Historical option data for LAURUSLABS
25 May 2026 04:10 PM IST
| LAURUSLABS 26-May-2026 1250 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 1
Vega: 0
Theta: 0.01
Gamma: 0.00026
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 May | 1356.30 | 106.75 | 11.75 (12.37%) | 52.13 | 21 | -6 | 139 | |||||||||
| 22 May | 1343.50 | 95 | -7 (-6.86%) | 29.88 | 62 | -21 | 145 | |||||||||
| 21 May | 1351.00 | 102 | -10.9 (-9.65%) | 46.74 | 32 | -15 | 167 | |||||||||
| 20 May | 1361.10 | 111.95 | 17.75 (18.84%) | 40.93 | 43 | -23 | 184 | |||||||||
| 19 May | 1344.90 | 93.5 | 12.55 (15.50%) | 34.5 | 20 | -6 | 208 | |||||||||
| 18 May | 1327.30 | 81.45 | 4.95 (6.47%) | 26.68 | 122 | -49 | 214 | |||||||||
| 15 May | 1323.60 | 74.3 | 1.9 (2.62%) | 29.94 | 105 | -24 | 267 | |||||||||
| 14 May | 1315.50 | 71.6 | 24.35 (51.53%) | 24.36 | 277 | -40 | 294 | |||||||||
| 13 May | 1280.50 | 49 | 9 (22.50%) | 30.34 | 576 | -24 | 334 | |||||||||
| 12 May | 1268.00 | 44 | 4.25 (10.69%) | 0 | 729 | 16 | 360 | |||||||||
| 11 May | 1266.80 | 42.2 | 20.1 (90.95%) | 28.52 | 3,517 | 19 | 343 | |||||||||
| 8 May | 1228.30 | 21.6 | 6.4 (42.11%) | 28.17 | 1,540 | 147 | 325 | |||||||||
| 7 May | 1206.50 | 14.8 | 4.85 (48.74%) | 28.07 | 1,243 | -81 | 177 | |||||||||
| 6 May | 1177.60 | 9.85 | 0.95 (10.67%) | 28.79 | 959 | 182 | 258 | |||||||||
| 5 May | 1164.10 | 8.7 | -1.4 (-13.86%) | 31.13 | 171 | 27 | 75 | |||||||||
| 4 May | 1166.40 | 10.75 | 4.6 (74.80%) | 32.26 | 128 | 48 | 48 | |||||||||
For Laurus Labs Limited - strike price 1250 expiring on 26MAY2026
Delta for 1250 CE is 1
Historical price for 1250 CE is as follows
On 25 May LAURUSLABS was trading at 1356.30. The strike last trading price was 106.75, which was 11.75 higher than the previous day. The implied volatity was 52.13, the open interest changed by -6 which decreased total open position to 139
On 22 May LAURUSLABS was trading at 1343.50. The strike last trading price was 95, which was -7 lower than the previous day. The implied volatity was 29.88, the open interest changed by -21 which decreased total open position to 145
On 21 May LAURUSLABS was trading at 1351.00. The strike last trading price was 102, which was -10.9 lower than the previous day. The implied volatity was 46.74, the open interest changed by -15 which decreased total open position to 167
On 20 May LAURUSLABS was trading at 1361.10. The strike last trading price was 111.95, which was 17.75 higher than the previous day. The implied volatity was 40.93, the open interest changed by -23 which decreased total open position to 184
On 19 May LAURUSLABS was trading at 1344.90. The strike last trading price was 93.5, which was 12.55 higher than the previous day. The implied volatity was 34.5, the open interest changed by -6 which decreased total open position to 208
On 18 May LAURUSLABS was trading at 1327.30. The strike last trading price was 81.45, which was 4.95 higher than the previous day. The implied volatity was 26.68, the open interest changed by -49 which decreased total open position to 214
On 15 May LAURUSLABS was trading at 1323.60. The strike last trading price was 74.3, which was 1.9 higher than the previous day. The implied volatity was 29.94, the open interest changed by -24 which decreased total open position to 267
On 14 May LAURUSLABS was trading at 1315.50. The strike last trading price was 71.6, which was 24.35 higher than the previous day. The implied volatity was 24.36, the open interest changed by -40 which decreased total open position to 294
On 13 May LAURUSLABS was trading at 1280.50. The strike last trading price was 49, which was 9 higher than the previous day. The implied volatity was 30.34, the open interest changed by -24 which decreased total open position to 334
On 12 May LAURUSLABS was trading at 1268.00. The strike last trading price was 44, which was 4.25 higher than the previous day. The implied volatity was 0, the open interest changed by 16 which increased total open position to 360
On 11 May LAURUSLABS was trading at 1266.80. The strike last trading price was 42.2, which was 20.1 higher than the previous day. The implied volatity was 28.52, the open interest changed by 19 which increased total open position to 343
On 8 May LAURUSLABS was trading at 1228.30. The strike last trading price was 21.6, which was 6.4 higher than the previous day. The implied volatity was 28.17, the open interest changed by 147 which increased total open position to 325
On 7 May LAURUSLABS was trading at 1206.50. The strike last trading price was 14.8, which was 4.85 higher than the previous day. The implied volatity was 28.07, the open interest changed by -81 which decreased total open position to 177
On 6 May LAURUSLABS was trading at 1177.60. The strike last trading price was 9.85, which was 0.95 higher than the previous day. The implied volatity was 28.79, the open interest changed by 182 which increased total open position to 258
On 5 May LAURUSLABS was trading at 1164.10. The strike last trading price was 8.7, which was -1.4 lower than the previous day. The implied volatity was 31.13, the open interest changed by 27 which increased total open position to 75
