LAURUSLABS
Laurus Labs Limited
Historical option data for LAURUSLABS
10 Apr 2026 11:50 PM IST
| LAURUSLABS 28-Apr-2026 (17d) 1050 CE | ||||||||||||||||
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Delta: 0.74
Vega: 0.01
Theta: -0.86
Gamma: 0.0036
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 10 Apr | 1098.35 | 67.65 | 9.200000000000003 | 36.77 | 52 | -8 | 273 | |||||||||
| 9 Apr | 1083.70 | 57.85 | 0.4 | 36.13 | 88 | -10 | 283 | |||||||||
| 8 Apr | 1082.45 | 57.7 | 11.5 | 35.98 | 248 | -65 | 293 | |||||||||
| 7 Apr | 1057.45 | 47.6 | -0.65 | 39.99 | 530 | -40 | 361 | |||||||||
| 6 Apr | 1058.20 | 48.05 | 3.4 | 38.79 | 1,003 | 55 | 407 | |||||||||
| 2 Apr | 1042.90 | 44.2 | 3.95 | 37.71 | 940 | 7 | 345 | |||||||||
| 1 Apr | 1038.80 | 41.4 | 17.75 | 36.74 | 1,160 | 111 | 337 | |||||||||
| 30 Mar | 992.70 | 24.2 | -10.2 | 39.14 | 148 | 12 | 225 | |||||||||
| 27 Mar | 1008.80 | 34.3 | -5.8 | 40.5 | 271 | 54 | 214 | |||||||||
| 25 Mar | 1023.50 | 39.9 | 9.65 | 38.98 | 218 | 22 | 157 | |||||||||
| 24 Mar | 992.60 | 30.6 | 8.85 | 40.7 | 85 | 15 | 135 | |||||||||
| 23 Mar | 961.40 | 21.8 | -4.75 | 41.35 | 97 | 8 | 121 | |||||||||
| 20 Mar | 987.20 | 26.55 | 7.75 | 36.44 | 112 | 1 | 114 | |||||||||
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| 19 Mar | 944.90 | 19.1 | -8.65 | 38.78 | 38 | 1 | 116 | |||||||||
| 18 Mar | 983.40 | 27.5 | 4.4 | 37.18 | 44 | -14 | 116 | |||||||||
| 17 Mar | 968.70 | 23.1 | -3.1 | 37.3 | 42 | 7 | 129 | |||||||||
| 16 Mar | 960.80 | 25.5 | -15.5 | 40.53 | 92 | -5 | 121 | |||||||||
| 13 Mar | 1003.40 | 41 | -21.6 | 39.02 | 94 | 38 | 126 | |||||||||
| 12 Mar | 1046.80 | 62.6 | 2.45 | 38.07 | 13 | 1 | 88 | |||||||||
| 11 Mar | 1041.00 | 60 | 2.35 | 38.01 | 24 | 0 | 86 | |||||||||
| 10 Mar | 1038.00 | 57.65 | 7.15 | 36.3 | 14 | -1 | 86 | |||||||||
| 9 Mar | 1021.00 | 50.5 | -3.25 | 38.9 | 28 | 12 | 87 | |||||||||
| 6 Mar | 1026.20 | 54.1 | -12.35 | 36.68 | 16 | 4 | 75 | |||||||||
| 5 Mar | 1045.90 | 66.5 | 7.6 | 37.66 | 41 | 7 | 56 | |||||||||
| 4 Mar | 1030.60 | 58.9 | -16.65 | 38.99 | 70 | 40 | 49 | |||||||||
| 2 Mar | 1065.00 | 75.55 | -5.9 | 34.3 | 10 | 7 | 8 | |||||||||
| 27 Feb | 1075.80 | 81.45 | 20.8 | - | 1 | 0 | 1 | |||||||||
| 26 Feb | 1092.75 | 81.45 | 20.8 | 26.89 | 1 | 0 | 0 | |||||||||
| 25 Feb | 1076.35 | 60.65 | 0 | 0.3 | 0 | 0 | 0 | |||||||||
For Laurus Labs Limited - strike price 1050 expiring on 28APR2026
Delta for 1050 CE is 0.74
Historical price for 1050 CE is as follows
On 10 Apr LAURUSLABS was trading at 1098.35. The strike last trading price was 67.65, which was 9.200000000000003 higher than the previous day. The implied volatity was 36.77, the open interest changed by -8 which decreased total open position to 273
On 9 Apr LAURUSLABS was trading at 1083.70. The strike last trading price was 57.85, which was 0.4 higher than the previous day. The implied volatity was 36.13, the open interest changed by -10 which decreased total open position to 283
On 8 Apr LAURUSLABS was trading at 1082.45. The strike last trading price was 57.7, which was 11.5 higher than the previous day. The implied volatity was 35.98, the open interest changed by -65 which decreased total open position to 293
On 7 Apr LAURUSLABS was trading at 1057.45. The strike last trading price was 47.6, which was -0.65 lower than the previous day. The implied volatity was 39.99, the open interest changed by -40 which decreased total open position to 361
On 6 Apr LAURUSLABS was trading at 1058.20. The strike last trading price was 48.05, which was 3.4 higher than the previous day. The implied volatity was 38.79, the open interest changed by 55 which increased total open position to 407
