LAURUSLABS
Laurus Labs Limited
Historical option data for LAURUSLABS
28 Apr 2026 04:10 PM IST
| LAURUSLABS 26-May-2026 (27d) 1100 CE | ||||||||||||||||
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Delta: 0.52
Vega: 0.01
Theta: -0.83
Gamma: 0.00367
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 28 Apr | 1090.45 | 43 | -21.099999999999994 | 35.6 | 571 | 222 | 567 | |||||||||
| 27 Apr | 1123.55 | 64.8 | 4.149999999999999 | 39.67 | 272 | 97 | 345 | |||||||||
| 24 Apr | 1113.45 | 60 | -7.450000000000003 | 37.56 | 101 | 2 | 247 | |||||||||
| 23 Apr | 1129.00 | 67 | 17.35 | 35.17 | 237 | 6 | 242 | |||||||||
| 22 Apr | 1096.10 | 49.5 | -12.149999999999999 | 35.94 | 86 | 16 | 236 | |||||||||
| 21 Apr | 1114.35 | 61.1 | -11.149999999999999 | 36.09 | 54 | 26 | 218 | |||||||||
| 20 Apr | 1129.50 | 71.5 | -5 | 35.7 | 6 | 1 | 192 | |||||||||
| 17 Apr | 1135.75 | 76.5 | 7.450000000000003 | 32.85 | 16 | -5 | 193 | |||||||||
| 16 Apr | 1128.35 | 69.05 | 2.6499999999999915 | 33.82 | 43 | 22 | 200 | |||||||||
| 15 Apr | 1117.60 | 64.25 | 11.299999999999997 | 34.99 | 133 | 50 | 178 | |||||||||
| 13 Apr | 1087.80 | 52.95 | -6.699999999999996 | 36.91 | 91 | 40 | 128 | |||||||||
| 10 Apr | 1098.35 | 59 | 2.3500000000000014 | 35.98 | 74 | 48 | 89 | |||||||||
| 9 Apr | 1083.70 | 56.65 | 5.2 | 37.29 | 12 | 8 | 39 | |||||||||
| 8 Apr | 1082.45 | 51.45 | 6.45 | 33.98 | 38 | 23 | 30 | |||||||||
| 7 Apr | 1057.45 | 45 | -11.15 | 36.82 | 7 | 6 | 6 | |||||||||
| 6 Apr | 1058.20 | 56.15 | 0 | 1.92 | 0 | 0 | 0 | |||||||||
| 2 Apr | 1042.90 | - | - | - | 0 | 0 | 0 | |||||||||
| 1 Apr | 1038.80 | - | - | - | 0 | 0 | 0 | |||||||||
| 30 Mar | 992.70 | 56.15 | 0 | - | 0 | 0 | 0 | |||||||||
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| 27 Mar | 1008.80 | 56.15 | 0 | 4.7 | 0 | 0 | 0 | |||||||||
| 25 Mar | 1023.50 | 56.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Mar | 992.60 | 56.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Mar | 961.40 | - | - | - | 0 | 0 | 0 | |||||||||
| 20 Mar | 987.20 | - | - | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 944.90 | - | - | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 983.40 | - | - | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 968.70 | - | - | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 960.80 | 56.15 | 0 | 4.2 | 0 | 0 | 0 | |||||||||
| 13 Mar | 1003.40 | 56.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 1046.80 | 56.15 | 0 | 2.91 | 0 | 0 | 0 | |||||||||
| 11 Mar | 1041.00 | 56.15 | 0 | 0.96 | 0 | 0 | 0 | |||||||||
| 10 Mar | 1038.00 | 56.15 | 0 | 2.28 | 0 | 0 | 0 | |||||||||
| 9 Mar | 1021.00 | 56.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 1026.20 | 56.15 | 0 | 1.73 | 0 | 0 | 0 | |||||||||
| 5 Mar | 1045.90 | 56.15 | 0 | 1.25 | 0 | 0 | 0 | |||||||||
| 4 Mar | 1030.60 | 56.15 | 0 | 2.58 | 0 | 0 | 0 | |||||||||
| 2 Mar | 1065.00 | 56.15 | 0 | 0.34 | 0 | 0 | 0 | |||||||||
| 27 Feb | 1075.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Laurus Labs Limited - strike price 1100 expiring on 26MAY2026
Delta for 1100 CE is 0.52
Historical price for 1100 CE is as follows
On 28 Apr LAURUSLABS was trading at 1090.45. The strike last trading price was 43, which was -21.099999999999994 lower than the previous day. The implied volatity was 35.6, the open interest changed by 222 which increased total open position to 567
On 27 Apr LAURUSLABS was trading at 1123.55. The strike last trading price was 64.8, which was 4.149999999999999 higher than the previous day. The implied volatity was 39.67, the open interest changed by 97 which increased total open position to 345
On 24 Apr LAURUSLABS was trading at 1113.45. The strike last trading price was 60, which was -7.450000000000003 lower than the previous day. The implied volatity was 37.56, the open interest changed by 2 which increased total open position to 247
On 23 Apr LAURUSLABS was trading at 1129.00. The strike last trading price was 67, which was 17.35 higher than the previous day. The implied volatity was 35.17, the open interest changed by 6 which increased total open position to 242
On 22 Apr LAURUSLABS was trading at 1096.10. The strike last trading price was 49.5, which was -12.149999999999999 lower than the previous day. The implied volatity was 35.94, the open interest changed by 16 which increased total open position to 236
On 21 Apr LAURUSLABS was trading at 1114.35. The strike last trading price was 61.1, which was -11.149999999999999 lower than the previous day. The implied volatity was 36.09, the open interest changed by 26 which increased total open position to 218
