LAURUSLABS
Laurus Labs Limited
Historical option data for LAURUSLABS
14 Jan 2026 04:12 PM IST
| LAURUSLABS 27-JAN-2026 1050 CE | ||||||||||||||||
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Delta: 0.75
Vega: 0.66
Theta: -1.08
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 14 Jan | 1090.50 | 55.2 | 18.95 | 34.48 | 580 | -104 | 591 | |||||||||
| 13 Jan | 1058.30 | 38.55 | 7.35 | 37.01 | 1,747 | 17 | 697 | |||||||||
| 12 Jan | 1043.20 | 30.25 | -22.8 | 38.64 | 4,056 | 140 | 684 | |||||||||
| 9 Jan | 1083.00 | 52.5 | -14.2 | 31.22 | 521 | 357 | 545 | |||||||||
| 8 Jan | 1100.90 | 64.5 | -24.6 | 26.17 | 37 | 10 | 186 | |||||||||
| 7 Jan | 1128.50 | 89.1 | 10.5 | 30.67 | 94 | 16 | 176 | |||||||||
| 6 Jan | 1115.90 | 78.6 | 9.5 | 29.11 | 40 | -15 | 161 | |||||||||
| 5 Jan | 1103.20 | 69.4 | -2.6 | 26.33 | 23 | -6 | 178 | |||||||||
| 2 Jan | 1106.50 | 72 | -3.5 | 26.24 | 22 | -10 | 183 | |||||||||
| 1 Jan | 1110.40 | 75.45 | 0.8 | 22.95 | 17 | 0 | 191 | |||||||||
| 31 Dec | 1108.00 | 75 | 14.1 | 25.45 | 56 | -16 | 192 | |||||||||
| 30 Dec | 1091.90 | 61.1 | 4.25 | 25.36 | 81 | 1 | 200 | |||||||||
| 29 Dec | 1081.40 | 56.85 | -2.45 | 27.24 | 90 | 32 | 194 | |||||||||
| 26 Dec | 1085.00 | 57.75 | -2.55 | 24.16 | 161 | 69 | 164 | |||||||||
| 24 Dec | 1084.80 | 60.55 | 10.9 | 25.29 | 61 | 9 | 95 | |||||||||
| 23 Dec | 1068.40 | 51.6 | 3.5 | 25.37 | 65 | 3 | 85 | |||||||||
| 22 Dec | 1064.20 | 47.4 | 9 | 26.25 | 205 | 4 | 81 | |||||||||
| 19 Dec | 1045.20 | 37.9 | 11.85 | 24.39 | 255 | 36 | 77 | |||||||||
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| 18 Dec | 1015.50 | 26.2 | 2.2 | 26.18 | 13 | 5 | 42 | |||||||||
| 17 Dec | 1010.00 | 24 | 1.1 | 27.08 | 9 | 7 | 37 | |||||||||
| 16 Dec | 1001.30 | 22.9 | -6.1 | 28.03 | 14 | 3 | 30 | |||||||||
| 15 Dec | 1004.90 | 29 | -4.5 | - | 0 | 0 | 0 | |||||||||
| 12 Dec | 1012.30 | 29 | -4.5 | 28.29 | 6 | -2 | 28 | |||||||||
| 11 Dec | 1019.30 | 33.5 | -1.5 | 28.35 | 19 | 15 | 31 | |||||||||
| 10 Dec | 1018.40 | 35 | 1 | 29.46 | 1 | 0 | 15 | |||||||||
| 9 Dec | 1021.40 | 34 | -2.25 | 27.91 | 5 | 4 | 14 | |||||||||
| 8 Dec | 1004.10 | 36.25 | 6.25 | - | 0 | 0 | 10 | |||||||||
| 5 Dec | 1026.10 | 36.25 | 6.25 | 26.04 | 5 | 4 | 9 | |||||||||
| 4 Dec | 1013.50 | 30 | -9.4 | 25.95 | 5 | 0 | 0 | |||||||||
| 3 Dec | 1016.50 | 39.4 | 0 | 1.18 | 0 | 0 | 0 | |||||||||
| 2 Dec | 1020.20 | 39.4 | 0 | 1.22 | 0 | 0 | 0 | |||||||||
| 1 Dec | 1029.40 | 39.4 | 0 | 0.42 | 0 | 0 | 0 | |||||||||
| 28 Nov | 1031.35 | 39.4 | 0 | 0.09 | 0 | 0 | 0 | |||||||||
| 27 Nov | 1003.20 | 39.4 | 0 | 1.75 | 0 | 0 | 0 | |||||||||
| 26 Nov | 986.60 | 39.4 | 0 | 3.2 | 0 | 0 | 0 | |||||||||
For Laurus Labs Limited - strike price 1050 expiring on 27JAN2026
Delta for 1050 CE is 0.75
Historical price for 1050 CE is as follows
On 14 Jan LAURUSLABS was trading at 1090.50. The strike last trading price was 55.2, which was 18.95 higher than the previous day. The implied volatity was 34.48, the open interest changed by -104 which decreased total open position to 591
On 13 Jan LAURUSLABS was trading at 1058.30. The strike last trading price was 38.55, which was 7.35 higher than the previous day. The implied volatity was 37.01, the open interest changed by 17 which increased total open position to 697
On 12 Jan LAURUSLABS was trading at 1043.20. The strike last trading price was 30.25, which was -22.8 lower than the previous day. The implied volatity was 38.64, the open interest changed by 140 which increased total open position to 684
On 9 Jan LAURUSLABS was trading at 1083.00. The strike last trading price was 52.5, which was -14.2 lower than the previous day. The implied volatity was 31.22, the open interest changed by 357 which increased total open position to 545
On 8 Jan LAURUSLABS was trading at 1100.90. The strike last trading price was 64.5, which was -24.6 lower than the previous day. The implied volatity was 26.17, the open interest changed by 10 which increased total open position to 186
On 7 Jan LAURUSLABS was trading at 1128.50. The strike last trading price was 89.1, which was 10.5 higher than the previous day. The implied volatity was 30.67, the open interest changed by 16 which increased total open position to 176
