Historical option data for LAURUSLABS
22 Jun 2026 01:19 PM IST
| LAURUSLABS 28-Jul-2026 (36d) 1400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.64
Vega: 0.02
Theta: -0.82
Gamma: 0.00263
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 1433.70 | 79.75 | 12.55 (18.68%) | 31.51 | 84 | 16 | 252 | |||||||||
| 19 Jun | 1412.90 | 67 | 21.4 (46.93%) | 30.92 | 184 | 12 | 226 | |||||||||
| 18 Jun | 1368.80 | 46.8 | -0.1 (-0.21%) | 29.91 | 97 | -1 | 214 | |||||||||
| 17 Jun | 1369.80 | 47 | -3 (-6.00%) | 30.93 | 68 | 1 | 210 | |||||||||
| 16 Jun | 1376.40 | 49.85 | -7.15 (-12.54%) | 30.1 | 211 | 39 | 210 | |||||||||
| 15 Jun | 1389.10 | 58.2 | -3.8 (-6.13%) | 30.42 | 54 | 6 | 172 | |||||||||
| 12 Jun | 1394.30 | 60 | -1 (-1.64%) | 29.57 | 17 | 3 | 166 | |||||||||
| 11 Jun | 1390.80 | 62 | 2 (3.33%) | 30.65 | 36 | 8 | 164 | |||||||||
| 10 Jun | 1385.70 | 61.55 | -15.45 (-20.06%) | 31.3 | 317 | -206 | 157 | |||||||||
| 9 Jun | 1424.40 | 77.2 | 8.2 (11.88%) | 31.62 | 262 | 187 | 363 | |||||||||
| 8 Jun | 1404.70 | 70 | -24 (-25.53%) | 32.85 | 70 | 45 | 175 | |||||||||
| 5 Jun | 1446.80 | 93.85 | 3.85 (4.28%) | 29.67 | 41 | -22 | 131 | |||||||||
| 4 Jun | 1427.20 | 90.75 | 24.75 (37.50%) | 31.68 | 102 | 69 | 153 | |||||||||
| 3 Jun | 1394.30 | 66 | 4 (6.45%) | 29.23 | 58 | 35 | 84 | |||||||||
| 2 Jun | 1382.60 | 62.5 | -1.5 (-2.34%) | 29.66 | 12 | -1 | 50 | |||||||||
| 1 Jun | 1388.40 | 64.3 | 11.3 (21.32%) | 28.95 | 63 | 38 | 50 | |||||||||
| 29 May | 1362.00 | 54 | 0 (0.00%) | 28.3 | 20 | 8 | 11 | |||||||||
| 27 May | 1381.70 | 54.15 | 40.55 (298.16%) | 25 | 4 | 2 | 2 | |||||||||
For Laurus Labs Limited - strike price 1400 expiring on 28JUL2026
Delta for 1400 CE is 0.64
Historical price for 1400 CE is as follows
On 22 Jun LAURUSLABS was trading at 1433.70. The strike last trading price was 79.75, which was 12.55 higher than the previous day. The implied volatity was 31.51, the open interest changed by 16 which increased total open position to 252
On 19 Jun LAURUSLABS was trading at 1412.90. The strike last trading price was 67, which was 21.4 higher than the previous day. The implied volatity was 30.92, the open interest changed by 12 which increased total open position to 226
On 18 Jun LAURUSLABS was trading at 1368.80. The strike last trading price was 46.8, which was -0.1 lower than the previous day. The implied volatity was 29.91, the open interest changed by -1 which decreased total open position to 214
On 17 Jun LAURUSLABS was trading at 1369.80. The strike last trading price was 47, which was -3 lower than the previous day. The implied volatity was 30.93, the open interest changed by 1 which increased total open position to 210
On 16 Jun LAURUSLABS was trading at 1376.40. The strike last trading price was 49.85, which was -7.15 lower than the previous day. The implied volatity was 30.1, the open interest changed by 39 which increased total open position to 210
On 15 Jun LAURUSLABS was trading at 1389.10. The strike last trading price was 58.2, which was -3.8 lower than the previous day. The implied volatity was 30.42, the open interest changed by 6 which increased total open position to 172
On 12 Jun LAURUSLABS was trading at 1394.30. The strike last trading price was 60, which was -1 lower than the previous day. The implied volatity was 29.57, the open interest changed by 3 which increased total open position to 166
On 11 Jun LAURUSLABS was trading at 1390.80. The strike last trading price was 62, which was 2 higher than the previous day. The implied volatity was 30.65, the open interest changed by 8 which increased total open position to 164
On 10 Jun LAURUSLABS was trading at 1385.70. The strike last trading price was 61.55, which was -15.45 lower than the previous day. The implied volatity was 31.3, the open interest changed by -206 which decreased total open position to 157
