.5 | 30.32 | 290 | 14 | 214 |
| 24 Feb | 1028.50 | 27.25 | -8 | 29.45 | 179 | 57 | 195 |
| 23 Feb | 1017.05 | 35.4 | -1.3 | 30.02 | 81 | 32 | 136 |
| 20 Feb | 1019.00 | 37.05 | -0.05 | 32.94 | 74 | 22 | 102 |
| 19 Feb | 1021.20 | 38.5 | 7.8 | 31.69 | 69 | 23 | 80 |
| 18 Feb | 1037.45 | 30.4 | -35.35 | 32.14 | 76 | 52 | 55 |
| 17 Feb | 1013.40 | 65.75 | 14.65 | - | 0 | 0 | 3 |
| 16 Feb | 1012.45 | 65.75 | 14.65 | - | 0 | 0 | 3 |
| 13 Feb | 1010.60 | 65.75 | 14.65 | - | 0 | 0 | 3 |
| 12 Feb | 1018.60 | 65.75 | 14.65 | - | 0 | 0 | 3 |
| 11 Feb | 1013.65 | 65.75 | 14.65 | - | 0 | 0 | 3 |
| 10 Feb | 966.35 | 65.75 | 14.65 | - | 0 | 0 | 3 |
| 9 Feb | 985.50 | 65.75 | 14.65 | 37.45 | 3 | 0 | 3 |
| 6 Feb | 950.55 | 51.1 | 8.5 | - | 0 | 0 | 3 |
| 5 Feb | 963.95 | 51.1 | 8.5 | - | 0 | 0 | 3 |
| 4 Feb | 980.30 | 51.1 | 8.5 | - | 0 | 0 | 3 |
| 3 Feb | 975.60 | 51.1 | 8.5 | - | 0 | 0 | 3 |
| 2 Feb | 953.95 | 51.1 | 8.5 | - | 0 | 0 | 3 |
| 1 Feb | 930.20 | 51.1 | 8.5 | - | 0 | 0 | 3 |
| 30 Jan | 965.00 | 51.1 | 8.5 | - | 0 | 0 | 3 |
| 29 Jan | 973.30 | 51.1 | 8.5 | - | 0 | 0 | 0 |
| 28 Jan | 999.00 | 51.1 | 8.5 | 30.91 | 3 | 1 | 1 |
| 27 Jan | 1000.20 | - | - | - | 0 | 0 | 0 |
| 23 Jan | 1016.40 | - | - | - | 0 | 0 | 0 |
| 22 Jan | 1005.80 | - | - | - | 0 | 0 | 0 |
| 21 Jan | 987.90 | - | - | - | 0 | 0 | 0 |
| 20 Jan | 1035.50 | - | - | - | 0 | 0 | 0 |
| 19 Jan | 1062.70 | - | - | - | 0 | 0 | 0 |
| 16 Jan | 1076.80 | - | - | - | 0 | 0 | 0 |
| 14 Jan | 1090.50 | 42.6 | 0 | - | 0 | 0 | 0 |
| 13 Jan | 1058.30 | 42.6 | 0 | 3.72 | 0 | 0 | 0 |
| 12 Jan | 1043.20 | - | - | - | 0 | 0 | 0 |
| 9 Jan | 1083.00 | 42.6 | 0 | - | 0 | 0 | 0 |
| 8 Jan | 1100.90 | 42.6 | 0 | 5.56 | 0 | 0 | 0 |
| 7 Jan | 1128.50 | 42.6 | - | - | 0 | 0 | 0 |
| 6 Jan | 1115.90 | 42.6 | 0 | - | 0 | 0 | 0 |
| 5 Jan | 1103.20 | 42.6 | 0 | 5.79 | 0 | 0 | 0 |
| 2 Jan | 1106.50 | 42.6 | 0 | 5.8 | 0 | 0 | 0 |
| 1 Jan | 1110.40 | 42.6 | 0 | - | 0 | 0 | 0 |
| 31 Dec | 1108.00 | 42.6 | 0 | - | 0 | 0 | 0 |
For Laurus Labs Limited - strike price 1020 expiring on 30MAR2026
Delta for 1020 PE is -0.68
Historical price for 1020 PE is as follows
On 27 Mar LAURUSLABS was trading at 1008.80. The strike last trading price was 16, which was 2.1 higher than the previous day. The implied volatity was 25.59, the open interest changed by -16 which decreased total open position to 249
On 25 Mar LAURUSLABS was trading at 1023.50. The strike last trading price was 14.3, which was -22.6 lower than the previous day. The implied volatity was 32.59, the open interest changed by 81 which increased total open position to 266
On 24 Mar LAURUSLABS was trading at 992.60. The strike last trading price was 36.9, which was -24.75 lower than the previous day. The implied volatity was 41.22, the open interest changed by 3 which increased total open position to 183
On 23 Mar LAURUSLABS was trading at 961.40. The strike last trading price was 61.3, which was 18.1 higher than the previous day. The implied volatity was 41.4, the open interest changed by -13 which decreased total open position to 180
On 20 Mar LAURUSLABS was trading at 987.20. The strike last trading price was 42.85, which was -35.4 lower than the previous day. The implied volatity was 37.61, the open interest changed by -7 which decreased total open position to 194
On 19 Mar LAURUSLABS was trading at 944.90. The strike last trading price was 73, which was 26.7 higher than the previous day. The implied volatity was 45.19, the open interest changed by -5 which decreased total open position to 202
On 18 Mar LAURUSLABS was trading at 983.40. The strike last trading price was 47.25, which was -14.1 lower than the previous day. The implied volatity was 38.11, the open interest changed by 4 which increased total open position to 208
On 17 Mar LAURUSLABS was trading at 968.70. The strike last trading price was 61.35, which was -6.5 lower than the previous day. The implied volatity was 42.07, the open interest changed by -1 which decreased total open position to 203
