LAURUSLABS
Laurus Labs Limited
Historical option data for LAURUSLABS
20 Feb 2026 04:12 PM IST
| LAURUSLABS 24-FEB-2026 1050 CE | ||||||||||||||||
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Delta: 0.13
Vega: 0.23
Theta: -0.65
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Feb | 1019.00 | 1.5 | -1.75 | 21.76 | 1,543 | -225 | 793 | |||||||||
| 19 Feb | 1021.20 | 2.6 | -7.75 | 26.57 | 3,912 | 160 | 1,015 | |||||||||
| 18 Feb | 1037.45 | 10.75 | 5.05 | 28.76 | 3,680 | 71 | 809 | |||||||||
| 17 Feb | 1013.40 | 5.15 | -2.15 | 31.41 | 601 | -120 | 738 | |||||||||
| 16 Feb | 1012.45 | 7.35 | -2 | 33.7 | 790 | -21 | 863 | |||||||||
| 13 Feb | 1010.60 | 9 | -3.55 | 32.09 | 1,242 | -28 | 921 | |||||||||
| 12 Feb | 1018.60 | 12 | -0.75 | 31.58 | 3,140 | 88 | 949 | |||||||||
| 11 Feb | 1013.65 | 12.9 | 9 | 33.31 | 2,457 | -24 | 863 | |||||||||
| 10 Feb | 966.35 | 3.9 | -2.3 | 34.24 | 395 | 14 | 886 | |||||||||
| 9 Feb | 985.50 | 5.85 | 2.55 | 30.66 | 1,016 | -34 | 871 | |||||||||
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| 6 Feb | 950.55 | 3.15 | -2.2 | 33.18 | 465 | 4 | 900 | |||||||||
| 5 Feb | 963.95 | 5.25 | -3.25 | 32.69 | 428 | 35 | 897 | |||||||||
| 4 Feb | 980.30 | 8.15 | -0.1 | 32.92 | 385 | -18 | 862 | |||||||||
| 3 Feb | 975.60 | 8.3 | 2.5 | 31.21 | 874 | -38 | 884 | |||||||||
| 2 Feb | 953.95 | 6.15 | 1.65 | 33.47 | 843 | 200 | 924 | |||||||||
| 1 Feb | 930.20 | 4.75 | -3.85 | 38.31 | 454 | 39 | 726 | |||||||||
| 30 Jan | 965.00 | 8.4 | -1.3 | 32.25 | 389 | 48 | 688 | |||||||||
| 29 Jan | 973.30 | 9.3 | -7.55 | 31.63 | 575 | 86 | 639 | |||||||||
| 28 Jan | 999.00 | 17.1 | -4.35 | 30.2 | 1,008 | 81 | 555 | |||||||||
| 27 Jan | 1000.20 | 21.75 | -13.5 | 35.16 | 1,165 | 75 | 474 | |||||||||
| 23 Jan | 1016.40 | 37.65 | 7.65 | 35.05 | 1,741 | 209 | 417 | |||||||||
| 22 Jan | 1005.80 | 32 | 7.85 | 35.73 | 278 | 54 | 214 | |||||||||
| 21 Jan | 987.90 | 25.1 | -17.1 | 36.87 | 157 | 27 | 157 | |||||||||
| 20 Jan | 1035.50 | 41.95 | -15.05 | 34.42 | 120 | 21 | 130 | |||||||||
| 19 Jan | 1062.70 | 57 | -5.7 | 33.47 | 48 | 23 | 108 | |||||||||
| 16 Jan | 1076.80 | 62.7 | -11.9 | 30.62 | 26 | 21 | 85 | |||||||||
| 14 Jan | 1090.50 | 74.6 | 13.05 | 30.71 | 70 | 32 | 61 | |||||||||
| 13 Jan | 1058.30 | 61.55 | 8.1 | 34.66 | 23 | 11 | 29 | |||||||||
| 12 Jan | 1043.20 | 54.6 | -39.4 | 37.26 | 23 | 15 | 17 | |||||||||
| 9 Jan | 1083.00 | 94 | 1.8 | - | 0 | 0 | 2 | |||||||||
| 8 Jan | 1100.90 | 94 | 1.8 | - | 0 | 0 | 2 | |||||||||
| 7 Jan | 1128.50 | 94 | 1.8 | - | 0 | 0 | 2 | |||||||||
| 6 Jan | 1115.90 | 94 | 1.8 | - | 0 | 0 | 2 | |||||||||
| 5 Jan | 1103.20 | 94 | 1.8 | - | 0 | 0 | 2 | |||||||||
| 2 Jan | 1106.50 | 94 | 1.8 | - | 0 | 0 | 2 | |||||||||
| 1 Jan | 1110.40 | 94 | 1.8 | 28.57 | 2 | 1 | 1 | |||||||||
| 31 Dec | 1108.00 | 92.2 | - | - | 0 | 0 | 0 | |||||||||
For Laurus Labs Limited - strike price 1050 expiring on 24FEB2026
Delta for 1050 CE is 0.13
Historical price for 1050 CE is as follows
On 20 Feb LAURUSLABS was trading at 1019.00. The strike last trading price was 1.5, which was -1.75 lower than the previous day. The implied volatity was 21.76, the open interest changed by -225 which decreased total open position to 793
On 19 Feb LAURUSLABS was trading at 1021.20. The strike last trading price was 2.6, which was -7.75 lower than the previous day. The implied volatity was 26.57, the open interest changed by 160 which increased total open position to 1015
