LAURUSLABS
Laurus Labs Limited
Historical option data for LAURUSLABS
16 Apr 2026 04:10 PM IST
| LAURUSLABS 28-Apr-2026 (11d) 1070 CE | ||||||||||||||||
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Delta: 0.85
Vega: 0
Theta: -0.66
Gamma: 0.00352
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 16 Apr | 1128.35 | 70 | 8.25 | 31.63 | 20 | -3 | 102 | |||||||||
| 15 Apr | 1117.60 | 61.7 | 18.75 | 33.86 | 107 | 26 | 126 | |||||||||
| 13 Apr | 1087.80 | 42.95 | -9 | 36.09 | 40 | -2 | 100 | |||||||||
| 10 Apr | 1098.35 | 50.8 | 4.25 | 35.77 | 46 | -3 | 102 | |||||||||
| 9 Apr | 1083.70 | 46.55 | 1.9 | 37.07 | 54 | -11 | 106 | |||||||||
| 8 Apr | 1082.45 | 44.75 | 8.8 | 35.04 | 169 | 2 | 118 | |||||||||
| 7 Apr | 1057.45 | 35.65 | -1.55 | 37.95 | 301 | 24 | 119 | |||||||||
| 6 Apr | 1058.20 | 37 | 2.05 | 37.77 | 108 | 17 | 94 | |||||||||
| 2 Apr | 1042.90 | 35.3 | 3.5 | 37.92 | 108 | 17 | 81 | |||||||||
| 1 Apr | 1038.80 | 32.75 | 12.85 | 36.85 | 110 | 32 | 64 | |||||||||
| 30 Mar | 992.70 | 19.9 | -9.6 | 40.44 | 13 | 5 | 28 | |||||||||
| 27 Mar | 1008.80 | 29.5 | -2.7 | 42.28 | 2 | 0 | 24 | |||||||||
| 25 Mar | 1023.50 | 32 | 8.3 | 38.74 | 11 | 6 | 23 | |||||||||
| 24 Mar | 992.60 | 23.7 | 6.25 | 39.91 | 14 | 2 | 16 | |||||||||
| 23 Mar | 961.40 | 17.45 | -3.8 | 41.56 | 7 | 2 | 13 | |||||||||
| 20 Mar | 987.20 | 21.5 | 5.5 | 36.96 | 5 | 0 | 11 | |||||||||
| 19 Mar | 944.90 | 16 | -27.75 | 40.25 | 1 | 0 | 11 | |||||||||
| 18 Mar | 983.40 | 43.75 | -13.2 | - | 0 | 0 | 11 | |||||||||
| 17 Mar | 968.70 | 43.75 | -13.2 | - | 0 | 0 | 11 | |||||||||
| 16 Mar | 960.80 | 43.75 | -13.2 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 1003.40 | 43.75 | -13.2 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 1046.80 | 43.75 | -13.2 | 31.78 | 3 | 4 | 0 | |||||||||
| 11 Mar | 1041.00 | 56.95 | 13.45 | 42.02 | 7 | 4 | 11 | |||||||||
| 10 Mar | 1038.00 | 43.5 | -14.5 | - | 3 | 0 | 7 | |||||||||
| 9 Mar | 1021.00 | 43.5 | -14.5 | 39.49 | 3 | 2 | 6 | |||||||||
| 6 Mar | 1026.20 | 58 | 5.5 | - | 0 | 0 | 4 | |||||||||
| 5 Mar | 1045.90 | 58 | 5.5 | 38.23 | 2 | 0 | 2 | |||||||||
| 4 Mar | 1030.60 | 52.5 | -2.3 | 40.28 | 1 | 0 | 1 | |||||||||
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| 2 Mar | 1065.00 | 54.8 | 2.5 | 28.21 | 1 | 0 | 0 | |||||||||
| 27 Feb | 1075.80 | 52.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 1092.75 | 52.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 1076.35 | 52.3 | 0 | 0.05 | 0 | 0 | 0 | |||||||||
For Laurus Labs Limited - strike price 1070 expiring on 28APR2026
Delta for 1070 CE is 0.85
Historical price for 1070 CE is as follows
On 16 Apr LAURUSLABS was trading at 1128.35. The strike last trading price was 70, which was 8.25 higher than the previous day. The implied volatity was 31.63, the open interest changed by -3 which decreased total open position to 102
On 15 Apr LAURUSLABS was trading at 1117.60. The strike last trading price was 61.7, which was 18.75 higher than the previous day. The implied volatity was 33.86, the open interest changed by 26 which increased total open position to 126
On 13 Apr LAURUSLABS was trading at 1087.80. The strike last trading price was 42.95, which was -9 lower than the previous day. The implied volatity was 36.09, the open interest changed by -2 which decreased total open position to 100
On 10 Apr LAURUSLABS was trading at 1098.35. The strike last trading price was 50.8, which was 4.25 higher than the previous day. The implied volatity was 35.77, the open interest changed by -3 which decreased total open position to 102
On 9 Apr LAURUSLABS was trading at 1083.70. The strike last trading price was 46.55, which was 1.9 higher than the previous day. The implied volatity was 37.07, the open interest changed by -11 which decreased total open position to 106
On 8 Apr LAURUSLABS was trading at 1082.45. The strike last trading price was 44.75, which was 8.8 higher than the previous day. The implied volatity was 35.04, the open interest changed by 2 which increased total open position to 118
On 7 Apr LAURUSLABS was trading at 1057.45. The strike last trading price was 35.65, which was -1.55 lower than the previous day. The implied volatity was 37.95, the open interest changed by 24 which increased total open position to 119
On 6 Apr LAURUSLABS was trading at 1058.20. The strike last trading price was 37, which was 2.05 higher than the previous day. The implied volatity was 37.77, the open interest changed by 17 which increased total open position to 94
