LAURUSLABS
Laurus Labs Limited
Historical option data for LAURUSLABS
20 Apr 2026 04:10 PM IST
| LAURUSLABS 28-Apr-2026 (7d) 1090 CE | ||||||||||||||||
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Delta: 0.78
Vega: 0
Theta: -0.95
Gamma: 0.00568
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Apr | 1129.50 | 45.2 | -11.299999999999997 | 30.26 | 33 | -5 | 125 | |||||||||
| 17 Apr | 1135.75 | 56.5 | 5.899999999999999 | 30.65 | 23 | -9 | 131 | |||||||||
| 16 Apr | 1128.35 | 50.5 | 4.799999999999997 | 31.05 | 49 | -8 | 144 | |||||||||
| 15 Apr | 1117.60 | 44.3 | 12.599999999999998 | 31.77 | 158 | -33 | 151 | |||||||||
| 13 Apr | 1087.80 | 32 | -7.350000000000001 | 35.81 | 316 | 52 | 187 | |||||||||
| 10 Apr | 1098.35 | 39 | 3.799999999999997 | 33.83 | 454 | 3 | 139 | |||||||||
| 9 Apr | 1083.70 | 34.8 | 0.55 | 35.71 | 322 | 25 | 137 | |||||||||
| 8 Apr | 1082.45 | 34.55 | 7.65 | 35.17 | 257 | 48 | 114 | |||||||||
| 7 Apr | 1057.45 | 26.9 | -2.25 | 37.5 | 85 | 19 | 66 | |||||||||
| 6 Apr | 1058.20 | 29.15 | 2.4 | 38.33 | 67 | 23 | 48 | |||||||||
| 2 Apr | 1042.90 | 27.15 | 3.8 | 37.49 | 65 | -8 | 26 | |||||||||
| 1 Apr | 1038.80 | 24 | 10.25 | 35.53 | 81 | 12 | 35 | |||||||||
| 30 Mar | 992.70 | 13.8 | -7.5 | 38.71 | 21 | 2 | 20 | |||||||||
| 27 Mar | 1008.80 | 21.15 | 5.8 | 39.86 | 28 | 8 | 18 | |||||||||
| 25 Mar | 1023.50 | 15.35 | -36.6 | - | 0 | 0 | 10 | |||||||||
| 24 Mar | 992.60 | 15.35 | -36.6 | - | 0 | 0 | 10 | |||||||||
| 23 Mar | 961.40 | 15.35 | -36.6 | - | 0 | 0 | 10 | |||||||||
| 20 Mar | 987.20 | 15.35 | -36.6 | 35.69 | 11 | -10 | 10 | |||||||||
| 19 Mar | 944.90 | 51.95 | 13.95 | - | 0 | 0 | 20 | |||||||||
| 18 Mar | 983.40 | 51.95 | 13.95 | - | 0 | 0 | 20 | |||||||||
| 17 Mar | 968.70 | 51.95 | 13.95 | - | 0 | 0 | 20 | |||||||||
| 16 Mar | 960.80 | 51.95 | 13.95 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 1003.40 | 51.95 | 13.95 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 1046.80 | 51.95 | 13.95 | - | 0 | 1 | 0 | |||||||||
| 11 Mar | 1041.00 | 51.95 | 13.95 | 44.11 | 1 | 0 | 19 | |||||||||
| 10 Mar | 1038.00 | 38 | -11 | - | 13 | 0 | 19 | |||||||||
| 9 Mar | 1021.00 | 38 | -11 | 40.47 | 13 | 12 | 18 | |||||||||
| 6 Mar | 1026.20 | 49 | 4.5 | - | 0 | 0 | 6 | |||||||||
| 5 Mar | 1045.90 | 49 | 4.5 | 37.86 | 2 | 0 | 4 | |||||||||
| 4 Mar | 1030.60 | 44.5 | -0.35 | 39.97 | 6 | 4 | 4 | |||||||||
| 2 Mar | 1065.00 | 44.85 | 0 | 0.42 | 0 | 0 | 0 | |||||||||
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| 27 Feb | 1075.80 | 44.85 | 0 | 0.03 | 0 | 0 | 0 | |||||||||
| 26 Feb | 1092.75 | 44.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 1076.35 | 44.85 | 0 | 0.49 | 0 | 0 | 0 | |||||||||
For Laurus Labs Limited - strike price 1090 expiring on 28APR2026
Delta for 1090 CE is 0.78
Historical price for 1090 CE is as follows
On 20 Apr LAURUSLABS was trading at 1129.50. The strike last trading price was 45.2, which was -11.299999999999997 lower than the previous day. The implied volatity was 30.26, the open interest changed by -5 which decreased total open position to 125
On 17 Apr LAURUSLABS was trading at 1135.75. The strike last trading price was 56.5, which was 5.899999999999999 higher than the previous day. The implied volatity was 30.65, the open interest changed by -9 which decreased total open position to 131
On 16 Apr LAURUSLABS was trading at 1128.35. The strike last trading price was 50.5, which was 4.799999999999997 higher than the previous day. The implied volatity was 31.05, the open interest changed by -8 which decreased total open position to 144