On 16 Mar LAURUSLABS was trading at 960.80. The strike last trading price was 67.15, which was 23.4 higher than the previous day. The implied volatity was 42.84, the open interest changed by -17 which decreased total open position to 204
On 13 Mar LAURUSLABS was trading at 1003.40. The strike last trading price was 43.5, which was 22.05 higher than the previous day. The implied volatity was 42.66, the open interest changed by 9 which increased total open position to 222
On 12 Mar LAURUSLABS was trading at 1046.80. The strike last trading price was 22.2, which was -3.15 lower than the previous day. The implied volatity was 39.75, the open interest changed by -9 which decreased total open position to 211
On 11 Mar LAURUSLABS was trading at 1041.00. The strike last trading price was 24.85, which was 2.15 higher than the previous day. The implied volatity was 39.44, the open interest changed by -22 which decreased total open position to 221
On 10 Mar LAURUSLABS was trading at 1038.00. The strike last trading price was 21.2, which was -12.7 lower than the previous day. The implied volatity was 34.21, the open interest changed by 19 which increased total open position to 245
On 9 Mar LAURUSLABS was trading at 1021.00. The strike last trading price was 34, which was 3 higher than the previous day. The implied volatity was 36.93, the open interest changed by 16 which increased total open position to 224
On 6 Mar LAURUSLABS was trading at 1026.20. The strike last trading price was 30.9, which was 8.25 higher than the previous day. The implied volatity was 36.21, the open interest changed by 0 which decreased total open position to 209
On 5 Mar LAURUSLABS was trading at 1045.90. The strike last trading price was 22.25, which was -8.95 lower than the previous day. The implied volatity was 34.2, the open interest changed by -8 which decreased total open position to 209
On 4 Mar LAURUSLABS was trading at 1030.60. The strike last trading price was 32, which was 15.35 higher than the previous day. The implied volatity was 35.89, the open interest changed by 25 which increased total open position to 217
On 2 Mar LAURUSLABS was trading at 1065.00. The strike last trading price was 16.4, which was 3.15 higher than the previous day. The implied volatity was 33.04, the open interest changed by 12 which increased total open position to 194
On 27 Feb LAURUSLABS was trading at 1075.80. The strike last trading price was 14.4, which was 4.45 higher than the previous day. The implied volatity was 30.64, the open interest changed by -13 which decreased total open position to 183
On 26 Feb LAURUSLABS was trading at 1092.75. The strike last trading price was 9.95, which was -4.3 lower than the previous day. The implied volatity was 29.78, the open interest changed by -13 which decreased total open position to 195
On 25 Feb LAURUSLABS was trading at 1076.35. The strike last trading price was 14.15, which was -13.5 lower than the previous day. The implied volatity was 30.32, the open interest changed by 14 which increased total open position to 214
On 24 Feb LAURUSLABS was trading at 1028.50. The strike last trading price was 27.25, which was -8 lower than the previous day. The implied volatity was 29.45, the open interest changed by 57 which increased total open position to 195
On 23 Feb LAURUSLABS was trading at 1017.05. The strike last trading price was 35.4, which was -1.3 lower than the previous day. The implied volatity was 30.02, the open interest changed by 32 which increased total open position to 136
On 20 Feb LAURUSLABS was trading at 1019.00. The strike last trading price was 37.05, which was -0.05 lower than the previous day. The implied volatity was 32.94, the open interest changed by 22 which increased total open position to 102
