LAURUSLABS
Laurus Labs Limited
Historical option data for LAURUSLABS
13 Mar 2026 03:57 PM IST
| LAURUSLABS 30-MAR-2026 1030 CE | ||||||||||||||||
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Delta: 0.41
Vega: 0.84
Theta: -1.08
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 13 Mar | 1003.40 | 24.2 | -19.6 | 39.14 | 765 | 52 | 253 | |||||||||
| 12 Mar | 1046.80 | 44.2 | 2.65 | 34.2 | 269 | 15 | 201 | |||||||||
| 11 Mar | 1041.00 | 40.95 | 0.4 | 33.52 | 133 | -8 | 185 | |||||||||
| 10 Mar | 1038.00 | 40.7 | 6 | 32.81 | 118 | 2 | 194 | |||||||||
| 9 Mar | 1021.00 | 34 | -2.25 | 37.85 | 269 | 31 | 192 | |||||||||
| 6 Mar | 1026.20 | 36.4 | -9.9 | 32.39 | 104 | 18 | 161 | |||||||||
| 5 Mar | 1045.90 | 46.3 | 5.15 | 30.45 | 56 | -12 | 143 | |||||||||
| 4 Mar | 1030.60 | 40.65 | -19.75 | 34.96 | 352 | 25 | 157 | |||||||||
| 2 Mar | 1065.00 | 60.4 | -2.55 | 28.1 | 21 | 0 | 129 | |||||||||
| 27 Feb | 1075.80 | 61.85 | -20.05 | 24.62 | 29 | -12 | 130 | |||||||||
| 26 Feb | 1092.75 | 80.5 | 13.3 | 27.99 | 90 | 6 | 173 | |||||||||
| 25 Feb | 1076.35 | 65.9 | 26.5 | 25.18 | 242 | -24 | 167 | |||||||||
| 24 Feb | 1028.50 | 39.65 | 6.9 | 27.3 | 181 | 39 | 190 | |||||||||
| 23 Feb | 1017.05 | 32.65 | -5.55 | 28.15 | 115 | 16 | 152 | |||||||||
| 20 Feb | 1019.00 | 37.85 | -1.45 | 27.79 | 228 | 63 | 137 | |||||||||
| 19 Feb | 1021.20 | 38.2 | -12.05 | 29.94 | 81 | 6 | 73 | |||||||||
| 18 Feb | 1037.45 | 51 | 14 | 29.96 | 164 | 29 | 68 | |||||||||
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| 17 Feb | 1013.40 | 37 | -3.5 | 29.95 | 24 | 9 | 37 | |||||||||
| 16 Feb | 1012.45 | 40.5 | -1 | 31.96 | 6 | 1 | 27 | |||||||||
| 13 Feb | 1010.60 | 41.5 | -1.85 | 31.77 | 8 | 2 | 25 | |||||||||
| 12 Feb | 1018.60 | 43.35 | 0.5 | 29.78 | 17 | 5 | 23 | |||||||||
| 11 Feb | 1013.65 | 42.85 | 21.85 | 30.38 | 23 | -1 | 18 | |||||||||
| 10 Feb | 966.35 | 21 | -6 | 28.91 | 8 | 4 | 16 | |||||||||
| 9 Feb | 985.50 | 27 | -27.15 | 27.87 | 12 | 8 | 8 | |||||||||
| 6 Feb | 950.55 | 54.15 | 0 | 4.76 | 0 | 0 | 0 | |||||||||
| 5 Feb | 963.95 | 54.15 | 0 | 3.84 | 0 | 0 | 0 | |||||||||
| 4 Feb | 980.30 | 54.15 | 0 | 2.65 | 0 | 0 | 0 | |||||||||
| 3 Feb | 975.60 | 54.15 | 0 | 2.75 | 0 | 0 | 0 | |||||||||
| 2 Feb | 953.95 | 54.15 | 0 | 4.15 | 0 | 0 | 0 | |||||||||
| 1 Feb | 930.20 | 54.15 | 0 | 6.3 | 0 | 0 | 0 | |||||||||
| 30 Jan | 965.00 | 54.15 | 0 | 3.46 | 0 | 0 | 0 | |||||||||
| 29 Jan | 973.30 | 54.15 | 0 | 1.38 | 0 | 0 | 0 | |||||||||
| 28 Jan | 999.00 | 54.15 | 0 | 1.07 | 0 | 0 | 0 | |||||||||
For Laurus Labs Limited - strike price 1030 expiring on 30MAR2026
Delta for 1030 CE is 0.41
Historical price for 1030 CE is as follows
On 13 Mar LAURUSLABS was trading at 1003.40. The strike last trading price was 24.2, which was -19.6 lower than the previous day. The implied volatity was 39.14, the open interest changed by 52 which increased total open position to 253
On 12 Mar LAURUSLABS was trading at 1046.80. The strike last trading price was 44.2, which was 2.65 higher than the previous day. The implied volatity was 34.2, the open interest changed by 15 which increased total open position to 201
On 11 Mar LAURUSLABS was trading at 1041.00. The strike last trading price was 40.95, which was 0.4 higher than the previous day. The implied volatity was 33.52, the open interest changed by -8 which decreased total open position to 185
On 10 Mar LAURUSLABS was trading at 1038.00. The strike last trading price was 40.7, which was 6 higher than the previous day. The implied volatity was 32.81, the open interest changed by 2 which increased total open position to 194
On 9 Mar LAURUSLABS was trading at 1021.00. The strike last trading price was 34, which was -2.25 lower than the previous day. The implied volatity was 37.85, the open interest changed by 31 which increased total open position to 192
