LAURUSLABS
Laurus Labs Limited
Historical option data for LAURUSLABS
05 May 2026 04:10 PM IST
| LAURUSLABS 26-May-2026 (20d) 1120 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.71
Vega: 0.01
Theta: -0.83
Gamma: 0.00361
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 5 May | 1164.10 | 65.3 | -3.450000000000003 (-5.02%) | 33.97 | 121 | -28 | 257 | |||||||||
| 4 May | 1166.40 | 70 | 31.65 (82.53%) | 36.53 | 778 | -7 | 290 | |||||||||
| 30 Apr | 1100.95 | 36.7 | -2.299999999999997 (-5.90%) | 34.47 | 1,019 | 69 | 366 | |||||||||
| 29 Apr | 1106.10 | 39.25 | 4.100000000000001 (11.66%) | 37.31 | 458 | 25 | 304 | |||||||||
| 28 Apr | 1090.45 | 34.15 | -18.950000000000003 (-35.69%) | 35.55 | 311 | 45 | 280 | |||||||||
| 27 Apr | 1123.55 | 52.8 | 3.8999999999999986 (7.98%) | 38.52 | 246 | 65 | 232 | |||||||||
| 24 Apr | 1113.45 | 49 | -7.200000000000003 (-12.81%) | 36.91 | 87 | 10 | 165 | |||||||||
| 23 Apr | 1129.00 | 56.75 | 17.15 (43.31%) | 35.9 | 408 | 73 | 162 | |||||||||
| 22 Apr | 1096.10 | 41.3 | -9 (-17.89%) | 36.61 | 59 | 8 | 89 | |||||||||
| 21 Apr | 1114.35 | 49.45 | -11.399999999999999 (-18.73%) | 36.17 | 24 | 14 | 81 | |||||||||
| 20 Apr | 1129.50 | 60.85 | -0.6499999999999986 (-1.06%) | 36.44 | 17 | 2 | 67 | |||||||||
| 17 Apr | 1135.75 | 61.5 | 2.6000000000000014 (4.41%) | 34.33 | 1 | 0 | 65 | |||||||||
| 16 Apr | 1128.35 | 58.9 | 5.899999999999999 (11.13%) | 34.1 | 53 | 32 | 64 | |||||||||
| 15 Apr | 1117.60 | 53 | 1 (1.92%) | 34.43 | 37 | 25 | 32 | |||||||||
| 13 Apr | 1087.80 | 52 | -3.799999999999997 (-6.81%) | 36.73 | 0 | 0 | 7 | |||||||||
| 10 Apr | 1098.35 | 52 | 4.049999999999997 (8.45%) | 36.73 | 2 | 0 | 5 | |||||||||
| 9 Apr | 1083.70 | 47.95 | 8.95 (22.95%) | 37.28 | 5 | 3 | 4 | |||||||||
| 8 Apr | 1082.45 | 39 | -10.45 (-21.13%) | - | 0 | 0 | 1 | |||||||||
| 7 Apr | 1057.45 | 39 | -10.45 (-21.13%) | 37.74 | 1 | 0 | 0 | |||||||||
| 6 Apr | 1058.20 | - | - | - | 0 | 0 | 0 | |||||||||
| 2 Apr | 1042.90 | - | - | - | 0 | 0 | 0 | |||||||||
| 1 Apr | 1038.80 | - | - | - | 0 | 0 | 0 | |||||||||
| 30 Mar | 992.70 | - | - | - | 0 | 0 | 0 | |||||||||
| 27 Mar | 1008.80 | 49.45 | 0 (0.00%) | 5.14 | 0 | 0 | 0 | |||||||||
| 25 Mar | 1023.50 | 49.45 | 0 (0.00%) | 4.95 | 0 | 0 | 0 | |||||||||
| 16 Mar | 960.80 | - | - | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 1003.40 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 1046.80 | 0 | 0 (0.00%) | 3.04 | 0 | 0 | 0 | |||||||||
| 11 Mar | 1041.00 | 0 | 0 (0.00%) | 3.06 | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 10 Mar | 1038.00 | 0 | 0 (0.00%) | 3.44 | 0 | 0 | 0 | |||||||||
| 9 Mar | 1021.00 | 0 | 0 (0.00%) | 4.13 | 0 | 0 | 0 | |||||||||
| 6 Mar | 1026.20 | 0 | 0 (0.00%) | 3.8 | 0 | 0 | 0 | |||||||||
| 5 Mar | 1045.90 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 1030.60 | 0 | 0 (0.00%) | 3.4 | 0 | 0 | 0 | |||||||||
| 2 Mar | 1065.00 | 0 | 0 (0.00%) | 1.55 | 0 | 0 | 0 | |||||||||
| 27 Feb | 1075.80 | 0 | 0 (0.00%) | 0.87 | 0 | 0 | 0 | |||||||||
For Laurus Labs Limited - strike price 1120 expiring on 26MAY2026
Delta for 1120 CE is 0.71
Historical price for 1120 CE is as follows
On 5 May LAURUSLABS was trading at 1164.10. The strike last trading price was 65.3, which was -3.450000000000003 lower than the previous day. The implied volatity was 33.97, the open interest changed by -28 which decreased total open position to 257
On 4 May LAURUSLABS was trading at 1166.40. The strike last trading price was 70, which was 31.65 higher than the previous day. The implied volatity was 36.53, the open interest changed by -7 which decreased total open position to 290
On 30 Apr LAURUSLABS was trading at 1100.95. The strike last trading price was 36.7, which was -2.299999999999997 lower than the previous day. The implied volatity was 34.47, the open interest changed by 69 which increased total open position to 366
On 29 Apr LAURUSLABS was trading at 1106.10. The strike last trading price was 39.25, which was 4.100000000000001 higher than the previous day. The implied volatity was 37.31, the open interest changed by 25 which increased total open position to 304
On 28 Apr LAURUSLABS was trading at 1090.45. The strike last trading price was 34.15, which was -18.950000000000003 lower than the previous day. The implied volatity was 35.55, the open interest changed by 45 which increased total open position to 280
On 27 Apr LAURUSLABS was trading at 1123.55. The strike last trading price was 52.8, which was 3.8999999999999986 higher than the previous day. The implied volatity was 38.52, the open interest changed by 65 which increased total open position to 232
On 24 Apr LAURUSLABS was trading at 1113.45. The strike last trading price was 49, which was -7.200000000000003 lower than the previous day. The implied volatity was 36.91, the open interest changed by 10 which increased total open position to 165
On 23 Apr LAURUSLABS was trading at 1129.00. The strike last trading price was 56.75, which was 17.15 higher than the previous day. The implied volatity was 35.9, the open interest changed by 73 which increased total open position to 162
