LAURUSLABS
Laurus Labs Limited
Historical option data for LAURUSLABS
15 May 2026 04:10 PM IST
| LAURUSLABS 26-May-2026 (10d) 1240 CE | ||||||||||||||||
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Delta: 0.99
Vega: 0
Theta: -0.03
Gamma: 0.00054
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 15 May | 1323.60 | 83.5 | 3.4000000000000057 (4.24%) | 15.08 | 38 | -7 | 138 | |||||||||
| 14 May | 1315.50 | 80 | 25 (45.45%) | 24.14 | 118 | -24 | 146 | |||||||||
| 13 May | 1280.50 | 56.8 | 9.199999999999996 (19.33%) | 0 | 184 | -11 | 172 | |||||||||
| 12 May | 1268.00 | 50 | 3.700000000000003 (7.99%) | 0 | 237 | -32 | 183 | |||||||||
| 11 May | 1266.80 | 48.1 | 21.75 (82.54%) | 28.03 | 2,008 | -176 | 215 | |||||||||
| 8 May | 1228.30 | 26 | 7.050000000000001 (37.20%) | 28.5 | 2,548 | 130 | 391 | |||||||||
| 7 May | 1206.50 | 18.2 | 6.25 (52.30%) | 28.4 | 991 | 68 | 262 | |||||||||
| 6 May | 1177.60 | 12.3 | 1.5500000000000007 (14.42%) | 29.55 | 734 | 11 | 196 | |||||||||
| 5 May | 1164.10 | 10.5 | -1.8000000000000007 (-14.63%) | 31.11 | 328 | -1 | 187 | |||||||||
| 4 May | 1166.40 | 12.7 | 4.8999999999999995 (62.82%) | 32.17 | 1,037 | 95 | 188 | |||||||||
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| 30 Apr | 1100.95 | 7 | -1 (-12.50%) | 35.67 | 188 | 48 | 141 | |||||||||
| 29 Apr | 1106.10 | 8 | 0.7000000000000002 (9.59%) | 36.63 | 131 | -9 | 93 | |||||||||
| 28 Apr | 1090.45 | 7.3 | -6.3999999999999995 (-46.72%) | 37.97 | 70 | 8 | 100 | |||||||||
| 27 Apr | 1123.55 | 13.6 | 1.0999999999999996 (8.80%) | 38.52 | 60 | -2 | 92 | |||||||||
| 24 Apr | 1113.45 | 12.7 | -1.450000000000001 (-10.25%) | 37.26 | 38 | 19 | 94 | |||||||||
| 23 Apr | 1129.00 | 14.25 | 1.8499999999999996 (14.92%) | 35.26 | 56 | 16 | 76 | |||||||||
| 22 Apr | 1096.10 | 12.4 | 0.25 (2.06%) | 35.12 | 11 | -3 | 61 | |||||||||
| 21 Apr | 1114.35 | 12.25 | -2.0999999999999996 (-14.63%) | 35.23 | 17 | 3 | 64 | |||||||||
| 20 Apr | 1129.50 | 14.35 | -1 (-6.51%) | 34.58 | 38 | 4 | 63 | |||||||||
| 17 Apr | 1135.75 | 15.8 | 1.4000000000000004 (9.72%) | 32.06 | 45 | 17 | 58 | |||||||||
| 16 Apr | 1128.35 | 14.1 | 0.25 (1.81%) | 31.89 | 58 | 35 | 41 | |||||||||
| 15 Apr | 1117.60 | 13.85 | 0.1999999999999993 (1.47%) | 33.55 | 2 | 1 | 7 | |||||||||
| 13 Apr | 1087.80 | 13.65 | -5.85 (-30.00%) | 34.64 | 0 | 0 | 6 | |||||||||
| 10 Apr | 1098.35 | 13.65 | -7.999999999999998 (-36.95%) | 34.64 | 6 | 1 | 1 | |||||||||
For Laurus Labs Limited - strike price 1240 expiring on 26MAY2026
Delta for 1240 CE is 0.99
Historical price for 1240 CE is as follows
On 15 May LAURUSLABS was trading at 1323.60. The strike last trading price was 83.5, which was 3.4000000000000057 higher than the previous day. The implied volatity was 15.08, the open interest changed by -7 which decreased total open position to 138
On 14 May LAURUSLABS was trading at 1315.50. The strike last trading price was 80, which was 25 higher than the previous day. The implied volatity was 24.14, the open interest changed by -24 which decreased total open position to 146
On 13 May LAURUSLABS was trading at 1280.50. The strike last trading price was 56.8, which was 9.199999999999996 higher than the previous day. The implied volatity was 0, the open interest changed by -11 which decreased total open position to 172
On 12 May LAURUSLABS was trading at 1268.00. The strike last trading price was 50, which was 3.700000000000003 higher than the previous day. The implied volatity was 0, the open interest changed by -32 which decreased total open position to 183
On 11 May LAURUSLABS was trading at 1266.80. The strike last trading price was 48.1, which was 21.75 higher than the previous day. The implied volatity was 28.03, the open interest changed by -176 which decreased total open position to 215
