LAURUSLABS
Laurus Labs Limited
Historical option data for LAURUSLABS
07 May 2026 12:02 PM IST
| LAURUSLABS 26-May-2026 (19d) 1140 CE | ||||||||||||||||
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Delta: 0.81
Vega: 0.01
Theta: -0.68
Gamma: 0.00289
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 7 May | 1213.90 | 86.55 | 26.65 (44.49%) | 33.01 | 49 | -21 | 133 | |||||||||
| 6 May | 1177.60 | 59.9 | 8.850000000000001 (17.34%) | 32.02 | 114 | -33 | 155 | |||||||||
| 5 May | 1164.10 | 49.65 | -4.600000000000001 (-8.48%) | 31.72 | 276 | 27 | 186 | |||||||||
| 4 May | 1166.40 | 56 | 26 (86.67%) | 35.19 | 1,500 | 29 | 158 | |||||||||
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| 30 Apr | 1100.95 | 30.4 | -0.5 (-1.62%) | 36.13 | 469 | 30 | 159 | |||||||||
| 29 Apr | 1106.10 | 31.45 | 3.6499999999999986 (13.13%) | 37.49 | 197 | 13 | 126 | |||||||||
| 28 Apr | 1090.45 | 27.4 | -16.050000000000004 (-36.94%) | 37.99 | 137 | 35 | 114 | |||||||||
| 27 Apr | 1123.55 | 43.85 | 4 (10.04%) | 38.93 | 83 | 14 | 79 | |||||||||
| 24 Apr | 1113.45 | 39.55 | -6.800000000000004 (-14.67%) | 37.34 | 77 | 16 | 65 | |||||||||
| 23 Apr | 1129.00 | 46.5 | 15.149999999999999 (48.33%) | 36.22 | 71 | 7 | 50 | |||||||||
| 22 Apr | 1096.10 | 31.4 | -9.800000000000004 (-23.79%) | 35 | 44 | 13 | 42 | |||||||||
| 21 Apr | 1114.35 | 41.2 | -7.949999999999996 (-16.17%) | 36.56 | 13 | 5 | 29 | |||||||||
| 20 Apr | 1129.50 | 49 | -5 (-9.26%) | 34.54 | 17 | 2 | 24 | |||||||||
| 17 Apr | 1135.75 | 54 | 3.25 (6.40%) | 33.41 | 6 | 2 | 21 | |||||||||
| 16 Apr | 1128.35 | 50.8 | 5.799999999999997 (12.89%) | 34.02 | 10 | 5 | 22 | |||||||||
| 15 Apr | 1117.60 | 45 | 3 (7.14%) | 34.61 | 7 | 2 | 17 | |||||||||
| 13 Apr | 1087.80 | 42 | -5.549999999999997 (-11.67%) | 35.59 | 0 | 0 | 15 | |||||||||
| 10 Apr | 1098.35 | 42 | 3 (7.69%) | 35.59 | 2 | 0 | 14 | |||||||||
| 9 Apr | 1083.70 | 39 | -1.5 (-3.70%) | 36.41 | 1 | 0 | 13 | |||||||||
| 8 Apr | 1082.45 | 40.5 | 8 (24.62%) | 37.36 | 10 | 9 | 13 | |||||||||
| 7 Apr | 1057.45 | 32.5 | -10.9 (-25.12%) | 37.71 | 4 | 3 | 3 | |||||||||
| 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%) | 4.09 | 0 | 0 | 0 | |||||||||
| 11 Mar | 1041.00 | 0 | 0 (0.00%) | 4.11 | 0 | 0 | 0 | |||||||||
| 10 Mar | 1038.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 1021.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 1026.20 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 1045.90 | 0 | 0 (0.00%) | 3.75 | 0 | 0 | 0 | |||||||||
| 4 Mar | 1030.60 | 0 | 0 (0.00%) | 2.68 | 0 | 0 | 0 | |||||||||
| 2 Mar | 1065.00 | 0 | 0 (0.00%) | 2.57 | 0 | 0 | 0 | |||||||||
| 27 Feb | 1075.80 | 0 | 0 (0.00%) | 1.82 | 0 | 0 | 0 | |||||||||
For Laurus Labs Limited - strike price 1140 expiring on 26MAY2026
Delta for 1140 CE is 0.81
Historical price for 1140 CE is as follows
On 7 May LAURUSLABS was trading at 1213.90. The strike last trading price was 86.55, which was 26.65 higher than the previous day. The implied volatity was 33.01, the open interest changed by -21 which decreased total open position to 133
On 6 May LAURUSLABS was trading at 1177.60. The strike last trading price was 59.9, which was 8.850000000000001 higher than the previous day. The implied volatity was 32.02, the open interest changed by -33 which decreased total open position to 155
On 5 May LAURUSLABS was trading at 1164.10. The strike last trading price was 49.65, which was -4.600000000000001 lower than the previous day. The implied volatity was 31.72, the open interest changed by 27 which increased total open position to 186
On 4 May LAURUSLABS was trading at 1166.40. The strike last trading price was 56, which was 26 higher than the previous day. The implied volatity was 35.19, the open interest changed by 29 which increased total open position to 158
On 30 Apr LAURUSLABS was trading at 1100.95. The strike last trading price was 30.4, which was -0.5 lower than the previous day. The implied volatity was 36.13, the open interest changed by 30 which increased total open position to 159
On 29 Apr LAURUSLABS was trading at 1106.10. The strike last trading price was 31.45, which was 3.6499999999999986 higher than the previous day. The implied volatity was 37.49, the open interest changed by 13 which increased total open position to 126
On 28 Apr LAURUSLABS was trading at 1090.45. The strike last trading price was 27.4, which was -16.050000000000004 lower than the previous day. The implied volatity was 37.99, the open interest changed by 35 which increased total open position to 114
On 27 Apr LAURUSLABS was trading at 1123.55. The strike last trading price was 43.85, which was 4 higher than the previous day. The implied volatity was 38.93, the open interest changed by 14 which increased total open position to 79