On 2 Apr LAURUSLABS was trading at 1042.90. The strike last trading price was 44.2, which was 3.95 higher than the previous day. The implied volatity was 37.71, the open interest changed by 7 which increased total open position to 345
On 1 Apr LAURUSLABS was trading at 1038.80. The strike last trading price was 41.4, which was 17.75 higher than the previous day. The implied volatity was 36.74, the open interest changed by 111 which increased total open position to 337
On 30 Mar LAURUSLABS was trading at 992.70. The strike last trading price was 24.2, which was -10.2 lower than the previous day. The implied volatity was 39.14, the open interest changed by 12 which increased total open position to 225
On 27 Mar LAURUSLABS was trading at 1008.80. The strike last trading price was 34.3, which was -5.8 lower than the previous day. The implied volatity was 40.5, the open interest changed by 54 which increased total open position to 214
On 25 Mar LAURUSLABS was trading at 1023.50. The strike last trading price was 39.9, which was 9.65 higher than the previous day. The implied volatity was 38.98, the open interest changed by 22 which increased total open position to 157
On 24 Mar LAURUSLABS was trading at 992.60. The strike last trading price was 30.6, which was 8.85 higher than the previous day. The implied volatity was 40.7, the open interest changed by 15 which increased total open position to 135
On 23 Mar LAURUSLABS was trading at 961.40. The strike last trading price was 21.8, which was -4.75 lower than the previous day. The implied volatity was 41.35, the open interest changed by 8 which increased total open position to 121
On 20 Mar LAURUSLABS was trading at 987.20. The strike last trading price was 26.55, which was 7.75 higher than the previous day. The implied volatity was 36.44, the open interest changed by 1 which increased total open position to 114
On 19 Mar LAURUSLABS was trading at 944.90. The strike last trading price was 19.1, which was -8.65 lower than the previous day. The implied volatity was 38.78, the open interest changed by 1 which increased total open position to 116
On 18 Mar LAURUSLABS was trading at 983.40. The strike last trading price was 27.5, which was 4.4 higher than the previous day. The implied volatity was 37.18, the open interest changed by -14 which decreased total open position to 116
On 17 Mar LAURUSLABS was trading at 968.70. The strike last trading price was 23.1, which was -3.1 lower than the previous day. The implied volatity was 37.3, the open interest changed by 7 which increased total open position to 129
On 16 Mar LAURUSLABS was trading at 960.80. The strike last trading price was 25.5, which was -15.5 lower than the previous day. The implied volatity was 40.53, the open interest changed by -5 which decreased total open position to 121
On 13 Mar LAURUSLABS was trading at 1003.40. The strike last trading price was 41, which was -21.6 lower than the previous day. The implied volatity was 39.02, the open interest changed by 38 which increased total open position to 126
On 12 Mar LAURUSLABS was trading at 1046.80. The strike last trading price was 62.6, which was 2.45 higher than the previous day. The implied volatity was 38.07, the open interest changed by 1 which increased total open position to 88
On 11 Mar LAURUSLABS was trading at 1041.00. The strike last trading price was 60, which was 2.35 higher than the previous day. The implied volatity was 38.01, the open interest changed by 0 which decreased total open position to 86
