Historical option data for LAURUSLABS
08 Jun 2026 12:46 PM IST
| LAURUSLABS 30-Jun-2026 (22d) 1400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.67
Vega: 0.01
Theta: -0.87
Gamma: 0.00367
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 8 Jun | 1435.90 | 62 | -8.1 (-11.55%) | 27.57 | 199 | -18 | 712 | |||||||||
| 5 Jun | 1446.80 | 69.95 | 7.65 (12.28%) | 26.26 | 370 | -49 | 730 | |||||||||
| 4 Jun | 1427.20 | 64 | 24.5 (62.03%) | 28.84 | 2,112 | -145 | 783 | |||||||||
| 3 Jun | 1394.30 | 39 | 3.8 (10.80%) | 26.31 | 1,852 | -62 | 926 | |||||||||
| 2 Jun | 1382.60 | 33.15 | -3.95 (-10.65%) | 27.11 | 1,456 | -100 | 985 | |||||||||
| 1 Jun | 1388.40 | 37 | 8.95 (31.91%) | 25.77 | 4,102 | 223 | 1,079 | |||||||||
| 29 May | 1362.00 | 29 | -5.2 (-15.20%) | 23.57 | 1,350 | 20 | 856 | |||||||||
| 27 May | 1381.70 | 34.35 | 2.25 (7.01%) | 23.53 | 1,382 | 103 | 839 | |||||||||
| 26 May | 1373.90 | 31.3 | 3.1 (10.99%) | 23.76 | 866 | 113 | 735 | |||||||||
| 25 May | 1356.30 | 29.2 | 4.05 (16.10%) | 25.11 | 942 | 71 | 622 | |||||||||
| 22 May | 1343.50 | 25.55 | -3.7 (-12.65%) | 25.38 | 429 | 165 | 551 | |||||||||
| 21 May | 1351.00 | 29.85 | -4.75 (-13.73%) | 26.73 | 192 | 34 | 388 | |||||||||
| 20 May | 1361.10 | 34 | 6.5 (23.64%) | 26.02 | 387 | 56 | 354 | |||||||||
| 19 May | 1344.90 | 27.5 | 5.05 (22.49%) | 24.91 | 262 | 95 | 298 | |||||||||
| 18 May | 1327.30 | 22.7 | 0.7 (3.18%) | 25.44 | 207 | 105 | 203 | |||||||||
| 15 May | 1323.60 | 20.1 | -1.15 (-5.41%) | 23.83 | 100 | 19 | 98 | |||||||||
| 14 May | 1315.50 | 21.3 | 6.25 (41.53%) | 25.73 | 113 | 65 | 78 | |||||||||
| 13 May | 1280.50 | 14.35 | 9.5 (195.88%) | 26.57 | 13 | 10 | 10 | |||||||||
For Laurus Labs Limited - strike price 1400 expiring on 30JUN2026
Delta for 1400 CE is 0.67
Historical price for 1400 CE is as follows
On 8 Jun LAURUSLABS was trading at 1435.90. The strike last trading price was 62, which was -8.1 lower than the previous day. The implied volatity was 27.57, the open interest changed by -18 which decreased total open position to 712
On 5 Jun LAURUSLABS was trading at 1446.80. The strike last trading price was 69.95, which was 7.65 higher than the previous day. The implied volatity was 26.26, the open interest changed by -49 which decreased total open position to 730
On 4 Jun LAURUSLABS was trading at 1427.20. The strike last trading price was 64, which was 24.5 higher than the previous day. The implied volatity was 28.84, the open interest changed by -145 which decreased total open position to 783
On 3 Jun LAURUSLABS was trading at 1394.30. The strike last trading price was 39, which was 3.8 higher than the previous day. The implied volatity was 26.31, the open interest changed by -62 which decreased total open position to 926
On 2 Jun LAURUSLABS was trading at 1382.60. The strike last trading price was 33.15, which was -3.95 lower than the previous day. The implied volatity was 27.11, the open interest changed by -100 which decreased total open position to 985
On 1 Jun LAURUSLABS was trading at 1388.40. The strike last trading price was 37, which was 8.95 higher than the previous day. The implied volatity was 25.77, the open interest changed by 223 which increased total open position to 1079
On 29 May LAURUSLABS was trading at 1362.00. The strike last trading price was 29, which was -5.2 lower than the previous day. The implied volatity was 23.57, the open interest changed by 20 which increased total open position to 856
On 27 May LAURUSLABS was trading at 1381.70. The strike last trading price was 34.35, which was 2.25 higher than the previous day. The implied volatity was 23.53, the open interest changed by 103 which increased total open position to 839
On 26 May LAURUSLABS was trading at 1373.90. The strike last trading price was 31.3, which was 3.1 higher than the previous day. The implied volatity was 23.76, the open interest changed by 113 which increased total open position to 735
