LAURUSLABS
Laurus Labs Limited
Historical option data for LAURUSLABS
07 May 2026 01:08 PM IST
| LAURUSLABS 26-May-2026 (19d) 1150 CE | ||||||||||||||||
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Delta: 0.79
Vega: 0.01
Theta: -0.74
Gamma: 0.00311
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 7 May | 1216.50 | 80.45 | 28.400000000000006 (54.56%) | 33.05 | 173 | -40 | 313 | |||||||||
| 6 May | 1177.60 | 52.45 | 7.450000000000003 (16.56%) | 31.91 | 453 | -55 | 352 | |||||||||
| 5 May | 1164.10 | 44 | -4.350000000000001 (-9.00%) | 31.83 | 481 | -8 | 410 | |||||||||
| 4 May | 1166.40 | 49.5 | 23.15 (87.86%) | 34.52 | 4,950 | 43 | 417 | |||||||||
| 30 Apr | 1100.95 | 25.9 | -1.5 (-5.47%) | 35.32 | 1,289 | 55 | 429 | |||||||||
| 29 Apr | 1106.10 | 27.95 | 3.25 (13.16%) | 36.75 | 427 | -19 | 368 | |||||||||
| 28 Apr | 1090.45 | 24.2 | -15.099999999999998 (-38.42%) | 37.05 | 396 | 60 | 382 | |||||||||
| 27 Apr | 1123.55 | 39.3 | 2.8499999999999943 (7.82%) | 38.61 | 191 | 51 | 324 | |||||||||
| 24 Apr | 1113.45 | 35.45 | -6.149999999999999 (-14.78%) | 36.41 | 234 | 30 | 274 | |||||||||
| 23 Apr | 1129.00 | 41.45 | 13.650000000000002 (49.10%) | 35.2 | 385 | 117 | 244 | |||||||||
| 22 Apr | 1096.10 | 27.5 | -8.600000000000001 (-23.82%) | 34.75 | 99 | 37 | 127 | |||||||||
| 21 Apr | 1114.35 | 36.9 | -6.700000000000003 (-15.37%) | 35.68 | 83 | 61 | 89 | |||||||||
| 20 Apr | 1129.50 | 42.05 | -2.950000000000003 (-6.56%) | 34.9 | 32 | 22 | 27 | |||||||||
| 17 Apr | 1135.75 | 45 | 1 (2.27%) | 32.81 | 5 | 2 | 5 | |||||||||
| 16 Apr | 1128.35 | 44 | 26.7 (154.34%) | 34.3 | 3 | 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%) | 3.51 | 0 | 0 | 0 | |||||||||
| 9 Apr | 1083.70 | 17.3 | 0 (0.00%) | 3.75 | 0 | 0 | 0 | |||||||||
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| 8 Apr | 1082.45 | 17.3 | 0 (0.00%) | 3.48 | 0 | 0 | 0 | |||||||||
| 7 Apr | 1057.45 | 17.3 | 0 (0.00%) | 5.24 | 0 | 0 | 0 | |||||||||
For Laurus Labs Limited - strike price 1150 expiring on 26MAY2026
Delta for 1150 CE is 0.79
Historical price for 1150 CE is as follows
On 7 May LAURUSLABS was trading at 1216.50. The strike last trading price was 80.45, which was 28.400000000000006 higher than the previous day. The implied volatity was 33.05, the open interest changed by -40 which decreased total open position to 313
On 6 May LAURUSLABS was trading at 1177.60. The strike last trading price was 52.45, which was 7.450000000000003 higher than the previous day. The implied volatity was 31.91, the open interest changed by -55 which decreased total open position to 352
On 5 May LAURUSLABS was trading at 1164.10. The strike last trading price was 44, which was -4.350000000000001 lower than the previous day. The implied volatity was 31.83, the open interest changed by -8 which decreased total open position to 410
On 4 May LAURUSLABS was trading at 1166.40. The strike last trading price was 49.5, which was 23.15 higher than the previous day. The implied volatity was 34.52, the open interest changed by 43 which increased total open position to 417
On 30 Apr LAURUSLABS was trading at 1100.95. The strike last trading price was 25.9, which was -1.5 lower than the previous day. The implied volatity was 35.32, the open interest changed by 55 which increased total open position to 429
On 29 Apr LAURUSLABS was trading at 1106.10. The strike last trading price was 27.95, which was 3.25 higher than the previous day. The implied volatity was 36.75, the open interest changed by -19 which decreased total open position to 368
On 28 Apr LAURUSLABS was trading at 1090.45. The strike last trading price was 24.2, which was -15.099999999999998 lower than the previous day. The implied volatity was 37.05, the open interest changed by 60 which increased total open position to 382
On 27 Apr LAURUSLABS was trading at 1123.55. The strike last trading price was 39.3, which was 2.8499999999999943 higher than the previous day. The implied volatity was 38.61, the open interest changed by 51 which increased total open position to 324
On 24 Apr LAURUSLABS was trading at 1113.45. The strike last trading price was 35.45, which was -6.149999999999999 lower than the previous day. The implied volatity was 36.41, the open interest changed by 30 which increased total open position to 274
On 23 Apr LAURUSLABS was trading at 1129.00. The strike last trading price was 41.45, which was 13.650000000000002 higher than the previous day. The implied volatity was 35.2, the open interest changed by 117 which increased total open position to 244
On 22 Apr LAURUSLABS was trading at 1096.10. The strike last trading price was 27.5, which was -8.600000000000001 lower than the previous day. The implied volatity was 34.75, the open interest changed by 37 which increased total open position to 127
On 21 Apr LAURUSLABS was trading at 1114.35. The strike last trading price was 36.9, which was -6.700000000000003 lower than the previous day. The implied volatity was 35.68, the open interest changed by 61 which increased total open position to 89
