LAURUSLABS
Laurus Labs Limited
Historical option data for LAURUSLABS
06 May 2026 04:10 PM IST
| LAURUSLABS 26-May-2026 (19d) 1130 CE | ||||||||||||||||
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Delta: 0.72
Vega: 0.01
Theta: -0.81
Gamma: 0.00372
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 6 May | 1177.60 | 64.5 | 6.549999999999997 (11.30%) | 32.76 | 75 | -23 | 134 | |||||||||
| 5 May | 1164.10 | 57.95 | -3.4499999999999957 (-5.62%) | 32.78 | 125 | 34 | 156 | |||||||||
| 4 May | 1166.40 | 63 | 29.5 (88.06%) | 34.73 | 476 | -63 | 124 | |||||||||
| 30 Apr | 1100.95 | 33.95 | -1.0499999999999972 (-3.00%) | 35.82 | 255 | -4 | 183 | |||||||||
| 29 Apr | 1106.10 | 35.2 | 4.050000000000004 (13.00%) | 37.86 | 294 | 10 | 186 | |||||||||
| 28 Apr | 1090.45 | 31 | -16.9 (-35.28%) | 37.17 | 132 | 19 | 178 | |||||||||
| 27 Apr | 1123.55 | 47.75 | 3.200000000000003 (7.18%) | 38.47 | 107 | 20 | 157 | |||||||||
| 24 Apr | 1113.45 | 44 | -6.850000000000001 (-13.47%) | 37.25 | 116 | 51 | 137 | |||||||||
| 23 Apr | 1129.00 | 51.3 | 15.199999999999996 (42.11%) | 35.65 | 109 | 29 | 86 | |||||||||
| 22 Apr | 1096.10 | 36.1 | -8.100000000000001 (-18.33%) | 35.36 | 13 | 6 | 57 | |||||||||
| 21 Apr | 1114.35 | 44.2 | -11.299999999999997 (-20.36%) | 34.85 | 8 | 2 | 50 | |||||||||
| 20 Apr | 1129.50 | 55.5 | 5.5 (11.00%) | 35.76 | 3 | 1 | 48 | |||||||||
| 17 Apr | 1135.75 | 50 | -4 (-7.41%) | 33.01 | 10 | 4 | 45 | |||||||||
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| 16 Apr | 1128.35 | 54 | 7.399999999999999 (15.88%) | 33.04 | 12 | 8 | 40 | |||||||||
| 15 Apr | 1117.60 | 46.6 | 1.6000000000000014 (3.56%) | 33.12 | 36 | 29 | 31 | |||||||||
| 13 Apr | 1087.80 | 45 | -6.549999999999997 (-12.71%) | 35.52 | 0 | 0 | 2 | |||||||||
| 10 Apr | 1098.35 | 45 | 8.899999999999999 (24.65%) | 35.52 | 1 | 0 | 1 | |||||||||
| 9 Apr | 1083.70 | 36.1 | 15.15 (72.32%) | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 1082.45 | 36.1 | 15.15 (72.32%) | - | 0 | 0 | 1 | |||||||||
| 7 Apr | 1057.45 | 36.1 | 15.15 (72.32%) | 38.04 | 1 | 0 | 0 | |||||||||
For Laurus Labs Limited - strike price 1130 expiring on 26MAY2026
Delta for 1130 CE is 0.72
Historical price for 1130 CE is as follows
On 6 May LAURUSLABS was trading at 1177.60. The strike last trading price was 64.5, which was 6.549999999999997 higher than the previous day. The implied volatity was 32.76, the open interest changed by -23 which decreased total open position to 134
On 5 May LAURUSLABS was trading at 1164.10. The strike last trading price was 57.95, which was -3.4499999999999957 lower than the previous day. The implied volatity was 32.78, the open interest changed by 34 which increased total open position to 156
On 4 May LAURUSLABS was trading at 1166.40. The strike last trading price was 63, which was 29.5 higher than the previous day. The implied volatity was 34.73, the open interest changed by -63 which decreased total open position to 124
On 30 Apr LAURUSLABS was trading at 1100.95. The strike last trading price was 33.95, which was -1.0499999999999972 lower than the previous day. The implied volatity was 35.82, the open interest changed by -4 which decreased total open position to 183
On 29 Apr LAURUSLABS was trading at 1106.10. The strike last trading price was 35.2, which was 4.050000000000004 higher than the previous day. The implied volatity was 37.86, the open interest changed by 10 which increased total open position to 186
On 28 Apr LAURUSLABS was trading at 1090.45. The strike last trading price was 31, which was -16.9 lower than the previous day. The implied volatity was 37.17, the open interest changed by 19 which increased total open position to 178
On 27 Apr LAURUSLABS was trading at 1123.55. The strike last trading price was 47.75, which was 3.200000000000003 higher than the previous day. The implied volatity was 38.47, the open interest changed by 20 which increased total open position to 157