On 20 Apr LAURUSLABS was trading at 1129.50. The strike last trading price was 71.5, which was -5 lower than the previous day. The implied volatity was 35.7, the open interest changed by 1 which increased total open position to 192
On 17 Apr LAURUSLABS was trading at 1135.75. The strike last trading price was 76.5, which was 7.450000000000003 higher than the previous day. The implied volatity was 32.85, the open interest changed by -5 which decreased total open position to 193
On 16 Apr LAURUSLABS was trading at 1128.35. The strike last trading price was 69.05, which was 2.6499999999999915 higher than the previous day. The implied volatity was 33.82, the open interest changed by 22 which increased total open position to 200
On 15 Apr LAURUSLABS was trading at 1117.60. The strike last trading price was 64.25, which was 11.299999999999997 higher than the previous day. The implied volatity was 34.99, the open interest changed by 50 which increased total open position to 178
On 13 Apr LAURUSLABS was trading at 1087.80. The strike last trading price was 52.95, which was -6.699999999999996 lower than the previous day. The implied volatity was 36.91, the open interest changed by 40 which increased total open position to 128
On 10 Apr LAURUSLABS was trading at 1098.35. The strike last trading price was 59, which was 2.3500000000000014 higher than the previous day. The implied volatity was 35.98, the open interest changed by 48 which increased total open position to 89
On 9 Apr LAURUSLABS was trading at 1083.70. The strike last trading price was 56.65, which was 5.2 higher than the previous day. The implied volatity was 37.29, the open interest changed by 8 which increased total open position to 39
On 8 Apr LAURUSLABS was trading at 1082.45. The strike last trading price was 51.45, which was 6.45 higher than the previous day. The implied volatity was 33.98, the open interest changed by 23 which increased total open position to 30
On 7 Apr LAURUSLABS was trading at 1057.45. The strike last trading price was 45, which was -11.15 lower than the previous day. The implied volatity was 36.82, the open interest changed by 6 which increased total open position to 6
On 6 Apr LAURUSLABS was trading at 1058.20. The strike last trading price was 56.15, which was 0 lower than the previous day. The implied volatity was 1.92, the open interest changed by 0 which decreased total open position to 0
On 2 Apr LAURUSLABS was trading at 1042.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Apr LAURUSLABS was trading at 1038.80. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Mar LAURUSLABS was trading at 992.70. The strike last trading price was 56.15, 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 27 Mar LAURUSLABS was trading at 1008.80. The strike last trading price was 56.15, which was 0 lower than the previous day. The implied volatity was 4.7, the open interest changed by 0 which decreased total open position to 0
On 25 Mar LAURUSLABS was trading at 1023.50. The strike last trading price was 56.15, 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 24 Mar LAURUSLABS was trading at 992.60. The strike last trading price was 56.15, 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 23 Mar LAURUSLABS was trading at 961.40. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Mar LAURUSLABS was trading at 987.20. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Mar LAURUSLABS was trading at 944.90. The strike last trading price was -, which was - 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 -, which was - 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 -, which was - 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 56.15, which was 0 lower than the previous day. The implied volatity was 4.2, 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 56.15, 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 56.15, which was 0 lower than the previous day. The implied volatity was 2.91, 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 56.15, which was 0 lower than the previous day. The implied volatity was 0.96, 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 56.15, which was 0 lower than the previous day. The implied volatity was 2.28, 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 56.15, 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 56.15, which was 0 lower than the previous day. The implied volatity was 1.73, 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 56.15, which was 0 lower than the previous day. The implied volatity was 1.25, 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 56.15, which was 0 lower than the previous day. The implied volatity was 2.58, 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 56.15, which was 0 lower than the previous day. The implied volatity was 0.34, 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 0, 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