On 18 Feb LAURUSLABS was trading at 1037.45. The strike last trading price was 10.75, which was 5.05 higher than the previous day. The implied volatity was 28.76, the open interest changed by 71 which increased total open position to 809
On 17 Feb LAURUSLABS was trading at 1013.40. The strike last trading price was 5.15, which was -2.15 lower than the previous day. The implied volatity was 31.41, the open interest changed by -120 which decreased total open position to 738
On 16 Feb LAURUSLABS was trading at 1012.45. The strike last trading price was 7.35, which was -2 lower than the previous day. The implied volatity was 33.7, the open interest changed by -21 which decreased total open position to 863
On 13 Feb LAURUSLABS was trading at 1010.60. The strike last trading price was 9, which was -3.55 lower than the previous day. The implied volatity was 32.09, the open interest changed by -28 which decreased total open position to 921
On 12 Feb LAURUSLABS was trading at 1018.60. The strike last trading price was 12, which was -0.75 lower than the previous day. The implied volatity was 31.58, the open interest changed by 88 which increased total open position to 949
On 11 Feb LAURUSLABS was trading at 1013.65. The strike last trading price was 12.9, which was 9 higher than the previous day. The implied volatity was 33.31, the open interest changed by -24 which decreased total open position to 863
On 10 Feb LAURUSLABS was trading at 966.35. The strike last trading price was 3.9, which was -2.3 lower than the previous day. The implied volatity was 34.24, the open interest changed by 14 which increased total open position to 886
On 9 Feb LAURUSLABS was trading at 985.50. The strike last trading price was 5.85, which was 2.55 higher than the previous day. The implied volatity was 30.66, the open interest changed by -34 which decreased total open position to 871
On 6 Feb LAURUSLABS was trading at 950.55. The strike last trading price was 3.15, which was -2.2 lower than the previous day. The implied volatity was 33.18, the open interest changed by 4 which increased total open position to 900
On 5 Feb LAURUSLABS was trading at 963.95. The strike last trading price was 5.25, which was -3.25 lower than the previous day. The implied volatity was 32.69, the open interest changed by 35 which increased total open position to 897
On 4 Feb LAURUSLABS was trading at 980.30. The strike last trading price was 8.15, which was -0.1 lower than the previous day. The implied volatity was 32.92, the open interest changed by -18 which decreased total open position to 862
On 3 Feb LAURUSLABS was trading at 975.60. The strike last trading price was 8.3, which was 2.5 higher than the previous day. The implied volatity was 31.21, the open interest changed by -38 which decreased total open position to 884
On 2 Feb LAURUSLABS was trading at 953.95. The strike last trading price was 6.15, which was 1.65 higher than the previous day. The implied volatity was 33.47, the open interest changed by 200 which increased total open position to 924
On 1 Feb LAURUSLABS was trading at 930.20. The strike last trading price was 4.75, which was -3.85 lower than the previous day. The implied volatity was 38.31, the open interest changed by 39 which increased total open position to 726
On 30 Jan LAURUSLABS was trading at 965.00. The strike last trading price was 8.4, which was -1.3 lower than the previous day. The implied volatity was 32.25, the open interest changed by 48 which increased total open position to 688
