LAURUSLABS
Laurus Labs Limited
Historical option data for LAURUSLABS
02 Mar 2026 04:12 PM IST
| LAURUSLABS 30-MAR-2026 1050 CE | ||||||||||||||||
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Delta: 0.63
Vega: 1.12
Theta: -0.75
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Mar | 1065.00 | 48.05 | -3.2 | 29.27 | 252 | 7 | 342 | |||||||||
| 27 Feb | 1075.80 | 49.3 | -16.55 | 25.66 | 97 | -1 | 336 | |||||||||
| 26 Feb | 1092.75 | 65.4 | 12.45 | 27.57 | 714 | -211 | 337 | |||||||||
| 25 Feb | 1076.35 | 52.7 | 22.85 | 25.57 | 2,365 | 80 | 556 | |||||||||
| 24 Feb | 1028.50 | 30.2 | 5.5 | 27.46 | 535 | 17 | 476 | |||||||||
| 23 Feb | 1017.05 | 24.35 | -5.45 | 28.07 | 416 | 83 | 459 | |||||||||
| 20 Feb | 1019.00 | 29.2 | -1.65 | 28 | 217 | 16 | 376 | |||||||||
| 19 Feb | 1021.20 | 30.1 | -10.35 | 30.24 | 602 | 283 | 357 | |||||||||
| 18 Feb | 1037.45 | 41.2 | 12.2 | 30.26 | 237 | 52 | 74 | |||||||||
| 17 Feb | 1013.40 | 29 | -2.4 | 30.08 | 15 | 6 | 20 | |||||||||
| 16 Feb | 1012.45 | 31.4 | -1.45 | 31.35 | 15 | 3 | 14 | |||||||||
| 13 Feb | 1010.60 | 32.95 | -1.05 | 31.56 | 11 | 1 | 3 | |||||||||
| 12 Feb | 1018.60 | 34 | -12.3 | 29.4 | 2 | 1 | 1 | |||||||||
| 11 Feb | 1013.65 | 46.3 | 0 | 1.7 | 0 | 0 | 0 | |||||||||
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| 10 Feb | 966.35 | 46.3 | 0 | 5.26 | 0 | 0 | 0 | |||||||||
| 9 Feb | 985.50 | 46.3 | 0 | 3.85 | 0 | 0 | 0 | |||||||||
| 6 Feb | 950.55 | 46.3 | 0 | 6.07 | 0 | 0 | 0 | |||||||||
| 5 Feb | 963.95 | 46.3 | 0 | 5.21 | 0 | 0 | 0 | |||||||||
| 4 Feb | 980.30 | 46.3 | 0 | 4.09 | 0 | 0 | 0 | |||||||||
| 3 Feb | 975.60 | 46.3 | 0 | 4.18 | 0 | 0 | 0 | |||||||||
| 2 Feb | 953.95 | 46.3 | 0 | 5.34 | 0 | 0 | 0 | |||||||||
| 1 Feb | 930.20 | 46.3 | 0 | 7.49 | 0 | 0 | 0 | |||||||||
| 30 Jan | 965.00 | 46.3 | 0 | 4.73 | 0 | 0 | 0 | |||||||||
| 29 Jan | 973.30 | 46.3 | 0 | 2.36 | 0 | 0 | 0 | |||||||||
| 28 Jan | 999.00 | 46.3 | 0 | 2.3 | 0 | 0 | 0 | |||||||||
For Laurus Labs Limited - strike price 1050 expiring on 30MAR2026
Delta for 1050 CE is 0.63
Historical price for 1050 CE is as follows
On 2 Mar LAURUSLABS was trading at 1065.00. The strike last trading price was 48.05, which was -3.2 lower than the previous day. The implied volatity was 29.27, the open interest changed by 7 which increased total open position to 342
On 27 Feb LAURUSLABS was trading at 1075.80. The strike last trading price was 49.3, which was -16.55 lower than the previous day. The implied volatity was 25.66, the open interest changed by -1 which decreased total open position to 336
On 26 Feb LAURUSLABS was trading at 1092.75. The strike last trading price was 65.4, which was 12.45 higher than the previous day. The implied volatity was 27.57, the open interest changed by -211 which decreased total open position to 337
On 25 Feb LAURUSLABS was trading at 1076.35. The strike last trading price was 52.7, which was 22.85 higher than the previous day. The implied volatity was 25.57, the open interest changed by 80 which increased total open position to 556
On 24 Feb LAURUSLABS was trading at 1028.50. The strike last trading price was 30.2, which was 5.5 higher than the previous day. The implied volatity was 27.46, the open interest changed by 17 which increased total open position to 476
On 23 Feb LAURUSLABS was trading at 1017.05. The strike last trading price was 24.35, which was -5.45 lower than the previous day. The implied volatity was 28.07, the open interest changed by 83 which increased total open position to 459
On 20 Feb LAURUSLABS was trading at 1019.00. The strike last trading price was 29.2, which was -1.65 lower than the previous day. The implied volatity was 28, the open interest changed by 16 which increased total open position to 376
On 19 Feb LAURUSLABS was trading at 1021.20. The strike last trading price was 30.1, which was -10.35 lower than the previous day. The implied volatity was 30.24, the open interest changed by 283 which increased total open position to 357
