Historical option data for LAURUSLABS
20 May 2026 04:10 PM IST
| LAURUSLABS 26-May-2026 (5d) 1270 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.93
Vega: 0
Theta: -0.44
Gamma: 0.00216
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 May | 1361.10 | 85.15 | 9.05 (11.89%) | 33.34 | 2 | 0 | 239 | |||||||||
| 19 May | 1344.90 | 76.1 | 15.5 (25.58%) | 31.91 | 48 | -16 | 239 | |||||||||
| 18 May | 1327.30 | 60.6 | 3.1 (5.39%) | 21.35 | 12 | -8 | 255 | |||||||||
| 15 May | 1323.60 | 56.8 | 0.75 (1.34%) | 16.1 | 43 | -5 | 264 | |||||||||
| 14 May | 1315.50 | 55.15 | 20.85 (60.79%) | 24.77 | 238 | -14 | 269 | |||||||||
| 13 May | 1280.50 | 35.2 | 6.25 (21.59%) | 0 | 1,230 | -16 | 285 | |||||||||
| 12 May | 1268.00 | 32.8 | 3.6 (12.33%) | 30.26 | 1,618 | 21 | 302 | |||||||||
| 11 May | 1266.80 | 31.4 | 16.55 (111.45%) | 28.84 | 1,770 | 211 | 282 | |||||||||
| 8 May | 1228.30 | 14.6 | 4.75 (48.22%) | 27.81 | 194 | 6 | 69 | |||||||||
| 7 May | 1206.50 | 9.65 | 3 (45.11%) | 28 | 157 | 35 | 64 | |||||||||
| 6 May | 1177.60 | 6.15 | 1.2 (24.24%) | 28.34 | 43 | 28 | 28 | |||||||||
| 5 May | 1164.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 1166.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Laurus Labs Limited - strike price 1270 expiring on 26MAY2026
Delta for 1270 CE is 0.93
Historical price for 1270 CE is as follows
On 20 May LAURUSLABS was trading at 1361.10. The strike last trading price was 85.15, which was 9.05 higher than the previous day. The implied volatity was 33.34, the open interest changed by 0 which decreased total open position to 239
On 19 May LAURUSLABS was trading at 1344.90. The strike last trading price was 76.1, which was 15.5 higher than the previous day. The implied volatity was 31.91, the open interest changed by -16 which decreased total open position to 239
On 18 May LAURUSLABS was trading at 1327.30. The strike last trading price was 60.6, which was 3.1 higher than the previous day. The implied volatity was 21.35, the open interest changed by -8 which decreased total open position to 255
On 15 May LAURUSLABS was trading at 1323.60. The strike last trading price was 56.8, which was 0.75 higher than the previous day. The implied volatity was 16.1, the open interest changed by -5 which decreased total open position to 264
On 14 May LAURUSLABS was trading at 1315.50. The strike last trading price was 55.15, which was 20.85 higher than the previous day. The implied volatity was 24.77, the open interest changed by -14 which decreased total open position to 269
On 13 May LAURUSLABS was trading at 1280.50. The strike last trading price was 35.2, which was 6.25 higher than the previous day. The implied volatity was 0, the open interest changed by -16 which decreased total open position to 285
On 12 May LAURUSLABS was trading at 1268.00. The strike last trading price was 32.8, which was 3.6 higher than the previous day. The implied volatity was 30.26, the open interest changed by 21 which increased total open position to 302
On 11 May LAURUSLABS was trading at 1266.80. The strike last trading price was 31.4, which was 16.55 higher than the previous day. The implied volatity was 28.84, the open interest changed by 211 which increased total open position to 282
On 8 May LAURUSLABS was trading at 1228.30. The strike last trading price was 14.6, which was 4.75 higher than the previous day. The implied volatity was 27.81, the open interest changed by 6 which increased total open position to 69
On 7 May LAURUSLABS was trading at 1206.50. The strike last trading price was 9.65, which was 3 higher than the previous day. The implied volatity was 28, the open interest changed by 35 which increased total open position to 64