On 29 Jan LAURUSLABS was trading at 973.30. The strike last trading price was 9.3, which was -7.55 lower than the previous day. The implied volatity was 31.63, the open interest changed by 86 which increased total open position to 639
On 28 Jan LAURUSLABS was trading at 999.00. The strike last trading price was 17.1, which was -4.35 lower than the previous day. The implied volatity was 30.2, the open interest changed by 81 which increased total open position to 555
On 27 Jan LAURUSLABS was trading at 1000.20. The strike last trading price was 21.75, which was -13.5 lower than the previous day. The implied volatity was 35.16, the open interest changed by 75 which increased total open position to 474
On 23 Jan LAURUSLABS was trading at 1016.40. The strike last trading price was 37.65, which was 7.65 higher than the previous day. The implied volatity was 35.05, the open interest changed by 209 which increased total open position to 417
On 22 Jan LAURUSLABS was trading at 1005.80. The strike last trading price was 32, which was 7.85 higher than the previous day. The implied volatity was 35.73, the open interest changed by 54 which increased total open position to 214
On 21 Jan LAURUSLABS was trading at 987.90. The strike last trading price was 25.1, which was -17.1 lower than the previous day. The implied volatity was 36.87, the open interest changed by 27 which increased total open position to 157
On 20 Jan LAURUSLABS was trading at 1035.50. The strike last trading price was 41.95, which was -15.05 lower than the previous day. The implied volatity was 34.42, the open interest changed by 21 which increased total open position to 130
On 19 Jan LAURUSLABS was trading at 1062.70. The strike last trading price was 57, which was -5.7 lower than the previous day. The implied volatity was 33.47, the open interest changed by 23 which increased total open position to 108
On 16 Jan LAURUSLABS was trading at 1076.80. The strike last trading price was 62.7, which was -11.9 lower than the previous day. The implied volatity was 30.62, the open interest changed by 21 which increased total open position to 85
On 14 Jan LAURUSLABS was trading at 1090.50. The strike last trading price was 74.6, which was 13.05 higher than the previous day. The implied volatity was 30.71, the open interest changed by 32 which increased total open position to 61
On 13 Jan LAURUSLABS was trading at 1058.30. The strike last trading price was 61.55, which was 8.1 higher than the previous day. The implied volatity was 34.66, the open interest changed by 11 which increased total open position to 29
On 12 Jan LAURUSLABS was trading at 1043.20. The strike last trading price was 54.6, which was -39.4 lower than the previous day. The implied volatity was 37.26, the open interest changed by 15 which increased total open position to 17
On 9 Jan LAURUSLABS was trading at 1083.00. The strike last trading price was 94, which was 1.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 8 Jan LAURUSLABS was trading at 1100.90. The strike last trading price was 94, which was 1.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 7 Jan LAURUSLABS was trading at 1128.50. The strike last trading price was 94, which was 1.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 6 Jan LAURUSLABS was trading at 1115.90. The strike last trading price was 94, which was 1.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Jan LAURUSLABS was trading at 1103.20. The strike last trading price was 94, which was 1.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 2 Jan LAURUSLABS was trading at 1106.50. The strike last trading price was 94, which was 1.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 1 Jan LAURUSLABS was trading at 1110.40. The strike last trading price was 94, which was 1.8 higher than the previous day. The implied volatity was 28.57, the open interest changed by 1 which increased total open position to 1