On 6 Mar LAURUSLABS was trading at 1026.20. The strike last trading price was 36.4, which was -9.9 lower than the previous day. The implied volatity was 32.39, the open interest changed by 18 which increased total open position to 161
On 5 Mar LAURUSLABS was trading at 1045.90. The strike last trading price was 46.3, which was 5.15 higher than the previous day. The implied volatity was 30.45, the open interest changed by -12 which decreased total open position to 143
On 4 Mar LAURUSLABS was trading at 1030.60. The strike last trading price was 40.65, which was -19.75 lower than the previous day. The implied volatity was 34.96, the open interest changed by 25 which increased total open position to 157
On 2 Mar LAURUSLABS was trading at 1065.00. The strike last trading price was 60.4, which was -2.55 lower than the previous day. The implied volatity was 28.1, the open interest changed by 0 which decreased total open position to 129
On 27 Feb LAURUSLABS was trading at 1075.80. The strike last trading price was 61.85, which was -20.05 lower than the previous day. The implied volatity was 24.62, the open interest changed by -12 which decreased total open position to 130
On 26 Feb LAURUSLABS was trading at 1092.75. The strike last trading price was 80.5, which was 13.3 higher than the previous day. The implied volatity was 27.99, the open interest changed by 6 which increased total open position to 173
On 25 Feb LAURUSLABS was trading at 1076.35. The strike last trading price was 65.9, which was 26.5 higher than the previous day. The implied volatity was 25.18, the open interest changed by -24 which decreased total open position to 167
On 24 Feb LAURUSLABS was trading at 1028.50. The strike last trading price was 39.65, which was 6.9 higher than the previous day. The implied volatity was 27.3, the open interest changed by 39 which increased total open position to 190
On 23 Feb LAURUSLABS was trading at 1017.05. The strike last trading price was 32.65, which was -5.55 lower than the previous day. The implied volatity was 28.15, the open interest changed by 16 which increased total open position to 152
On 20 Feb LAURUSLABS was trading at 1019.00. The strike last trading price was 37.85, which was -1.45 lower than the previous day. The implied volatity was 27.79, the open interest changed by 63 which increased total open position to 137
On 19 Feb LAURUSLABS was trading at 1021.20. The strike last trading price was 38.2, which was -12.05 lower than the previous day. The implied volatity was 29.94, the open interest changed by 6 which increased total open position to 73
On 18 Feb LAURUSLABS was trading at 1037.45. The strike last trading price was 51, which was 14 higher than the previous day. The implied volatity was 29.96, the open interest changed by 29 which increased total open position to 68
On 17 Feb LAURUSLABS was trading at 1013.40. The strike last trading price was 37, which was -3.5 lower than the previous day. The implied volatity was 29.95, the open interest changed by 9 which increased total open position to 37
On 16 Feb LAURUSLABS was trading at 1012.45. The strike last trading price was 40.5, which was -1 lower than the previous day. The implied volatity was 31.96, the open interest changed by 1 which increased total open position to 27
On 13 Feb LAURUSLABS was trading at 1010.60. The strike last trading price was 41.5, which was -1.85 lower than the previous day. The implied volatity was 31.77, the open interest changed by 2 which increased total open position to 25
