Historical option data for LAURUSLABS
05 Jun 2026 04:10 PM IST
| LAURUSLABS 30-Jun-2026 (24d) 1390 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.74
Vega: 0.01
Theta: -0.71
Gamma: 0.00319
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 5 Jun | 1446.80 | 77.25 | 9.05 (13.27%) | 26.49 | 10 | -1 | 129 | |||||||||
| 4 Jun | 1427.20 | 70.55 | 25.6 (56.95%) | 30.03 | 184 | -60 | 130 | |||||||||
| 3 Jun | 1394.30 | 44.3 | 3.9 (9.65%) | 27.26 | 336 | -12 | 189 | |||||||||
| 2 Jun | 1382.60 | 38.15 | -3.75 (-8.95%) | 26.15 | 176 | 7 | 200 | |||||||||
| 1 Jun | 1388.40 | 41.4 | 8.7 (26.61%) | 24.57 | 535 | 68 | 194 | |||||||||
| 29 May | 1362.00 | 33.9 | -5.2 (-13.30%) | 24.01 | 351 | 74 | 125 | |||||||||
| 27 May | 1381.70 | 39.2 | 32.2 (460.00%) | 23.7 | 130 | 52 | 52 | |||||||||
| 18 May | 1327.30 | 0 | -7 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 1323.60 | 0 | -7 (-100.00%) | - | 0 | 0 | 0 | |||||||||
For Laurus Labs Limited - strike price 1390 expiring on 30JUN2026
Delta for 1390 CE is 0.74
Historical price for 1390 CE is as follows
On 5 Jun LAURUSLABS was trading at 1446.80. The strike last trading price was 77.25, which was 9.05 higher than the previous day. The implied volatity was 26.49, the open interest changed by -1 which decreased total open position to 129
On 4 Jun LAURUSLABS was trading at 1427.20. The strike last trading price was 70.55, which was 25.6 higher than the previous day. The implied volatity was 30.03, the open interest changed by -60 which decreased total open position to 130
On 3 Jun LAURUSLABS was trading at 1394.30. The strike last trading price was 44.3, which was 3.9 higher than the previous day. The implied volatity was 27.26, the open interest changed by -12 which decreased total open position to 189
On 2 Jun LAURUSLABS was trading at 1382.60. The strike last trading price was 38.15, which was -3.75 lower than the previous day. The implied volatity was 26.15, the open interest changed by 7 which increased total open position to 200
On 1 Jun LAURUSLABS was trading at 1388.40. The strike last trading price was 41.4, which was 8.7 higher than the previous day. The implied volatity was 24.57, the open interest changed by 68 which increased total open position to 194
On 29 May LAURUSLABS was trading at 1362.00. The strike last trading price was 33.9, which was -5.2 lower than the previous day. The implied volatity was 24.01, the open interest changed by 74 which increased total open position to 125
On 27 May LAURUSLABS was trading at 1381.70. The strike last trading price was 39.2, which was 32.2 higher than the previous day. The implied volatity was 23.7, the open interest changed by 52 which increased total open position to 52
On 18 May LAURUSLABS was trading at 1327.30. The strike last trading price was 0, which was -7 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 -7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| LAURUSLABS 30-Jun-2026 (24d) 1390 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.25
Vega: 0.01
Theta: -0.48
Gamma: 0.00324
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 Jun | 1446.80 | 15.25 | -5.75 (-27.38%) | 25.79 | 153 | 10 | 219 |
| 4 Jun | 1427.20 | 20.2 | -11.8 (-36.88%) | 25.84 | 202 | -11 | 209 |
| 3 Jun | 1394.30 | 32.55 | -2.7 (-7.66%) | 24.54 | 252 | 39 | 221 |
| 2 Jun | 1382.60 | 37.6 | 1.6 (4.44%) | 22.76 | 247 | 74 | 183 |
| 1 Jun | 1388.40 | 37.5 | -10.5 (-21.88%) | 24.59 | 277 | 44 | 110 |
| 29 May | 1362.00 | 44.95 | 4.95 (12.38%) | 22.55 | 156 | 24 | 66 |
| 27 May | 1381.70 | 40.3 | -252.4 (-86.23%) | 23.53 | 162 | 42 | 42 |
| 18 May | 1327.30 | 0 | -292.7 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 1323.60 | 0 | -292.7 (-100.00%) | - | 0 | 0 | 0 |
For Laurus Labs Limited - strike price 1390 expiring on 30JUN2026
Delta for 1390 PE is -0.25
Historical price for 1390 PE is as follows
On 5 Jun LAURUSLABS was trading at 1446.80. The strike last trading price was 15.25, which was -5.75 lower than the previous day. The implied volatity was 25.79, the open interest changed by 10 which increased total open position to 219
On 4 Jun LAURUSLABS was trading at 1427.20. The strike last trading price was 20.2, which was -11.8 lower than the previous day. The implied volatity was 25.84, the open interest changed by -11 which decreased total open position to 209
On 3 Jun LAURUSLABS was trading at 1394.30. The strike last trading price was 32.55, which was -2.7 lower than the previous day. The implied volatity was 24.54, the open interest changed by 39 which increased total open position to 221
On 2 Jun LAURUSLABS was trading at 1382.60. The strike last trading price was 37.6, which was 1.6 higher than the previous day. The implied volatity was 22.76, the open interest changed by 74 which increased total open position to 183
On 1 Jun LAURUSLABS was trading at 1388.40. The strike last trading price was 37.5, which was -10.5 lower than the previous day. The implied volatity was 24.59, the open interest changed by 44 which increased total open position to 110
On 29 May LAURUSLABS was trading at 1362.00. The strike last trading price was 44.95, which was 4.95 higher than the previous day. The implied volatity was 22.55, the open interest changed by 24 which increased total open position to 66
On 27 May LAURUSLABS was trading at 1381.70. The strike last trading price was 40.3, which was -252.4 lower than the previous day. The implied volatity was 23.53, the open interest changed by 42 which increased total open position to 42
On 18 May LAURUSLABS was trading at 1327.30. The strike last trading price was 0, which was -292.7 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 -292.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