On 4 May LAURUSLABS was trading at 1166.40. The strike last trading price was 10.75, which was 4.6 higher than the previous day. The implied volatity was 32.26, the open interest changed by 48 which increased total open position to 48
| LAURUSLABS 26-May-2026 1250 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0
Vega: 0
Theta: 0.01
Gamma: 0.00026
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 May | 1356.30 | 0 | 0 (-100.00%) | 51.99 | 156 | -65 | 349 |
| 22 May | 1343.50 | 0 | -1 (-100.00%) | 32.22 | 178 | -36 | 420 |
| 21 May | 1351.00 | 0 | -1 (-100.00%) | 32.76 | 82 | -28 | 457 |
| 20 May | 1361.10 | 1 | -1 (-50.00%) | 37.05 | 81 | -18 | 484 |
| 19 May | 1344.90 | 2 | -2 (-50.00%) | 35.85 | 293 | 9 | 499 |
| 18 May | 1327.30 | 4 | -1 (-20.00%) | 34.44 | 324 | -4 | 487 |
| 15 May | 1323.60 | 5 | -1 (-16.67%) | 30.86 | 342 | 33 | 509 |
| 14 May | 1315.50 | 6 | -9 (-60.00%) | 29.23 | 951 | 76 | 475 |
| 13 May | 1280.50 | 14 | -6 (-30.00%) | 28.09 | 1,090 | 60 | 399 |
| 12 May | 1268.00 | 18 | -4 (-18.18%) | 28.85 | 837 | 10 | 339 |
| 11 May | 1266.80 | 21 | -19 (-47.50%) | 29.88 | 1,481 | 282 | 332 |
| 8 May | 1228.30 | 40.8 | -14.2 (-25.82%) | 27.7 | 155 | 34 | 49 |
| 7 May | 1206.50 | 55 | -14.25 (-20.58%) | 27.36 | 23 | 8 | 15 |
| 6 May | 1177.60 | 69.25 | -16.75 (-19.48%) | 24.36 | 22 | 5 | 6 |
| 5 May | 1164.10 | 86 | -163.6 (-65.54%) | 20.82 | 1 | 0 | 0 |
| 4 May | 1166.40 | 0 | 0 | - | 0 | 0 | 0 |
For Laurus Labs Limited - strike price 1250 expiring on 26MAY2026
Delta for 1250 PE is 0
Historical price for 1250 PE is as follows
On 25 May LAURUSLABS was trading at 1356.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 51.99, the open interest changed by -65 which decreased total open position to 349
On 22 May LAURUSLABS was trading at 1343.50. The strike last trading price was 0, which was -1 lower than the previous day. The implied volatity was 32.22, the open interest changed by -36 which decreased total open position to 420
On 21 May LAURUSLABS was trading at 1351.00. The strike last trading price was 0, which was -1 lower than the previous day. The implied volatity was 32.76, the open interest changed by -28 which decreased total open position to 457
On 20 May LAURUSLABS was trading at 1361.10. The strike last trading price was 1, which was -1 lower than the previous day. The implied volatity was 37.05, the open interest changed by -18 which decreased total open position to 484
On 19 May LAURUSLABS was trading at 1344.90. The strike last trading price was 2, which was -2 lower than the previous day. The implied volatity was 35.85, the open interest changed by 9 which increased total open position to 499
On 18 May LAURUSLABS was trading at 1327.30. The strike last trading price was 4, which was -1 lower than the previous day. The implied volatity was 34.44, the open interest changed by -4 which decreased total open position to 487
On 15 May LAURUSLABS was trading at 1323.60. The strike last trading price was 5, which was -1 lower than the previous day. The implied volatity was 30.86, the open interest changed by 33 which increased total open position to 509
On 14 May LAURUSLABS was trading at 1315.50. The strike last trading price was 6, which was -9 lower than the previous day. The implied volatity was 29.23, the open interest changed by 76 which increased total open position to 475
On 13 May LAURUSLABS was trading at 1280.50. The strike last trading price was 14, which was -6 lower than the previous day. The implied volatity was 28.09, the open interest changed by 60 which increased total open position to 399
On 12 May LAURUSLABS was trading at 1268.00. The strike last trading price was 18, which was -4 lower than the previous day. The implied volatity was 28.85, the open interest changed by 10 which increased total open position to 339
On 11 May LAURUSLABS was trading at 1266.80. The strike last trading price was 21, which was -19 lower than the previous day. The implied volatity was 29.88, the open interest changed by 282 which increased total open position to 332
On 8 May LAURUSLABS was trading at 1228.30. The strike last trading price was 40.8, which was -14.2 lower than the previous day. The implied volatity was 27.7, the open interest changed by 34 which increased total open position to 49
On 7 May LAURUSLABS was trading at 1206.50. The strike last trading price was 55, which was -14.25 lower than the previous day. The implied volatity was 27.36, the open interest changed by 8 which increased total open position to 15
On 6 May LAURUSLABS was trading at 1177.60. The strike last trading price was 69.25, which was -16.75 lower than the previous day. The implied volatity was 24.36, the open interest changed by 5 which increased total open position to 6
On 5 May LAURUSLABS was trading at 1164.10. The strike last trading price was 86, which was -163.6 lower than the previous day. The implied volatity was 20.82, 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