On 25 May LAURUSLABS was trading at 1356.30. The strike last trading price was 29.2, which was 4.05 higher than the previous day. The implied volatity was 25.11, the open interest changed by 71 which increased total open position to 622
On 22 May LAURUSLABS was trading at 1343.50. The strike last trading price was 25.55, which was -3.7 lower than the previous day. The implied volatity was 25.38, the open interest changed by 165 which increased total open position to 551
On 21 May LAURUSLABS was trading at 1351.00. The strike last trading price was 29.85, which was -4.75 lower than the previous day. The implied volatity was 26.73, the open interest changed by 34 which increased total open position to 388
On 20 May LAURUSLABS was trading at 1361.10. The strike last trading price was 34, which was 6.5 higher than the previous day. The implied volatity was 26.02, the open interest changed by 56 which increased total open position to 354
On 19 May LAURUSLABS was trading at 1344.90. The strike last trading price was 27.5, which was 5.05 higher than the previous day. The implied volatity was 24.91, the open interest changed by 95 which increased total open position to 298
On 18 May LAURUSLABS was trading at 1327.30. The strike last trading price was 22.7, which was 0.7 higher than the previous day. The implied volatity was 25.44, the open interest changed by 105 which increased total open position to 203
On 15 May LAURUSLABS was trading at 1323.60. The strike last trading price was 20.1, which was -1.15 lower than the previous day. The implied volatity was 23.83, the open interest changed by 19 which increased total open position to 98
On 14 May LAURUSLABS was trading at 1315.50. The strike last trading price was 21.3, which was 6.25 higher than the previous day. The implied volatity was 25.73, the open interest changed by 65 which increased total open position to 78
On 13 May LAURUSLABS was trading at 1280.50. The strike last trading price was 14.35, which was 9.5 higher than the previous day. The implied volatity was 26.57, the open interest changed by 10 which increased total open position to 10
| LAURUSLABS 30-Jun-2026 (22d) 1400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.32
Vega: 0.01
Theta: -0.63
Gamma: 0.00378
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 8 Jun | 1435.90 | 20.65 | 2.65 (14.72%) | 26.65 | 842 | -34 | 829 |
| 5 Jun | 1446.80 | 17.4 | -6.6 (-27.50%) | 25.21 | 1,281 | 296 | 864 |
| 4 Jun | 1427.20 | 23.5 | -13.5 (-36.49%) | 25.71 | 1,146 | 76 | 568 |
| 3 Jun | 1394.30 | 37.35 | -3.6 (-8.79%) | 23.88 | 341 | 62 | 484 |
| 2 Jun | 1382.60 | 42.65 | 1.65 (4.02%) | 21.18 | 288 | -2 | 422 |
| 1 Jun | 1388.40 | 41.4 | -11.6 (-21.89%) | 24.91 | 592 | 19 | 423 |
| 29 May | 1362.00 | 50.3 | 5.3 (11.78%) | 22.91 | 270 | 64 | 404 |
| 27 May | 1381.70 | 44.6 | -6.5 (-12.72%) | 22.68 | 252 | 52 | 342 |
| 26 May | 1373.90 | 52.85 | -7.45 (-12.35%) | 24.38 | 284 | 157 | 285 |
| 25 May | 1356.30 | 59 | -16 (-21.33%) | 23.56 | 60 | 24 | 128 |
| 22 May | 1343.50 | 75.1 | 1.1 (1.49%) | 25.95 | 38 | 11 | 102 |
| 21 May | 1351.00 | 74 | 7 (10.45%) | 26.47 | 48 | 22 | 90 |
| 20 May | 1361.10 | 67 | -11 (-14.10%) | 27.55 | 64 | 40 | 64 |
| 19 May | 1344.90 | 78 | -13 (-14.29%) | 28.89 | 52 | 23 | 26 |
| 18 May | 1327.30 | 91 | 91 (0.00%) | - | 0 | 0 | 3 |
| 15 May | 1323.60 | 91 | -296.05 (-76.49%) | 26.39 | 3 | 3 | 3 |
| 14 May | 1315.50 | 0 | -387.05 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 1280.50 | 0 | -387.05 (-100.00%) | 0 | 0 | 0 | 0 |
For Laurus Labs Limited - strike price 1400 expiring on 30JUN2026
Delta for 1400 PE is -0.32
Historical price for 1400 PE is as follows