On 10 Mar LAURUSLABS was trading at 1038.00. The strike last trading price was 57.65, which was 7.15 higher than the previous day. The implied volatity was 36.3, the open interest changed by -1 which decreased total open position to 86
On 9 Mar LAURUSLABS was trading at 1021.00. The strike last trading price was 50.5, which was -3.25 lower than the previous day. The implied volatity was 38.9, the open interest changed by 12 which increased total open position to 87
On 6 Mar LAURUSLABS was trading at 1026.20. The strike last trading price was 54.1, which was -12.35 lower than the previous day. The implied volatity was 36.68, the open interest changed by 4 which increased total open position to 75
On 5 Mar LAURUSLABS was trading at 1045.90. The strike last trading price was 66.5, which was 7.6 higher than the previous day. The implied volatity was 37.66, the open interest changed by 7 which increased total open position to 56
On 4 Mar LAURUSLABS was trading at 1030.60. The strike last trading price was 58.9, which was -16.65 lower than the previous day. The implied volatity was 38.99, the open interest changed by 40 which increased total open position to 49
On 2 Mar LAURUSLABS was trading at 1065.00. The strike last trading price was 75.55, which was -5.9 lower than the previous day. The implied volatity was 34.3, the open interest changed by 7 which increased total open position to 8
On 27 Feb LAURUSLABS was trading at 1075.80. The strike last trading price was 81.45, which was 20.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 26 Feb LAURUSLABS was trading at 1092.75. The strike last trading price was 81.45, which was 20.8 higher than the previous day. The implied volatity was 26.89, the open interest changed by 0 which decreased total open position to 0
On 25 Feb LAURUSLABS was trading at 1076.35. The strike last trading price was 60.65, which was 0 lower than the previous day. The implied volatity was 0.3, the open interest changed by 0 which decreased total open position to 0
| LAURUSLABS 28-Apr-2026 (17d) 1050 PE | |||||||
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Delta: -0.25
Vega: 0.01
Theta: -0.63
Gamma: 0.0038
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 10 Apr | 1098.35 | 13.4 | -7.950000000000001 | 34.26 | 558 | 225 | 486 |
| 9 Apr | 1083.70 | 21.5 | -0.4 | 39.08 | 266 | 30 | 265 |
| 8 Apr | 1082.45 | 21.85 | -12.45 | 38.05 | 353 | 30 | 235 |
| 7 Apr | 1057.45 | 33.9 | -2.5 | 40.31 | 490 | -7 | 205 |
| 6 Apr | 1058.20 | 36.6 | -8.4 | 42.59 | 280 | 38 | 216 |
| 2 Apr | 1042.90 | 44.75 | -1.05 | 42.22 | 165 | 37 | 176 |
| 1 Apr | 1038.80 | 44.25 | -29.95 | 39.04 | 102 | 17 | 141 |
| 30 Mar | 992.70 | 74.2 | 3.8 | 39.44 | 21 | 10 | 122 |
| 27 Mar | 1008.80 | 70.4 | 7.9 | 43.3 | 29 | 16 | 112 |
| 25 Mar | 1023.50 | 62.5 | -34.4 | 41.75 | 33 | 14 | 95 |
| 24 Mar | 992.60 | 96.9 | -2.1 | 56.11 | 11 | 5 | 84 |
| 23 Mar | 961.40 | 99 | 4 | 40.39 | 1 | 0 | 79 |
| 20 Mar | 987.20 | 95 | 10 | 49.93 | 3 | 0 | 76 |
| 19 Mar | 944.90 | 85 | -10 | - | 1 | 0 | 76 |
| 18 Mar | 983.40 | 85 | -10 | 39.39 | 1 | 0 | 76 |
| 17 Mar | 968.70 | 95 | 24.35 | 38.94 | 12 | -7 | 76 |
| 16 Mar | 960.80 | 70.65 | 14.35 | - | 1 | 0 | 0 |
| 13 Mar | 1003.40 | 70.65 | 14.35 | 36.01 | 1 | 1 | 0 |
| 12 Mar | 1046.80 | 56.3 | 10.3 | 41.46 | 5 | 2 | 84 |
| 11 Mar | 1041.00 | 46 | -9 | 32.48 | 4 | -1 | 82 |
| 10 Mar | 1038.00 | 55 | -22.75 | 37.92 | 10 | 7 | 83 |
| 9 Mar | 1021.00 | 77.75 | 11.45 | 45.25 | 3 | -1 | 77 |
