Historical option data for LAURUSLABS
03 Jun 2026 04:10 PM IST
| LAURUSLABS 30-Jun-2026 (27d) 1360 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.66
Vega: 0.01
Theta: -0.77
Gamma: 0.00354
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 3 Jun | 1394.30 | 62.7 | 6.2 (10.97%) | 27.21 | 109 | -24 | 217 | |||||||||
| 2 Jun | 1382.60 | 55.95 | -4.05 (-6.75%) | 29.3 | 70 | 7 | 231 | |||||||||
| 1 Jun | 1388.40 | 60 | 13.6 (29.31%) | 26.3 | 172 | 1 | 223 | |||||||||
| 29 May | 1362.00 | 48 | -8.45 (-14.97%) | 24.21 | 76 | 6 | 223 | |||||||||
| 27 May | 1381.70 | 55.45 | 3.3 (6.33%) | 23.7 | 148 | -2 | 218 | |||||||||
| 26 May | 1373.90 | 51 | 4.35 (9.32%) | 24.06 | 515 | 15 | 219 | |||||||||
| 25 May | 1356.30 | 47.5 | 6.4 (15.57%) | 25.6 | 319 | 91 | 202 | |||||||||
| 22 May | 1343.50 | 41.3 | -6.2 (-13.05%) | 25.48 | 171 | -22 | 113 | |||||||||
| 21 May | 1351.00 | 47.75 | -5.2 (-9.82%) | 26.49 | 75 | 26 | 136 | |||||||||
| 20 May | 1361.10 | 53.4 | 9.65 (22.06%) | 26.97 | 100 | 12 | 110 | |||||||||
| 19 May | 1344.90 | 43.35 | 8.65 (24.93%) | 24.55 | 66 | 17 | 98 | |||||||||
| 18 May | 1327.30 | 34.7 | -0.3 (-0.86%) | 24.8 | 40 | 6 | 82 | |||||||||
| 15 May | 1323.60 | 34 | 0.8 (2.41%) | 24.33 | 25 | 9 | 75 | |||||||||
| 14 May | 1315.50 | 32.6 | 9.75 (42.67%) | 24.98 | 14 | 9 | 65 | |||||||||
| 13 May | 1280.50 | 23.05 | 1.05 (4.77%) | 0 | 55 | 41 | 58 | |||||||||
| 12 May | 1268.00 | 22 | 2 (10.00%) | 0 | 17 | 15 | 16 | |||||||||
| 11 May | 1266.80 | 20 | 13.3 (198.51%) | 25.83 | 1 | 1 | 1 | |||||||||
For Laurus Labs Limited - strike price 1360 expiring on 30JUN2026
Delta for 1360 CE is 0.66
Historical price for 1360 CE is as follows
On 3 Jun LAURUSLABS was trading at 1394.30. The strike last trading price was 62.7, which was 6.2 higher than the previous day. The implied volatity was 27.21, the open interest changed by -24 which decreased total open position to 217
On 2 Jun LAURUSLABS was trading at 1382.60. The strike last trading price was 55.95, which was -4.05 lower than the previous day. The implied volatity was 29.3, the open interest changed by 7 which increased total open position to 231
On 1 Jun LAURUSLABS was trading at 1388.40. The strike last trading price was 60, which was 13.6 higher than the previous day. The implied volatity was 26.3, the open interest changed by 1 which increased total open position to 223
On 29 May LAURUSLABS was trading at 1362.00. The strike last trading price was 48, which was -8.45 lower than the previous day. The implied volatity was 24.21, the open interest changed by 6 which increased total open position to 223
On 27 May LAURUSLABS was trading at 1381.70. The strike last trading price was 55.45, which was 3.3 higher than the previous day. The implied volatity was 23.7, the open interest changed by -2 which decreased total open position to 218
On 26 May LAURUSLABS was trading at 1373.90. The strike last trading price was 51, which was 4.35 higher than the previous day. The implied volatity was 24.06, the open interest changed by 15 which increased total open position to 219
On 25 May LAURUSLABS was trading at 1356.30. The strike last trading price was 47.5, which was 6.4 higher than the previous day. The implied volatity was 25.6, the open interest changed by 91 which increased total open position to 202
On 22 May LAURUSLABS was trading at 1343.50. The strike last trading price was 41.3, which was -6.2 lower than the previous day. The implied volatity was 25.48, the open interest changed by -22 which decreased total open position to 113
