LAURUSLABS
Laurus Labs Limited
Historical option data for LAURUSLABS
11 May 2026 04:10 PM IST
| LAURUSLABS 26-May-2026 (14d) 1190 CE | ||||||||||||||||
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Delta: 0.87
Vega: 0.01
Theta: -0.59
Gamma: 0.00271
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 11 May | 1266.80 | 88.05 | 32.199999999999996 (57.65%) | 30.15 | 67 | -5 | 65 | |||||||||
| 8 May | 1228.30 | 55.85 | 13.200000000000003 (30.95%) | 28.65 | 78 | -8 | 71 | |||||||||
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| 7 May | 1206.50 | 42.4 | 12.95 (43.97%) | 27.13 | 487 | -36 | 83 | |||||||||
| 6 May | 1177.60 | 29.25 | 3.9499999999999993 (15.61%) | 29.11 | 997 | 5 | 122 | |||||||||
| 5 May | 1164.10 | 24.95 | -2.6999999999999993 (-9.76%) | 31.46 | 348 | 33 | 116 | |||||||||
| 4 May | 1166.40 | 28.2 | 12.95 (84.92%) | 31.08 | 435 | 69 | 82 | |||||||||
| 30 Apr | 1100.95 | 14.3 | -2.1499999999999986 (-13.07%) | 35.11 | 57 | 16 | 29 | |||||||||
| 29 Apr | 1106.10 | 16.5 | 0.3999999999999986 (2.48%) | 36.48 | 26 | 5 | 12 | |||||||||
| 28 Apr | 1090.45 | 16.1 | -8.899999999999999 (-35.60%) | 38.07 | 20 | 4 | 6 | |||||||||
| 27 Apr | 1123.55 | 25 | 0 (0.00%) | - | 0 | 0 | 2 | |||||||||
| 24 Apr | 1113.45 | 25 | 0 (0.00%) | 33.84 | 0 | 0 | 2 | |||||||||
| 23 Apr | 1129.00 | 25 | 13.4 (115.52%) | 33.84 | 2 | 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 | 11.6 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 1083.70 | 11.6 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Laurus Labs Limited - strike price 1190 expiring on 26MAY2026
Delta for 1190 CE is 0.87
Historical price for 1190 CE is as follows
On 11 May LAURUSLABS was trading at 1266.80. The strike last trading price was 88.05, which was 32.199999999999996 higher than the previous day. The implied volatity was 30.15, the open interest changed by -5 which decreased total open position to 65
On 8 May LAURUSLABS was trading at 1228.30. The strike last trading price was 55.85, which was 13.200000000000003 higher than the previous day. The implied volatity was 28.65, the open interest changed by -8 which decreased total open position to 71
On 7 May LAURUSLABS was trading at 1206.50. The strike last trading price was 42.4, which was 12.95 higher than the previous day. The implied volatity was 27.13, the open interest changed by -36 which decreased total open position to 83
On 6 May LAURUSLABS was trading at 1177.60. The strike last trading price was 29.25, which was 3.9499999999999993 higher than the previous day. The implied volatity was 29.11, the open interest changed by 5 which increased total open position to 122
On 5 May LAURUSLABS was trading at 1164.10. The strike last trading price was 24.95, which was -2.6999999999999993 lower than the previous day. The implied volatity was 31.46, the open interest changed by 33 which increased total open position to 116
On 4 May LAURUSLABS was trading at 1166.40. The strike last trading price was 28.2, which was 12.95 higher than the previous day. The implied volatity was 31.08, the open interest changed by 69 which increased total open position to 82
On 30 Apr LAURUSLABS was trading at 1100.95. The strike last trading price was 14.3, which was -2.1499999999999986 lower than the previous day. The implied volatity was 35.11, the open interest changed by 16 which increased total open position to 29
On 29 Apr LAURUSLABS was trading at 1106.10. The strike last trading price was 16.5, which was 0.3999999999999986 higher than the previous day. The implied volatity was 36.48, the open interest changed by 5 which increased total open position to 12
On 28 Apr LAURUSLABS was trading at 1090.45. The strike last trading price was 16.1, which was -8.899999999999999 lower than the previous day. The implied volatity was 38.07, the open interest changed by 4 which increased total open position to 6
On 27 Apr LAURUSLABS was trading at 1123.55. The strike last trading price was 25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 24 Apr LAURUSLABS was trading at 1113.45. The strike last trading price was 25, which was 0 lower than the previous day. The implied volatity was 33.84, the open interest changed by 0 which decreased total open position to 2