On 22 Apr LAURUSLABS was trading at 1096.10. The strike last trading price was 41.3, which was -9 lower than the previous day. The implied volatity was 36.61, the open interest changed by 8 which increased total open position to 89
On 21 Apr LAURUSLABS was trading at 1114.35. The strike last trading price was 49.45, which was -11.399999999999999 lower than the previous day. The implied volatity was 36.17, the open interest changed by 14 which increased total open position to 81
On 20 Apr LAURUSLABS was trading at 1129.50. The strike last trading price was 60.85, which was -0.6499999999999986 lower than the previous day. The implied volatity was 36.44, the open interest changed by 2 which increased total open position to 67
On 17 Apr LAURUSLABS was trading at 1135.75. The strike last trading price was 61.5, which was 2.6000000000000014 higher than the previous day. The implied volatity was 34.33, the open interest changed by 0 which decreased total open position to 65
On 16 Apr LAURUSLABS was trading at 1128.35. The strike last trading price was 58.9, which was 5.899999999999999 higher than the previous day. The implied volatity was 34.1, the open interest changed by 32 which increased total open position to 64
On 15 Apr LAURUSLABS was trading at 1117.60. The strike last trading price was 53, which was 1 higher than the previous day. The implied volatity was 34.43, the open interest changed by 25 which increased total open position to 32
On 13 Apr LAURUSLABS was trading at 1087.80. The strike last trading price was 52, which was -3.799999999999997 lower than the previous day. The implied volatity was 36.73, the open interest changed by 0 which decreased total open position to 7
On 10 Apr LAURUSLABS was trading at 1098.35. The strike last trading price was 52, which was 4.049999999999997 higher than the previous day. The implied volatity was 36.73, the open interest changed by 0 which decreased total open position to 5
On 9 Apr LAURUSLABS was trading at 1083.70. The strike last trading price was 47.95, which was 8.95 higher than the previous day. The implied volatity was 37.28, the open interest changed by 3 which increased total open position to 4
On 8 Apr LAURUSLABS was trading at 1082.45. The strike last trading price was 39, which was -10.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 7 Apr LAURUSLABS was trading at 1057.45. The strike last trading price was 39, which was -10.45 lower than the previous day. The implied volatity was 37.74, 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 -, 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 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 -, 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 27 Mar LAURUSLABS was trading at 1008.80. The strike last trading price was 49.45, which was 0 lower than the previous day. The implied volatity was 5.14, 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 49.45, which was 0 lower than the previous day. The implied volatity was 4.95, 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 -, 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 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 3.04, 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 3.06, 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 3.44, 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 4.13, 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 3.8, 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 3.4, 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 1.55, 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 0.87, the open interest changed by 0 which decreased total open position to 0
| LAURUSLABS 26-May-2026 (20d) 1120 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.27
Vega: 0.01
Theta: -0.56
Gamma: 0.00383
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 May | 1164.10 | 14.9 | -1.4999999999999982 (-9.15%) | 30.69 | 241 | -1 | 192 |
| 4 May | 1166.40 | 15.5 | -36.7 (-70.31%) | 30.7 | 789 | 45 | 192 |
| 30 Apr | 1100.95 | 47 | -3.3999999999999986 (-6.75%) | 34.81 | 264 | -5 | 142 |
| 29 Apr | 1106.10 | 48.85 | -9.899999999999999 (-16.85%) | 35.65 | 132 | -5 | 147 |
| 28 Apr | 1090.45 | 58.6 | 15.050000000000004 (34.56%) | 37.02 | 258 | 38 | 158 |
| 27 Apr | 1123.55 | 43.45 | -5.75 (-11.69%) | 38.07 | 152 | 39 | 119 |
| 24 Apr | 1113.45 | 49.45 | 7.700000000000003 (18.44%) | 36.28 | 30 | 6 | 77 |
| 23 Apr | 1129.00 | 42 | -11.149999999999999 (-20.98%) | 36.12 | 54 | 23 | 72 |
| 22 Apr | 1096.10 | 53.15 | 6.600000000000001 (14.18%) | 32.48 | 37 | 22 | 49 |
| 21 Apr | 1114.35 | 46.35 | 4.350000000000001 (10.36%) | 33.65 | 19 | 6 | 26 |
| 20 Apr | 1129.50 | 42 | 42 | - | 0 | 0 | 20 |
| 17 Apr | 1135.75 | 42 | 2 (5.00%) | 32.44 | 12 | 10 | 19 |
| 16 Apr | 1128.35 | 40 | -82.5 (-67.35%) | 31.93 | 10 | 9 | 9 |
| 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 | 122.5 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 Apr | 1082.45 | 122.5 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 Apr | 1057.45 | 122.5 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 1058.20 | - | - | - | 0 | 0 | 0 |
