Historical option data for LAURUSLABS
23 Jun 2026 01:32 PM IST
| LAURUSLABS 28-Jul-2026 (35d) 1410 CE | ||||||||||||||||
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Delta: 0.59
Vega: 0.02
Theta: -0.82
Gamma: 0.0028
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Jun | 1469.60 | 68 | 0 (0.00%) | 30.73 | 10 | 0 | 11 | |||||||||
| 22 Jun | 1435.90 | 68 | 4 (6.25%) | 30.73 | 10 | 0 | 11 | |||||||||
| 19 Jun | 1412.90 | 64 | -15.2 (-19.19%) | 32.11 | 11 | 10 | 10 | |||||||||
For Laurus Labs Limited - strike price 1410 expiring on 28JUL2026
Delta for 1410 CE is 0.59
Historical price for 1410 CE is as follows
On 23 Jun LAURUSLABS was trading at 1469.60. The strike last trading price was 68, which was 0 lower than the previous day. The implied volatity was 30.73, the open interest changed by 0 which decreased total open position to 11
On 22 Jun LAURUSLABS was trading at 1435.90. The strike last trading price was 68, which was 4 higher than the previous day. The implied volatity was 30.73, the open interest changed by 0 which decreased total open position to 11
On 19 Jun LAURUSLABS was trading at 1412.90. The strike last trading price was 64, which was -15.2 lower than the previous day. The implied volatity was 32.11, the open interest changed by 10 which increased total open position to 10
| LAURUSLABS 28-Jul-2026 (35d) 1410 PE | |||||||
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Delta: -0.31
Vega: 0.02
Theta: -0.6
Gamma: 0.00243
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Jun | 1469.60 | 31 | -15.15 (-32.83%) | 31.96 | 1 | 0 | 1 |
| 22 Jun | 1435.90 | 46.15 | -54.7 (-54.24%) | 34.56 | 1 | 1 | 1 |
| 19 Jun | 1412.90 | 0 | 0 | - | 0 | 0 | 0 |
For Laurus Labs Limited - strike price 1410 expiring on 28JUL2026
Delta for 1410 PE is -0.31
Historical price for 1410 PE is as follows
On 23 Jun LAURUSLABS was trading at 1469.60. The strike last trading price was 31, which was -15.15 lower than the previous day. The implied volatity was 31.96, the open interest changed by 0 which decreased total open position to 1
On 22 Jun LAURUSLABS was trading at 1435.90. The strike last trading price was 46.15, which was -54.7 lower than the previous day. The implied volatity was 34.56, the open interest changed by 1 which increased total open position to 1
On 19 Jun LAURUSLABS was trading at 1412.90. 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