On 2 Apr LAURUSLABS was trading at 1042.90. The strike last trading price was 35.3, which was 3.5 higher than the previous day. The implied volatity was 37.92, the open interest changed by 17 which increased total open position to 81
On 1 Apr LAURUSLABS was trading at 1038.80. The strike last trading price was 32.75, which was 12.85 higher than the previous day. The implied volatity was 36.85, the open interest changed by 32 which increased total open position to 64
On 30 Mar LAURUSLABS was trading at 992.70. The strike last trading price was 19.9, which was -9.6 lower than the previous day. The implied volatity was 40.44, the open interest changed by 5 which increased total open position to 28
On 27 Mar LAURUSLABS was trading at 1008.80. The strike last trading price was 29.5, which was -2.7 lower than the previous day. The implied volatity was 42.28, the open interest changed by 0 which decreased total open position to 24
On 25 Mar LAURUSLABS was trading at 1023.50. The strike last trading price was 32, which was 8.3 higher than the previous day. The implied volatity was 38.74, the open interest changed by 6 which increased total open position to 23
On 24 Mar LAURUSLABS was trading at 992.60. The strike last trading price was 23.7, which was 6.25 higher than the previous day. The implied volatity was 39.91, the open interest changed by 2 which increased total open position to 16
On 23 Mar LAURUSLABS was trading at 961.40. The strike last trading price was 17.45, which was -3.8 lower than the previous day. The implied volatity was 41.56, the open interest changed by 2 which increased total open position to 13
On 20 Mar LAURUSLABS was trading at 987.20. The strike last trading price was 21.5, which was 5.5 higher than the previous day. The implied volatity was 36.96, the open interest changed by 0 which decreased total open position to 11
On 19 Mar LAURUSLABS was trading at 944.90. The strike last trading price was 16, which was -27.75 lower than the previous day. The implied volatity was 40.25, the open interest changed by 0 which decreased total open position to 11
On 18 Mar LAURUSLABS was trading at 983.40. The strike last trading price was 43.75, which was -13.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 17 Mar LAURUSLABS was trading at 968.70. The strike last trading price was 43.75, which was -13.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 16 Mar LAURUSLABS was trading at 960.80. The strike last trading price was 43.75, which was -13.2 lower 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 43.75, which was -13.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar LAURUSLABS was trading at 1046.80. The strike last trading price was 43.75, which was -13.2 lower than the previous day. The implied volatity was 31.78, the open interest changed by 4 which increased total open position to 0
On 11 Mar LAURUSLABS was trading at 1041.00. The strike last trading price was 56.95, which was 13.45 higher than the previous day. The implied volatity was 42.02, the open interest changed by 4 which increased total open position to 11
On 10 Mar LAURUSLABS was trading at 1038.00. The strike last trading price was 43.5, which was -14.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 9 Mar LAURUSLABS was trading at 1021.00. The strike last trading price was 43.5, which was -14.5 lower than the previous day. The implied volatity was 39.49, the open interest changed by 2 which increased total open position to 6
On 6 Mar LAURUSLABS was trading at 1026.20. The strike last trading price was 58, which was 5.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 5 Mar LAURUSLABS was trading at 1045.90. The strike last trading price was 58, which was 5.5 higher than the previous day. The implied volatity was 38.23, the open interest changed by 0 which decreased total open position to 2
On 4 Mar LAURUSLABS was trading at 1030.60. The strike last trading price was 52.5, which was -2.3 lower than the previous day. The implied volatity was 40.28, the open interest changed by 0 which decreased total open position to 1
On 2 Mar LAURUSLABS was trading at 1065.00. The strike last trading price was 54.8, which was 2.5 higher than the previous day. The implied volatity was 28.21, the open interest changed by 0 which decreased total open position to 0