On 31 Dec LAURUSLABS was trading at 1108.00. The strike last trading price was 92.2, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| LAURUSLABS 24FEB2026 1050 PE | |||||||
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Delta: -0.76
Vega: 0.34
Theta: -1.23
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Feb | 1019.00 | 32.1 | -1.4 | 34.71 | 77 | -30 | 584 |
| 19 Feb | 1021.20 | 36.25 | 14.3 | 30.12 | 138 | 23 | 614 |
| 18 Feb | 1037.45 | 21.15 | -20.2 | 29 | 269 | 113 | 589 |
| 17 Feb | 1013.40 | 41.35 | 0.35 | 29.55 | 38 | -7 | 476 |
| 16 Feb | 1012.45 | 41 | -1.2 | 27.84 | 9 | 3 | 484 |
| 13 Feb | 1010.60 | 42.2 | 1.2 | 25.46 | 3 | 1 | 480 |
| 12 Feb | 1018.60 | 41 | -6.5 | 32.25 | 81 | -2 | 481 |
| 11 Feb | 1013.65 | 45.95 | -21 | 34.73 | 29 | 9 | 483 |
| 10 Feb | 966.35 | 66.95 | -31.05 | - | 0 | 0 | 474 |
| 9 Feb | 985.50 | 66.95 | -31.05 | 33.51 | 31 | -2 | 474 |
| 6 Feb | 950.55 | 98 | 12.45 | 23.83 | 12 | 3 | 477 |
| 5 Feb | 963.95 | 85.5 | 6.55 | 30.2 | 12 | -1 | 474 |
| 4 Feb | 980.30 | 78.95 | -18.9 | - | 0 | 0 | 475 |
| 3 Feb | 975.60 | 78.95 | -18.9 | 39.7 | 17 | 1 | 475 |
| 2 Feb | 953.95 | 98 | -25.3 | 41.71 | 13 | -3 | 474 |
| 1 Feb | 930.20 | 122.55 | 33.5 | 36.92 | 39 | -11 | 479 |
| 30 Jan | 965.00 | 89.05 | 5.65 | 37.45 | 24 | -14 | 490 |
| 29 Jan | 973.30 | 83.65 | 24.75 | 34.25 | 20 | -2 | 505 |
| 28 Jan | 999.00 | 58.35 | -5.2 | 31.1 | 56 | -26 | 514 |
| 27 Jan | 1000.20 | 63.8 | 2.05 | 34.15 | 223 | -40 | 540 |
| 23 Jan | 1016.40 | 51.95 | -11.1 | 37.9 | 450 | 132 | 589 |
| 22 Jan | 1005.80 | 59 | -17.4 | 36.11 | 30 | 12 | 452 |
| 21 Jan | 987.90 | 77 | 28.75 | 39.2 | 186 | 59 | 441 |
| 20 Jan | 1035.50 | 48.25 | 11.2 | 35.92 | 47 | 8 | 382 |
| 19 Jan | 1062.70 | 37.05 | 9.55 | 36.47 | 122 | 2 | 374 |
| 16 Jan | 1076.80 | 27.5 | -0.35 | 31.36 | 137 | 94 | 372 |
| 14 Jan | 1090.50 | 27.2 | -16.15 | 34.39 | 360 | 245 | 278 |
| 13 Jan | 1058.30 | 43.35 | -8.15 | 38.11 | 25 | 21 | 30 |
| 12 Jan | 1043.20 | 51.5 | 10.9 | 37.33 | 9 | 8 | 8 |
| 9 Jan | 1083.00 | 40.6 | 0 | 3.63 | 0 | 0 | 0 |
| 8 Jan | 1100.90 | 40.6 | 0 | 4.45 | 0 | 0 | 0 |
| 7 Jan | 1128.50 | 40.6 | 0 | 6.31 | 0 | 0 | 0 |
| 6 Jan | 1115.90 | 40.6 | 0 | 5.59 | 0 | 0 | 0 |
| 5 Jan | 1103.20 | 40.6 | 0 | 4.76 | 0 | 0 | 0 |
| 2 Jan | 1106.50 | 40.6 | 0 | 4.76 | 0 | 0 | 0 |
| 1 Jan | 1110.40 | 40.6 | 0 | 4.97 | 0 | 0 | 0 |
| 31 Dec | 1108.00 | 40.6 | - | - | 0 | 0 | 0 |
For Laurus Labs Limited - strike price 1050 expiring on 24FEB2026
Delta for 1050 PE is -0.76
Historical price for 1050 PE is as follows
On 20 Feb LAURUSLABS was trading at 1019.00. The strike last trading price was 32.1, which was -1.4 lower than the previous day. The implied volatity was 34.71, the open interest changed by -30 which decreased total open position to 584
On 19 Feb LAURUSLABS was trading at 1021.20. The strike last trading price was 36.25, which was 14.3 higher than the previous day. The implied volatity was 30.12, the open interest changed by 23 which increased total open position to 614
On 18 Feb LAURUSLABS was trading at 1037.45. The strike last trading price was 21.15, which was -20.2 lower than the previous day. The implied volatity was 29, the open interest changed by 113 which increased total open position to 589