On 9 Jun LAURUSLABS was trading at 1424.40. The strike last trading price was 77.2, which was 8.2 higher than the previous day. The implied volatity was 31.62, the open interest changed by 187 which increased total open position to 363
On 8 Jun LAURUSLABS was trading at 1404.70. The strike last trading price was 70, which was -24 lower than the previous day. The implied volatity was 32.85, the open interest changed by 45 which increased total open position to 175
On 5 Jun LAURUSLABS was trading at 1446.80. The strike last trading price was 93.85, which was 3.85 higher than the previous day. The implied volatity was 29.67, the open interest changed by -22 which decreased total open position to 131
On 4 Jun LAURUSLABS was trading at 1427.20. The strike last trading price was 90.75, which was 24.75 higher than the previous day. The implied volatity was 31.68, the open interest changed by 69 which increased total open position to 153
On 3 Jun LAURUSLABS was trading at 1394.30. The strike last trading price was 66, which was 4 higher than the previous day. The implied volatity was 29.23, the open interest changed by 35 which increased total open position to 84
On 2 Jun LAURUSLABS was trading at 1382.60. The strike last trading price was 62.5, which was -1.5 lower than the previous day. The implied volatity was 29.66, the open interest changed by -1 which decreased total open position to 50
On 1 Jun LAURUSLABS was trading at 1388.40. The strike last trading price was 64.3, which was 11.3 higher than the previous day. The implied volatity was 28.95, the open interest changed by 38 which increased total open position to 50
On 29 May LAURUSLABS was trading at 1362.00. The strike last trading price was 54, which was 0 lower than the previous day. The implied volatity was 28.3, the open interest changed by 8 which increased total open position to 11
On 27 May LAURUSLABS was trading at 1381.70. The strike last trading price was 54.15, which was 40.55 higher than the previous day. The implied volatity was 25, the open interest changed by 2 which increased total open position to 2
| LAURUSLABS 28-Jul-2026 (36d) 1400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.36
Vega: 0.02
Theta: -0.6
Gamma: 0.00264
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 1433.70 | 37.2 | -5.45 (-12.78%) | 31.35 | 51 | 30 | 182 |
| 19 Jun | 1412.90 | 41.45 | -20.05 (-32.60%) | 27.9 | 71 | 12 | 153 |
| 18 Jun | 1368.80 | 61.65 | 0.65 (1.07%) | 26.88 | 16 | 6 | 140 |
| 17 Jun | 1369.80 | 61 | 1.25 (2.09%) | 27.04 | 10 | 0 | 133 |
| 16 Jun | 1376.40 | 59.75 | 6 (11.16%) | 27.98 | 56 | -6 | 133 |
| 15 Jun | 1389.10 | 53 | 2 (3.92%) | 27.58 | 24 | -1 | 138 |
| 12 Jun | 1394.30 | 51 | -3 (-5.56%) | 27.03 | 17 | 6 | 140 |
| 11 Jun | 1390.80 | 54 | -5.7 (-9.55%) | 28.97 | 10 | 1 | 134 |
| 10 Jun | 1385.70 | 59.7 | 16.7 (38.84%) | 28.29 | 35 | -6 | 134 |
| 9 Jun | 1424.40 | 43 | -11.55 (-21.17%) | 28.45 | 102 | 76 | 139 |
| 8 Jun | 1404.70 | 52.65 | 16.5 (45.64%) | 26.65 | 40 | 3 | 64 |
| 5 Jun | 1446.80 | 36 | -6.35 (-14.99%) | 28.19 | 35 | 9 | 61 |
| 4 Jun | 1427.20 | 42.35 | -12.65 (-23.00%) | 27.15 | 31 | 21 | 52 |
| 3 Jun | 1394.30 | 55 | -10.05 (-15.45%) | 26.68 | 19 | 14 | 30 |
| 2 Jun | 1382.60 | 65.05 | 9.55 (17.21%) | 27.24 | 1 | 0 | 16 |
| 1 Jun | 1388.40 | 55.5 | -13.5 (-19.57%) | 25.57 | 14 | 10 | 15 |
| 29 May | 1362.00 | 69 | -234.05 (-77.23%) | 27.29 | 5 | 3 | 3 |
| 27 May | 1381.70 | 0 | 0 | - | 0 | 0 | 0 |
For Laurus Labs Limited - strike price 1400 expiring on 28JUL2026
Delta for 1400 PE is -0.36
Historical price for 1400 PE is as follows
On 22 Jun LAURUSLABS was trading at 1433.70. The strike last trading price was 37.2, which was -5.45 lower than the previous day. The implied volatity was 31.35, the open interest changed by 30 which increased total open position to 182