On 8 May LAURUSLABS was trading at 1228.30. The strike last trading price was 26, which was 7.050000000000001 higher than the previous day. The implied volatity was 28.5, the open interest changed by 130 which increased total open position to 391
On 7 May LAURUSLABS was trading at 1206.50. The strike last trading price was 18.2, which was 6.25 higher than the previous day. The implied volatity was 28.4, the open interest changed by 68 which increased total open position to 262
On 6 May LAURUSLABS was trading at 1177.60. The strike last trading price was 12.3, which was 1.5500000000000007 higher than the previous day. The implied volatity was 29.55, the open interest changed by 11 which increased total open position to 196
On 5 May LAURUSLABS was trading at 1164.10. The strike last trading price was 10.5, which was -1.8000000000000007 lower than the previous day. The implied volatity was 31.11, the open interest changed by -1 which decreased total open position to 187
On 4 May LAURUSLABS was trading at 1166.40. The strike last trading price was 12.7, which was 4.8999999999999995 higher than the previous day. The implied volatity was 32.17, the open interest changed by 95 which increased total open position to 188
On 30 Apr LAURUSLABS was trading at 1100.95. The strike last trading price was 7, which was -1 lower than the previous day. The implied volatity was 35.67, the open interest changed by 48 which increased total open position to 141
On 29 Apr LAURUSLABS was trading at 1106.10. The strike last trading price was 8, which was 0.7000000000000002 higher than the previous day. The implied volatity was 36.63, the open interest changed by -9 which decreased total open position to 93
On 28 Apr LAURUSLABS was trading at 1090.45. The strike last trading price was 7.3, which was -6.3999999999999995 lower than the previous day. The implied volatity was 37.97, the open interest changed by 8 which increased total open position to 100
On 27 Apr LAURUSLABS was trading at 1123.55. The strike last trading price was 13.6, which was 1.0999999999999996 higher than the previous day. The implied volatity was 38.52, the open interest changed by -2 which decreased total open position to 92
On 24 Apr LAURUSLABS was trading at 1113.45. The strike last trading price was 12.7, which was -1.450000000000001 lower than the previous day. The implied volatity was 37.26, the open interest changed by 19 which increased total open position to 94
On 23 Apr LAURUSLABS was trading at 1129.00. The strike last trading price was 14.25, which was 1.8499999999999996 higher than the previous day. The implied volatity was 35.26, the open interest changed by 16 which increased total open position to 76
On 22 Apr LAURUSLABS was trading at 1096.10. The strike last trading price was 12.4, which was 0.25 higher than the previous day. The implied volatity was 35.12, the open interest changed by -3 which decreased total open position to 61
On 21 Apr LAURUSLABS was trading at 1114.35. The strike last trading price was 12.25, which was -2.0999999999999996 lower than the previous day. The implied volatity was 35.23, the open interest changed by 3 which increased total open position to 64
On 20 Apr LAURUSLABS was trading at 1129.50. The strike last trading price was 14.35, which was -1 lower than the previous day. The implied volatity was 34.58, the open interest changed by 4 which increased total open position to 63
On 17 Apr LAURUSLABS was trading at 1135.75. The strike last trading price was 15.8, which was 1.4000000000000004 higher than the previous day. The implied volatity was 32.06, the open interest changed by 17 which increased total open position to 58
On 16 Apr LAURUSLABS was trading at 1128.35. The strike last trading price was 14.1, which was 0.25 higher than the previous day. The implied volatity was 31.89, the open interest changed by 35 which increased total open position to 41