On 17 Feb LAURUSLABS was trading at 1013.40. The strike last trading price was 41.35, which was 0.35 higher than the previous day. The implied volatity was 29.55, the open interest changed by -7 which decreased total open position to 476
On 16 Feb LAURUSLABS was trading at 1012.45. The strike last trading price was 41, which was -1.2 lower than the previous day. The implied volatity was 27.84, the open interest changed by 3 which increased total open position to 484
On 13 Feb LAURUSLABS was trading at 1010.60. The strike last trading price was 42.2, which was 1.2 higher than the previous day. The implied volatity was 25.46, the open interest changed by 1 which increased total open position to 480
On 12 Feb LAURUSLABS was trading at 1018.60. The strike last trading price was 41, which was -6.5 lower than the previous day. The implied volatity was 32.25, the open interest changed by -2 which decreased total open position to 481
On 11 Feb LAURUSLABS was trading at 1013.65. The strike last trading price was 45.95, which was -21 lower than the previous day. The implied volatity was 34.73, the open interest changed by 9 which increased total open position to 483
On 10 Feb LAURUSLABS was trading at 966.35. The strike last trading price was 66.95, which was -31.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 474
On 9 Feb LAURUSLABS was trading at 985.50. The strike last trading price was 66.95, which was -31.05 lower than the previous day. The implied volatity was 33.51, the open interest changed by -2 which decreased total open position to 474
On 6 Feb LAURUSLABS was trading at 950.55. The strike last trading price was 98, which was 12.45 higher than the previous day. The implied volatity was 23.83, the open interest changed by 3 which increased total open position to 477
On 5 Feb LAURUSLABS was trading at 963.95. The strike last trading price was 85.5, which was 6.55 higher than the previous day. The implied volatity was 30.2, the open interest changed by -1 which decreased total open position to 474
On 4 Feb LAURUSLABS was trading at 980.30. The strike last trading price was 78.95, which was -18.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 475
On 3 Feb LAURUSLABS was trading at 975.60. The strike last trading price was 78.95, which was -18.9 lower than the previous day. The implied volatity was 39.7, the open interest changed by 1 which increased total open position to 475
On 2 Feb LAURUSLABS was trading at 953.95. The strike last trading price was 98, which was -25.3 lower than the previous day. The implied volatity was 41.71, the open interest changed by -3 which decreased total open position to 474
On 1 Feb LAURUSLABS was trading at 930.20. The strike last trading price was 122.55, which was 33.5 higher than the previous day. The implied volatity was 36.92, the open interest changed by -11 which decreased total open position to 479
On 30 Jan LAURUSLABS was trading at 965.00. The strike last trading price was 89.05, which was 5.65 higher than the previous day. The implied volatity was 37.45, the open interest changed by -14 which decreased total open position to 490
On 29 Jan LAURUSLABS was trading at 973.30. The strike last trading price was 83.65, which was 24.75 higher than the previous day. The implied volatity was 34.25, the open interest changed by -2 which decreased total open position to 505
On 28 Jan LAURUSLABS was trading at 999.00. The strike last trading price was 58.35, which was -5.2 lower than the previous day. The implied volatity was 31.1, the open interest changed by -26 which decreased total open position to 514
