LAURUSLABS
Laurus Labs Limited
Historical option data for LAURUSLABS
08 May 2026 04:10 PM IST
| LAURUSLABS 26-May-2026 (16d) 1160 CE | ||||||||||||||||
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Delta: 0.82
Vega: 0.01
Theta: -0.63
Gamma: 0.00313
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 8 May | 1228.30 | 80.05 | 15.849999999999994 (24.69%) | 30.08 | 27 | -4 | 330 | |||||||||
| 7 May | 1206.50 | 63.6 | 17.4 (37.66%) | 30.66 | 236 | -37 | 334 | |||||||||
| 6 May | 1177.60 | 46.45 | 7.200000000000003 (18.34%) | 30.34 | 988 | -141 | 371 | |||||||||
| 5 May | 1164.10 | 38.5 | -3.8500000000000014 (-9.09%) | 31.67 | 1,184 | 112 | 513 | |||||||||
| 4 May | 1166.40 | 43.45 | 20.450000000000003 (88.91%) | 33.92 | 3,306 | 241 | 401 | |||||||||
| 30 Apr | 1100.95 | 21.5 | -1.75 (-7.53%) | 34.18 | 328 | 17 | 177 | |||||||||
| 29 Apr | 1106.10 | 24.2 | 2.349999999999998 (10.76%) | 36.43 | 107 | 22 | 160 | |||||||||
| 28 Apr | 1090.45 | 21.45 | -14.099999999999998 (-39.66%) | 37.99 | 94 | 30 | 137 | |||||||||
| 27 Apr | 1123.55 | 35.85 | 3.6000000000000014 (11.16%) | 38.99 | 99 | 40 | 106 | |||||||||
| 24 Apr | 1113.45 | 32.5 | -4.850000000000001 (-12.99%) | 36.96 | 33 | 5 | 65 | |||||||||
| 23 Apr | 1129.00 | 37 | 12.05 (48.30%) | 35.3 | 99 | 21 | 55 | |||||||||
| 22 Apr | 1096.10 | 25.25 | -6.75 (-21.09%) | 35.26 | 14 | 10 | 33 | |||||||||
| 21 Apr | 1114.35 | 32 | -8.549999999999997 (-21.09%) | 34.93 | 12 | 2 | 19 | |||||||||
| 20 Apr | 1129.50 | 40.55 | -0.9000000000000057 (-2.17%) | 34.83 | 2 | 0 | 17 | |||||||||
| 17 Apr | 1135.75 | 41.45 | 1.9500000000000028 (4.94%) | 32.54 | 5 | 2 | 17 | |||||||||
| 16 Apr | 1128.35 | 39.5 | 2 (5.33%) | 32.42 | 3 | 2 | 14 | |||||||||
| 15 Apr | 1117.60 | 37.5 | 3.5 (10.29%) | 34.32 | 1 | 0 | 11 | |||||||||
| 13 Apr | 1087.80 | 34 | -6.299999999999997 (-15.63%) | 34.92 | 0 | 0 | 11 | |||||||||
| 10 Apr | 1098.35 | 34 | 3.6499999999999986 (12.03%) | 34.92 | 1 | 0 | 11 | |||||||||
| 9 Apr | 1083.70 | 30.35 | -2.65 (-8.03%) | 35.03 | 5 | 2 | 10 | |||||||||
| 8 Apr | 1082.45 | 33 | 6.7 (25.48%) | 36.07 | 4 | 0 | 4 | |||||||||
| 7 Apr | 1057.45 | 26.3 | -11.65 (-30.70%) | 37.27 | 4 | 3 | 3 | |||||||||
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| 12 Mar | 1046.80 | - | - | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 1041.00 | 0 | 0 (0.00%) | 4.14 | 0 | 0 | 0 | |||||||||
| 5 Mar | 1045.90 | - | - | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 1030.60 | 0 | 0 (0.00%) | 3.67 | 0 | 0 | 0 | |||||||||
| 2 Mar | 1065.00 | 0 | 0 (0.00%) | 3.55 | 0 | 0 | 0 | |||||||||
| 27 Feb | 1075.80 | 0 | 0 (0.00%) | 2.81 | 0 | 0 | 0 | |||||||||
For Laurus Labs Limited - strike price 1160 expiring on 26MAY2026
Delta for 1160 CE is 0.82
Historical price for 1160 CE is as follows
On 8 May LAURUSLABS was trading at 1228.30. The strike last trading price was 80.05, which was 15.849999999999994 higher than the previous day. The implied volatity was 30.08, the open interest changed by -4 which decreased total open position to 330
On 7 May LAURUSLABS was trading at 1206.50. The strike last trading price was 63.6, which was 17.4 higher than the previous day. The implied volatity was 30.66, the open interest changed by -37 which decreased total open position to 334
On 6 May LAURUSLABS was trading at 1177.60. The strike last trading price was 46.45, which was 7.200000000000003 higher than the previous day. The implied volatity was 30.34, the open interest changed by -141 which decreased total open position to 371
On 5 May LAURUSLABS was trading at 1164.10. The strike last trading price was 38.5, which was -3.8500000000000014 lower than the previous day. The implied volatity was 31.67, the open interest changed by 112 which increased total open position to 513
On 4 May LAURUSLABS was trading at 1166.40. The strike last trading price was 43.45, which was 20.450000000000003 higher than the previous day. The implied volatity was 33.92, the open interest changed by 241 which increased total open position to 401
On 30 Apr LAURUSLABS was trading at 1100.95. The strike last trading price was 21.5, which was -1.75 lower than the previous day. The implied volatity was 34.18, the open interest changed by 17 which increased total open position to 177
On 29 Apr LAURUSLABS was trading at 1106.10. The strike last trading price was 24.2, which was 2.349999999999998 higher than the previous day. The implied volatity was 36.43, the open interest changed by 22 which increased total open position to 160
On 28 Apr LAURUSLABS was trading at 1090.45. The strike last trading price was 21.45, which was -14.099999999999998 lower than the previous day. The implied volatity was 37.99, the open interest changed by 30 which increased total open position to 137