On 12 Feb LAURUSLABS was trading at 1018.60. The strike last trading price was 43.35, which was 0.5 higher than the previous day. The implied volatity was 29.78, the open interest changed by 5 which increased total open position to 23
On 11 Feb LAURUSLABS was trading at 1013.65. The strike last trading price was 42.85, which was 21.85 higher than the previous day. The implied volatity was 30.38, the open interest changed by -1 which decreased total open position to 18
On 10 Feb LAURUSLABS was trading at 966.35. The strike last trading price was 21, which was -6 lower than the previous day. The implied volatity was 28.91, the open interest changed by 4 which increased total open position to 16
On 9 Feb LAURUSLABS was trading at 985.50. The strike last trading price was 27, which was -27.15 lower than the previous day. The implied volatity was 27.87, the open interest changed by 8 which increased total open position to 8
On 6 Feb LAURUSLABS was trading at 950.55. The strike last trading price was 54.15, which was 0 lower than the previous day. The implied volatity was 4.76, the open interest changed by 0 which decreased total open position to 0
On 5 Feb LAURUSLABS was trading at 963.95. The strike last trading price was 54.15, which was 0 lower than the previous day. The implied volatity was 3.84, the open interest changed by 0 which decreased total open position to 0
On 4 Feb LAURUSLABS was trading at 980.30. The strike last trading price was 54.15, which was 0 lower than the previous day. The implied volatity was 2.65, the open interest changed by 0 which decreased total open position to 0
On 3 Feb LAURUSLABS was trading at 975.60. The strike last trading price was 54.15, which was 0 lower than the previous day. The implied volatity was 2.75, the open interest changed by 0 which decreased total open position to 0
On 2 Feb LAURUSLABS was trading at 953.95. The strike last trading price was 54.15, which was 0 lower than the previous day. The implied volatity was 4.15, the open interest changed by 0 which decreased total open position to 0
On 1 Feb LAURUSLABS was trading at 930.20. The strike last trading price was 54.15, which was 0 lower than the previous day. The implied volatity was 6.3, the open interest changed by 0 which decreased total open position to 0
On 30 Jan LAURUSLABS was trading at 965.00. The strike last trading price was 54.15, which was 0 lower than the previous day. The implied volatity was 3.46, 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 54.15, which was 0 lower than the previous day. The implied volatity was 1.38, 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 54.15, which was 0 lower than the previous day. The implied volatity was 1.07, the open interest changed by 0 which decreased total open position to 0
| LAURUSLABS 30MAR2026 1030 PE | |||||||
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Delta: -0.58
Vega: 0.85
Theta: -0.89
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 13 Mar | 1003.40 | 49.45 | 24.25 | 42.73 | 682 | -23 | 130 |
| 12 Mar | 1046.80 | 24.85 | -4.15 | 38.29 | 257 | 7 | 158 |
| 11 Mar | 1041.00 | 29.1 | 4.45 | 39.49 | 558 | 34 | 153 |
| 10 Mar | 1038.00 | 24.25 | -14.2 | 33.11 | 99 | 11 | 124 |
| 9 Mar | 1021.00 | 39.1 | 3.25 | 36.83 | 137 | -33 | 115 |
| 6 Mar | 1026.20 | 34.9 | 8.4 | 35.49 | 132 | 17 | 147 |
| 5 Mar | 1045.90 | 27 | -8.45 | 35 | 124 | -3 | 130 |
| 4 Mar | 1030.60 | 36.25 | 16.55 | 35.43 | 502 | -9 | 135 |
| 2 Mar | 1065.00 | 19.55 | 3.75 | 33.08 | 233 | 20 | 145 |
| 27 Feb | 1075.80 | 17 | 5.25 | 30.37 | 128 | -14 | 119 |
| 26 Feb | 1092.75 | 11.75 | -4.9 | 29.34 | 218 | -15 | 134 |
| 25 Feb | 1076.35 | 16.75 | -15.4 | 30.14 | 349 | 33 | 152 |
| 24 Feb | 1028.50 | 31.25 | -8.6 | 29.08 | 54 | 16 | 119 |
| 23 Feb | 1017.05 | 40.4 | -1.45 | 29.89 | 73 | 41 | 103 |