On 27 Jan LAURUSLABS was trading at 1000.20. The strike last trading price was 63.8, which was 2.05 higher than the previous day. The implied volatity was 34.15, the open interest changed by -40 which decreased total open position to 540
On 23 Jan LAURUSLABS was trading at 1016.40. The strike last trading price was 51.95, which was -11.1 lower than the previous day. The implied volatity was 37.9, the open interest changed by 132 which increased total open position to 589
On 22 Jan LAURUSLABS was trading at 1005.80. The strike last trading price was 59, which was -17.4 lower than the previous day. The implied volatity was 36.11, the open interest changed by 12 which increased total open position to 452
On 21 Jan LAURUSLABS was trading at 987.90. The strike last trading price was 77, which was 28.75 higher than the previous day. The implied volatity was 39.2, the open interest changed by 59 which increased total open position to 441
On 20 Jan LAURUSLABS was trading at 1035.50. The strike last trading price was 48.25, which was 11.2 higher than the previous day. The implied volatity was 35.92, the open interest changed by 8 which increased total open position to 382
On 19 Jan LAURUSLABS was trading at 1062.70. The strike last trading price was 37.05, which was 9.55 higher than the previous day. The implied volatity was 36.47, the open interest changed by 2 which increased total open position to 374
On 16 Jan LAURUSLABS was trading at 1076.80. The strike last trading price was 27.5, which was -0.35 lower than the previous day. The implied volatity was 31.36, the open interest changed by 94 which increased total open position to 372
On 14 Jan LAURUSLABS was trading at 1090.50. The strike last trading price was 27.2, which was -16.15 lower than the previous day. The implied volatity was 34.39, the open interest changed by 245 which increased total open position to 278
On 13 Jan LAURUSLABS was trading at 1058.30. The strike last trading price was 43.35, which was -8.15 lower than the previous day. The implied volatity was 38.11, the open interest changed by 21 which increased total open position to 30
On 12 Jan LAURUSLABS was trading at 1043.20. The strike last trading price was 51.5, which was 10.9 higher than the previous day. The implied volatity was 37.33, the open interest changed by 8 which increased total open position to 8
On 9 Jan LAURUSLABS was trading at 1083.00. The strike last trading price was 40.6, which was 0 lower than the previous day. The implied volatity was 3.63, 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 40.6, which was 0 lower than the previous day. The implied volatity was 4.45, 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 40.6, which was 0 lower than the previous day. The implied volatity was 6.31, 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 40.6, which was 0 lower than the previous day. The implied volatity was 5.59, 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 40.6, 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 2 Jan LAURUSLABS was trading at 1106.50. The strike last trading price was 40.6, 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 1 Jan LAURUSLABS was trading at 1110.40. The strike last trading price was 40.6, which was 0 lower than the previous day. The implied volatity was 4.97, 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 40.6, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