On 23 Apr LAURUSLABS was trading at 1129.00. The strike last trading price was 25, which was 13.4 higher than the previous day. The implied volatity was 33.84, 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 11.6, 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 11.6, 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
| LAURUSLABS 26-May-2026 (14d) 1190 PE | |||||||
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Delta: -0.15
Vega: 0.01
Theta: -0.5
Gamma: 0.00273
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 11 May | 1266.80 | 7 | -8 (-53.33%) | 32.31 | 388 | 31 | 161 |
| 8 May | 1228.30 | 14.35 | -7.250000000000002 (-33.56%) | 28.12 | 323 | -7 | 130 |
| 7 May | 1206.50 | 21.3 | -13.400000000000002 (-38.62%) | 26.28 | 742 | 53 | 141 |
| 6 May | 1177.60 | 34.9 | -10.200000000000003 (-22.62%) | 28.29 | 415 | 73 | 90 |
| 5 May | 1164.10 | 44.75 | -56.25 (-55.69%) | 29.02 | 51 | 16 | 17 |
| 4 May | 1166.40 | 101 | 101 | - | 0 | 0 | 1 |
| 30 Apr | 1100.95 | 101 | 101 | - | 0 | 0 | 1 |
| 29 Apr | 1106.10 | 101 | 101 | - | 0 | 0 | 1 |
| 28 Apr | 1090.45 | 101 | 101 | - | 0 | 0 | 1 |
| 27 Apr | 1123.55 | 101 | 101 | - | 0 | 0 | 1 |
| 24 Apr | 1113.45 | 101 | 101 (0.00%) | - | 0 | 0 | 1 |
| 23 Apr | 1129.00 | 101 | 0 (0.00%) | 32.13 | 0 | 0 | 1 |
| 22 Apr | 1096.10 | 101 | -94.75 (-48.40%) | 32.13 | 1 | 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 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Laurus Labs Limited - strike price 1190 expiring on 26MAY2026
Delta for 1190 PE is -0.15
Historical price for 1190 PE is as follows
On 11 May LAURUSLABS was trading at 1266.80. The strike last trading price was 7, which was -8 lower than the previous day. The implied volatity was 32.31, the open interest changed by 31 which increased total open position to 161
On 8 May LAURUSLABS was trading at 1228.30. The strike last trading price was 14.35, which was -7.250000000000002 lower than the previous day. The implied volatity was 28.12, the open interest changed by -7 which decreased total open position to 130
On 7 May LAURUSLABS was trading at 1206.50. The strike last trading price was 21.3, which was -13.400000000000002 lower than the previous day. The implied volatity was 26.28, the open interest changed by 53 which increased total open position to 141
On 6 May LAURUSLABS was trading at 1177.60. The strike last trading price was 34.9, which was -10.200000000000003 lower than the previous day. The implied volatity was 28.29, the open interest changed by 73 which increased total open position to 90
On 5 May LAURUSLABS was trading at 1164.10. The strike last trading price was 44.75, which was -56.25 lower than the previous day. The implied volatity was 29.02, the open interest changed by 16 which increased total open position to 17
On 4 May LAURUSLABS was trading at 1166.40. The strike last trading price was 101, which was 101 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 30 Apr LAURUSLABS was trading at 1100.95. The strike last trading price was 101, which was 101 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 29 Apr LAURUSLABS was trading at 1106.10. The strike last trading price was 101, which was 101 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 28 Apr LAURUSLABS was trading at 1090.45. The strike last trading price was 101, which was 101 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 27 Apr LAURUSLABS was trading at 1123.55. The strike last trading price was 101, which was 101 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 24 Apr LAURUSLABS was trading at 1113.45. The strike last trading price was 101, which was 101 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 23 Apr LAURUSLABS was trading at 1129.00. The strike last trading price was 101, which was 0 lower than the previous day. The implied volatity was 32.13, the open interest changed by 0 which decreased total open position to 1
On 22 Apr LAURUSLABS was trading at 1096.10. The strike last trading price was 101, which was -94.75 lower than the previous day. The implied volatity was 32.13, 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 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
