Historical option data for LAURUSLABS
20 May 2026 04:10 PM IST
| LAURUSLABS 26-May-2026 (5d) 1260 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.96
Vega: 0
Theta: -0.28
Gamma: 0.00142
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 May | 1361.10 | 102.1 | 15.75 (18.24%) | 35.17 | 5 | -2 | 217 | |||||||||
| 19 May | 1344.90 | 85.2 | 13.95 (19.58%) | 33.25 | 65 | -19 | 220 | |||||||||
| 18 May | 1327.30 | 71.9 | 6.65 (10.19%) | 22.62 | 43 | -4 | 239 | |||||||||
| 15 May | 1323.60 | 65.25 | 1.15 (1.79%) | 28.77 | 96 | -51 | 244 | |||||||||
| 14 May | 1315.50 | 63.1 | 23.05 (57.55%) | 25.22 | 281 | -12 | 295 | |||||||||
| 13 May | 1280.50 | 41.25 | 6.65 (19.22%) | 0 | 1,095 | 9 | 308 | |||||||||
| 12 May | 1268.00 | 38.3 | 4.05 (11.82%) | 30.39 | 1,090 | 6 | 299 | |||||||||
| 11 May | 1266.80 | 36 | 17.7 (96.72%) | 28.16 | 3,046 | 92 | 297 | |||||||||
| 8 May | 1228.30 | 18.1 | 5.85 (47.76%) | 26.78 | 515 | 34 | 205 | |||||||||
| 7 May | 1206.50 | 12.05 | 4.15 (52.53%) | 27.94 | 764 | -68 | 172 | |||||||||
| 6 May | 1177.60 | 8.1 | 0.75 (10.20%) | 28.92 | 519 | -36 | 239 | |||||||||
| 5 May | 1164.10 | 7.25 | -1.2 (-14.20%) | 31.27 | 351 | 69 | 276 | |||||||||
| 4 May | 1166.40 | 9 | 3.3 (57.89%) | 32.27 | 897 | 92 | 203 | |||||||||
| 30 Apr | 1100.95 | 5.3 | -1.1 (-17.19%) | 36.24 | 155 | 26 | 137 | |||||||||
| 29 Apr | 1106.10 | 6.3 | -0.3 (-4.55%) | 37.97 | 89 | 43 | 111 | |||||||||
| 28 Apr | 1090.45 | 6.6 | -4.05 (-38.03%) | 39.06 | 72 | 31 | 67 | |||||||||
| 27 Apr | 1123.55 | 10.75 | 0.75 (7.50%) | 38.53 | 26 | 3 | 35 | |||||||||
| 24 Apr | 1113.45 | 10 | -0.95 (-8.68%) | 37.09 | 42 | 11 | 31 | |||||||||
| 23 Apr | 1129.00 | 10.9 | 2.4 (28.24%) | 35.07 | 9 | 3 | 20 | |||||||||
| 22 Apr | 1096.10 | 8.5 | 0 (0.00%) | 34.06 | 0 | 0 | 17 | |||||||||
| 21 Apr | 1114.35 | 8.5 | -4.5 (-34.62%) | 34.06 | 1 | 0 | 17 | |||||||||
| 20 Apr | 1129.50 | 13 | -5.65 (-30.29%) | 36.5 | 24 | 16 | 16 | |||||||||
| 17 Apr | 1135.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 1128.35 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Laurus Labs Limited - strike price 1260 expiring on 26MAY2026
Delta for 1260 CE is 0.96
Historical price for 1260 CE is as follows
On 20 May LAURUSLABS was trading at 1361.10. The strike last trading price was 102.1, which was 15.75 higher than the previous day. The implied volatity was 35.17, the open interest changed by -2 which decreased total open position to 217
On 19 May LAURUSLABS was trading at 1344.90. The strike last trading price was 85.2, which was 13.95 higher than the previous day. The implied volatity was 33.25, the open interest changed by -19 which decreased total open position to 220
On 18 May LAURUSLABS was trading at 1327.30. The strike last trading price was 71.9, which was 6.65 higher than the previous day. The implied volatity was 22.62, the open interest changed by -4 which decreased total open position to 239
On 15 May LAURUSLABS was trading at 1323.60. The strike last trading price was 65.25, which was 1.15 higher than the previous day. The implied volatity was 28.77, the open interest changed by -51 which decreased total open position to 244
On 14 May LAURUSLABS was trading at 1315.50. The strike last trading price was 63.1, which was 23.05 higher than the previous day. The implied volatity was 25.22, the open interest changed by -12 which decreased total open position to 295
On 13 May LAURUSLABS was trading at 1280.50. The strike last trading price was 41.25, which was 6.65 higher than the previous day. The implied volatity was 0, the open interest changed by 9 which increased total open position to 308
On 12 May LAURUSLABS was trading at 1268.00. The strike last trading price was 38.3, which was 4.05 higher than the previous day. The implied volatity was 30.39, the open interest changed by 6 which increased total open position to 299
On 11 May LAURUSLABS was trading at 1266.80. The strike last trading price was 36, which was 17.7 higher than the previous day. The implied volatity was 28.16, the open interest changed by 92 which increased total open position to 297
On 8 May LAURUSLABS was trading at 1228.30. The strike last trading price was 18.1, which was 5.85 higher than the previous day. The implied volatity was 26.78, the open interest changed by 34 which increased total open position to 205