On 21 May LAURUSLABS was trading at 1351.00. The strike last trading price was 47.75, which was -5.2 lower than the previous day. The implied volatity was 26.49, the open interest changed by 26 which increased total open position to 136
On 20 May LAURUSLABS was trading at 1361.10. The strike last trading price was 53.4, which was 9.65 higher than the previous day. The implied volatity was 26.97, the open interest changed by 12 which increased total open position to 110
On 19 May LAURUSLABS was trading at 1344.90. The strike last trading price was 43.35, which was 8.65 higher than the previous day. The implied volatity was 24.55, the open interest changed by 17 which increased total open position to 98
On 18 May LAURUSLABS was trading at 1327.30. The strike last trading price was 34.7, which was -0.3 lower than the previous day. The implied volatity was 24.8, the open interest changed by 6 which increased total open position to 82
On 15 May LAURUSLABS was trading at 1323.60. The strike last trading price was 34, which was 0.8 higher than the previous day. The implied volatity was 24.33, the open interest changed by 9 which increased total open position to 75
On 14 May LAURUSLABS was trading at 1315.50. The strike last trading price was 32.6, which was 9.75 higher than the previous day. The implied volatity was 24.98, the open interest changed by 9 which increased total open position to 65
On 13 May LAURUSLABS was trading at 1280.50. The strike last trading price was 23.05, which was 1.05 higher than the previous day. The implied volatity was 0, the open interest changed by 41 which increased total open position to 58
On 12 May LAURUSLABS was trading at 1268.00. The strike last trading price was 22, which was 2 higher than the previous day. The implied volatity was 0, the open interest changed by 15 which increased total open position to 16
On 11 May LAURUSLABS was trading at 1266.80. The strike last trading price was 20, which was 13.3 higher than the previous day. The implied volatity was 25.83, the open interest changed by 1 which increased total open position to 1
| LAURUSLABS 30-Jun-2026 (27d) 1360 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.34
Vega: 0.01
Theta: -0.5
Gamma: 0.00387
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 3 Jun | 1394.30 | 22 | -2.1 (-8.71%) | 24.85 | 304 | 71 | 381 |
| 2 Jun | 1382.60 | 24.95 | -0.05 (-0.20%) | 22.81 | 312 | 9 | 310 |
| 1 Jun | 1388.40 | 24.6 | -8.4 (-25.45%) | 25.7 | 412 | 44 | 302 |
| 29 May | 1362.00 | 30.25 | 3.25 (12.04%) | 23.49 | 398 | 33 | 261 |
| 27 May | 1381.70 | 27.45 | -4.75 (-14.75%) | 23.88 | 291 | 40 | 233 |
| 26 May | 1373.90 | 33.25 | -6.05 (-15.39%) | 25.14 | 292 | 51 | 193 |
| 25 May | 1356.30 | 37.9 | -12.1 (-24.20%) | 24.32 | 110 | 43 | 140 |
| 22 May | 1343.50 | 50 | 1 (2.04%) | 25.6 | 113 | 37 | 96 |
| 21 May | 1351.00 | 49 | 3 (6.52%) | 27.38 | 61 | 26 | 58 |
| 20 May | 1361.10 | 45.3 | -7.7 (-14.53%) | 27.16 | 50 | 19 | 30 |
| 19 May | 1344.90 | 53 | -11 (-17.19%) | 28.06 | 4 | 3 | 10 |
| 18 May | 1327.30 | 64 | -9.35 (-12.75%) | 27.7 | 4 | 2 | 6 |
| 15 May | 1323.60 | 73.35 | 0 (0.00%) | 29.25 | 0 | 0 | 4 |
| 14 May | 1315.50 | 73.35 | -20.65 (-21.97%) | 29.25 | 2 | 1 | 3 |
| 13 May | 1280.50 | 94 | 0 (0.00%) | 0 | 0 | 0 | 2 |
| 12 May | 1268.00 | 94 | -255.65 (-73.12%) | 23.22 | 2 | 2 | 2 |
| 11 May | 1266.80 | 0 | -349.65 (-100.00%) | 0 | 0 | 0 | 0 |
For Laurus Labs Limited - strike price 1360 expiring on 30JUN2026
Delta for 1360 PE is -0.34
Historical price for 1360 PE is as follows
On 3 Jun LAURUSLABS was trading at 1394.30. The strike last trading price was 22, which was -2.1 lower than the previous day. The implied volatity was 24.85, the open interest changed by 71 which increased total open position to 381