| 20 Feb | 1019.00 | 41.7 | -1.2 | 32.76 | 42 | 20 | 62 |
| 19 Feb | 1021.20 | 44.85 | 10.85 | 32.65 | 48 | 30 | 41 |
| 18 Feb | 1037.45 | 34 | -39.15 | 31.62 | 20 | 11 | 11 |
| 17 Feb | 1013.40 | 73.15 | 0 | 0.02 | 0 | 0 | 0 |
| 16 Feb | 1012.45 | 73.15 | 0 | 0.02 | 0 | 0 | 0 |
| 13 Feb | 1010.60 | 73.15 | 0 | 0.04 | 0 | 0 | 0 |
| 12 Feb | 1018.60 | 73.15 | 0 | 0.1 | 0 | 0 | 0 |
| 11 Feb | 1013.65 | 73.15 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 966.35 | 73.15 | 0 | - | 0 | 0 | 0 |
| 9 Feb | 985.50 | 73.15 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 950.55 | 73.15 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 963.95 | 73.15 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 980.30 | 73.15 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 975.60 | 73.15 | 0 | - | 0 | 0 | 0 |
| 2 Feb | 953.95 | 73.15 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 930.20 | 73.15 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 965.00 | 73.15 | 0 | - | 0 | 0 | 0 |
| 29 Jan | 973.30 | 73.15 | 0 | - | 0 | 0 | 0 |
| 28 Jan | 999.00 | 73.15 | 0 | - | 0 | 0 | 0 |
For Laurus Labs Limited - strike price 1030 expiring on 30MAR2026
Delta for 1030 PE is -0.58
Historical price for 1030 PE is as follows
On 13 Mar LAURUSLABS was trading at 1003.40. The strike last trading price was 49.45, which was 24.25 higher than the previous day. The implied volatity was 42.73, the open interest changed by -23 which decreased total open position to 130
On 12 Mar LAURUSLABS was trading at 1046.80. The strike last trading price was 24.85, which was -4.15 lower than the previous day. The implied volatity was 38.29, the open interest changed by 7 which increased total open position to 158
On 11 Mar LAURUSLABS was trading at 1041.00. The strike last trading price was 29.1, which was 4.45 higher than the previous day. The implied volatity was 39.49, the open interest changed by 34 which increased total open position to 153
On 10 Mar LAURUSLABS was trading at 1038.00. The strike last trading price was 24.25, which was -14.2 lower than the previous day. The implied volatity was 33.11, the open interest changed by 11 which increased total open position to 124
On 9 Mar LAURUSLABS was trading at 1021.00. The strike last trading price was 39.1, which was 3.25 higher than the previous day. The implied volatity was 36.83, the open interest changed by -33 which decreased total open position to 115
On 6 Mar LAURUSLABS was trading at 1026.20. The strike last trading price was 34.9, which was 8.4 higher than the previous day. The implied volatity was 35.49, the open interest changed by 17 which increased total open position to 147
On 5 Mar LAURUSLABS was trading at 1045.90. The strike last trading price was 27, which was -8.45 lower than the previous day. The implied volatity was 35, the open interest changed by -3 which decreased total open position to 130
On 4 Mar LAURUSLABS was trading at 1030.60. The strike last trading price was 36.25, which was 16.55 higher than the previous day. The implied volatity was 35.43, the open interest changed by -9 which decreased total open position to 135
On 2 Mar LAURUSLABS was trading at 1065.00. The strike last trading price was 19.55, which was 3.75 higher than the previous day. The implied volatity was 33.08, the open interest changed by 20 which increased total open position to 145
On 27 Feb LAURUSLABS was trading at 1075.80. The strike last trading price was 17, which was 5.25 higher than the previous day. The implied volatity was 30.37, the open interest changed by -14 which decreased total open position to 119