On 7 May LAURUSLABS was trading at 1206.50. The strike last trading price was 12.05, which was 4.15 higher than the previous day. The implied volatity was 27.94, the open interest changed by -68 which decreased total open position to 172
On 6 May LAURUSLABS was trading at 1177.60. The strike last trading price was 8.1, which was 0.75 higher than the previous day. The implied volatity was 28.92, the open interest changed by -36 which decreased total open position to 239
On 5 May LAURUSLABS was trading at 1164.10. The strike last trading price was 7.25, which was -1.2 lower than the previous day. The implied volatity was 31.27, the open interest changed by 69 which increased total open position to 276
On 4 May LAURUSLABS was trading at 1166.40. The strike last trading price was 9, which was 3.3 higher than the previous day. The implied volatity was 32.27, the open interest changed by 92 which increased total open position to 203
On 30 Apr LAURUSLABS was trading at 1100.95. The strike last trading price was 5.3, which was -1.1 lower than the previous day. The implied volatity was 36.24, the open interest changed by 26 which increased total open position to 137
On 29 Apr LAURUSLABS was trading at 1106.10. The strike last trading price was 6.3, which was -0.3 lower than the previous day. The implied volatity was 37.97, the open interest changed by 43 which increased total open position to 111
On 28 Apr LAURUSLABS was trading at 1090.45. The strike last trading price was 6.6, which was -4.05 lower than the previous day. The implied volatity was 39.06, the open interest changed by 31 which increased total open position to 67
On 27 Apr LAURUSLABS was trading at 1123.55. The strike last trading price was 10.75, which was 0.75 higher than the previous day. The implied volatity was 38.53, the open interest changed by 3 which increased total open position to 35
On 24 Apr LAURUSLABS was trading at 1113.45. The strike last trading price was 10, which was -0.95 lower than the previous day. The implied volatity was 37.09, the open interest changed by 11 which increased total open position to 31
On 23 Apr LAURUSLABS was trading at 1129.00. The strike last trading price was 10.9, which was 2.4 higher than the previous day. The implied volatity was 35.07, the open interest changed by 3 which increased total open position to 20
On 22 Apr LAURUSLABS was trading at 1096.10. The strike last trading price was 8.5, which was 0 lower than the previous day. The implied volatity was 34.06, the open interest changed by 0 which decreased total open position to 17
On 21 Apr LAURUSLABS was trading at 1114.35. The strike last trading price was 8.5, which was -4.5 lower than the previous day. The implied volatity was 34.06, the open interest changed by 0 which decreased total open position to 17
On 20 Apr LAURUSLABS was trading at 1129.50. The strike last trading price was 13, which was -5.65 lower than the previous day. The implied volatity was 36.5, the open interest changed by 16 which increased total open position to 16
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
| LAURUSLABS 26-May-2026 (5d) 1260 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.04
Vega: 0
Theta: -0.26
Gamma: 0.00143
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 May | 1361.10 | 1 | -1 (-50.00%) | 34.5 | 289 | 29 | 365 |
| 19 May | 1344.90 | 2 | -3 (-60.00%) | 33.17 | 152 | -29 | 338 |
| 18 May | 1327.30 | 4 | -2 (-33.33%) | 33.04 | 257 | -11 | 367 |
| 15 May | 1323.60 | 6 | -1 (-14.29%) | 29.5 | 327 | 1 | 379 |
| 14 May | 1315.50 | 7 | -11 (-61.11%) | 28.5 | 967 | 35 | 378 |
| 13 May | 1280.50 | 17 | -7 (-29.17%) | 28.01 | 1,993 | 6 | 341 |
| 12 May | 1268.00 | 22 | -5 (-18.52%) | 28.98 | 1,401 | 48 | 336 |
| 11 May | 1266.80 | 25 | -24 (-48.98%) | 29.89 | 1,054 | 262 | 291 |
| 8 May | 1228.30 | 49 | -107 (-68.59%) | 28.29 | 3 | 2 | 28 |
| 7 May | 1206.50 | 156 | 156 | - | 0 | 0 | 26 |
| 6 May | 1177.60 | 156 | 156 | - | 0 | 0 | 26 |
| 5 May | 1164.10 | 156 | 156 | - | 0 | 0 | 26 |
| 4 May | 1166.40 | 156 | 156 | - | 0 | 0 | 26 |
| 30 Apr | 1100.95 | 156 | 156 | - | 0 | 0 | 26 |
| 29 Apr | 1106.10 | 156 | 156 | - | 0 | 0 | 26 |
| 28 Apr | 1090.45 | 156 | 156 | - | 0 | 0 | 26 |