| 2 Apr | 1042.90 | - | - | - | 0 | 0 | 0 |
| 1 Apr | 1038.80 | - | - | - | 0 | 0 | 0 |
| 30 Mar | 992.70 | - | - | - | 0 | 0 | 0 |
| 27 Mar | 1008.80 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 25 Mar | 1023.50 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 16 Mar | 960.80 | - | - | - | 0 | 0 | 0 |
| 13 Mar | 1003.40 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 12 Mar | 1046.80 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 11 Mar | 1041.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 10 Mar | 1038.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 9 Mar | 1021.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Mar | 1026.20 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 5 Mar | 1045.90 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 4 Mar | 1030.60 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Mar | 1065.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 27 Feb | 1075.80 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Laurus Labs Limited - strike price 1120 expiring on 26MAY2026
Delta for 1120 PE is -0.27
Historical price for 1120 PE is as follows
On 5 May LAURUSLABS was trading at 1164.10. The strike last trading price was 14.9, which was -1.4999999999999982 lower than the previous day. The implied volatity was 30.69, the open interest changed by -1 which decreased total open position to 192
On 4 May LAURUSLABS was trading at 1166.40. The strike last trading price was 15.5, which was -36.7 lower than the previous day. The implied volatity was 30.7, the open interest changed by 45 which increased total open position to 192
On 30 Apr LAURUSLABS was trading at 1100.95. The strike last trading price was 47, which was -3.3999999999999986 lower than the previous day. The implied volatity was 34.81, the open interest changed by -5 which decreased total open position to 142
On 29 Apr LAURUSLABS was trading at 1106.10. The strike last trading price was 48.85, which was -9.899999999999999 lower than the previous day. The implied volatity was 35.65, the open interest changed by -5 which decreased total open position to 147
On 28 Apr LAURUSLABS was trading at 1090.45. The strike last trading price was 58.6, which was 15.050000000000004 higher than the previous day. The implied volatity was 37.02, the open interest changed by 38 which increased total open position to 158
On 27 Apr LAURUSLABS was trading at 1123.55. The strike last trading price was 43.45, which was -5.75 lower than the previous day. The implied volatity was 38.07, the open interest changed by 39 which increased total open position to 119
On 24 Apr LAURUSLABS was trading at 1113.45. The strike last trading price was 49.45, which was 7.700000000000003 higher than the previous day. The implied volatity was 36.28, the open interest changed by 6 which increased total open position to 77
On 23 Apr LAURUSLABS was trading at 1129.00. The strike last trading price was 42, which was -11.149999999999999 lower than the previous day. The implied volatity was 36.12, the open interest changed by 23 which increased total open position to 72
On 22 Apr LAURUSLABS was trading at 1096.10. The strike last trading price was 53.15, which was 6.600000000000001 higher than the previous day. The implied volatity was 32.48, the open interest changed by 22 which increased total open position to 49
On 21 Apr LAURUSLABS was trading at 1114.35. The strike last trading price was 46.35, which was 4.350000000000001 higher than the previous day. The implied volatity was 33.65, the open interest changed by 6 which increased total open position to 26
On 20 Apr LAURUSLABS was trading at 1129.50. The strike last trading price was 42, which was 42 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 17 Apr LAURUSLABS was trading at 1135.75. The strike last trading price was 42, which was 2 higher than the previous day. The implied volatity was 32.44, the open interest changed by 10 which increased total open position to 19
On 16 Apr LAURUSLABS was trading at 1128.35. The strike last trading price was 40, which was -82.5 lower than the previous day. The implied volatity was 31.93, the open interest changed by 9 which increased total open position to 9
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 122.5, 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 122.5, 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 122.5, 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 -, 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 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 -, 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 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 16 Mar LAURUSLABS was trading at 960.80. 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 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 -, the open interest changed by 0 which decreased total open position to 0