| 6 Mar | 1026.20 | 66.3 | 14.05 | 40.1 | 5 | 2 | 78 |
| 5 Mar | 1045.90 | 52.25 | -9.35 | 36.5 | 26 | 17 | 77 |
| 4 Mar | 1030.60 | 61.6 | 15.9 | 36.48 | 44 | 32 | 59 |
| 2 Mar | 1065.00 | 45.7 | -24.4 | 37.05 | 27 | 24 | 24 |
| 27 Feb | 1075.80 | 70.1 | 0 | 2.59 | 0 | 0 | 0 |
| 26 Feb | 1092.75 | 70.1 | 0 | 3.76 | 0 | 0 | 0 |
| 25 Feb | 1076.35 | 70.1 | 0 | 2.14 | 0 | 0 | 0 |
For Laurus Labs Limited - strike price 1050 expiring on 28APR2026
Delta for 1050 PE is -0.25
Historical price for 1050 PE is as follows
On 10 Apr LAURUSLABS was trading at 1098.35. The strike last trading price was 13.4, which was -7.950000000000001 lower than the previous day. The implied volatity was 34.26, the open interest changed by 225 which increased total open position to 486
On 9 Apr LAURUSLABS was trading at 1083.70. The strike last trading price was 21.5, which was -0.4 lower than the previous day. The implied volatity was 39.08, the open interest changed by 30 which increased total open position to 265
On 8 Apr LAURUSLABS was trading at 1082.45. The strike last trading price was 21.85, which was -12.45 lower than the previous day. The implied volatity was 38.05, the open interest changed by 30 which increased total open position to 235
On 7 Apr LAURUSLABS was trading at 1057.45. The strike last trading price was 33.9, which was -2.5 lower than the previous day. The implied volatity was 40.31, the open interest changed by -7 which decreased total open position to 205
On 6 Apr LAURUSLABS was trading at 1058.20. The strike last trading price was 36.6, which was -8.4 lower than the previous day. The implied volatity was 42.59, the open interest changed by 38 which increased total open position to 216
On 2 Apr LAURUSLABS was trading at 1042.90. The strike last trading price was 44.75, which was -1.05 lower than the previous day. The implied volatity was 42.22, the open interest changed by 37 which increased total open position to 176
On 1 Apr LAURUSLABS was trading at 1038.80. The strike last trading price was 44.25, which was -29.95 lower than the previous day. The implied volatity was 39.04, the open interest changed by 17 which increased total open position to 141
On 30 Mar LAURUSLABS was trading at 992.70. The strike last trading price was 74.2, which was 3.8 higher than the previous day. The implied volatity was 39.44, the open interest changed by 10 which increased total open position to 122
On 27 Mar LAURUSLABS was trading at 1008.80. The strike last trading price was 70.4, which was 7.9 higher than the previous day. The implied volatity was 43.3, the open interest changed by 16 which increased total open position to 112
On 25 Mar LAURUSLABS was trading at 1023.50. The strike last trading price was 62.5, which was -34.4 lower than the previous day. The implied volatity was 41.75, the open interest changed by 14 which increased total open position to 95
On 24 Mar LAURUSLABS was trading at 992.60. The strike last trading price was 96.9, which was -2.1 lower than the previous day. The implied volatity was 56.11, the open interest changed by 5 which increased total open position to 84
On 23 Mar LAURUSLABS was trading at 961.40. The strike last trading price was 99, which was 4 higher than the previous day. The implied volatity was 40.39, the open interest changed by 0 which decreased total open position to 79
On 20 Mar LAURUSLABS was trading at 987.20. The strike last trading price was 95, which was 10 higher than the previous day. The implied volatity was 49.93, the open interest changed by 0 which decreased total open position to 76