On 24 Apr LAURUSLABS was trading at 1113.45. The strike last trading price was 44, which was -6.850000000000001 lower than the previous day. The implied volatity was 37.25, the open interest changed by 51 which increased total open position to 137
On 23 Apr LAURUSLABS was trading at 1129.00. The strike last trading price was 51.3, which was 15.199999999999996 higher than the previous day. The implied volatity was 35.65, the open interest changed by 29 which increased total open position to 86
On 22 Apr LAURUSLABS was trading at 1096.10. The strike last trading price was 36.1, which was -8.100000000000001 lower than the previous day. The implied volatity was 35.36, the open interest changed by 6 which increased total open position to 57
On 21 Apr LAURUSLABS was trading at 1114.35. The strike last trading price was 44.2, which was -11.299999999999997 lower than the previous day. The implied volatity was 34.85, the open interest changed by 2 which increased total open position to 50
On 20 Apr LAURUSLABS was trading at 1129.50. The strike last trading price was 55.5, which was 5.5 higher than the previous day. The implied volatity was 35.76, the open interest changed by 1 which increased total open position to 48
On 17 Apr LAURUSLABS was trading at 1135.75. The strike last trading price was 50, which was -4 lower than the previous day. The implied volatity was 33.01, the open interest changed by 4 which increased total open position to 45
On 16 Apr LAURUSLABS was trading at 1128.35. The strike last trading price was 54, which was 7.399999999999999 higher than the previous day. The implied volatity was 33.04, the open interest changed by 8 which increased total open position to 40
On 15 Apr LAURUSLABS was trading at 1117.60. The strike last trading price was 46.6, which was 1.6000000000000014 higher than the previous day. The implied volatity was 33.12, the open interest changed by 29 which increased total open position to 31
On 13 Apr LAURUSLABS was trading at 1087.80. The strike last trading price was 45, which was -6.549999999999997 lower than the previous day. The implied volatity was 35.52, the open interest changed by 0 which decreased total open position to 2
On 10 Apr LAURUSLABS was trading at 1098.35. The strike last trading price was 45, which was 8.899999999999999 higher than the previous day. The implied volatity was 35.52, the open interest changed by 0 which decreased total open position to 1
On 9 Apr LAURUSLABS was trading at 1083.70. The strike last trading price was 36.1, which was 15.15 higher 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 36.1, which was 15.15 higher 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 36.1, which was 15.15 higher than the previous day. The implied volatity was 38.04, the open interest changed by 0 which decreased total open position to 0
| LAURUSLABS 26-May-2026 (19d) 1130 PE | |||||||
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Delta: -0.25
Vega: 0.01
Theta: -0.54
Gamma: 0.00382
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 6 May | 1177.60 | 13 | -5.149999999999999 (-28.37%) | 30 | 327 | -18 | 108 |
| 5 May | 1164.10 | 18.5 | -0.8000000000000007 (-4.15%) | 30.31 | 223 | 4 | 126 |
| 4 May | 1166.40 | 18.45 | -35.75 (-65.96%) | 31.38 | 495 | 73 | 122 |
| 30 Apr | 1100.95 | 52.5 | -1.2000000000000028 (-2.23%) | 33.93 | 65 | 13 | 62 |
| 29 Apr | 1106.10 | 53.7 | -10.149999999999999 (-15.90%) | 35.53 | 41 | -9 | 49 |
| 28 Apr | 1090.45 | 65.05 | 16.199999999999996 (33.16%) | 36.3 | 70 | 20 | 58 |
| 27 Apr | 1123.55 | 48 | -4.850000000000001 (-9.18%) | 37.28 | 9 | 4 | 38 |
| 24 Apr | 1113.45 | 52.85 | 12.850000000000001 (32.13%) | 36.55 | 40 | 20 | 33 |
| 23 Apr | 1129.00 | 40 | 40 | - | 0 | 0 | 13 |
| 22 Apr | 1096.10 | 40 | 40 | - | 0 | 0 | 13 |
| 21 Apr | 1114.35 | 40 | 40 (-9.19%) | 33.65 | 0 | 0 | 13 |
| 20 Apr | 1129.50 | 40 | -4.049999999999997 (-9.19%) | 33.65 | 7 | 5 | 12 |
| 17 Apr | 1135.75 | 44.05 | -0.9500000000000028 (-2.11%) | 34.54 | 1 | 0 | 6 |