On 19 Feb LAURUSLABS was trading at 1021.20. The strike last trading price was 38.5, which was 7.8 higher than the previous day. The implied volatity was 31.69, the open interest changed by 23 which increased total open position to 80
On 18 Feb LAURUSLABS was trading at 1037.45. The strike last trading price was 30.4, which was -35.35 lower than the previous day. The implied volatity was 32.14, the open interest changed by 52 which increased total open position to 55
On 17 Feb LAURUSLABS was trading at 1013.40. The strike last trading price was 65.75, which was 14.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 16 Feb LAURUSLABS was trading at 1012.45. The strike last trading price was 65.75, which was 14.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 13 Feb LAURUSLABS was trading at 1010.60. The strike last trading price was 65.75, which was 14.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 12 Feb LAURUSLABS was trading at 1018.60. The strike last trading price was 65.75, which was 14.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 11 Feb LAURUSLABS was trading at 1013.65. The strike last trading price was 65.75, which was 14.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 10 Feb LAURUSLABS was trading at 966.35. The strike last trading price was 65.75, which was 14.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 9 Feb LAURUSLABS was trading at 985.50. The strike last trading price was 65.75, which was 14.65 higher than the previous day. The implied volatity was 37.45, 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 51.1, which was 8.5 higher 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 51.1, which was 8.5 higher 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 51.1, which was 8.5 higher 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 51.1, which was 8.5 higher 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 51.1, which was 8.5 higher 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 51.1, which was 8.5 higher 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 51.1, which was 8.5 higher 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 51.1, which was 8.5 higher 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 51.1, which was 8.5 higher than the previous day. The implied volatity was 30.91, the open interest changed by 1 which increased total open position to 1
On 27 Jan LAURUSLABS was trading at 1000.20. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Jan LAURUSLABS was trading at 1016.40. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Jan LAURUSLABS was trading at 1005.80. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Jan LAURUSLABS was trading at 987.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, 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 -, which was - 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 -, which was - 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 -, which was - 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 42.6, 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 42.6, which was 0 lower than the previous day. The implied volatity was 3.72, 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 -, which was - 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 42.6, 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 42.6, which was 0 lower than the previous day. The implied volatity was 5.56, 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 42.6, which was - 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 42.6, 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 42.6, which was 0 lower than the previous day. The implied volatity was 5.79, 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 42.6, which was 0 lower than the previous day. The implied volatity was 5.8, 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 42.6, 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 31 Dec LAURUSLABS was trading at 1108.00. The strike last trading price was 42.6, 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