On 6 Jan LAURUSLABS was trading at 1115.90. The strike last trading price was 78.6, which was 9.5 higher than the previous day. The implied volatity was 29.11, the open interest changed by -15 which decreased total open position to 161
On 5 Jan LAURUSLABS was trading at 1103.20. The strike last trading price was 69.4, which was -2.6 lower than the previous day. The implied volatity was 26.33, the open interest changed by -6 which decreased total open position to 178
On 2 Jan LAURUSLABS was trading at 1106.50. The strike last trading price was 72, which was -3.5 lower than the previous day. The implied volatity was 26.24, the open interest changed by -10 which decreased total open position to 183
On 1 Jan LAURUSLABS was trading at 1110.40. The strike last trading price was 75.45, which was 0.8 higher than the previous day. The implied volatity was 22.95, the open interest changed by 0 which decreased total open position to 191
On 31 Dec LAURUSLABS was trading at 1108.00. The strike last trading price was 75, which was 14.1 higher than the previous day. The implied volatity was 25.45, the open interest changed by -16 which decreased total open position to 192
On 30 Dec LAURUSLABS was trading at 1091.90. The strike last trading price was 61.1, which was 4.25 higher than the previous day. The implied volatity was 25.36, the open interest changed by 1 which increased total open position to 200
On 29 Dec LAURUSLABS was trading at 1081.40. The strike last trading price was 56.85, which was -2.45 lower than the previous day. The implied volatity was 27.24, the open interest changed by 32 which increased total open position to 194
On 26 Dec LAURUSLABS was trading at 1085.00. The strike last trading price was 57.75, which was -2.55 lower than the previous day. The implied volatity was 24.16, the open interest changed by 69 which increased total open position to 164
On 24 Dec LAURUSLABS was trading at 1084.80. The strike last trading price was 60.55, which was 10.9 higher than the previous day. The implied volatity was 25.29, the open interest changed by 9 which increased total open position to 95
On 23 Dec LAURUSLABS was trading at 1068.40. The strike last trading price was 51.6, which was 3.5 higher than the previous day. The implied volatity was 25.37, the open interest changed by 3 which increased total open position to 85
On 22 Dec LAURUSLABS was trading at 1064.20. The strike last trading price was 47.4, which was 9 higher than the previous day. The implied volatity was 26.25, the open interest changed by 4 which increased total open position to 81
On 19 Dec LAURUSLABS was trading at 1045.20. The strike last trading price was 37.9, which was 11.85 higher than the previous day. The implied volatity was 24.39, the open interest changed by 36 which increased total open position to 77
On 18 Dec LAURUSLABS was trading at 1015.50. The strike last trading price was 26.2, which was 2.2 higher than the previous day. The implied volatity was 26.18, the open interest changed by 5 which increased total open position to 42
On 17 Dec LAURUSLABS was trading at 1010.00. The strike last trading price was 24, which was 1.1 higher than the previous day. The implied volatity was 27.08, the open interest changed by 7 which increased total open position to 37
On 16 Dec LAURUSLABS was trading at 1001.30. The strike last trading price was 22.9, which was -6.1 lower than the previous day. The implied volatity was 28.03, the open interest changed by 3 which increased total open position to 30
On 15 Dec LAURUSLABS was trading at 1004.90. The strike last trading price was 29, which was -4.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Dec LAURUSLABS was trading at 1012.30. The strike last trading price was 29, which was -4.5 lower than the previous day. The implied volatity was 28.29, the open interest changed by -2 which decreased total open position to 28
On 11 Dec LAURUSLABS was trading at 1019.30. The strike last trading price was 33.5, which was -1.5 lower than the previous day. The implied volatity was 28.35, the open interest changed by 15 which increased total open position to 31