On 18 Feb LAURUSLABS was trading at 1037.45. The strike last trading price was 41.2, which was 12.2 higher than the previous day. The implied volatity was 30.26, the open interest changed by 52 which increased total open position to 74
On 17 Feb LAURUSLABS was trading at 1013.40. The strike last trading price was 29, which was -2.4 lower than the previous day. The implied volatity was 30.08, the open interest changed by 6 which increased total open position to 20
On 16 Feb LAURUSLABS was trading at 1012.45. The strike last trading price was 31.4, which was -1.45 lower than the previous day. The implied volatity was 31.35, the open interest changed by 3 which increased total open position to 14
On 13 Feb LAURUSLABS was trading at 1010.60. The strike last trading price was 32.95, which was -1.05 lower than the previous day. The implied volatity was 31.56, the open interest changed by 1 which increased total open position to 3
On 12 Feb LAURUSLABS was trading at 1018.60. The strike last trading price was 34, which was -12.3 lower than the previous day. The implied volatity was 29.4, the open interest changed by 1 which increased total open position to 1
On 11 Feb LAURUSLABS was trading at 1013.65. The strike last trading price was 46.3, which was 0 lower than the previous day. The implied volatity was 1.7, 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 46.3, which was 0 lower than the previous day. The implied volatity was 5.26, 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 46.3, which was 0 lower than the previous day. The implied volatity was 3.85, 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 46.3, which was 0 lower than the previous day. The implied volatity was 6.07, 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 46.3, which was 0 lower than the previous day. The implied volatity was 5.21, 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 46.3, which was 0 lower than the previous day. The implied volatity was 4.09, 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 46.3, which was 0 lower than the previous day. The implied volatity was 4.18, 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 46.3, which was 0 lower than the previous day. The implied volatity was 5.34, 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 46.3, which was 0 lower than the previous day. The implied volatity was 7.49, 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 46.3, which was 0 lower than the previous day. The implied volatity was 4.73, 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 46.3, which was 0 lower than the previous day. The implied volatity was 2.36, 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 46.3, which was 0 lower than the previous day. The implied volatity was 2.3, the open interest changed by 0 which decreased total open position to 0
| LAURUSLABS 30MAR2026 1050 PE | |||||||
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Delta: -0.38
Vega: 1.12
Theta: -0.54
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Mar | 1065.00 | 26.7 | 4.85 | 32.88 | 369 | 58 | 390 |
| 27 Feb | 1075.80 | 22.3 | 5.95 | 29 | 771 | -22 | 332 |
| 26 Feb | 1092.75 | 16.55 | -6.2 | 28.8 | 527 | -42 | 353 |
| 25 Feb | 1076.35 | 23 | -17.85 | 29.84 | 1,275 | -31 | 408 |
| 24 Feb | 1028.50 | 41.5 | -9.95 | 29.12 | 29 | 9 | 440 |
| 23 Feb | 1017.05 | 51.1 | -1.65 | 29.19 | 444 | 346 | 431 |
| 20 Feb | 1019.00 | 52.5 | -0.25 | 32.73 | 40 | 9 | 84 |
| 19 Feb | 1021.20 | 56 | 11.2 | 32.58 | 87 | 43 | 73 |
| 18 Feb | 1037.45 | 43.8 | -12.2 | 31.75 | 51 | 22 | 28 |
| 17 Feb | 1013.40 | 56 | -29.1 | 29.91 | 6 | 0 | 0 |
| 16 Feb | 1012.45 | 85.1 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 1010.60 | 85.1 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 1018.60 | 85.1 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 1013.65 | 85.1 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 966.35 | 85.1 | 0 | - | 0 | 0 | 0 |