On 20 Apr LAURUSLABS was trading at 1129.50. The strike last trading price was 42.05, which was -2.950000000000003 lower than the previous day. The implied volatity was 34.9, the open interest changed by 22 which increased total open position to 27
On 17 Apr LAURUSLABS was trading at 1135.75. The strike last trading price was 45, which was 1 higher than the previous day. The implied volatity was 32.81, the open interest changed by 2 which increased total open position to 5
On 16 Apr LAURUSLABS was trading at 1128.35. The strike last trading price was 44, which was 26.7 higher than the previous day. The implied volatity was 34.3, 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 3.51, 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 17.3, 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 8 Apr LAURUSLABS was trading at 1082.45. The strike last trading price was 17.3, which was 0 lower than the previous day. The implied volatity was 3.48, 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 17.3, which was 0 lower than the previous day. The implied volatity was 5.24, the open interest changed by 0 which decreased total open position to 0
| LAURUSLABS 26-May-2026 (19d) 1150 PE | |||||||
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Delta: -0.19
Vega: 0.01
Theta: -0.48
Gamma: 0.00317
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 7 May | 1216.50 | 9.35 | -9.200000000000001 (-49.60%) | 30.57 | 1,042 | 126 | 399 |
| 6 May | 1177.60 | 18.3 | -6.949999999999999 (-27.52%) | 29.53 | 785 | 39 | 274 |
| 5 May | 1164.10 | 25.65 | -0.10000000000000142 (-0.39%) | 29.68 | 621 | 3 | 238 |
| 4 May | 1166.40 | 25 | -46.349999999999994 (-64.96%) | 29.47 | 1,074 | 174 | 237 |
| 30 Apr | 1100.95 | 71.35 | 4.75 (7.13%) | 34.08 | 2 | -1 | 62 |
| 29 Apr | 1106.10 | 66.6 | -13.400000000000006 (-16.75%) | 37.56 | 23 | -2 | 64 |
| 28 Apr | 1090.45 | 80 | 20.65 (34.79%) | 39.27 | 63 | 14 | 62 |
| 27 Apr | 1123.55 | 58.55 | -2.700000000000003 (-4.41%) | 37.24 | 56 | 37 | 45 |
| 24 Apr | 1113.45 | 61.25 | -100.65 (-62.17%) | 33.51 | 8 | 7 | 7 |
| 23 Apr | 1129.00 | 0 | 0 | - | 0 | 0 | 0 |
| 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 | 0 | 0 |
| 9 Apr | 1083.70 | 161.9 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 Apr | 1082.45 | 161.9 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 Apr | 1057.45 | 161.9 | 0 (0.00%) | - | 0 | 0 | 0 |
For Laurus Labs Limited - strike price 1150 expiring on 26MAY2026
Delta for 1150 PE is -0.19
Historical price for 1150 PE is as follows
On 7 May LAURUSLABS was trading at 1216.50. The strike last trading price was 9.35, which was -9.200000000000001 lower than the previous day. The implied volatity was 30.57, the open interest changed by 126 which increased total open position to 399
On 6 May LAURUSLABS was trading at 1177.60. The strike last trading price was 18.3, which was -6.949999999999999 lower than the previous day. The implied volatity was 29.53, the open interest changed by 39 which increased total open position to 274
On 5 May LAURUSLABS was trading at 1164.10. The strike last trading price was 25.65, which was -0.10000000000000142 lower than the previous day. The implied volatity was 29.68, the open interest changed by 3 which increased total open position to 238
On 4 May LAURUSLABS was trading at 1166.40. The strike last trading price was 25, which was -46.349999999999994 lower than the previous day. The implied volatity was 29.47, the open interest changed by 174 which increased total open position to 237
On 30 Apr LAURUSLABS was trading at 1100.95. The strike last trading price was 71.35, which was 4.75 higher than the previous day. The implied volatity was 34.08, the open interest changed by -1 which decreased total open position to 62
On 29 Apr LAURUSLABS was trading at 1106.10. The strike last trading price was 66.6, which was -13.400000000000006 lower than the previous day. The implied volatity was 37.56, the open interest changed by -2 which decreased total open position to 64
On 28 Apr LAURUSLABS was trading at 1090.45. The strike last trading price was 80, which was 20.65 higher than the previous day. The implied volatity was 39.27, the open interest changed by 14 which increased total open position to 62
On 27 Apr LAURUSLABS was trading at 1123.55. The strike last trading price was 58.55, which was -2.700000000000003 lower than the previous day. The implied volatity was 37.24, the open interest changed by 37 which increased total open position to 45
On 24 Apr LAURUSLABS was trading at 1113.45. The strike last trading price was 61.25, which was -100.65 lower than the previous day. The implied volatity was 33.51, the open interest changed by 7 which increased total open position to 7
On 23 Apr LAURUSLABS was trading at 1129.00. 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 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 -, 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 161.9, 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 161.9, 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 161.9, 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