| 16 Apr | 1128.35 | 45 | -100.75 (-69.13%) | 32.06 | 7 | 2 | 2 |
| 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 | 145.75 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 Apr | 1082.45 | 145.75 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 Apr | 1057.45 | 145.75 | 0 (0.00%) | - | 0 | 0 | 0 |
For Laurus Labs Limited - strike price 1130 expiring on 26MAY2026
Delta for 1130 PE is -0.25
Historical price for 1130 PE is as follows
On 6 May LAURUSLABS was trading at 1177.60. The strike last trading price was 13, which was -5.149999999999999 lower than the previous day. The implied volatity was 30, the open interest changed by -18 which decreased total open position to 108
On 5 May LAURUSLABS was trading at 1164.10. The strike last trading price was 18.5, which was -0.8000000000000007 lower than the previous day. The implied volatity was 30.31, the open interest changed by 4 which increased total open position to 126
On 4 May LAURUSLABS was trading at 1166.40. The strike last trading price was 18.45, which was -35.75 lower than the previous day. The implied volatity was 31.38, the open interest changed by 73 which increased total open position to 122
On 30 Apr LAURUSLABS was trading at 1100.95. The strike last trading price was 52.5, which was -1.2000000000000028 lower than the previous day. The implied volatity was 33.93, the open interest changed by 13 which increased total open position to 62
On 29 Apr LAURUSLABS was trading at 1106.10. The strike last trading price was 53.7, which was -10.149999999999999 lower than the previous day. The implied volatity was 35.53, the open interest changed by -9 which decreased total open position to 49
On 28 Apr LAURUSLABS was trading at 1090.45. The strike last trading price was 65.05, which was 16.199999999999996 higher than the previous day. The implied volatity was 36.3, the open interest changed by 20 which increased total open position to 58
On 27 Apr LAURUSLABS was trading at 1123.55. The strike last trading price was 48, which was -4.850000000000001 lower than the previous day. The implied volatity was 37.28, the open interest changed by 4 which increased total open position to 38
On 24 Apr LAURUSLABS was trading at 1113.45. The strike last trading price was 52.85, which was 12.850000000000001 higher than the previous day. The implied volatity was 36.55, the open interest changed by 20 which increased total open position to 33
On 23 Apr LAURUSLABS was trading at 1129.00. The strike last trading price was 40, which was 40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 22 Apr LAURUSLABS was trading at 1096.10. The strike last trading price was 40, which was 40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 21 Apr LAURUSLABS was trading at 1114.35. The strike last trading price was 40, which was 40 higher than the previous day. The implied volatity was 33.65, the open interest changed by 0 which decreased total open position to 13
On 20 Apr LAURUSLABS was trading at 1129.50. The strike last trading price was 40, which was -4.049999999999997 lower than the previous day. The implied volatity was 33.65, the open interest changed by 5 which increased total open position to 12
On 17 Apr LAURUSLABS was trading at 1135.75. The strike last trading price was 44.05, which was -0.9500000000000028 lower than the previous day. The implied volatity was 34.54, the open interest changed by 0 which decreased total open position to 6
On 16 Apr LAURUSLABS was trading at 1128.35. The strike last trading price was 45, which was -100.75 lower than the previous day. The implied volatity was 32.06, the open interest changed by 2 which increased total open position to 2
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 145.75, 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 145.75, 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 145.75, 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