| 9 Feb | 985.50 | 85.1 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 950.55 | 85.1 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 963.95 | 85.1 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 980.30 | 85.1 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 975.60 | 85.1 | 0 | - | 0 | 0 | 0 |
| 2 Feb | 953.95 | 85.1 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 930.20 | 85.1 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 965.00 | 85.1 | 0 | - | 0 | 0 | 0 |
| 29 Jan | 973.30 | 85.1 | 0 | - | 0 | 0 | 0 |
| 28 Jan | 999.00 | 85.1 | 0 | - | 0 | 0 | 0 |
For Laurus Labs Limited - strike price 1050 expiring on 30MAR2026
Delta for 1050 PE is -0.38
Historical price for 1050 PE is as follows
On 2 Mar LAURUSLABS was trading at 1065.00. The strike last trading price was 26.7, which was 4.85 higher than the previous day. The implied volatity was 32.88, the open interest changed by 58 which increased total open position to 390
On 27 Feb LAURUSLABS was trading at 1075.80. The strike last trading price was 22.3, which was 5.95 higher than the previous day. The implied volatity was 29, the open interest changed by -22 which decreased total open position to 332
On 26 Feb LAURUSLABS was trading at 1092.75. The strike last trading price was 16.55, which was -6.2 lower than the previous day. The implied volatity was 28.8, the open interest changed by -42 which decreased total open position to 353
On 25 Feb LAURUSLABS was trading at 1076.35. The strike last trading price was 23, which was -17.85 lower than the previous day. The implied volatity was 29.84, the open interest changed by -31 which decreased total open position to 408
On 24 Feb LAURUSLABS was trading at 1028.50. The strike last trading price was 41.5, which was -9.95 lower than the previous day. The implied volatity was 29.12, the open interest changed by 9 which increased total open position to 440
On 23 Feb LAURUSLABS was trading at 1017.05. The strike last trading price was 51.1, which was -1.65 lower than the previous day. The implied volatity was 29.19, the open interest changed by 346 which increased total open position to 431
On 20 Feb LAURUSLABS was trading at 1019.00. The strike last trading price was 52.5, which was -0.25 lower than the previous day. The implied volatity was 32.73, the open interest changed by 9 which increased total open position to 84
On 19 Feb LAURUSLABS was trading at 1021.20. The strike last trading price was 56, which was 11.2 higher than the previous day. The implied volatity was 32.58, the open interest changed by 43 which increased total open position to 73
On 18 Feb LAURUSLABS was trading at 1037.45. The strike last trading price was 43.8, which was -12.2 lower than the previous day. The implied volatity was 31.75, the open interest changed by 22 which increased total open position to 28
On 17 Feb LAURUSLABS was trading at 1013.40. The strike last trading price was 56, which was -29.1 lower than the previous day. The implied volatity was 29.91, 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 85.1, 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 Feb LAURUSLABS was trading at 1010.60. The strike last trading price was 85.1, 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 Feb LAURUSLABS was trading at 1018.60. The strike last trading price was 85.1, 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 11 Feb LAURUSLABS was trading at 1013.65. The strike last trading price was 85.1, 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 85.1, 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 85.1, 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 85.1, 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 85.1, 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 85.1, 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 85.1, 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 85.1, 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 85.1, 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 85.1, 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 85.1, 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 85.1, 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
