Historical option data for LAURUSLABS
23 Jun 2026 02:39 PM IST
| LAURUSLABS 28-Jul-2026 (35d) 1420 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.69
Vega: 0.02
Theta: -0.77
Gamma: 0.00257
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Jun | 1476.50 | 88.6 | 21.8 (32.63%) | 30.13 | 30 | -8 | 129 | |||||||||
| 22 Jun | 1435.90 | 66.3 | 9.55 (16.83%) | 29.74 | 218 | 83 | 138 | |||||||||
| 19 Jun | 1412.90 | 55.8 | 19.8 (55.00%) | 30.65 | 54 | 11 | 55 | |||||||||
| 18 Jun | 1368.80 | 36 | 0 (0.00%) | 29.73 | 1 | 0 | 44 | |||||||||
| 17 Jun | 1369.80 | 36 | -4 (-10.00%) | 29.73 | 1 | 0 | 43 | |||||||||
| 16 Jun | 1376.40 | 40.5 | -9.5 (-19.00%) | 29.94 | 22 | 18 | 43 | |||||||||
| 15 Jun | 1389.10 | 50 | -8 (-13.79%) | 31.61 | 1 | 0 | 25 | |||||||||
| 12 Jun | 1394.30 | 58 | 4 (7.41%) | 29.12 | 1 | 1 | 25 | |||||||||
| 11 Jun | 1390.80 | 54 | 0 (0.00%) | 30.76 | 2 | 0 | 24 | |||||||||
| 10 Jun | 1385.70 | 54 | -19 (-26.03%) | 30.76 | 2 | 0 | 23 | |||||||||
| 9 Jun | 1424.40 | 73.15 | 0.15 (0.21%) | - | 13 | 0 | 23 | |||||||||
| 8 Jun | 1404.70 | 73.15 | 0.15 (0.21%) | - | 13 | 0 | 23 | |||||||||
| 5 Jun | 1446.80 | 73.15 | 0.15 (0.21%) | 29.03 | 13 | 0 | 23 | |||||||||
| 4 Jun | 1427.20 | 73.15 | 17.15 (30.63%) | 29.03 | 13 | 6 | 23 | |||||||||
| 3 Jun | 1394.30 | 55.5 | 3.5 (6.73%) | 28.06 | 5 | 5 | 17 | |||||||||
| 2 Jun | 1382.60 | 52 | -6 (-10.34%) | 29.77 | 5 | 4 | 12 | |||||||||
| 1 Jun | 1388.40 | 57.5 | 10.5 (22.34%) | 28.44 | 4 | 4 | 8 | |||||||||
| 29 May | 1362.00 | 47 | -1 (-2.08%) | 25.92 | 4 | 3 | 4 | |||||||||
| 27 May | 1381.70 | 48.05 | 25.6 (114.03%) | 26.12 | 1 | 1 | 1 | |||||||||
For Laurus Labs Limited - strike price 1420 expiring on 28JUL2026
Delta for 1420 CE is 0.69
Historical price for 1420 CE is as follows
On 23 Jun LAURUSLABS was trading at 1476.50. The strike last trading price was 88.6, which was 21.8 higher than the previous day. The implied volatity was 30.13, the open interest changed by -8 which decreased total open position to 129
On 22 Jun LAURUSLABS was trading at 1435.90. The strike last trading price was 66.3, which was 9.55 higher than the previous day. The implied volatity was 29.74, the open interest changed by 83 which increased total open position to 138
On 19 Jun LAURUSLABS was trading at 1412.90. The strike last trading price was 55.8, which was 19.8 higher than the previous day. The implied volatity was 30.65, the open interest changed by 11 which increased total open position to 55
On 18 Jun LAURUSLABS was trading at 1368.80. The strike last trading price was 36, which was 0 lower than the previous day. The implied volatity was 29.73, the open interest changed by 0 which decreased total open position to 44
On 17 Jun LAURUSLABS was trading at 1369.80. The strike last trading price was 36, which was -4 lower than the previous day. The implied volatity was 29.73, the open interest changed by 0 which decreased total open position to 43
On 16 Jun LAURUSLABS was trading at 1376.40. The strike last trading price was 40.5, which was -9.5 lower than the previous day. The implied volatity was 29.94, the open interest changed by 18 which increased total open position to 43
On 15 Jun LAURUSLABS was trading at 1389.10. The strike last trading price was 50, which was -8 lower than the previous day. The implied volatity was 31.61, the open interest changed by 0 which decreased total open position to 25
On 12 Jun LAURUSLABS was trading at 1394.30. The strike last trading price was 58, which was 4 higher than the previous day. The implied volatity was 29.12, the open interest changed by 1 which increased total open position to 25
On 11 Jun LAURUSLABS was trading at 1390.80. The strike last trading price was 54, which was 0 lower than the previous day. The implied volatity was 30.76, the open interest changed by 0 which decreased total open position to 24
On 10 Jun LAURUSLABS was trading at 1385.70. The strike last trading price was 54, which was -19 lower than the previous day. The implied volatity was 30.76, the open interest changed by 0 which decreased total open position to 23
On 9 Jun LAURUSLABS was trading at 1424.40. The strike last trading price was 73.15, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23
On 8 Jun LAURUSLABS was trading at 1404.70. The strike last trading price was 73.15, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23
On 5 Jun LAURUSLABS was trading at 1446.80. The strike last trading price was 73.15, which was 0.15 higher than the previous day. The implied volatity was 29.03, the open interest changed by 0 which decreased total open position to 23
On 4 Jun LAURUSLABS was trading at 1427.20. The strike last trading price was 73.15, which was 17.15 higher than the previous day. The implied volatity was 29.03, the open interest changed by 6 which increased total open position to 23
On 3 Jun LAURUSLABS was trading at 1394.30. The strike last trading price was 55.5, which was 3.5 higher than the previous day. The implied volatity was 28.06, the open interest changed by 5 which increased total open position to 17