On 15 Apr LAURUSLABS was trading at 1117.60. The strike last trading price was 44.3, which was 12.599999999999998 higher than the previous day. The implied volatity was 31.77, the open interest changed by -33 which decreased total open position to 151
On 13 Apr LAURUSLABS was trading at 1087.80. The strike last trading price was 32, which was -7.350000000000001 lower than the previous day. The implied volatity was 35.81, the open interest changed by 52 which increased total open position to 187
On 10 Apr LAURUSLABS was trading at 1098.35. The strike last trading price was 39, which was 3.799999999999997 higher than the previous day. The implied volatity was 33.83, the open interest changed by 3 which increased total open position to 139
On 9 Apr LAURUSLABS was trading at 1083.70. The strike last trading price was 34.8, which was 0.55 higher than the previous day. The implied volatity was 35.71, the open interest changed by 25 which increased total open position to 137
On 8 Apr LAURUSLABS was trading at 1082.45. The strike last trading price was 34.55, which was 7.65 higher than the previous day. The implied volatity was 35.17, the open interest changed by 48 which increased total open position to 114
On 7 Apr LAURUSLABS was trading at 1057.45. The strike last trading price was 26.9, which was -2.25 lower than the previous day. The implied volatity was 37.5, the open interest changed by 19 which increased total open position to 66
On 6 Apr LAURUSLABS was trading at 1058.20. The strike last trading price was 29.15, which was 2.4 higher than the previous day. The implied volatity was 38.33, the open interest changed by 23 which increased total open position to 48
On 2 Apr LAURUSLABS was trading at 1042.90. The strike last trading price was 27.15, which was 3.8 higher than the previous day. The implied volatity was 37.49, the open interest changed by -8 which decreased total open position to 26
On 1 Apr LAURUSLABS was trading at 1038.80. The strike last trading price was 24, which was 10.25 higher than the previous day. The implied volatity was 35.53, the open interest changed by 12 which increased total open position to 35
On 30 Mar LAURUSLABS was trading at 992.70. The strike last trading price was 13.8, which was -7.5 lower than the previous day. The implied volatity was 38.71, the open interest changed by 2 which increased total open position to 20
On 27 Mar LAURUSLABS was trading at 1008.80. The strike last trading price was 21.15, which was 5.8 higher than the previous day. The implied volatity was 39.86, the open interest changed by 8 which increased total open position to 18
On 25 Mar LAURUSLABS was trading at 1023.50. The strike last trading price was 15.35, which was -36.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 24 Mar LAURUSLABS was trading at 992.60. The strike last trading price was 15.35, which was -36.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 23 Mar LAURUSLABS was trading at 961.40. The strike last trading price was 15.35, which was -36.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 20 Mar LAURUSLABS was trading at 987.20. The strike last trading price was 15.35, which was -36.6 lower than the previous day. The implied volatity was 35.69, the open interest changed by -10 which decreased total open position to 10
