LAURUSLABS
Laurus Labs Limited
Historical option data for LAURUSLABS
14 May 2026 04:10 PM IST
| LAURUSLABS 26-May-2026 (11d) 1230 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.94
Vega: 0
Theta: -0.32
Gamma: 0.00202
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 14 May | 1315.50 | 89.9 | 27.450000000000003 (43.96%) | 24.82 | 76 | -8 | 130 | |||||||||
| 13 May | 1280.50 | 63.6 | 10.300000000000004 (19.32%) | 0 | 51 | -3 | 139 | |||||||||
| 12 May | 1268.00 | 54.7 | 0.5500000000000043 (1.02%) | 0 | 45 | -5 | 143 | |||||||||
| 11 May | 1266.80 | 55.35 | 23.85 (75.71%) | 28.45 | 1,967 | -251 | 148 | |||||||||
| 8 May | 1228.30 | 31.3 | 9.100000000000001 (40.99%) | 29.2 | 2,607 | 257 | 415 | |||||||||
| 7 May | 1206.50 | 21.6 | 7.300000000000001 (51.05%) | 28.62 | 831 | 49 | 162 | |||||||||
| 6 May | 1177.60 | 14.6 | 1.75 (13.62%) | 28.82 | 375 | 33 | 113 | |||||||||
| 5 May | 1164.10 | 12.85 | -1.5999999999999996 (-11.07%) | 30.87 | 160 | 36 | 80 | |||||||||
| 4 May | 1166.40 | 15 | 6.65 (79.64%) | 31.58 | 174 | 28 | 43 | |||||||||
|
|
||||||||||||||||
| 30 Apr | 1100.95 | 8.25 | -1.3499999999999996 (-14.06%) | 35.68 | 30 | 6 | 21 | |||||||||
| 29 Apr | 1106.10 | 9.4 | 0.9000000000000004 (10.59%) | 36.5 | 42 | 6 | 15 | |||||||||
| 28 Apr | 1090.45 | 8.5 | -5.949999999999999 (-41.18%) | 38.57 | 8 | 1 | 8 | |||||||||
| 27 Apr | 1123.55 | 14.45 | 0.8499999999999996 (6.25%) | 37.92 | 8 | 6 | 8 | |||||||||
| 24 Apr | 1113.45 | 13.6 | -4.65 (-25.48%) | - | 0 | 0 | 2 | |||||||||
| 23 Apr | 1129.00 | 13.6 | -4.65 (-25.48%) | - | 0 | 0 | 2 | |||||||||
| 22 Apr | 1096.10 | 13.6 | -4.65 (-25.48%) | 34.74 | 0 | 0 | 2 | |||||||||
| 21 Apr | 1114.35 | 13.6 | -4.000000000000002 (-22.73%) | 34.74 | 1 | 0 | 1 | |||||||||
| 20 Apr | 1129.50 | 17.6 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 17 Apr | 1135.75 | 17.6 | 9.950000000000001 (130.07%) | 32.27 | 1 | 0 | 0 | |||||||||
For Laurus Labs Limited - strike price 1230 expiring on 26MAY2026
Delta for 1230 CE is 0.94
Historical price for 1230 CE is as follows
On 14 May LAURUSLABS was trading at 1315.50. The strike last trading price was 89.9, which was 27.450000000000003 higher than the previous day. The implied volatity was 24.82, the open interest changed by -8 which decreased total open position to 130
On 13 May LAURUSLABS was trading at 1280.50. The strike last trading price was 63.6, which was 10.300000000000004 higher than the previous day. The implied volatity was 0, the open interest changed by -3 which decreased total open position to 139
On 12 May LAURUSLABS was trading at 1268.00. The strike last trading price was 54.7, which was 0.5500000000000043 higher than the previous day. The implied volatity was 0, the open interest changed by -5 which decreased total open position to 143
On 11 May LAURUSLABS was trading at 1266.80. The strike last trading price was 55.35, which was 23.85 higher than the previous day. The implied volatity was 28.45, the open interest changed by -251 which decreased total open position to 148
On 8 May LAURUSLABS was trading at 1228.30. The strike last trading price was 31.3, which was 9.100000000000001 higher than the previous day. The implied volatity was 29.2, the open interest changed by 257 which increased total open position to 415
On 7 May LAURUSLABS was trading at 1206.50. The strike last trading price was 21.6, which was 7.300000000000001 higher than the previous day. The implied volatity was 28.62, the open interest changed by 49 which increased total open position to 162
On 6 May LAURUSLABS was trading at 1177.60. The strike last trading price was 14.6, which was 1.75 higher than the previous day. The implied volatity was 28.82, the open interest changed by 33 which increased total open position to 113
On 5 May LAURUSLABS was trading at 1164.10. The strike last trading price was 12.85, which was -1.5999999999999996 lower than the previous day. The implied volatity was 30.87, the open interest changed by 36 which increased total open position to 80
On 4 May LAURUSLABS was trading at 1166.40. The strike last trading price was 15, which was 6.65 higher than the previous day. The implied volatity was 31.58, the open interest changed by 28 which increased total open position to 43
On 30 Apr LAURUSLABS was trading at 1100.95. The strike last trading price was 8.25, which was -1.3499999999999996 lower than the previous day. The implied volatity was 35.68, the open interest changed by 6 which increased total open position to 21
On 29 Apr LAURUSLABS was trading at 1106.10. The strike last trading price was 9.4, which was 0.9000000000000004 higher than the previous day. The implied volatity was 36.5, the open interest changed by 6 which increased total open position to 15
On 28 Apr LAURUSLABS was trading at 1090.45. The strike last trading price was 8.5, which was -5.949999999999999 lower than the previous day. The implied volatity was 38.57, the open interest changed by 1 which increased total open position to 8