On 27 Apr LAURUSLABS was trading at 1123.55. The strike last trading price was 35.85, which was 3.6000000000000014 higher than the previous day. The implied volatity was 38.99, the open interest changed by 40 which increased total open position to 106
On 24 Apr LAURUSLABS was trading at 1113.45. The strike last trading price was 32.5, which was -4.850000000000001 lower than the previous day. The implied volatity was 36.96, the open interest changed by 5 which increased total open position to 65
On 23 Apr LAURUSLABS was trading at 1129.00. The strike last trading price was 37, which was 12.05 higher than the previous day. The implied volatity was 35.3, the open interest changed by 21 which increased total open position to 55
On 22 Apr LAURUSLABS was trading at 1096.10. The strike last trading price was 25.25, which was -6.75 lower than the previous day. The implied volatity was 35.26, the open interest changed by 10 which increased total open position to 33
On 21 Apr LAURUSLABS was trading at 1114.35. The strike last trading price was 32, which was -8.549999999999997 lower than the previous day. The implied volatity was 34.93, the open interest changed by 2 which increased total open position to 19
On 20 Apr LAURUSLABS was trading at 1129.50. The strike last trading price was 40.55, which was -0.9000000000000057 lower than the previous day. The implied volatity was 34.83, the open interest changed by 0 which decreased total open position to 17
On 17 Apr LAURUSLABS was trading at 1135.75. The strike last trading price was 41.45, which was 1.9500000000000028 higher than the previous day. The implied volatity was 32.54, the open interest changed by 2 which increased total open position to 17
On 16 Apr LAURUSLABS was trading at 1128.35. The strike last trading price was 39.5, which was 2 higher than the previous day. The implied volatity was 32.42, the open interest changed by 2 which increased total open position to 14
On 15 Apr LAURUSLABS was trading at 1117.60. The strike last trading price was 37.5, which was 3.5 higher than the previous day. The implied volatity was 34.32, the open interest changed by 0 which decreased total open position to 11
On 13 Apr LAURUSLABS was trading at 1087.80. The strike last trading price was 34, which was -6.299999999999997 lower than the previous day. The implied volatity was 34.92, the open interest changed by 0 which decreased total open position to 11
On 10 Apr LAURUSLABS was trading at 1098.35. The strike last trading price was 34, which was 3.6499999999999986 higher than the previous day. The implied volatity was 34.92, the open interest changed by 0 which decreased total open position to 11
On 9 Apr LAURUSLABS was trading at 1083.70. The strike last trading price was 30.35, which was -2.65 lower than the previous day. The implied volatity was 35.03, the open interest changed by 2 which increased total open position to 10
On 8 Apr LAURUSLABS was trading at 1082.45. The strike last trading price was 33, which was 6.7 higher than the previous day. The implied volatity was 36.07, the open interest changed by 0 which decreased total open position to 4
On 7 Apr LAURUSLABS was trading at 1057.45. The strike last trading price was 26.3, which was -11.65 lower than the previous day. The implied volatity was 37.27, the open interest changed by 3 which increased total open position to 3
On 12 Mar LAURUSLABS was trading at 1046.80. 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 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 4.14, 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 -, 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 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 3.67, 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 3.55, 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 2.81, the open interest changed by 0 which decreased total open position to 0
| LAURUSLABS 26-May-2026 (16d) 1160 PE | |||||||
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Delta: -0.18
Vega: 0.01
Theta: -0.47
Gamma: 0.00313
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 8 May | 1228.30 | 8.3 | -4.35 (-34.39%) | 30.29 | 309 | 23 | 361 |
| 7 May | 1206.50 | 12.85 | -8.950000000000001 (-41.06%) | 28.55 | 853 | -23 | 339 |
| 6 May | 1177.60 | 21.75 | -7.699999999999999 (-26.15%) | 29.25 | 1,250 | 28 | 362 |
| 5 May | 1164.10 | 29.8 | -0.6499999999999986 (-2.13%) | 29.51 | 1,241 | 65 | 335 |
| 4 May | 1166.40 | 29.05 | -41.2 (-58.65%) | 29.1 | 1,195 | 258 | 271 |
| 30 Apr | 1100.95 | 70.25 | 70.25 (-1.75%) | 37.51 | 0 | 0 | 13 |
| 29 Apr | 1106.10 | 70.25 | -1.25 (-1.75%) | 37.51 | 7 | 4 | 14 |
| 28 Apr | 1090.45 | 71.5 | 8.399999999999999 (13.31%) | 37.75 | 1 | 0 | 9 |