On 6 May LAURUSLABS was trading at 1177.60. The strike last trading price was 6.15, which was 1.2 higher than the previous day. The implied volatity was 28.34, the open interest changed by 28 which increased total open position to 28
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
| LAURUSLABS 26-May-2026 (5d) 1270 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.05
Vega: 0
Theta: -0.29
Gamma: 0.00176
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 May | 1361.10 | 1 | -2 (-66.67%) | 32.28 | 144 | -17 | 284 |
| 19 May | 1344.90 | 3 | -3 (-50.00%) | 32.19 | 146 | -28 | 300 |
| 18 May | 1327.30 | 6 | -1 (-14.29%) | 32.06 | 321 | -6 | 328 |
| 15 May | 1323.60 | 7 | -2 (-22.22%) | 28.8 | 311 | -26 | 339 |
| 14 May | 1315.50 | 9 | -13 (-59.09%) | 28.19 | 750 | 13 | 365 |
| 13 May | 1280.50 | 21 | -8 (-27.59%) | 0 | 984 | 51 | 351 |
| 12 May | 1268.00 | 26 | -5 (-16.13%) | 28.2 | 1,373 | 111 | 301 |
| 11 May | 1266.80 | 29 | -49 (-62.82%) | 29.74 | 712 | 186 | 187 |
| 8 May | 1228.30 | 78 | 78 (-70.92%) | 34.6 | 0 | 0 | 1 |
| 7 May | 1206.50 | 78 | -190.2 (-70.92%) | 34.6 | 1 | 0 | 0 |
| 6 May | 1177.60 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 1164.10 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 1166.40 | 0 | 0 | - | 0 | 0 | 0 |
For Laurus Labs Limited - strike price 1270 expiring on 26MAY2026
Delta for 1270 PE is -0.05
Historical price for 1270 PE is as follows
On 20 May LAURUSLABS was trading at 1361.10. The strike last trading price was 1, which was -2 lower than the previous day. The implied volatity was 32.28, the open interest changed by -17 which decreased total open position to 284
On 19 May LAURUSLABS was trading at 1344.90. The strike last trading price was 3, which was -3 lower than the previous day. The implied volatity was 32.19, the open interest changed by -28 which decreased total open position to 300
On 18 May LAURUSLABS was trading at 1327.30. The strike last trading price was 6, which was -1 lower than the previous day. The implied volatity was 32.06, the open interest changed by -6 which decreased total open position to 328
On 15 May LAURUSLABS was trading at 1323.60. The strike last trading price was 7, which was -2 lower than the previous day. The implied volatity was 28.8, the open interest changed by -26 which decreased total open position to 339
On 14 May LAURUSLABS was trading at 1315.50. The strike last trading price was 9, which was -13 lower than the previous day. The implied volatity was 28.19, the open interest changed by 13 which increased total open position to 365
On 13 May LAURUSLABS was trading at 1280.50. The strike last trading price was 21, which was -8 lower than the previous day. The implied volatity was 0, the open interest changed by 51 which increased total open position to 351
On 12 May LAURUSLABS was trading at 1268.00. The strike last trading price was 26, which was -5 lower than the previous day. The implied volatity was 28.2, the open interest changed by 111 which increased total open position to 301
On 11 May LAURUSLABS was trading at 1266.80. The strike last trading price was 29, which was -49 lower than the previous day. The implied volatity was 29.74, the open interest changed by 186 which increased total open position to 187
On 8 May LAURUSLABS was trading at 1228.30. The strike last trading price was 78, which was 78 higher than the previous day. The implied volatity was 34.6, the open interest changed by 0 which decreased total open position to 1
On 7 May LAURUSLABS was trading at 1206.50. The strike last trading price was 78, which was -190.2 lower than the previous day. The implied volatity was 34.6, the open interest changed by 0 which decreased total open position to 0
On 6 May LAURUSLABS was trading at 1177.60. 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 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