On 27 Apr LAURUSLABS was trading at 1123.55. The strike last trading price was 14.45, which was 0.8499999999999996 higher than the previous day. The implied volatity was 37.92, the open interest changed by 6 which increased total open position to 8
On 24 Apr LAURUSLABS was trading at 1113.45. The strike last trading price was 13.6, which was -4.65 lower than the previous day. The implied volatity was -, 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 13.6, which was -4.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 22 Apr LAURUSLABS was trading at 1096.10. The strike last trading price was 13.6, which was -4.65 lower than the previous day. The implied volatity was 34.74, the open interest changed by 0 which decreased total open position to 2
On 21 Apr LAURUSLABS was trading at 1114.35. The strike last trading price was 13.6, which was -4.000000000000002 lower than the previous day. The implied volatity was 34.74, the open interest changed by 0 which decreased total open position to 1
On 20 Apr LAURUSLABS was trading at 1129.50. The strike last trading price was 17.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 17 Apr LAURUSLABS was trading at 1135.75. The strike last trading price was 17.6, which was 9.950000000000001 higher than the previous day. The implied volatity was 32.27, the open interest changed by 0 which decreased total open position to 0
| LAURUSLABS 26-May-2026 (11d) 1230 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.1
Vega: 0
Theta: -0.39
Gamma: 0.00245
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 14 May | 1315.50 | 4 | -6 (-60.00%) | 30.52 | 478 | 0 | 202 |
| 13 May | 1280.50 | 9 | -5 (-35.71%) | 0 | 307 | -11 | 202 |
| 12 May | 1268.00 | 13 | -2 (-13.33%) | 0 | 477 | 6 | 215 |
| 11 May | 1266.80 | 14 | -15 (-51.72%) | 30.63 | 1,077 | 66 | 211 |
| 8 May | 1228.30 | 29.75 | -11.200000000000003 (-27.35%) | 27.3 | 671 | 106 | 145 |
| 7 May | 1206.50 | 40.8 | -20.700000000000003 (-33.66%) | 24.74 | 103 | 29 | 40 |
| 6 May | 1177.60 | 61.5 | -13.049999999999997 (-17.51%) | 26.92 | 10 | 0 | 11 |
| 5 May | 1164.10 | 74.55 | -156.8 (-67.78%) | 29.05 | 40 | 7 | 7 |
| 4 May | 1166.40 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 1100.95 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 1106.10 | 0 | 0 | - | 0 | 0 | 0 |
| 28 Apr | 1090.45 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Apr | 1123.55 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Apr | 1113.45 | 0 | 0 | - | 0 | 0 | 0 |
| 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 |
For Laurus Labs Limited - strike price 1230 expiring on 26MAY2026
Delta for 1230 PE is -0.1
Historical price for 1230 PE is as follows
On 14 May LAURUSLABS was trading at 1315.50. The strike last trading price was 4, which was -6 lower than the previous day. The implied volatity was 30.52, the open interest changed by 0 which decreased total open position to 202
On 13 May LAURUSLABS was trading at 1280.50. The strike last trading price was 9, which was -5 lower than the previous day. The implied volatity was 0, the open interest changed by -11 which decreased total open position to 202
On 12 May LAURUSLABS was trading at 1268.00. The strike last trading price was 13, which was -2 lower than the previous day. The implied volatity was 0, the open interest changed by 6 which increased total open position to 215
On 11 May LAURUSLABS was trading at 1266.80. The strike last trading price was 14, which was -15 lower than the previous day. The implied volatity was 30.63, the open interest changed by 66 which increased total open position to 211
On 8 May LAURUSLABS was trading at 1228.30. The strike last trading price was 29.75, which was -11.200000000000003 lower than the previous day. The implied volatity was 27.3, the open interest changed by 106 which increased total open position to 145
On 7 May LAURUSLABS was trading at 1206.50. The strike last trading price was 40.8, which was -20.700000000000003 lower than the previous day. The implied volatity was 24.74, the open interest changed by 29 which increased total open position to 40
On 6 May LAURUSLABS was trading at 1177.60. The strike last trading price was 61.5, which was -13.049999999999997 lower than the previous day. The implied volatity was 26.92, the open interest changed by 0 which decreased total open position to 11
On 5 May LAURUSLABS was trading at 1164.10. The strike last trading price was 74.55, which was -156.8 lower than the previous day. The implied volatity was 29.05, the open interest changed by 7 which increased total open position to 7
On 4 May LAURUSLABS was trading at 1166.40. 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 30 Apr LAURUSLABS was trading at 1100.95. 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 29 Apr LAURUSLABS was trading at 1106.10. 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 28 Apr LAURUSLABS was trading at 1090.45. 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 Apr LAURUSLABS was trading at 1123.55. 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 24 Apr LAURUSLABS was trading at 1113.45. 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 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