On 10 Dec LAURUSLABS was trading at 1018.40. The strike last trading price was 35, which was 1 higher than the previous day. The implied volatity was 29.46, the open interest changed by 0 which decreased total open position to 15
On 9 Dec LAURUSLABS was trading at 1021.40. The strike last trading price was 34, which was -2.25 lower than the previous day. The implied volatity was 27.91, the open interest changed by 4 which increased total open position to 14
On 8 Dec LAURUSLABS was trading at 1004.10. The strike last trading price was 36.25, which was 6.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 5 Dec LAURUSLABS was trading at 1026.10. The strike last trading price was 36.25, which was 6.25 higher than the previous day. The implied volatity was 26.04, the open interest changed by 4 which increased total open position to 9
On 4 Dec LAURUSLABS was trading at 1013.50. The strike last trading price was 30, which was -9.4 lower than the previous day. The implied volatity was 25.95, the open interest changed by 0 which decreased total open position to 0
On 3 Dec LAURUSLABS was trading at 1016.50. The strike last trading price was 39.4, which was 0 lower than the previous day. The implied volatity was 1.18, the open interest changed by 0 which decreased total open position to 0
On 2 Dec LAURUSLABS was trading at 1020.20. The strike last trading price was 39.4, which was 0 lower than the previous day. The implied volatity was 1.22, the open interest changed by 0 which decreased total open position to 0
On 1 Dec LAURUSLABS was trading at 1029.40. The strike last trading price was 39.4, which was 0 lower than the previous day. The implied volatity was 0.42, the open interest changed by 0 which decreased total open position to 0
On 28 Nov LAURUSLABS was trading at 1031.35. The strike last trading price was 39.4, which was 0 lower than the previous day. The implied volatity was 0.09, the open interest changed by 0 which decreased total open position to 0
On 27 Nov LAURUSLABS was trading at 1003.20. The strike last trading price was 39.4, which was 0 lower than the previous day. The implied volatity was 1.75, the open interest changed by 0 which decreased total open position to 0
On 26 Nov LAURUSLABS was trading at 986.60. The strike last trading price was 39.4, which was 0 lower than the previous day. The implied volatity was 3.2, the open interest changed by 0 which decreased total open position to 0
| LAURUSLABS 27JAN2026 1050 PE | |||||||
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Delta: -0.27
Vega: 0.68
Theta: -0.91
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 14 Jan | 1090.50 | 13.45 | -12.05 | 38.04 | 869 | -23 | 881 |
| 13 Jan | 1058.30 | 25 | -10.35 | 38.83 | 700 | 102 | 894 |
| 12 Jan | 1043.20 | 35.65 | 20 | 39.36 | 4,162 | 123 | 792 |
| 9 Jan | 1083.00 | 15.7 | 6.25 | 33.11 | 1,038 | -24 | 669 |
| 8 Jan | 1100.90 | 9.55 | 4.6 | 30.82 | 524 | -23 | 687 |
| 7 Jan | 1128.50 | 4.8 | -2.1 | 29.12 | 498 | 71 | 705 |
| 6 Jan | 1115.90 | 6.7 | -3.6 | 28.84 | 667 | 318 | 634 |
| 5 Jan | 1103.20 | 10.05 | -0.2 | 30.45 | 176 | -48 | 319 |
| 2 Jan | 1106.50 | 10.5 | 0.55 | 29.57 | 169 | 18 | 365 |
| 1 Jan | 1110.40 | 10.1 | -0.8 | 30.1 | 131 | -11 | 347 |
| 31 Dec | 1108.00 | 10.4 | -5.35 | 29.18 | 663 | 96 | 359 |
| 30 Dec | 1091.90 | 15.9 | -1.35 | 29.99 | 382 | 91 | 263 |
| 29 Dec | 1081.40 | 17.4 | 0.5 | 28.43 | 160 | 6 | 171 |
| 26 Dec | 1085.00 | 16.55 | -0.25 | 27.37 | 83 | 19 | 165 |
| 24 Dec | 1084.80 | 16.75 | -4.85 | 27.02 | 313 | -79 | 147 |
| 23 Dec | 1068.40 | 21 | -3.9 | 26.62 | 253 | 71 | 197 |
| 22 Dec | 1064.20 | 25 | -9 | 26.88 | 282 | 65 | 125 |
| 19 Dec | 1045.20 | 33.6 | -9.9 | 27.91 | 97 | 38 | 59 |
| 18 Dec | 1015.50 | 43.5 | -7.1 | - | 0 | 0 | 21 |
| 17 Dec | 1010.00 | 43.5 | -7.1 | - | 0 | 0 | 21 |
| 16 Dec | 1001.30 | 43.5 | -7.1 | - | 0 | 0 | 21 |
| 15 Dec | 1004.90 | 43.5 | -7.1 | - | 0 | 0 | 0 |
| 12 Dec | 1012.30 | 43.5 | -7.1 | - | 0 | 0 | 21 |
| 11 Dec | 1019.30 | 43.5 | -7.1 | 23.11 | 2 | 0 | 20 |
| 10 Dec | 1018.40 | 50.6 | 0.6 | 27.29 | 13 | 3 | 15 |
| 9 Dec | 1021.40 | 50 | -14.4 | 28.11 | 1 | 0 | 11 |