On 19 Mar LAURUSLABS was trading at 944.90. The strike last trading price was 51.95, which was 13.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 18 Mar LAURUSLABS was trading at 983.40. The strike last trading price was 51.95, which was 13.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 17 Mar LAURUSLABS was trading at 968.70. The strike last trading price was 51.95, which was 13.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 16 Mar LAURUSLABS was trading at 960.80. The strike last trading price was 51.95, which was 13.95 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 51.95, which was 13.95 higher 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 51.95, which was 13.95 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 11 Mar LAURUSLABS was trading at 1041.00. The strike last trading price was 51.95, which was 13.95 higher than the previous day. The implied volatity was 44.11, the open interest changed by 0 which decreased total open position to 19
On 10 Mar LAURUSLABS was trading at 1038.00. The strike last trading price was 38, which was -11 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19
On 9 Mar LAURUSLABS was trading at 1021.00. The strike last trading price was 38, which was -11 lower than the previous day. The implied volatity was 40.47, the open interest changed by 12 which increased total open position to 18
On 6 Mar LAURUSLABS was trading at 1026.20. The strike last trading price was 49, which was 4.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 5 Mar LAURUSLABS was trading at 1045.90. The strike last trading price was 49, which was 4.5 higher than the previous day. The implied volatity was 37.86, the open interest changed by 0 which decreased total open position to 4
On 4 Mar LAURUSLABS was trading at 1030.60. The strike last trading price was 44.5, which was -0.35 lower than the previous day. The implied volatity was 39.97, the open interest changed by 4 which increased total open position to 4
On 2 Mar LAURUSLABS was trading at 1065.00. The strike last trading price was 44.85, 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 27 Feb LAURUSLABS was trading at 1075.80. The strike last trading price was 44.85, 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 26 Feb LAURUSLABS was trading at 1092.75. The strike last trading price was 44.85, 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 44.85, which was 0 lower than the previous day. The implied volatity was 0.49, the open interest changed by 0 which decreased total open position to 0
| LAURUSLABS 28-Apr-2026 (7d) 1090 PE | |||||||
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Delta: -0.24
Vega: 0.01
Theta: -0.91
Gamma: 0.00571
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Apr | 1129.50 | 7.9 | 0.6500000000000004 | 32.02 | 154 | 1 | 129 |
| 17 Apr | 1135.75 | 7.05 | -3.1000000000000005 | 30.38 | 163 | -16 | 128 |
| 16 Apr | 1128.35 | 9.9 | -4.549999999999999 | 30.77 | 372 | -45 | 142 |
| 15 Apr | 1117.60 | 14.6 | -15.750000000000002 | 32.08 | 303 | -13 | 188 |
| 13 Apr | 1087.80 | 30.2 | 4.099999999999998 | 34.31 | 303 | 6 | 203 |
| 10 Apr | 1098.35 | 25.7 | -11.8 | 31.64 | 438 | 71 | 196 |
| 9 Apr | 1083.70 | 37.35 | -0.85 | 37.44 | 149 | 28 | 124 |
| 8 Apr | 1082.45 | 38.2 | -20.1 | 36.76 | 92 | 31 | 97 |
| 7 Apr | 1057.45 | 58.3 | -9.15 | - | 0 | 0 | 66 |
| 6 Apr | 1058.20 | 58.3 | -9.15 | 42.93 | 24 | -1 | 67 |
| 2 Apr | 1042.90 | 67.5 | -2.55 | 42.21 | 8 | 0 | 68 |
| 1 Apr | 1038.80 | 70.05 | -33.55 | 41.17 | 12 | -2 | 68 |
| 30 Mar | 992.70 | 103.6 | 2.95 | 39.21 | 1 | 0 | 70 |
| 27 Mar | 1008.80 | 100.65 | 12.85 | 46.47 | 17 | -10 | 70 |
| 25 Mar | 1023.50 | 87.4 | -21.6 | 41.39 | 14 | -7 | 80 |
| 24 Mar | 992.60 | 109 | -28.25 | 42.52 | 21 | -7 | 87 |
| 23 Mar | 961.40 | 137.25 | 25.4 | 47.91 | 38 | -16 | 97 |
| 20 Mar | 987.20 | 111.85 | -22.35 | 40.41 | 12 | -6 | 114 |
| 19 Mar | 944.90 | 134.2 | 13.05 | 35.26 | 5 | -3 | 122 |
| 18 Mar | 983.40 | 121.15 | 60.15 | - | 0 | 0 | 125 |
| 17 Mar | 968.70 | 121.15 | 60.15 | - | 14 | 0 | 125 |
| 16 Mar | 960.80 | 121.15 | 60.15 | 27.09 | 14 | -8 | 126 |
| 13 Mar | 1003.40 | 61 | -32.9 | - | 0 | 0 | 0 |