On 2 Jun LAURUSLABS was trading at 1382.60. The strike last trading price was 52, which was -6 lower than the previous day. The implied volatity was 29.77, the open interest changed by 4 which increased total open position to 12
On 1 Jun LAURUSLABS was trading at 1388.40. The strike last trading price was 57.5, which was 10.5 higher than the previous day. The implied volatity was 28.44, the open interest changed by 4 which increased total open position to 8
On 29 May LAURUSLABS was trading at 1362.00. The strike last trading price was 47, which was -1 lower than the previous day. The implied volatity was 25.92, the open interest changed by 3 which increased total open position to 4
On 27 May LAURUSLABS was trading at 1381.70. The strike last trading price was 48.05, which was 25.6 higher than the previous day. The implied volatity was 26.12, the open interest changed by 1 which increased total open position to 1
| LAURUSLABS 28-Jul-2026 (35d) 1420 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.31
Vega: 0.02
Theta: -0.6
Gamma: 0.00243
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Jun | 1476.50 | 31 | -12.4 (-28.57%) | 31.74 | 52 | 3 | 37 |
| 22 Jun | 1435.90 | 43.4 | -7.2 (-14.23%) | 30.64 | 33 | 11 | 34 |
| 19 Jun | 1412.90 | 50.3 | -22.7 (-31.10%) | 26.8 | 36 | 17 | 23 |
| 18 Jun | 1368.80 | 73 | 73 (-15.46%) | 28.26 | 4 | 0 | 6 |
| 17 Jun | 1369.80 | 73 | -13.35 (-15.46%) | 28.26 | 4 | 4 | 6 |
| 16 Jun | 1376.40 | 86.35 | 24.35 (39.27%) | 32.06 | 2 | 1 | 2 |
| 15 Jun | 1389.10 | 62 | -194.75 (-75.85%) | 26.53 | 1 | 1 | 1 |
| 12 Jun | 1394.30 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Jun | 1390.80 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Jun | 1385.70 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Jun | 1424.40 | 0 | 0 | - | 0 | 0 | 0 |
| 8 Jun | 1404.70 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Jun | 1446.80 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Jun | 1427.20 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Jun | 1394.30 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Jun | 1382.60 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Jun | 1388.40 | 0 | 0 | - | 0 | 0 | 0 |
| 29 May | 1362.00 | 0 | 0 | - | 0 | 0 | 0 |
| 27 May | 1381.70 | 0 | 0 | - | 0 | 0 | 0 |
For Laurus Labs Limited - strike price 1420 expiring on 28JUL2026
Delta for 1420 PE is -0.31
Historical price for 1420 PE is as follows
On 23 Jun LAURUSLABS was trading at 1476.50. The strike last trading price was 31, which was -12.4 lower than the previous day. The implied volatity was 31.74, the open interest changed by 3 which increased total open position to 37
On 22 Jun LAURUSLABS was trading at 1435.90. The strike last trading price was 43.4, which was -7.2 lower than the previous day. The implied volatity was 30.64, the open interest changed by 11 which increased total open position to 34
On 19 Jun LAURUSLABS was trading at 1412.90. The strike last trading price was 50.3, which was -22.7 lower than the previous day. The implied volatity was 26.8, the open interest changed by 17 which increased total open position to 23
On 18 Jun LAURUSLABS was trading at 1368.80. The strike last trading price was 73, which was 73 higher than the previous day. The implied volatity was 28.26, the open interest changed by 0 which decreased total open position to 6
On 17 Jun LAURUSLABS was trading at 1369.80. The strike last trading price was 73, which was -13.35 lower than the previous day. The implied volatity was 28.26, the open interest changed by 4 which increased total open position to 6
On 16 Jun LAURUSLABS was trading at 1376.40. The strike last trading price was 86.35, which was 24.35 higher than the previous day. The implied volatity was 32.06, the open interest changed by 1 which increased total open position to 2
On 15 Jun LAURUSLABS was trading at 1389.10. The strike last trading price was 62, which was -194.75 lower than the previous day. The implied volatity was 26.53, the open interest changed by 1 which increased total open position to 1
On 12 Jun LAURUSLABS was trading at 1394.30. 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
On 11 Jun LAURUSLABS was trading at 1390.80. 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
On 10 Jun LAURUSLABS was trading at 1385.70. 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
On 9 Jun LAURUSLABS was trading at 1424.40. 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
On 8 Jun LAURUSLABS was trading at 1404.70. 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
On 5 Jun LAURUSLABS was trading at 1446.80. 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
On 4 Jun LAURUSLABS was trading at 1427.20. 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
On 3 Jun LAURUSLABS was trading at 1394.30. 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
On 2 Jun LAURUSLABS was trading at 1382.60. 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
On 1 Jun LAURUSLABS was trading at 1388.40. 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
On 29 May LAURUSLABS was trading at 1362.00. 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
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