| 8 Dec | 1004.10 | 64.4 | 14.5 | 31.05 | 9 | 5 | 10 |
| 5 Dec | 1026.10 | 49.9 | -8.2 | 29.12 | 2 | 0 | 4 |
| 4 Dec | 1013.50 | 58.1 | 0.1 | 29.7 | 3 | 0 | 4 |
| 3 Dec | 1016.50 | 58 | 8 | 31.52 | 1 | 0 | 3 |
| 2 Dec | 1020.20 | 50 | -16 | - | 0 | 2 | 0 |
| 1 Dec | 1029.40 | 50 | -16 | 29.05 | 2 | 0 | 1 |
| 28 Nov | 1031.35 | 66 | -34.9 | - | 0 | 1 | 0 |
| 27 Nov | 1003.20 | 66 | -34.9 | 31.43 | 1 | 0 | 0 |
| 26 Nov | 986.60 | 100.9 | 0 | - | 0 | 0 | 0 |
For Laurus Labs Limited - strike price 1050 expiring on 27JAN2026
Delta for 1050 PE is -0.27
Historical price for 1050 PE is as follows
On 14 Jan LAURUSLABS was trading at 1090.50. The strike last trading price was 13.45, which was -12.05 lower than the previous day. The implied volatity was 38.04, the open interest changed by -23 which decreased total open position to 881
On 13 Jan LAURUSLABS was trading at 1058.30. The strike last trading price was 25, which was -10.35 lower than the previous day. The implied volatity was 38.83, the open interest changed by 102 which increased total open position to 894
On 12 Jan LAURUSLABS was trading at 1043.20. The strike last trading price was 35.65, which was 20 higher than the previous day. The implied volatity was 39.36, the open interest changed by 123 which increased total open position to 792
On 9 Jan LAURUSLABS was trading at 1083.00. The strike last trading price was 15.7, which was 6.25 higher than the previous day. The implied volatity was 33.11, the open interest changed by -24 which decreased total open position to 669
On 8 Jan LAURUSLABS was trading at 1100.90. The strike last trading price was 9.55, which was 4.6 higher than the previous day. The implied volatity was 30.82, the open interest changed by -23 which decreased total open position to 687
On 7 Jan LAURUSLABS was trading at 1128.50. The strike last trading price was 4.8, which was -2.1 lower than the previous day. The implied volatity was 29.12, the open interest changed by 71 which increased total open position to 705
On 6 Jan LAURUSLABS was trading at 1115.90. The strike last trading price was 6.7, which was -3.6 lower than the previous day. The implied volatity was 28.84, the open interest changed by 318 which increased total open position to 634
On 5 Jan LAURUSLABS was trading at 1103.20. The strike last trading price was 10.05, which was -0.2 lower than the previous day. The implied volatity was 30.45, the open interest changed by -48 which decreased total open position to 319
On 2 Jan LAURUSLABS was trading at 1106.50. The strike last trading price was 10.5, which was 0.55 higher than the previous day. The implied volatity was 29.57, the open interest changed by 18 which increased total open position to 365
On 1 Jan LAURUSLABS was trading at 1110.40. The strike last trading price was 10.1, which was -0.8 lower than the previous day. The implied volatity was 30.1, the open interest changed by -11 which decreased total open position to 347
On 31 Dec LAURUSLABS was trading at 1108.00. The strike last trading price was 10.4, which was -5.35 lower than the previous day. The implied volatity was 29.18, the open interest changed by 96 which increased total open position to 359
On 30 Dec LAURUSLABS was trading at 1091.90. The strike last trading price was 15.9, which was -1.35 lower than the previous day. The implied volatity was 29.99, the open interest changed by 91 which increased total open position to 263
On 29 Dec LAURUSLABS was trading at 1081.40. The strike last trading price was 17.4, which was 0.5 higher than the previous day. The implied volatity was 28.43, the open interest changed by 6 which increased total open position to 171
On 26 Dec LAURUSLABS was trading at 1085.00. The strike last trading price was 16.55, which was -0.25 lower than the previous day. The implied volatity was 27.37, the open interest changed by 19 which increased total open position to 165
On 24 Dec LAURUSLABS was trading at 1084.80. The strike last trading price was 16.75, which was -4.85 lower than the previous day. The implied volatity was 27.02, the open interest changed by -79 which decreased total open position to 147