On 15 Apr LAURUSLABS was trading at 1117.60. The strike last trading price was 13.85, which was 0.1999999999999993 higher than the previous day. The implied volatity was 33.55, the open interest changed by 1 which increased total open position to 7
On 13 Apr LAURUSLABS was trading at 1087.80. The strike last trading price was 13.65, which was -5.85 lower than the previous day. The implied volatity was 34.64, the open interest changed by 0 which decreased total open position to 6
On 10 Apr LAURUSLABS was trading at 1098.35. The strike last trading price was 13.65, which was -7.999999999999998 lower than the previous day. The implied volatity was 34.64, the open interest changed by 1 which increased total open position to 1
| LAURUSLABS 26-May-2026 (10d) 1240 PE | |||||||
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Delta: -0.11
Vega: 0
Theta: -0.44
Gamma: 0.00252
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 May | 1323.60 | 4 | -1 (-20.00%) | 31.19 | 304 | 45 | 464 |
| 14 May | 1315.50 | 5 | -7 (-58.33%) | 30.25 | 753 | 76 | 419 |
| 13 May | 1280.50 | 11 | -6 (-35.29%) | 0 | 783 | -70 | 343 |
| 12 May | 1268.00 | 15 | -3 (-16.67%) | 29.13 | 1,409 | 24 | 413 |
| 11 May | 1266.80 | 18 | -16 (-47.06%) | 30.73 | 1,488 | 255 | 384 |
| 8 May | 1228.30 | 34.5 | -12 (-25.81%) | 25.85 | 363 | 88 | 129 |
| 7 May | 1206.50 | 47.35 | -16.9 (-26.30%) | 25.22 | 96 | 33 | 41 |
| 6 May | 1177.60 | 64.25 | -148.45 (-69.79%) | 24.16 | 30 | 8 | 8 |
| 5 May | 1164.10 | 0 | 0 | - | 0 | 0 | 0 |
| 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 |
| 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 | 0 | 0 |
For Laurus Labs Limited - strike price 1240 expiring on 26MAY2026
Delta for 1240 PE is -0.11
Historical price for 1240 PE is as follows
On 15 May LAURUSLABS was trading at 1323.60. The strike last trading price was 4, which was -1 lower than the previous day. The implied volatity was 31.19, the open interest changed by 45 which increased total open position to 464
On 14 May LAURUSLABS was trading at 1315.50. The strike last trading price was 5, which was -7 lower than the previous day. The implied volatity was 30.25, the open interest changed by 76 which increased total open position to 419
On 13 May LAURUSLABS was trading at 1280.50. The strike last trading price was 11, which was -6 lower than the previous day. The implied volatity was 0, the open interest changed by -70 which decreased total open position to 343
On 12 May LAURUSLABS was trading at 1268.00. The strike last trading price was 15, which was -3 lower than the previous day. The implied volatity was 29.13, the open interest changed by 24 which increased total open position to 413
On 11 May LAURUSLABS was trading at 1266.80. The strike last trading price was 18, which was -16 lower than the previous day. The implied volatity was 30.73, the open interest changed by 255 which increased total open position to 384
On 8 May LAURUSLABS was trading at 1228.30. The strike last trading price was 34.5, which was -12 lower than the previous day. The implied volatity was 25.85, the open interest changed by 88 which increased total open position to 129
On 7 May LAURUSLABS was trading at 1206.50. The strike last trading price was 47.35, which was -16.9 lower than the previous day. The implied volatity was 25.22, the open interest changed by 33 which increased total open position to 41
On 6 May LAURUSLABS was trading at 1177.60. The strike last trading price was 64.25, which was -148.45 lower than the previous day. The implied volatity was 24.16, the open interest changed by 8 which increased total open position to 8
On 5 May LAURUSLABS was trading at 1164.10. 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 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
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