On 26 Feb LAURUSLABS was trading at 1092.75. The strike last trading price was 11.75, which was -4.9 lower than the previous day. The implied volatity was 29.34, the open interest changed by -15 which decreased total open position to 134
On 25 Feb LAURUSLABS was trading at 1076.35. The strike last trading price was 16.75, which was -15.4 lower than the previous day. The implied volatity was 30.14, the open interest changed by 33 which increased total open position to 152
On 24 Feb LAURUSLABS was trading at 1028.50. The strike last trading price was 31.25, which was -8.6 lower than the previous day. The implied volatity was 29.08, the open interest changed by 16 which increased total open position to 119
On 23 Feb LAURUSLABS was trading at 1017.05. The strike last trading price was 40.4, which was -1.45 lower than the previous day. The implied volatity was 29.89, the open interest changed by 41 which increased total open position to 103
On 20 Feb LAURUSLABS was trading at 1019.00. The strike last trading price was 41.7, which was -1.2 lower than the previous day. The implied volatity was 32.76, the open interest changed by 20 which increased total open position to 62
On 19 Feb LAURUSLABS was trading at 1021.20. The strike last trading price was 44.85, which was 10.85 higher than the previous day. The implied volatity was 32.65, the open interest changed by 30 which increased total open position to 41
On 18 Feb LAURUSLABS was trading at 1037.45. The strike last trading price was 34, which was -39.15 lower than the previous day. The implied volatity was 31.62, the open interest changed by 11 which increased total open position to 11
On 17 Feb LAURUSLABS was trading at 1013.40. The strike last trading price was 73.15, which was 0 lower than the previous day. The implied volatity was 0.02, 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 73.15, which was 0 lower than the previous day. The implied volatity was 0.02, 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 73.15, which was 0 lower than the previous day. The implied volatity was 0.04, 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 73.15, which was 0 lower than the previous day. The implied volatity was 0.1, 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 73.15, 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 10 Feb LAURUSLABS was trading at 966.35. The strike last trading price was 73.15, 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 Feb LAURUSLABS was trading at 985.50. The strike last trading price was 73.15, 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 Feb LAURUSLABS was trading at 950.55. The strike last trading price was 73.15, 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 Feb LAURUSLABS was trading at 963.95. The strike last trading price was 73.15, 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 4 Feb LAURUSLABS was trading at 980.30. The strike last trading price was 73.15, 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 3 Feb LAURUSLABS was trading at 975.60. The strike last trading price was 73.15, 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 Feb LAURUSLABS was trading at 953.95. The strike last trading price was 73.15, 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 Feb LAURUSLABS was trading at 930.20. The strike last trading price was 73.15, 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 30 Jan LAURUSLABS was trading at 965.00. The strike last trading price was 73.15, 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 29 Jan LAURUSLABS was trading at 973.30. The strike last trading price was 73.15, 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 28 Jan LAURUSLABS was trading at 999.00. The strike last trading price was 73.15, 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