On 24 Apr LAURUSLABS was trading at 1113.45. The strike last trading price was 39.55, which was -6.800000000000004 lower than the previous day. The implied volatity was 37.34, the open interest changed by 16 which increased total open position to 65
On 23 Apr LAURUSLABS was trading at 1129.00. The strike last trading price was 46.5, which was 15.149999999999999 higher than the previous day. The implied volatity was 36.22, the open interest changed by 7 which increased total open position to 50
On 22 Apr LAURUSLABS was trading at 1096.10. The strike last trading price was 31.4, which was -9.800000000000004 lower than the previous day. The implied volatity was 35, the open interest changed by 13 which increased total open position to 42
On 21 Apr LAURUSLABS was trading at 1114.35. The strike last trading price was 41.2, which was -7.949999999999996 lower than the previous day. The implied volatity was 36.56, the open interest changed by 5 which increased total open position to 29
On 20 Apr LAURUSLABS was trading at 1129.50. The strike last trading price was 49, which was -5 lower than the previous day. The implied volatity was 34.54, the open interest changed by 2 which increased total open position to 24
On 17 Apr LAURUSLABS was trading at 1135.75. The strike last trading price was 54, which was 3.25 higher than the previous day. The implied volatity was 33.41, the open interest changed by 2 which increased total open position to 21
On 16 Apr LAURUSLABS was trading at 1128.35. The strike last trading price was 50.8, which was 5.799999999999997 higher than the previous day. The implied volatity was 34.02, the open interest changed by 5 which increased total open position to 22
On 15 Apr LAURUSLABS was trading at 1117.60. The strike last trading price was 45, which was 3 higher than the previous day. The implied volatity was 34.61, the open interest changed by 2 which increased total open position to 17
On 13 Apr LAURUSLABS was trading at 1087.80. The strike last trading price was 42, which was -5.549999999999997 lower than the previous day. The implied volatity was 35.59, the open interest changed by 0 which decreased total open position to 15
On 10 Apr LAURUSLABS was trading at 1098.35. The strike last trading price was 42, which was 3 higher than the previous day. The implied volatity was 35.59, the open interest changed by 0 which decreased total open position to 14
On 9 Apr LAURUSLABS was trading at 1083.70. The strike last trading price was 39, which was -1.5 lower than the previous day. The implied volatity was 36.41, the open interest changed by 0 which decreased total open position to 13
On 8 Apr LAURUSLABS was trading at 1082.45. The strike last trading price was 40.5, which was 8 higher than the previous day. The implied volatity was 37.36, the open interest changed by 9 which increased total open position to 13
On 7 Apr LAURUSLABS was trading at 1057.45. The strike last trading price was 32.5, which was -10.9 lower than the previous day. The implied volatity was 37.71, the open interest changed by 3 which increased total open position to 3
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 4.09, 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 4.11, 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 -, 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 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 3.75, 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 2.68, 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 2.57, 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 1.82, the open interest changed by 0 which decreased total open position to 0
| LAURUSLABS 26-May-2026 (19d) 1140 PE | |||||||
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Delta: -0.18
Vega: 0.01
Theta: -0.47
Gamma: 0.00296
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 7 May | 1213.90 | 8.85 | -6.450000000000001 (-42.16%) | 31.56 | 242 | 10 | 208 |
| 6 May | 1177.60 | 15.55 | -5.849999999999998 (-27.34%) | 29.73 | 872 | -40 | 199 |
| 5 May | 1164.10 | 21.6 | -0.6999999999999993 (-3.14%) | 29.75 | 525 | 26 | 239 |
| 4 May | 1166.40 | 21 | -41.15 (-66.21%) | 29.48 | 1,053 | 149 | 214 |
| 30 Apr | 1100.95 | 65.15 | 2.5500000000000043 (4.07%) | 37.3 | 164 | 46 | 111 |
| 29 Apr | 1106.10 | 62.2 | -9.299999999999997 (-13.01%) | 37.96 | 10 | -5 | 65 |
| 28 Apr | 1090.45 | 71.45 | 17.85 (33.30%) | 36.1 | 47 | 2 | 71 |
| 27 Apr | 1123.55 | 53.45 | -4.549999999999997 (-7.84%) | 37.59 | 18 | 1 | 69 |
| 24 Apr | 1113.45 | 58 | 6.75 (13.17%) | 35.23 | 16 | 5 | 68 |