| 27 Apr | 1123.55 | 63.1 | 63.1 (-7.21%) | 36.08 | 0 | 0 | 9 |
| 24 Apr | 1113.45 | 63.1 | -4.899999999999999 (-7.21%) | 36.08 | 1 | 0 | 9 |
| 23 Apr | 1129.00 | 68 | 68 (13.33%) | 33.57 | 0 | 0 | 9 |
| 22 Apr | 1096.10 | 68 | 8 (13.33%) | 33.57 | 1 | 0 | 8 |
| 21 Apr | 1114.35 | 60 | 60 (-60.09%) | 31.23 | 0 | 0 | 8 |
| 20 Apr | 1129.50 | 60 | -90.35 (-60.09%) | 31.23 | 9 | 3 | 3 |
| 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 | 150.35 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 Apr | 1082.45 | 150.35 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 Apr | 1057.45 | 150.35 | 0 (0.00%) | - | 0 | 0 | 0 |
| 12 Mar | 1046.80 | - | - | - | 0 | 0 | 0 |
| 11 Mar | 1041.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 5 Mar | 1045.90 | - | - | - | 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 1160 expiring on 26MAY2026
Delta for 1160 PE is -0.18
Historical price for 1160 PE is as follows
On 8 May LAURUSLABS was trading at 1228.30. The strike last trading price was 8.3, which was -4.35 lower than the previous day. The implied volatity was 30.29, the open interest changed by 23 which increased total open position to 361
On 7 May LAURUSLABS was trading at 1206.50. The strike last trading price was 12.85, which was -8.950000000000001 lower than the previous day. The implied volatity was 28.55, the open interest changed by -23 which decreased total open position to 339
On 6 May LAURUSLABS was trading at 1177.60. The strike last trading price was 21.75, which was -7.699999999999999 lower than the previous day. The implied volatity was 29.25, the open interest changed by 28 which increased total open position to 362
On 5 May LAURUSLABS was trading at 1164.10. The strike last trading price was 29.8, which was -0.6499999999999986 lower than the previous day. The implied volatity was 29.51, the open interest changed by 65 which increased total open position to 335
On 4 May LAURUSLABS was trading at 1166.40. The strike last trading price was 29.05, which was -41.2 lower than the previous day. The implied volatity was 29.1, the open interest changed by 258 which increased total open position to 271
On 30 Apr LAURUSLABS was trading at 1100.95. The strike last trading price was 70.25, which was 70.25 higher than the previous day. The implied volatity was 37.51, the open interest changed by 0 which decreased total open position to 13
On 29 Apr LAURUSLABS was trading at 1106.10. The strike last trading price was 70.25, which was -1.25 lower than the previous day. The implied volatity was 37.51, the open interest changed by 4 which increased total open position to 14
On 28 Apr LAURUSLABS was trading at 1090.45. The strike last trading price was 71.5, which was 8.399999999999999 higher than the previous day. The implied volatity was 37.75, the open interest changed by 0 which decreased total open position to 9
On 27 Apr LAURUSLABS was trading at 1123.55. The strike last trading price was 63.1, which was 63.1 higher than the previous day. The implied volatity was 36.08, the open interest changed by 0 which decreased total open position to 9
On 24 Apr LAURUSLABS was trading at 1113.45. The strike last trading price was 63.1, which was -4.899999999999999 lower than the previous day. The implied volatity was 36.08, the open interest changed by 0 which decreased total open position to 9
On 23 Apr LAURUSLABS was trading at 1129.00. The strike last trading price was 68, which was 68 higher than the previous day. The implied volatity was 33.57, the open interest changed by 0 which decreased total open position to 9
On 22 Apr LAURUSLABS was trading at 1096.10. The strike last trading price was 68, which was 8 higher than the previous day. The implied volatity was 33.57, the open interest changed by 0 which decreased total open position to 8
On 21 Apr LAURUSLABS was trading at 1114.35. The strike last trading price was 60, which was 60 higher than the previous day. The implied volatity was 31.23, the open interest changed by 0 which decreased total open position to 8
On 20 Apr LAURUSLABS was trading at 1129.50. The strike last trading price was 60, which was -90.35 lower than the previous day. The implied volatity was 31.23, the open interest changed by 3 which increased total open position to 3
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 150.35, 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 150.35, 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 150.35, 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 -, 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 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 5 Mar LAURUSLABS was trading at 1045.90. 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 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