| LAURUSLABS 26-May-2026 (27d) 1100 PE | |||||||
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Delta: -0.49
Vega: 0.01
Theta: -0.72
Gamma: 0.00343
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 28 Apr | 1090.45 | 48.8 | 14.049999999999997 | 38.32 | 624 | 153 | 586 |
| 27 Apr | 1123.55 | 34.5 | -5.100000000000001 | 37.59 | 230 | 61 | 430 |
| 24 Apr | 1113.45 | 38.4 | 4.600000000000001 | 36.47 | 311 | 36 | 371 |
| 23 Apr | 1129.00 | 34.35 | -11.25 | 37.28 | 252 | 62 | 334 |
| 22 Apr | 1096.10 | 45.85 | 8.450000000000003 | 35.15 | 165 | 44 | 272 |
| 21 Apr | 1114.35 | 37 | 3.6499999999999986 | 34.08 | 108 | 26 | 226 |
| 20 Apr | 1129.50 | 34 | 3.6499999999999986 | 34.61 | 58 | 9 | 198 |
| 17 Apr | 1135.75 | 30.55 | -2.349999999999998 | 32.96 | 98 | 30 | 189 |
| 16 Apr | 1128.35 | 33 | -5.350000000000001 | 32.99 | 106 | 53 | 167 |
| 15 Apr | 1117.60 | 38.35 | -16.199999999999996 | 32.99 | 111 | 63 | 113 |
| 13 Apr | 1087.80 | 54.55 | 4 | 35.1 | 9 | 6 | 48 |
| 10 Apr | 1098.35 | 51.05 | -8.650000000000006 | 34.92 | 22 | 5 | 42 |
| 9 Apr | 1083.70 | 59.7 | -6.3 | 37.69 | 37 | 33 | 37 |
| 8 Apr | 1082.45 | 66 | -11 | 40.84 | 3 | 2 | 3 |
| 7 Apr | 1057.45 | 77 | -32.55 | 39.86 | 1 | 0 | 0 |
| 6 Apr | 1058.20 | 109.55 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 1042.90 | - | - | - | 0 | 0 | 0 |
| 1 Apr | 1038.80 | - | - | - | 0 | 0 | 0 |
| 30 Mar | 992.70 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 1008.80 | 0 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 1023.50 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 992.60 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Mar | 961.40 | - | - | - | 0 | 0 | 0 |
| 20 Mar | 987.20 | - | - | - | 0 | 0 | 0 |
| 19 Mar | 944.90 | - | - | - | 0 | 0 | 0 |
| 18 Mar | 983.40 | - | - | - | 0 | 0 | 0 |
| 17 Mar | 968.70 | - | - | - | 0 | 0 | 0 |
| 16 Mar | 960.80 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 1003.40 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 1046.80 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 1041.00 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 1038.00 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Mar | 1021.00 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 1026.20 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 1045.90 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 1030.60 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Mar | 1065.00 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 1075.80 | 0 | 0 | 0.3 | 0 | 0 | 0 |
For Laurus Labs Limited - strike price 1100 expiring on 26MAY2026
Delta for 1100 PE is -0.49
Historical price for 1100 PE is as follows
On 28 Apr LAURUSLABS was trading at 1090.45. The strike last trading price was 48.8, which was 14.049999999999997 higher than the previous day. The implied volatity was 38.32, the open interest changed by 153 which increased total open position to 586
On 27 Apr LAURUSLABS was trading at 1123.55. The strike last trading price was 34.5, which was -5.100000000000001 lower than the previous day. The implied volatity was 37.59, the open interest changed by 61 which increased total open position to 430
On 24 Apr LAURUSLABS was trading at 1113.45. The strike last trading price was 38.4, which was 4.600000000000001 higher than the previous day. The implied volatity was 36.47, the open interest changed by 36 which increased total open position to 371
On 23 Apr LAURUSLABS was trading at 1129.00. The strike last trading price was 34.35, which was -11.25 lower than the previous day. The implied volatity was 37.28, the open interest changed by 62 which increased total open position to 334
On 22 Apr LAURUSLABS was trading at 1096.10. The strike last trading price was 45.85, which was 8.450000000000003 higher than the previous day. The implied volatity was 35.15, the open interest changed by 44 which increased total open position to 272