| 23 Apr | 1129.00 | 51 | -17 (-25.00%) | 35.79 | 38 | 21 | 63 |
| 22 Apr | 1096.10 | 68 | 11.549999999999997 (20.46%) | 33.96 | 8 | 1 | 41 |
| 21 Apr | 1114.35 | 56.45 | 6.100000000000001 (12.12%) | 33.59 | 5 | 0 | 39 |
| 20 Apr | 1129.50 | 50.35 | 3.3500000000000014 (7.13%) | 32.29 | 52 | 34 | 39 |
| 17 Apr | 1135.75 | 47 | -89.1 (-65.47%) | 31.86 | 5 | 3 | 3 |
| 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 | 0 | 0 |
| 9 Apr | 1083.70 | 136.1 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 Apr | 1082.45 | 136.1 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 Apr | 1057.45 | 136.1 | 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 |
| 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 1140 expiring on 26MAY2026
Delta for 1140 PE is -0.18
Historical price for 1140 PE is as follows
On 7 May LAURUSLABS was trading at 1213.90. The strike last trading price was 8.85, which was -6.450000000000001 lower than the previous day. The implied volatity was 31.56, the open interest changed by 10 which increased total open position to 208
On 6 May LAURUSLABS was trading at 1177.60. The strike last trading price was 15.55, which was -5.849999999999998 lower than the previous day. The implied volatity was 29.73, the open interest changed by -40 which decreased total open position to 199
On 5 May LAURUSLABS was trading at 1164.10. The strike last trading price was 21.6, which was -0.6999999999999993 lower than the previous day. The implied volatity was 29.75, the open interest changed by 26 which increased total open position to 239
On 4 May LAURUSLABS was trading at 1166.40. The strike last trading price was 21, which was -41.15 lower than the previous day. The implied volatity was 29.48, the open interest changed by 149 which increased total open position to 214
On 30 Apr LAURUSLABS was trading at 1100.95. The strike last trading price was 65.15, which was 2.5500000000000043 higher than the previous day. The implied volatity was 37.3, the open interest changed by 46 which increased total open position to 111
On 29 Apr LAURUSLABS was trading at 1106.10. The strike last trading price was 62.2, which was -9.299999999999997 lower than the previous day. The implied volatity was 37.96, the open interest changed by -5 which decreased total open position to 65
On 28 Apr LAURUSLABS was trading at 1090.45. The strike last trading price was 71.45, which was 17.85 higher than the previous day. The implied volatity was 36.1, the open interest changed by 2 which increased total open position to 71
On 27 Apr LAURUSLABS was trading at 1123.55. The strike last trading price was 53.45, which was -4.549999999999997 lower than the previous day. The implied volatity was 37.59, the open interest changed by 1 which increased total open position to 69
On 24 Apr LAURUSLABS was trading at 1113.45. The strike last trading price was 58, which was 6.75 higher than the previous day. The implied volatity was 35.23, the open interest changed by 5 which increased total open position to 68
On 23 Apr LAURUSLABS was trading at 1129.00. The strike last trading price was 51, which was -17 lower than the previous day. The implied volatity was 35.79, the open interest changed by 21 which increased total open position to 63
On 22 Apr LAURUSLABS was trading at 1096.10. The strike last trading price was 68, which was 11.549999999999997 higher than the previous day. The implied volatity was 33.96, the open interest changed by 1 which increased total open position to 41
On 21 Apr LAURUSLABS was trading at 1114.35. The strike last trading price was 56.45, which was 6.100000000000001 higher than the previous day. The implied volatity was 33.59, the open interest changed by 0 which decreased total open position to 39
On 20 Apr LAURUSLABS was trading at 1129.50. The strike last trading price was 50.35, which was 3.3500000000000014 higher than the previous day. The implied volatity was 32.29, the open interest changed by 34 which increased total open position to 39
On 17 Apr LAURUSLABS was trading at 1135.75. The strike last trading price was 47, which was -89.1 lower than the previous day. The implied volatity was 31.86, the open interest changed by 3 which increased total open position to 3
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 -, 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 136.1, 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 136.1, 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 136.1, 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 -, 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 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