| 27 Apr | 1123.55 | 156 | 156 | - | 0 | 0 | 26 |
| 24 Apr | 1113.45 | 156 | 156 | - | 0 | 0 | 26 |
| 23 Apr | 1129.00 | 156 | 156 (-32.00%) | 37.9 | 0 | 0 | 26 |
| 22 Apr | 1096.10 | 156 | -73.4 (-32.00%) | 37.9 | 26 | 24 | 24 |
| 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 |
For Laurus Labs Limited - strike price 1260 expiring on 26MAY2026
Delta for 1260 PE is -0.04
Historical price for 1260 PE is as follows
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 34.5, the open interest changed by 29 which increased total open position to 365
On 19 May LAURUSLABS was trading at 1344.90. The strike last trading price was 2, which was -3 lower than the previous day. The implied volatity was 33.17, the open interest changed by -29 which decreased total open position to 338
On 18 May LAURUSLABS was trading at 1327.30. The strike last trading price was 4, which was -2 lower than the previous day. The implied volatity was 33.04, the open interest changed by -11 which decreased total open position to 367
On 15 May LAURUSLABS was trading at 1323.60. The strike last trading price was 6, which was -1 lower than the previous day. The implied volatity was 29.5, the open interest changed by 1 which increased total open position to 379
On 14 May LAURUSLABS was trading at 1315.50. The strike last trading price was 7, which was -11 lower than the previous day. The implied volatity was 28.5, the open interest changed by 35 which increased total open position to 378
On 13 May LAURUSLABS was trading at 1280.50. The strike last trading price was 17, which was -7 lower than the previous day. The implied volatity was 28.01, the open interest changed by 6 which increased total open position to 341
On 12 May LAURUSLABS was trading at 1268.00. The strike last trading price was 22, which was -5 lower than the previous day. The implied volatity was 28.98, the open interest changed by 48 which increased total open position to 336
On 11 May LAURUSLABS was trading at 1266.80. The strike last trading price was 25, which was -24 lower than the previous day. The implied volatity was 29.89, the open interest changed by 262 which increased total open position to 291
On 8 May LAURUSLABS was trading at 1228.30. The strike last trading price was 49, which was -107 lower than the previous day. The implied volatity was 28.29, the open interest changed by 2 which increased total open position to 28
On 7 May LAURUSLABS was trading at 1206.50. The strike last trading price was 156, which was 156 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26
On 6 May LAURUSLABS was trading at 1177.60. The strike last trading price was 156, which was 156 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26
On 5 May LAURUSLABS was trading at 1164.10. The strike last trading price was 156, which was 156 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26
On 4 May LAURUSLABS was trading at 1166.40. The strike last trading price was 156, which was 156 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26
On 30 Apr LAURUSLABS was trading at 1100.95. The strike last trading price was 156, which was 156 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26
On 29 Apr LAURUSLABS was trading at 1106.10. The strike last trading price was 156, which was 156 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26
On 28 Apr LAURUSLABS was trading at 1090.45. The strike last trading price was 156, which was 156 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26
On 27 Apr LAURUSLABS was trading at 1123.55. The strike last trading price was 156, which was 156 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26
On 24 Apr LAURUSLABS was trading at 1113.45. The strike last trading price was 156, which was 156 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26
On 23 Apr LAURUSLABS was trading at 1129.00. The strike last trading price was 156, which was 156 higher than the previous day. The implied volatity was 37.9, the open interest changed by 0 which decreased total open position to 26
On 22 Apr LAURUSLABS was trading at 1096.10. The strike last trading price was 156, which was -73.4 lower than the previous day. The implied volatity was 37.9, the open interest changed by 24 which increased total open position to 24
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
