Historical option data for LAURUSLABS
29 Jun 2026 10:50 AM IST
| LAURUSLABS 28-Jul-2026 (27d) 1460 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.6
Vega: 0.02
Theta: -1.05
Gamma: 0.00263
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 1480.80 | 73.6 | 18.2 (32.85%) | 34.88 | 105 | -1 | 94 | |||||||||
| 25 Jun | 1450.00 | 55.4 | -2.3 (-3.99%) | 32.95 | 48 | 8 | 94 | |||||||||
| 24 Jun | 1454.20 | 58.45 | -13.9 (-19.21%) | 32.24 | 85 | 47 | 85 | |||||||||
| 23 Jun | 1481.00 | 71.65 | 25.65 (55.76%) | 30.73 | 138 | 18 | 39 | |||||||||
| 22 Jun | 1435.90 | 46 | 4.5 (10.84%) | 29.76 | 15 | -7 | 20 | |||||||||
| 19 Jun | 1412.90 | 41.5 | 6.5 (18.57%) | 29.29 | 11 | 10 | 26 | |||||||||
| 18 Jun | 1368.80 | 35 | 0 (0.00%) | - | 1 | 0 | 16 | |||||||||
| 17 Jun | 1369.80 | 35 | 0 (0.00%) | - | 1 | 0 | 16 | |||||||||
| 16 Jun | 1376.40 | 35 | 0 (0.00%) | - | 1 | 0 | 16 | |||||||||
| 15 Jun | 1389.10 | 35 | 0 (0.00%) | 29.47 | 1 | 0 | 16 | |||||||||
| 12 Jun | 1394.30 | 35 | -4 (-10.26%) | 29.47 | 1 | 0 | 17 | |||||||||
| 11 Jun | 1390.80 | 39.4 | 0.4 (1.03%) | - | 2 | 0 | 17 | |||||||||
| 10 Jun | 1385.70 | 39.4 | 0.4 (1.03%) | - | 2 | 0 | 17 | |||||||||
| 9 Jun | 1424.40 | 39.4 | 0.4 (1.03%) | 29.53 | 2 | 0 | 17 | |||||||||
| 8 Jun | 1404.70 | 39.7 | -20.3 (-33.83%) | 29.53 | 2 | 0 | 17 | |||||||||
| 5 Jun | 1446.80 | 61 | 13 (27.08%) | 27.77 | 3 | 2 | 16 | |||||||||
| 4 Jun | 1427.20 | 48 | 11 (29.73%) | 28 | 6 | 6 | 14 | |||||||||
| 3 Jun | 1394.30 | 37 | 0 (0.00%) | 27.37 | 2 | 1 | 7 | |||||||||
| 2 Jun | 1382.60 | 37 | -3 (-7.50%) | 28.21 | 2 | 1 | 5 | |||||||||
| 1 Jun | 1388.40 | 40 | 23 (135.29%) | 29.48 | 4 | 4 | 4 | |||||||||
For Laurus Labs Limited - strike price 1460 expiring on 28JUL2026
Delta for 1460 CE is 0.6
Historical price for 1460 CE is as follows
On 29 Jun LAURUSLABS was trading at 1480.80. The strike last trading price was 73.6, which was 18.2 higher than the previous day. The implied volatity was 34.88, the open interest changed by -1 which decreased total open position to 94
On 25 Jun LAURUSLABS was trading at 1450.00. The strike last trading price was 55.4, which was -2.3 lower than the previous day. The implied volatity was 32.95, the open interest changed by 8 which increased total open position to 94
On 24 Jun LAURUSLABS was trading at 1454.20. The strike last trading price was 58.45, which was -13.9 lower than the previous day. The implied volatity was 32.24, the open interest changed by 47 which increased total open position to 85
On 23 Jun LAURUSLABS was trading at 1481.00. The strike last trading price was 71.65, which was 25.65 higher than the previous day. The implied volatity was 30.73, the open interest changed by 18 which increased total open position to 39
On 22 Jun LAURUSLABS was trading at 1435.90. The strike last trading price was 46, which was 4.5 higher than the previous day. The implied volatity was 29.76, the open interest changed by -7 which decreased total open position to 20
On 19 Jun LAURUSLABS was trading at 1412.90. The strike last trading price was 41.5, which was 6.5 higher than the previous day. The implied volatity was 29.29, the open interest changed by 10 which increased total open position to 26
On 18 Jun LAURUSLABS was trading at 1368.80. The strike last trading price was 35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 17 Jun LAURUSLABS was trading at 1369.80. The strike last trading price was 35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 16 Jun LAURUSLABS was trading at 1376.40. The strike last trading price was 35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 15 Jun LAURUSLABS was trading at 1389.10. The strike last trading price was 35, which was 0 lower than the previous day. The implied volatity was 29.47, the open interest changed by 0 which decreased total open position to 16
On 12 Jun LAURUSLABS was trading at 1394.30. The strike last trading price was 35, which was -4 lower than the previous day. The implied volatity was 29.47, the open interest changed by 0 which decreased total open position to 17
On 11 Jun LAURUSLABS was trading at 1390.80. The strike last trading price was 39.4, which was 0.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 10 Jun LAURUSLABS was trading at 1385.70. The strike last trading price was 39.4, which was 0.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 9 Jun LAURUSLABS was trading at 1424.40. The strike last trading price was 39.4, which was 0.4 higher than the previous day. The implied volatity was 29.53, the open interest changed by 0 which decreased total open position to 17
