Historical option data for LAURUSLABS
05 Jun 2026 12:13 PM IST
| LAURUSLABS 30-Jun-2026 (25d) 1380 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.74
Vega: 0.01
Theta: -0.74
Gamma: 0.00312
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 5 Jun | 1437.80 | 78.7 | 2.3 (3.01%) | 27.48 | 13 | -5 | 151 | |||||||||
| 4 Jun | 1427.20 | 78.05 | 26.8 (52.29%) | 30.47 | 168 | -60 | 156 | |||||||||
| 3 Jun | 1394.30 | 50.25 | 4.4 (9.60%) | 26.79 | 327 | 5 | 217 | |||||||||
| 2 Jun | 1382.60 | 44.05 | -3.9 (-8.13%) | 26.82 | 380 | -7 | 212 | |||||||||
| 1 Jun | 1388.40 | 47.95 | 10.95 (29.59%) | 26.46 | 1,200 | -23 | 218 | |||||||||
| 29 May | 1362.00 | 37.45 | -6.8 (-15.37%) | 24 | 390 | 36 | 243 | |||||||||
| 27 May | 1381.70 | 43.2 | 1.65 (3.97%) | 22.9 | 469 | 50 | 213 | |||||||||
| 26 May | 1373.90 | 41.3 | 4.5 (12.23%) | 24.45 | 492 | 113 | 162 | |||||||||
| 25 May | 1356.30 | 37.5 | 2 (5.63%) | 24.19 | 66 | 18 | 49 | |||||||||
| 22 May | 1343.50 | 35.5 | -2.7 (-7.07%) | 25.43 | 7 | 2 | 30 | |||||||||
| 21 May | 1351.00 | 38.45 | -5.15 (-11.81%) | 27.39 | 51 | 16 | 25 | |||||||||
| 20 May | 1361.10 | 43.6 | 7.3 (20.11%) | 25.99 | 15 | 7 | 8 | |||||||||
| 19 May | 1344.90 | 36.3 | 23.5 (183.59%) | 25.48 | 1 | 1 | 1 | |||||||||
| 18 May | 1327.30 | 0 | -12.8 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 1323.60 | 0 | -12.8 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 1315.50 | 0 | -12.8 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 1280.50 | 0 | -12.8 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
For Laurus Labs Limited - strike price 1380 expiring on 30JUN2026
Delta for 1380 CE is 0.74
Historical price for 1380 CE is as follows
On 5 Jun LAURUSLABS was trading at 1437.80. The strike last trading price was 78.7, which was 2.3 higher than the previous day. The implied volatity was 27.48, the open interest changed by -5 which decreased total open position to 151
On 4 Jun LAURUSLABS was trading at 1427.20. The strike last trading price was 78.05, which was 26.8 higher than the previous day. The implied volatity was 30.47, the open interest changed by -60 which decreased total open position to 156
On 3 Jun LAURUSLABS was trading at 1394.30. The strike last trading price was 50.25, which was 4.4 higher than the previous day. The implied volatity was 26.79, the open interest changed by 5 which increased total open position to 217
On 2 Jun LAURUSLABS was trading at 1382.60. The strike last trading price was 44.05, which was -3.9 lower than the previous day. The implied volatity was 26.82, the open interest changed by -7 which decreased total open position to 212
On 1 Jun LAURUSLABS was trading at 1388.40. The strike last trading price was 47.95, which was 10.95 higher than the previous day. The implied volatity was 26.46, the open interest changed by -23 which decreased total open position to 218
On 29 May LAURUSLABS was trading at 1362.00. The strike last trading price was 37.45, which was -6.8 lower than the previous day. The implied volatity was 24, the open interest changed by 36 which increased total open position to 243
On 27 May LAURUSLABS was trading at 1381.70. The strike last trading price was 43.2, which was 1.65 higher than the previous day. The implied volatity was 22.9, the open interest changed by 50 which increased total open position to 213
On 26 May LAURUSLABS was trading at 1373.90. The strike last trading price was 41.3, which was 4.5 higher than the previous day. The implied volatity was 24.45, the open interest changed by 113 which increased total open position to 162
On 25 May LAURUSLABS was trading at 1356.30. The strike last trading price was 37.5, which was 2 higher than the previous day. The implied volatity was 24.19, the open interest changed by 18 which increased total open position to 49
On 22 May LAURUSLABS was trading at 1343.50. The strike last trading price was 35.5, which was -2.7 lower than the previous day. The implied volatity was 25.43, the open interest changed by 2 which increased total open position to 30
On 21 May LAURUSLABS was trading at 1351.00. The strike last trading price was 38.45, which was -5.15 lower than the previous day. The implied volatity was 27.39, the open interest changed by 16 which increased total open position to 25
On 20 May LAURUSLABS was trading at 1361.10. The strike last trading price was 43.6, which was 7.3 higher than the previous day. The implied volatity was 25.99, the open interest changed by 7 which increased total open position to 8
On 19 May LAURUSLABS was trading at 1344.90. The strike last trading price was 36.3, which was 23.5 higher than the previous day. The implied volatity was 25.48, the open interest changed by 1 which increased total open position to 1
On 18 May LAURUSLABS was trading at 1327.30. The strike last trading price was 0, which was -12.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May LAURUSLABS was trading at 1323.60. The strike last trading price was 0, which was -12.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May LAURUSLABS was trading at 1315.50. The strike last trading price was 0, which was -12.8 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May LAURUSLABS was trading at 1280.50. The strike last trading price was 0, which was -12.8 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