On 27 Feb LAURUSLABS was trading at 1075.80. The strike last trading price was 52.3, 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 26 Feb LAURUSLABS was trading at 1092.75. The strike last trading price was 52.3, 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 25 Feb LAURUSLABS was trading at 1076.35. The strike last trading price was 52.3, which was 0 lower than the previous day. The implied volatity was 0.05, the open interest changed by 0 which decreased total open position to 0
| LAURUSLABS 28-Apr-2026 (11d) 1070 PE | |||||||
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Delta: -0.17
Vega: 0.01
Theta: -0.59
Gamma: 0.00376
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 16 Apr | 1128.35 | 6.5 | -3.4499999999999993 | 32.83 | 114 | -1 | 134 |
| 15 Apr | 1117.60 | 10.05 | -11.8 | 33.41 | 222 | -26 | 136 |
| 13 Apr | 1087.80 | 21.85 | 2.700000000000003 | 35.25 | 291 | -22 | 161 |
| 10 Apr | 1098.35 | 19.65 | -8.850000000000001 | 33.08 | 341 | 56 | 185 |
| 9 Apr | 1083.70 | 28.5 | -0.65 | 38.12 | 122 | 31 | 127 |
| 8 Apr | 1082.45 | 28.65 | -15.8 | 36.82 | 123 | 43 | 96 |
| 7 Apr | 1057.45 | 43.5 | -2.85 | 39.91 | 113 | 35 | 54 |
| 6 Apr | 1058.20 | 46.25 | -32.75 | 42.28 | 30 | 3 | 22 |
| 2 Apr | 1042.90 | 79 | 3.25 | - | 0 | 0 | 19 |
| 1 Apr | 1038.80 | 79 | 3.25 | - | 0 | 0 | 19 |
| 30 Mar | 992.70 | 79 | 3.25 | - | 0 | 0 | 19 |
| 27 Mar | 1008.80 | 79 | 3.25 | 39.45 | 5 | 4 | 18 |
| 25 Mar | 1023.50 | 75.75 | -20.25 | 42.69 | 5 | -2 | 13 |
| 24 Mar | 992.60 | 96 | -23.95 | 43.97 | 3 | 0 | 12 |
| 23 Mar | 961.40 | 119.95 | 21.95 | 46.14 | 3 | 0 | 9 |
| 20 Mar | 987.20 | 98 | 16.45 | 41.22 | 9 | 6 | 6 |
| 19 Mar | 944.90 | 81.55 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 983.40 | 81.55 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 968.70 | 81.55 | 0 | - | 0 | 0 | 0 |
| 16 Mar | 960.80 | 81.55 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 1003.40 | 81.55 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 1046.80 | 81.55 | 0 | 0 | 0 | 0 | 0 |
| 11 Mar | 1041.00 | 81.55 | 0 | 0.03 | 0 | 0 | 0 |
| 10 Mar | 1038.00 | 81.55 | 0 | - | 0 | 0 | 0 |
| 9 Mar | 1021.00 | 81.55 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 1026.20 | 81.55 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 1045.90 | 81.55 | 0 | 0.03 | 0 | 0 | 0 |
| 4 Mar | 1030.60 | 81.55 | 0 | 0.84 | 0 | 0 | 0 |
| 2 Mar | 1065.00 | 81.55 | 0 | 1.01 | 0 | 0 | 0 |
| 27 Feb | 1075.80 | 81.55 | 0 | 1.29 | 0 | 0 | 0 |
| 26 Feb | 1092.75 | 81.55 | 0 | 2.63 | 0 | 0 | 0 |
| 25 Feb | 1076.35 | 81.55 | 0 | 0.92 | 0 | 0 | 0 |
For Laurus Labs Limited - strike price 1070 expiring on 28APR2026
Delta for 1070 PE is -0.17
Historical price for 1070 PE is as follows
On 16 Apr LAURUSLABS was trading at 1128.35. The strike last trading price was 6.5, which was -3.4499999999999993 lower than the previous day. The implied volatity was 32.83, the open interest changed by -1 which decreased total open position to 134
On 15 Apr LAURUSLABS was trading at 1117.60. The strike last trading price was 10.05, which was -11.8 lower than the previous day. The implied volatity was 33.41, the open interest changed by -26 which decreased total open position to 136
On 13 Apr LAURUSLABS was trading at 1087.80. The strike last trading price was 21.85, which was 2.700000000000003 higher than the previous day. The implied volatity was 35.25, the open interest changed by -22 which decreased total open position to 161
On 10 Apr LAURUSLABS was trading at 1098.35. The strike last trading price was 19.65, which was -8.850000000000001 lower than the previous day. The implied volatity was 33.08, the open interest changed by 56 which increased total open position to 185
On 9 Apr LAURUSLABS was trading at 1083.70. The strike last trading price was 28.5, which was -0.65 lower than the previous day. The implied volatity was 38.12, the open interest changed by 31 which increased total open position to 127
On 8 Apr LAURUSLABS was trading at 1082.45. The strike last trading price was 28.65, which was -15.8 lower than the previous day. The implied volatity was 36.82, the open interest changed by 43 which increased total open position to 96
On 7 Apr LAURUSLABS was trading at 1057.45. The strike last trading price was 43.5, which was -2.85 lower than the previous day. The implied volatity was 39.91, the open interest changed by 35 which increased total open position to 54