On 8 Jun LAURUSLABS was trading at 1404.70. The strike last trading price was 39.7, which was -20.3 lower than the previous day. The implied volatity was 29.53, the open interest changed by 0 which decreased total open position to 17
On 5 Jun LAURUSLABS was trading at 1446.80. The strike last trading price was 61, which was 13 higher than the previous day. The implied volatity was 27.77, the open interest changed by 2 which increased total open position to 16
On 4 Jun LAURUSLABS was trading at 1427.20. The strike last trading price was 48, which was 11 higher than the previous day. The implied volatity was 28, the open interest changed by 6 which increased total open position to 14
On 3 Jun LAURUSLABS was trading at 1394.30. The strike last trading price was 37, which was 0 lower than the previous day. The implied volatity was 27.37, the open interest changed by 1 which increased total open position to 7
On 2 Jun LAURUSLABS was trading at 1382.60. The strike last trading price was 37, which was -3 lower than the previous day. The implied volatity was 28.21, the open interest changed by 1 which increased total open position to 5
On 1 Jun LAURUSLABS was trading at 1388.40. The strike last trading price was 40, which was 23 higher than the previous day. The implied volatity was 29.48, the open interest changed by 4 which increased total open position to 4
| LAURUSLABS 28-Jul-2026 (27d) 1460 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.41
Vega: 0.02
Theta: -0.81
Gamma: 0.00269
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 1480.80 | 44.6 | -10 (-18.32%) | 34.25 | 53 | 28 | 116 |
| 25 Jun | 1450.00 | 54.35 | -0.25 (-0.46%) | 30.58 | 36 | 16 | 90 |
| 24 Jun | 1454.20 | 54.55 | 9.85 (22.04%) | 31.17 | 119 | 8 | 74 |
| 23 Jun | 1481.00 | 44.1 | -21.7 (-32.98%) | 31.68 | 149 | 64 | 67 |
| 22 Jun | 1435.90 | 65.8 | -5.75 (-8.04%) | 30.94 | 1 | 0 | 3 |
| 19 Jun | 1412.90 | 71.55 | -36.45 (-33.75%) | 28.2 | 1 | -1 | 3 |
| 18 Jun | 1368.80 | 108 | 1.5 (1.41%) | 25.34 | 1 | 0 | 3 |
| 17 Jun | 1369.80 | 106.5 | -184.5 (-63.40%) | 29.32 | 3 | 0 | 0 |
| 16 Jun | 1376.40 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Jun | 1389.10 | 0 | 0 | - | 0 | 0 | 0 |
| 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 |
For Laurus Labs Limited - strike price 1460 expiring on 28JUL2026
Delta for 1460 PE is -0.41
Historical price for 1460 PE is as follows
On 29 Jun LAURUSLABS was trading at 1480.80. The strike last trading price was 44.6, which was -10 lower than the previous day. The implied volatity was 34.25, the open interest changed by 28 which increased total open position to 116
On 25 Jun LAURUSLABS was trading at 1450.00. The strike last trading price was 54.35, which was -0.25 lower than the previous day. The implied volatity was 30.58, the open interest changed by 16 which increased total open position to 90
On 24 Jun LAURUSLABS was trading at 1454.20. The strike last trading price was 54.55, which was 9.85 higher than the previous day. The implied volatity was 31.17, the open interest changed by 8 which increased total open position to 74
On 23 Jun LAURUSLABS was trading at 1481.00. The strike last trading price was 44.1, which was -21.7 lower than the previous day. The implied volatity was 31.68, the open interest changed by 64 which increased total open position to 67
On 22 Jun LAURUSLABS was trading at 1435.90. The strike last trading price was 65.8, which was -5.75 lower than the previous day. The implied volatity was 30.94, the open interest changed by 0 which decreased total open position to 3
On 19 Jun LAURUSLABS was trading at 1412.90. The strike last trading price was 71.55, which was -36.45 lower than the previous day. The implied volatity was 28.2, the open interest changed by -1 which decreased total open position to 3
On 18 Jun LAURUSLABS was trading at 1368.80. The strike last trading price was 108, which was 1.5 higher than the previous day. The implied volatity was 25.34, the open interest changed by 0 which decreased total open position to 3
On 17 Jun LAURUSLABS was trading at 1369.80. The strike last trading price was 106.5, which was -184.5 lower than the previous day. The implied volatity was 29.32, the open interest changed by 0 which decreased total open position to 0
On 16 Jun LAURUSLABS was trading at 1376.40. 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 15 Jun LAURUSLABS was trading at 1389.10. 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 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