On 19 Mar LAURUSLABS was trading at 944.90. The strike last trading price was 85, which was -10 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 76
On 18 Mar LAURUSLABS was trading at 983.40. The strike last trading price was 85, which was -10 lower than the previous day. The implied volatity was 39.39, the open interest changed by 0 which decreased total open position to 76
On 17 Mar LAURUSLABS was trading at 968.70. The strike last trading price was 95, which was 24.35 higher than the previous day. The implied volatity was 38.94, the open interest changed by -7 which decreased total open position to 76
On 16 Mar LAURUSLABS was trading at 960.80. The strike last trading price was 70.65, which was 14.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar LAURUSLABS was trading at 1003.40. The strike last trading price was 70.65, which was 14.35 higher than the previous day. The implied volatity was 36.01, the open interest changed by 1 which increased total open position to 0
On 12 Mar LAURUSLABS was trading at 1046.80. The strike last trading price was 56.3, which was 10.3 higher than the previous day. The implied volatity was 41.46, the open interest changed by 2 which increased total open position to 84
On 11 Mar LAURUSLABS was trading at 1041.00. The strike last trading price was 46, which was -9 lower than the previous day. The implied volatity was 32.48, the open interest changed by -1 which decreased total open position to 82
On 10 Mar LAURUSLABS was trading at 1038.00. The strike last trading price was 55, which was -22.75 lower than the previous day. The implied volatity was 37.92, the open interest changed by 7 which increased total open position to 83
On 9 Mar LAURUSLABS was trading at 1021.00. The strike last trading price was 77.75, which was 11.45 higher than the previous day. The implied volatity was 45.25, the open interest changed by -1 which decreased total open position to 77
On 6 Mar LAURUSLABS was trading at 1026.20. The strike last trading price was 66.3, which was 14.05 higher than the previous day. The implied volatity was 40.1, the open interest changed by 2 which increased total open position to 78
On 5 Mar LAURUSLABS was trading at 1045.90. The strike last trading price was 52.25, which was -9.35 lower than the previous day. The implied volatity was 36.5, the open interest changed by 17 which increased total open position to 77
On 4 Mar LAURUSLABS was trading at 1030.60. The strike last trading price was 61.6, which was 15.9 higher than the previous day. The implied volatity was 36.48, the open interest changed by 32 which increased total open position to 59
On 2 Mar LAURUSLABS was trading at 1065.00. The strike last trading price was 45.7, which was -24.4 lower than the previous day. The implied volatity was 37.05, the open interest changed by 24 which increased total open position to 24
On 27 Feb LAURUSLABS was trading at 1075.80. The strike last trading price was 70.1, which was 0 lower than the previous day. The implied volatity was 2.59, the open interest changed by 0 which decreased total open position to 0
On 26 Feb LAURUSLABS was trading at 1092.75. The strike last trading price was 70.1, which was 0 lower than the previous day. The implied volatity was 3.76, the open interest changed by 0 which decreased total open position to 0
On 25 Feb LAURUSLABS was trading at 1076.35. The strike last trading price was 70.1, which was 0 lower than the previous day. The implied volatity was 2.14, the open interest changed by 0 which decreased total open position to 0
