LAURUSLABS
Laurus Labs Limited
Historical option data for LAURUSLABS
04 May 2026 04:10 PM IST
| LAURUSLABS 26-May-2026 (21d) 1110 CE | ||||||||||||||||
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Delta: 0.76
Vega: 0.01
Theta: -0.73
Gamma: 0.00321
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 4 May | 1166.40 | 76.9 | 34.2 (80.09%) | 33.49 | 536 | 56 | 249 | |||||||||
| 30 Apr | 1100.95 | 40.25 | -3.5 (-8.00%) | 33.55 | 907 | 162 | 355 | |||||||||
| 29 Apr | 1106.10 | 43.85 | 4.399999999999999 (11.15%) | 37.88 | 332 | 86 | 195 | |||||||||
| 28 Apr | 1090.45 | 39 | -19.4 (-33.22%) | 38.44 | 168 | 90 | 109 | |||||||||
| 27 Apr | 1123.55 | 58.5 | 4.350000000000001 (8.03%) | 38.58 | 36 | 16 | 22 | |||||||||
| 24 Apr | 1113.45 | 53.75 | -7.450000000000003 (-12.17%) | 38.07 | 8 | 0 | 6 | |||||||||
| 23 Apr | 1129.00 | 61.2 | 35.900000000000006 (141.90%) | 35.15 | 17 | 6 | 6 | |||||||||
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| 22 Apr | 1096.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Apr | 1114.35 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Apr | 1129.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 1135.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 1128.35 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 1117.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 1087.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 1098.35 | 0 | 0 (0.00%) | 0.81 | 0 | 0 | 0 | |||||||||
| 9 Apr | 1083.70 | 25.3 | 0 (0.00%) | 1.1 | 0 | 0 | 0 | |||||||||
| 8 Apr | 1082.45 | 25.3 | 0 (0.00%) | 1 | 0 | 0 | 0 | |||||||||
| 7 Apr | 1057.45 | 25.3 | 0 (0.00%) | 2.67 | 0 | 0 | 0 | |||||||||
| 6 Apr | 1058.20 | 25.3 | 0 (0.00%) | 2.34 | 0 | 0 | 0 | |||||||||
For Laurus Labs Limited - strike price 1110 expiring on 26MAY2026
Delta for 1110 CE is 0.76
Historical price for 1110 CE is as follows
On 4 May LAURUSLABS was trading at 1166.40. The strike last trading price was 76.9, which was 34.2 higher than the previous day. The implied volatity was 33.49, the open interest changed by 56 which increased total open position to 249
On 30 Apr LAURUSLABS was trading at 1100.95. The strike last trading price was 40.25, which was -3.5 lower than the previous day. The implied volatity was 33.55, the open interest changed by 162 which increased total open position to 355
On 29 Apr LAURUSLABS was trading at 1106.10. The strike last trading price was 43.85, which was 4.399999999999999 higher than the previous day. The implied volatity was 37.88, the open interest changed by 86 which increased total open position to 195
On 28 Apr LAURUSLABS was trading at 1090.45. The strike last trading price was 39, which was -19.4 lower than the previous day. The implied volatity was 38.44, the open interest changed by 90 which increased total open position to 109
On 27 Apr LAURUSLABS was trading at 1123.55. The strike last trading price was 58.5, which was 4.350000000000001 higher than the previous day. The implied volatity was 38.58, the open interest changed by 16 which increased total open position to 22
On 24 Apr LAURUSLABS was trading at 1113.45. The strike last trading price was 53.75, which was -7.450000000000003 lower than the previous day. The implied volatity was 38.07, the open interest changed by 0 which decreased total open position to 6
On 23 Apr LAURUSLABS was trading at 1129.00. The strike last trading price was 61.2, which was 35.900000000000006 higher than the previous day. The implied volatity was 35.15, the open interest changed by 6 which increased total open position to 6
On 22 Apr LAURUSLABS was trading at 1096.10. 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 21 Apr LAURUSLABS was trading at 1114.35. 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 20 Apr LAURUSLABS was trading at 1129.50. 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 17 Apr LAURUSLABS was trading at 1135.75. 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 16 Apr LAURUSLABS was trading at 1128.35. 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 15 Apr LAURUSLABS was trading at 1117.60. 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 13 Apr LAURUSLABS was trading at 1087.80. 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 10 Apr LAURUSLABS was trading at 1098.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.81, the open interest changed by 0 which decreased total open position to 0
On 9 Apr LAURUSLABS was trading at 1083.70. The strike last trading price was 25.3, which was 0 lower than the previous day. The implied volatity was 1.1, the open interest changed by 0 which decreased total open position to 0
On 8 Apr LAURUSLABS was trading at 1082.45. The strike last trading price was 25.3, which was 0 lower than the previous day. The implied volatity was 1, the open interest changed by 0 which decreased total open position to 0
On 7 Apr LAURUSLABS was trading at 1057.45. The strike last trading price was 25.3, which was 0 lower than the previous day. The implied volatity was 2.67, 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 25.3, which was 0 lower than the previous day. The implied volatity was 2.34, the open interest changed by 0 which decreased total open position to 0
| LAURUSLABS 26-May-2026 (21d) 1110 PE | |||||||
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Delta: -0.24