On 8 Jun LAURUSLABS was trading at 1435.90. The strike last trading price was 20.65, which was 2.65 higher than the previous day. The implied volatity was 26.65, the open interest changed by -34 which decreased total open position to 829
On 5 Jun LAURUSLABS was trading at 1446.80. The strike last trading price was 17.4, which was -6.6 lower than the previous day. The implied volatity was 25.21, the open interest changed by 296 which increased total open position to 864
On 4 Jun LAURUSLABS was trading at 1427.20. The strike last trading price was 23.5, which was -13.5 lower than the previous day. The implied volatity was 25.71, the open interest changed by 76 which increased total open position to 568
On 3 Jun LAURUSLABS was trading at 1394.30. The strike last trading price was 37.35, which was -3.6 lower than the previous day. The implied volatity was 23.88, the open interest changed by 62 which increased total open position to 484
On 2 Jun LAURUSLABS was trading at 1382.60. The strike last trading price was 42.65, which was 1.65 higher than the previous day. The implied volatity was 21.18, the open interest changed by -2 which decreased total open position to 422
On 1 Jun LAURUSLABS was trading at 1388.40. The strike last trading price was 41.4, which was -11.6 lower than the previous day. The implied volatity was 24.91, the open interest changed by 19 which increased total open position to 423
On 29 May LAURUSLABS was trading at 1362.00. The strike last trading price was 50.3, which was 5.3 higher than the previous day. The implied volatity was 22.91, the open interest changed by 64 which increased total open position to 404
On 27 May LAURUSLABS was trading at 1381.70. The strike last trading price was 44.6, which was -6.5 lower than the previous day. The implied volatity was 22.68, the open interest changed by 52 which increased total open position to 342
On 26 May LAURUSLABS was trading at 1373.90. The strike last trading price was 52.85, which was -7.45 lower than the previous day. The implied volatity was 24.38, the open interest changed by 157 which increased total open position to 285
On 25 May LAURUSLABS was trading at 1356.30. The strike last trading price was 59, which was -16 lower than the previous day. The implied volatity was 23.56, the open interest changed by 24 which increased total open position to 128
On 22 May LAURUSLABS was trading at 1343.50. The strike last trading price was 75.1, which was 1.1 higher than the previous day. The implied volatity was 25.95, the open interest changed by 11 which increased total open position to 102
On 21 May LAURUSLABS was trading at 1351.00. The strike last trading price was 74, which was 7 higher than the previous day. The implied volatity was 26.47, the open interest changed by 22 which increased total open position to 90
On 20 May LAURUSLABS was trading at 1361.10. The strike last trading price was 67, which was -11 lower than the previous day. The implied volatity was 27.55, the open interest changed by 40 which increased total open position to 64
On 19 May LAURUSLABS was trading at 1344.90. The strike last trading price was 78, which was -13 lower than the previous day. The implied volatity was 28.89, the open interest changed by 23 which increased total open position to 26
On 18 May LAURUSLABS was trading at 1327.30. The strike last trading price was 91, which was 91 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 15 May LAURUSLABS was trading at 1323.60. The strike last trading price was 91, which was -296.05 lower than the previous day. The implied volatity was 26.39, the open interest changed by 3 which increased total open position to 3
On 14 May LAURUSLABS was trading at 1315.50. The strike last trading price was 0, which was -387.05 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 -387.05 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