| LAURUSLABS 30-Jun-2026 (25d) 1380 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.25
Vega: 0.01
Theta: -0.5
Gamma: 0.00313
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 Jun | 1437.80 | 15.85 | -2.15 (-11.94%) | 26.8 | 178 | 23 | 419 |
| 4 Jun | 1427.20 | 17.8 | -10.2 (-36.43%) | 26.29 | 614 | 69 | 399 |
| 3 Jun | 1394.30 | 28.7 | -2.8 (-8.89%) | 24.47 | 691 | 60 | 332 |
| 2 Jun | 1382.60 | 33 | 1 (3.13%) | 23.43 | 548 | 79 | 273 |
| 1 Jun | 1388.40 | 32 | -11 (-25.58%) | 24.35 | 613 | 43 | 194 |
| 29 May | 1362.00 | 41.1 | 6.1 (17.43%) | 23.12 | 272 | 14 | 154 |
| 27 May | 1381.70 | 35.85 | -5.7 (-13.72%) | 23.64 | 442 | 87 | 144 |
| 26 May | 1373.90 | 40.65 | -15.85 (-28.05%) | 23.67 | 131 | 47 | 57 |
| 25 May | 1356.30 | 65 | 65 (-13.08%) | 25.39 | 2 | 0 | 9 |
| 22 May | 1343.50 | 65 | 6 (10.17%) | 26.51 | 2 | 0 | 9 |
| 21 May | 1351.00 | 59.2 | 2.2 (3.86%) | 27.29 | 1 | 0 | 9 |
| 20 May | 1361.10 | 57 | -8 (-12.31%) | 27.72 | 5 | 2 | 7 |
| 19 May | 1344.90 | 64.65 | -226 (-77.76%) | 28.25 | 5 | 5 | 5 |
| 18 May | 1327.30 | 0 | -290.65 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 1323.60 | 0 | -290.65 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 1315.50 | 0 | -290.65 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 1280.50 | 0 | -290.65 (-100.00%) | 0 | 0 | 0 | 0 |
For Laurus Labs Limited - strike price 1380 expiring on 30JUN2026
Delta for 1380 PE is -0.25
Historical price for 1380 PE is as follows
On 5 Jun LAURUSLABS was trading at 1437.80. The strike last trading price was 15.85, which was -2.15 lower than the previous day. The implied volatity was 26.8, the open interest changed by 23 which increased total open position to 419
On 4 Jun LAURUSLABS was trading at 1427.20. The strike last trading price was 17.8, which was -10.2 lower than the previous day. The implied volatity was 26.29, the open interest changed by 69 which increased total open position to 399
On 3 Jun LAURUSLABS was trading at 1394.30. The strike last trading price was 28.7, which was -2.8 lower than the previous day. The implied volatity was 24.47, the open interest changed by 60 which increased total open position to 332
On 2 Jun LAURUSLABS was trading at 1382.60. The strike last trading price was 33, which was 1 higher than the previous day. The implied volatity was 23.43, the open interest changed by 79 which increased total open position to 273
On 1 Jun LAURUSLABS was trading at 1388.40. The strike last trading price was 32, which was -11 lower than the previous day. The implied volatity was 24.35, the open interest changed by 43 which increased total open position to 194
On 29 May LAURUSLABS was trading at 1362.00. The strike last trading price was 41.1, which was 6.1 higher than the previous day. The implied volatity was 23.12, the open interest changed by 14 which increased total open position to 154
On 27 May LAURUSLABS was trading at 1381.70. The strike last trading price was 35.85, which was -5.7 lower than the previous day. The implied volatity was 23.64, the open interest changed by 87 which increased total open position to 144
On 26 May LAURUSLABS was trading at 1373.90. The strike last trading price was 40.65, which was -15.85 lower than the previous day. The implied volatity was 23.67, the open interest changed by 47 which increased total open position to 57
On 25 May LAURUSLABS was trading at 1356.30. The strike last trading price was 65, which was 65 higher than the previous day. The implied volatity was 25.39, the open interest changed by 0 which decreased total open position to 9
On 22 May LAURUSLABS was trading at 1343.50. The strike last trading price was 65, which was 6 higher than the previous day. The implied volatity was 26.51, the open interest changed by 0 which decreased total open position to 9
On 21 May LAURUSLABS was trading at 1351.00. The strike last trading price was 59.2, which was 2.2 higher than the previous day. The implied volatity was 27.29, the open interest changed by 0 which decreased total open position to 9
On 20 May LAURUSLABS was trading at 1361.10. The strike last trading price was 57, which was -8 lower than the previous day. The implied volatity was 27.72, the open interest changed by 2 which increased total open position to 7
On 19 May LAURUSLABS was trading at 1344.90. The strike last trading price was 64.65, which was -226 lower than the previous day. The implied volatity was 28.25, the open interest changed by 5 which increased total open position to 5
On 18 May LAURUSLABS was trading at 1327.30. The strike last trading price was 0, which was -290.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May LAURUSLABS was trading at 1323.60. The strike last trading price was 0, which was -290.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May LAURUSLABS was trading at 1315.50. The strike last trading price was 0, which was -290.65 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May LAURUSLABS was trading at 1280.50. The strike last trading price was 0, which was -290.65 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