| 12 Mar | 1046.80 | 61 | -32.9 | - | 0 | 0 | 0 |
| 11 Mar | 1041.00 | 61 | -32.9 | - | 0 | 0 | 134 |
| 10 Mar | 1038.00 | 61 | -32.9 | - | 0 | 0 | 134 |
| 9 Mar | 1021.00 | 61 | -32.9 | - | 0 | 0 | 134 |
| 6 Mar | 1026.20 | 61 | -32.9 | - | 0 | 0 | 134 |
| 5 Mar | 1045.90 | 61 | -32.9 | - | 134 | 0 | 0 |
| 4 Mar | 1030.60 | 61 | -32.9 | - | 134 | 0 | 134 |
| 2 Mar | 1065.00 | 61 | -32.9 | 34.63 | 134 | 0 | 0 |
| 27 Feb | 1075.80 | 93.9 | 0 | 0.2 | 0 | 0 | 0 |
| 26 Feb | 1092.75 | 93.9 | 0 | 1.36 | 0 | 0 | 0 |
| 25 Feb | 1076.35 | 93.9 | 0 | - | 0 | 0 | 0 |
For Laurus Labs Limited - strike price 1090 expiring on 28APR2026
Delta for 1090 PE is -0.24
Historical price for 1090 PE is as follows
On 20 Apr LAURUSLABS was trading at 1129.50. The strike last trading price was 7.9, which was 0.6500000000000004 higher than the previous day. The implied volatity was 32.02, the open interest changed by 1 which increased total open position to 129
On 17 Apr LAURUSLABS was trading at 1135.75. The strike last trading price was 7.05, which was -3.1000000000000005 lower than the previous day. The implied volatity was 30.38, the open interest changed by -16 which decreased total open position to 128
On 16 Apr LAURUSLABS was trading at 1128.35. The strike last trading price was 9.9, which was -4.549999999999999 lower than the previous day. The implied volatity was 30.77, the open interest changed by -45 which decreased total open position to 142
On 15 Apr LAURUSLABS was trading at 1117.60. The strike last trading price was 14.6, which was -15.750000000000002 lower than the previous day. The implied volatity was 32.08, the open interest changed by -13 which decreased total open position to 188
On 13 Apr LAURUSLABS was trading at 1087.80. The strike last trading price was 30.2, which was 4.099999999999998 higher than the previous day. The implied volatity was 34.31, the open interest changed by 6 which increased total open position to 203
On 10 Apr LAURUSLABS was trading at 1098.35. The strike last trading price was 25.7, which was -11.8 lower than the previous day. The implied volatity was 31.64, the open interest changed by 71 which increased total open position to 196
On 9 Apr LAURUSLABS was trading at 1083.70. The strike last trading price was 37.35, which was -0.85 lower than the previous day. The implied volatity was 37.44, the open interest changed by 28 which increased total open position to 124
On 8 Apr LAURUSLABS was trading at 1082.45. The strike last trading price was 38.2, which was -20.1 lower than the previous day. The implied volatity was 36.76, the open interest changed by 31 which increased total open position to 97
On 7 Apr LAURUSLABS was trading at 1057.45. The strike last trading price was 58.3, which was -9.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 66
On 6 Apr LAURUSLABS was trading at 1058.20. The strike last trading price was 58.3, which was -9.15 lower than the previous day. The implied volatity was 42.93, the open interest changed by -1 which decreased total open position to 67
On 2 Apr LAURUSLABS was trading at 1042.90. The strike last trading price was 67.5, which was -2.55 lower than the previous day. The implied volatity was 42.21, the open interest changed by 0 which decreased total open position to 68
On 1 Apr LAURUSLABS was trading at 1038.80. The strike last trading price was 70.05, which was -33.55 lower than the previous day. The implied volatity was 41.17, the open interest changed by -2 which decreased total open position to 68
On 30 Mar LAURUSLABS was trading at 992.70. The strike last trading price was 103.6, which was 2.95 higher than the previous day. The implied volatity was 39.21, the open interest changed by 0 which decreased total open position to 70