On 6 Apr LAURUSLABS was trading at 1058.20. The strike last trading price was 46.25, which was -32.75 lower than the previous day. The implied volatity was 42.28, the open interest changed by 3 which increased total open position to 22
On 2 Apr LAURUSLABS was trading at 1042.90. The strike last trading price was 79, which was 3.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19
On 1 Apr LAURUSLABS was trading at 1038.80. The strike last trading price was 79, which was 3.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19
On 30 Mar LAURUSLABS was trading at 992.70. The strike last trading price was 79, which was 3.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19
On 27 Mar LAURUSLABS was trading at 1008.80. The strike last trading price was 79, which was 3.25 higher than the previous day. The implied volatity was 39.45, the open interest changed by 4 which increased total open position to 18
On 25 Mar LAURUSLABS was trading at 1023.50. The strike last trading price was 75.75, which was -20.25 lower than the previous day. The implied volatity was 42.69, the open interest changed by -2 which decreased total open position to 13
On 24 Mar LAURUSLABS was trading at 992.60. The strike last trading price was 96, which was -23.95 lower than the previous day. The implied volatity was 43.97, the open interest changed by 0 which decreased total open position to 12
On 23 Mar LAURUSLABS was trading at 961.40. The strike last trading price was 119.95, which was 21.95 higher than the previous day. The implied volatity was 46.14, the open interest changed by 0 which decreased total open position to 9
On 20 Mar LAURUSLABS was trading at 987.20. The strike last trading price was 98, which was 16.45 higher than the previous day. The implied volatity was 41.22, the open interest changed by 6 which increased total open position to 6
On 19 Mar LAURUSLABS was trading at 944.90. The strike last trading price was 81.55, 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 18 Mar LAURUSLABS was trading at 983.40. The strike last trading price was 81.55, 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 17 Mar LAURUSLABS was trading at 968.70. The strike last trading price was 81.55, 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 16 Mar LAURUSLABS was trading at 960.80. The strike last trading price was 81.55, 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 Mar LAURUSLABS was trading at 1003.40. The strike last trading price was 81.55, 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 Mar LAURUSLABS was trading at 1046.80. The strike last trading price was 81.55, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 Mar LAURUSLABS was trading at 1041.00. The strike last trading price was 81.55, which was 0 lower than the previous day. The implied volatity was 0.03, the open interest changed by 0 which decreased total open position to 0
On 10 Mar LAURUSLABS was trading at 1038.00. The strike last trading price was 81.55, 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 Mar LAURUSLABS was trading at 1021.00. The strike last trading price was 81.55, 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 Mar LAURUSLABS was trading at 1026.20. The strike last trading price was 81.55, 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 Mar LAURUSLABS was trading at 1045.90. The strike last trading price was 81.55, which was 0 lower than the previous day. The implied volatity was 0.03, the open interest changed by 0 which decreased total open position to 0
On 4 Mar LAURUSLABS was trading at 1030.60. The strike last trading price was 81.55, which was 0 lower than the previous day. The implied volatity was 0.84, the open interest changed by 0 which decreased total open position to 0
On 2 Mar LAURUSLABS was trading at 1065.00. The strike last trading price was 81.55, which was 0 lower than the previous day. The implied volatity was 1.01, the open interest changed by 0 which decreased total open position to 0
On 27 Feb LAURUSLABS was trading at 1075.80. The strike last trading price was 81.55, which was 0 lower than the previous day. The implied volatity was 1.29, 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 81.55, which was 0 lower than the previous day. The implied volatity was 2.63, 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 81.55, which was 0 lower than the previous day. The implied volatity was 0.92, the open interest changed by 0 which decreased total open position to 0