On 21 Apr LAURUSLABS was trading at 1114.35. The strike last trading price was 37, which was 3.6499999999999986 higher than the previous day. The implied volatity was 34.08, the open interest changed by 26 which increased total open position to 226
On 20 Apr LAURUSLABS was trading at 1129.50. The strike last trading price was 34, which was 3.6499999999999986 higher than the previous day. The implied volatity was 34.61, the open interest changed by 9 which increased total open position to 198
On 17 Apr LAURUSLABS was trading at 1135.75. The strike last trading price was 30.55, which was -2.349999999999998 lower than the previous day. The implied volatity was 32.96, the open interest changed by 30 which increased total open position to 189
On 16 Apr LAURUSLABS was trading at 1128.35. The strike last trading price was 33, which was -5.350000000000001 lower than the previous day. The implied volatity was 32.99, the open interest changed by 53 which increased total open position to 167
On 15 Apr LAURUSLABS was trading at 1117.60. The strike last trading price was 38.35, which was -16.199999999999996 lower than the previous day. The implied volatity was 32.99, the open interest changed by 63 which increased total open position to 113
On 13 Apr LAURUSLABS was trading at 1087.80. The strike last trading price was 54.55, which was 4 higher than the previous day. The implied volatity was 35.1, the open interest changed by 6 which increased total open position to 48
On 10 Apr LAURUSLABS was trading at 1098.35. The strike last trading price was 51.05, which was -8.650000000000006 lower than the previous day. The implied volatity was 34.92, the open interest changed by 5 which increased total open position to 42
On 9 Apr LAURUSLABS was trading at 1083.70. The strike last trading price was 59.7, which was -6.3 lower than the previous day. The implied volatity was 37.69, the open interest changed by 33 which increased total open position to 37
On 8 Apr LAURUSLABS was trading at 1082.45. The strike last trading price was 66, which was -11 lower than the previous day. The implied volatity was 40.84, the open interest changed by 2 which increased total open position to 3
On 7 Apr LAURUSLABS was trading at 1057.45. The strike last trading price was 77, which was -32.55 lower than the previous day. The implied volatity was 39.86, the open interest changed by 0 which decreased total open position to 0
On 6 Apr LAURUSLABS was trading at 1058.20. The strike last trading price was 109.55, 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 2 Apr LAURUSLABS was trading at 1042.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Apr LAURUSLABS was trading at 1038.80. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Mar LAURUSLABS was trading at 992.70. The strike last trading price was 0, 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 27 Mar LAURUSLABS was trading at 1008.80. The strike last trading price was 0, 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 Mar LAURUSLABS was trading at 1023.50. The strike last trading price was 0, 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 24 Mar LAURUSLABS was trading at 992.60. The strike last trading price was 0, 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 23 Mar LAURUSLABS was trading at 961.40. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Mar LAURUSLABS was trading at 987.20. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Mar LAURUSLABS was trading at 944.90. The strike last trading price was -, which was - 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 -, which was - 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 -, which was - 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 0, 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 0, 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 0, 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 Mar LAURUSLABS was trading at 1041.00. The strike last trading price was 0, 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 Mar LAURUSLABS was trading at 1038.00. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 Mar LAURUSLABS was trading at 1030.60. The strike last trading price was 0, 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 Mar LAURUSLABS was trading at 1065.00. The strike last trading price was 0, 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 27 Feb LAURUSLABS was trading at 1075.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.3, the open interest changed by 0 which decreased total open position to 0