On 27 Mar LAURUSLABS was trading at 1008.80. The strike last trading price was 100.65, which was 12.85 higher than the previous day. The implied volatity was 46.47, the open interest changed by -10 which decreased total open position to 70
On 25 Mar LAURUSLABS was trading at 1023.50. The strike last trading price was 87.4, which was -21.6 lower than the previous day. The implied volatity was 41.39, the open interest changed by -7 which decreased total open position to 80
On 24 Mar LAURUSLABS was trading at 992.60. The strike last trading price was 109, which was -28.25 lower than the previous day. The implied volatity was 42.52, the open interest changed by -7 which decreased total open position to 87
On 23 Mar LAURUSLABS was trading at 961.40. The strike last trading price was 137.25, which was 25.4 higher than the previous day. The implied volatity was 47.91, the open interest changed by -16 which decreased total open position to 97
On 20 Mar LAURUSLABS was trading at 987.20. The strike last trading price was 111.85, which was -22.35 lower than the previous day. The implied volatity was 40.41, the open interest changed by -6 which decreased total open position to 114
On 19 Mar LAURUSLABS was trading at 944.90. The strike last trading price was 134.2, which was 13.05 higher than the previous day. The implied volatity was 35.26, the open interest changed by -3 which decreased total open position to 122
On 18 Mar LAURUSLABS was trading at 983.40. The strike last trading price was 121.15, which was 60.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 125
On 17 Mar LAURUSLABS was trading at 968.70. The strike last trading price was 121.15, which was 60.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 125
On 16 Mar LAURUSLABS was trading at 960.80. The strike last trading price was 121.15, which was 60.15 higher than the previous day. The implied volatity was 27.09, the open interest changed by -8 which decreased total open position to 126
On 13 Mar LAURUSLABS was trading at 1003.40. The strike last trading price was 61, which was -32.9 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 61, which was -32.9 lower than the previous day. The implied volatity was -, 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 61, which was -32.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 134
On 10 Mar LAURUSLABS was trading at 1038.00. The strike last trading price was 61, which was -32.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 134
On 9 Mar LAURUSLABS was trading at 1021.00. The strike last trading price was 61, which was -32.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 134
On 6 Mar LAURUSLABS was trading at 1026.20. The strike last trading price was 61, which was -32.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 134
On 5 Mar LAURUSLABS was trading at 1045.90. The strike last trading price was 61, which was -32.9 lower than the previous day. The implied volatity was -, 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 61, which was -32.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 134
On 2 Mar LAURUSLABS was trading at 1065.00. The strike last trading price was 61, which was -32.9 lower than the previous day. The implied volatity was 34.63, 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 93.9, which was 0 lower than the previous day. The implied volatity was 0.2, 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 93.9, which was 0 lower than the previous day. The implied volatity was 1.36, 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 93.9, 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