On 19 Jun LAURUSLABS was trading at 1412.90. The strike last trading price was 41.45, which was -20.05 lower than the previous day. The implied volatity was 27.9, the open interest changed by 12 which increased total open position to 153
On 18 Jun LAURUSLABS was trading at 1368.80. The strike last trading price was 61.65, which was 0.65 higher than the previous day. The implied volatity was 26.88, the open interest changed by 6 which increased total open position to 140
On 17 Jun LAURUSLABS was trading at 1369.80. The strike last trading price was 61, which was 1.25 higher than the previous day. The implied volatity was 27.04, the open interest changed by 0 which decreased total open position to 133
On 16 Jun LAURUSLABS was trading at 1376.40. The strike last trading price was 59.75, which was 6 higher than the previous day. The implied volatity was 27.98, the open interest changed by -6 which decreased total open position to 133
On 15 Jun LAURUSLABS was trading at 1389.10. The strike last trading price was 53, which was 2 higher than the previous day. The implied volatity was 27.58, the open interest changed by -1 which decreased total open position to 138
On 12 Jun LAURUSLABS was trading at 1394.30. The strike last trading price was 51, which was -3 lower than the previous day. The implied volatity was 27.03, the open interest changed by 6 which increased total open position to 140
On 11 Jun LAURUSLABS was trading at 1390.80. The strike last trading price was 54, which was -5.7 lower than the previous day. The implied volatity was 28.97, the open interest changed by 1 which increased total open position to 134
On 10 Jun LAURUSLABS was trading at 1385.70. The strike last trading price was 59.7, which was 16.7 higher than the previous day. The implied volatity was 28.29, the open interest changed by -6 which decreased total open position to 134
On 9 Jun LAURUSLABS was trading at 1424.40. The strike last trading price was 43, which was -11.55 lower than the previous day. The implied volatity was 28.45, the open interest changed by 76 which increased total open position to 139
On 8 Jun LAURUSLABS was trading at 1404.70. The strike last trading price was 52.65, which was 16.5 higher than the previous day. The implied volatity was 26.65, the open interest changed by 3 which increased total open position to 64
On 5 Jun LAURUSLABS was trading at 1446.80. The strike last trading price was 36, which was -6.35 lower than the previous day. The implied volatity was 28.19, the open interest changed by 9 which increased total open position to 61
On 4 Jun LAURUSLABS was trading at 1427.20. The strike last trading price was 42.35, which was -12.65 lower than the previous day. The implied volatity was 27.15, the open interest changed by 21 which increased total open position to 52
On 3 Jun LAURUSLABS was trading at 1394.30. The strike last trading price was 55, which was -10.05 lower than the previous day. The implied volatity was 26.68, the open interest changed by 14 which increased total open position to 30
On 2 Jun LAURUSLABS was trading at 1382.60. The strike last trading price was 65.05, which was 9.55 higher than the previous day. The implied volatity was 27.24, the open interest changed by 0 which decreased total open position to 16
On 1 Jun LAURUSLABS was trading at 1388.40. The strike last trading price was 55.5, which was -13.5 lower than the previous day. The implied volatity was 25.57, the open interest changed by 10 which increased total open position to 15
On 29 May LAURUSLABS was trading at 1362.00. The strike last trading price was 69, which was -234.05 lower than the previous day. The implied volatity was 27.29, the open interest changed by 3 which increased total open position to 3
On 27 May LAURUSLABS was trading at 1381.70. 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