Vega: 0.01
Theta: -0.53
Gamma: 0.0033
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 4 May | 1166.40 | 13.5 | -33.4 (-71.22%) | 32.38 | 993 | 53 | 140 |
| 30 Apr | 1100.95 | 40.5 | -4.549999999999997 (-10.10%) | 34.6 | 485 | 206 | 293 |
| 29 Apr | 1106.10 | 44.1 | -9.350000000000001 (-17.49%) | 35.11 | 163 | 48 | 88 |
| 28 Apr | 1090.45 | 53.5 | 14 (35.44%) | 36.68 | 61 | 11 | 40 |
| 27 Apr | 1123.55 | 39.5 | -2.8500000000000014 (-6.73%) | 37.32 | 35 | 17 | 29 |
| 24 Apr | 1113.45 | 42.35 | 2.5500000000000043 (6.41%) | 35.53 | 1 | 0 | 13 |
| 23 Apr | 1129.00 | 39.8 | -10.100000000000001 (-20.24%) | 35.74 | 11 | 6 | 14 |
| 22 Apr | 1096.10 | 49.9 | 6.5 (14.98%) | 34.25 | 10 | 7 | 8 |
| 21 Apr | 1114.35 | 43.4 | 6.350000000000001 (17.14%) | 36.14 | 1 | 0 | 0 |
| 20 Apr | 1129.50 | 37.05 | 37.05 | - | 0 | 0 | 0 |
| 17 Apr | 1135.75 | 37.05 | -3.200000000000003 (-7.95%) | 32.75 | 1 | 0 | 1 |
| 16 Apr | 1128.35 | 40.25 | -90.05000000000001 (-69.11%) | 35.21 | 1 | 0 | 0 |
| 15 Apr | 1117.60 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 1087.80 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 1098.35 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 9 Apr | 1083.70 | 130.3 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 Apr | 1082.45 | 130.3 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 Apr | 1057.45 | 130.3 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 1058.20 | 130.3 | 0 (0.00%) | - | 0 | 0 | 0 |
For Laurus Labs Limited - strike price 1110 expiring on 26MAY2026
Delta for 1110 PE is -0.24
Historical price for 1110 PE is as follows
On 4 May LAURUSLABS was trading at 1166.40. The strike last trading price was 13.5, which was -33.4 lower than the previous day. The implied volatity was 32.38, the open interest changed by 53 which increased total open position to 140
On 30 Apr LAURUSLABS was trading at 1100.95. The strike last trading price was 40.5, which was -4.549999999999997 lower than the previous day. The implied volatity was 34.6, the open interest changed by 206 which increased total open position to 293
On 29 Apr LAURUSLABS was trading at 1106.10. The strike last trading price was 44.1, which was -9.350000000000001 lower than the previous day. The implied volatity was 35.11, the open interest changed by 48 which increased total open position to 88
On 28 Apr LAURUSLABS was trading at 1090.45. The strike last trading price was 53.5, which was 14 higher than the previous day. The implied volatity was 36.68, the open interest changed by 11 which increased total open position to 40
On 27 Apr LAURUSLABS was trading at 1123.55. The strike last trading price was 39.5, which was -2.8500000000000014 lower than the previous day. The implied volatity was 37.32, the open interest changed by 17 which increased total open position to 29
On 24 Apr LAURUSLABS was trading at 1113.45. The strike last trading price was 42.35, which was 2.5500000000000043 higher than the previous day. The implied volatity was 35.53, the open interest changed by 0 which decreased total open position to 13
On 23 Apr LAURUSLABS was trading at 1129.00. The strike last trading price was 39.8, which was -10.100000000000001 lower than the previous day. The implied volatity was 35.74, the open interest changed by 6 which increased total open position to 14
On 22 Apr LAURUSLABS was trading at 1096.10. The strike last trading price was 49.9, which was 6.5 higher than the previous day. The implied volatity was 34.25, the open interest changed by 7 which increased total open position to 8
On 21 Apr LAURUSLABS was trading at 1114.35. The strike last trading price was 43.4, which was 6.350000000000001 higher than the previous day. The implied volatity was 36.14, the open interest changed by 0 which decreased total open position to 0
On 20 Apr LAURUSLABS was trading at 1129.50. The strike last trading price was 37.05, which was 37.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Apr LAURUSLABS was trading at 1135.75. The strike last trading price was 37.05, which was -3.200000000000003 lower than the previous day. The implied volatity was 32.75, the open interest changed by 0 which decreased total open position to 1
On 16 Apr LAURUSLABS was trading at 1128.35. The strike last trading price was 40.25, which was -90.05000000000001 lower than the previous day. The implied volatity was 35.21, the open interest changed by 0 which decreased total open position to 0
On 15 Apr LAURUSLABS was trading at 1117.60. 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 13 Apr LAURUSLABS was trading at 1087.80. 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 10 Apr LAURUSLABS was trading at 1098.35. 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 Apr LAURUSLABS was trading at 1083.70. The strike last trading price was 130.3, 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 8 Apr LAURUSLABS was trading at 1082.45. The strike last trading price was 130.3, 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 7 Apr LAURUSLABS was trading at 1057.45. The strike last trading price was 130.3, 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 6 Apr LAURUSLABS was trading at 1058.20. The strike last trading price was 130.3, 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