On 23 Dec LAURUSLABS was trading at 1068.40. The strike last trading price was 21, which was -3.9 lower than the previous day. The implied volatity was 26.62, the open interest changed by 71 which increased total open position to 197
On 22 Dec LAURUSLABS was trading at 1064.20. The strike last trading price was 25, which was -9 lower than the previous day. The implied volatity was 26.88, the open interest changed by 65 which increased total open position to 125
On 19 Dec LAURUSLABS was trading at 1045.20. The strike last trading price was 33.6, which was -9.9 lower than the previous day. The implied volatity was 27.91, the open interest changed by 38 which increased total open position to 59
On 18 Dec LAURUSLABS was trading at 1015.50. The strike last trading price was 43.5, which was -7.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 17 Dec LAURUSLABS was trading at 1010.00. The strike last trading price was 43.5, which was -7.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 16 Dec LAURUSLABS was trading at 1001.30. The strike last trading price was 43.5, which was -7.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 15 Dec LAURUSLABS was trading at 1004.90. The strike last trading price was 43.5, which was -7.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Dec LAURUSLABS was trading at 1012.30. The strike last trading price was 43.5, which was -7.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 11 Dec LAURUSLABS was trading at 1019.30. The strike last trading price was 43.5, which was -7.1 lower than the previous day. The implied volatity was 23.11, the open interest changed by 0 which decreased total open position to 20
On 10 Dec LAURUSLABS was trading at 1018.40. The strike last trading price was 50.6, which was 0.6 higher than the previous day. The implied volatity was 27.29, the open interest changed by 3 which increased total open position to 15
On 9 Dec LAURUSLABS was trading at 1021.40. The strike last trading price was 50, which was -14.4 lower than the previous day. The implied volatity was 28.11, the open interest changed by 0 which decreased total open position to 11
On 8 Dec LAURUSLABS was trading at 1004.10. The strike last trading price was 64.4, which was 14.5 higher than the previous day. The implied volatity was 31.05, the open interest changed by 5 which increased total open position to 10
On 5 Dec LAURUSLABS was trading at 1026.10. The strike last trading price was 49.9, which was -8.2 lower than the previous day. The implied volatity was 29.12, the open interest changed by 0 which decreased total open position to 4
On 4 Dec LAURUSLABS was trading at 1013.50. The strike last trading price was 58.1, which was 0.1 higher than the previous day. The implied volatity was 29.7, the open interest changed by 0 which decreased total open position to 4
On 3 Dec LAURUSLABS was trading at 1016.50. The strike last trading price was 58, which was 8 higher than the previous day. The implied volatity was 31.52, the open interest changed by 0 which decreased total open position to 3
On 2 Dec LAURUSLABS was trading at 1020.20. The strike last trading price was 50, which was -16 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 1 Dec LAURUSLABS was trading at 1029.40. The strike last trading price was 50, which was -16 lower than the previous day. The implied volatity was 29.05, the open interest changed by 0 which decreased total open position to 1
On 28 Nov LAURUSLABS was trading at 1031.35. The strike last trading price was 66, which was -34.9 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 27 Nov LAURUSLABS was trading at 1003.20. The strike last trading price was 66, which was -34.9 lower than the previous day. The implied volatity was 31.43, the open interest changed by 0 which decreased total open position to 0
On 26 Nov LAURUSLABS was trading at 986.60. The strike last trading price was 100.9, 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































































































































































































