On 2 Jun LAURUSLABS was trading at 1382.60. The strike last trading price was 24.95, which was -0.05 lower than the previous day. The implied volatity was 22.81, the open interest changed by 9 which increased total open position to 310
On 1 Jun LAURUSLABS was trading at 1388.40. The strike last trading price was 24.6, which was -8.4 lower than the previous day. The implied volatity was 25.7, the open interest changed by 44 which increased total open position to 302
On 29 May LAURUSLABS was trading at 1362.00. The strike last trading price was 30.25, which was 3.25 higher than the previous day. The implied volatity was 23.49, the open interest changed by 33 which increased total open position to 261
On 27 May LAURUSLABS was trading at 1381.70. The strike last trading price was 27.45, which was -4.75 lower than the previous day. The implied volatity was 23.88, the open interest changed by 40 which increased total open position to 233
On 26 May LAURUSLABS was trading at 1373.90. The strike last trading price was 33.25, which was -6.05 lower than the previous day. The implied volatity was 25.14, the open interest changed by 51 which increased total open position to 193
On 25 May LAURUSLABS was trading at 1356.30. The strike last trading price was 37.9, which was -12.1 lower than the previous day. The implied volatity was 24.32, the open interest changed by 43 which increased total open position to 140
On 22 May LAURUSLABS was trading at 1343.50. The strike last trading price was 50, which was 1 higher than the previous day. The implied volatity was 25.6, the open interest changed by 37 which increased total open position to 96
On 21 May LAURUSLABS was trading at 1351.00. The strike last trading price was 49, which was 3 higher than the previous day. The implied volatity was 27.38, the open interest changed by 26 which increased total open position to 58
On 20 May LAURUSLABS was trading at 1361.10. The strike last trading price was 45.3, which was -7.7 lower than the previous day. The implied volatity was 27.16, the open interest changed by 19 which increased total open position to 30
On 19 May LAURUSLABS was trading at 1344.90. The strike last trading price was 53, which was -11 lower than the previous day. The implied volatity was 28.06, the open interest changed by 3 which increased total open position to 10
On 18 May LAURUSLABS was trading at 1327.30. The strike last trading price was 64, which was -9.35 lower than the previous day. The implied volatity was 27.7, the open interest changed by 2 which increased total open position to 6
On 15 May LAURUSLABS was trading at 1323.60. The strike last trading price was 73.35, which was 0 lower than the previous day. The implied volatity was 29.25, the open interest changed by 0 which decreased total open position to 4
On 14 May LAURUSLABS was trading at 1315.50. The strike last trading price was 73.35, which was -20.65 lower than the previous day. The implied volatity was 29.25, the open interest changed by 1 which increased total open position to 3
On 13 May LAURUSLABS was trading at 1280.50. The strike last trading price was 94, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 2
On 12 May LAURUSLABS was trading at 1268.00. The strike last trading price was 94, which was -255.65 lower than the previous day. The implied volatity was 23.22, the open interest changed by 2 which increased total open position to 2
On 11 May LAURUSLABS was trading at 1266.80. The strike last trading price was 0, which was -349.65 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
