Historical option data for LAURUSLABS
29 Jun 2026 10:50 AM IST
| LAURUSLABS 28-Jul-2026 (27d) 1470 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.57
Vega: 0.02
Theta: -1.07
Gamma: 0.00266
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 1480.80 | 67.65 | 17.7 (35.44%) | 35.05 | 77 | 31 | 72 | |||||||||
| 25 Jun | 1450.00 | 50 | -3.55 (-6.63%) | 31.9 | 18 | 3 | 39 | |||||||||
| 24 Jun | 1454.20 | 52.5 | -14.75 (-21.93%) | 31.71 | 56 | 10 | 36 | |||||||||
| 23 Jun | 1481.00 | 66.3 | -2.5 (-3.63%) | 31.73 | 79 | 24 | 25 | |||||||||
| 22 Jun | 1435.90 | 68.8 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 19 Jun | 1412.90 | 68.8 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 18 Jun | 1368.80 | 68.8 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 17 Jun | 1369.80 | 68.8 | -0.2 (-0.29%) | - | 1 | 0 | 1 | |||||||||
| 16 Jun | 1376.40 | 68.8 | -0.2 (-0.29%) | - | 1 | 0 | 1 | |||||||||
| 15 Jun | 1389.10 | 68.8 | -0.2 (-0.29%) | - | 1 | 0 | 1 | |||||||||
| 12 Jun | 1394.30 | 68.8 | -0.2 (-0.29%) | - | 1 | 0 | 1 | |||||||||
| 11 Jun | 1390.80 | 68.8 | -0.2 (-0.29%) | - | 1 | 0 | 1 | |||||||||
| 10 Jun | 1385.70 | 68.8 | -0.2 (-0.29%) | - | 1 | 0 | 1 | |||||||||
| 9 Jun | 1424.40 | 68.8 | -0.2 (-0.29%) | 46.36 | 1 | 0 | 1 | |||||||||
| 8 Jun | 1404.70 | 68.8 | 11.8 (20.70%) | 46.36 | 1 | 1 | 1 | |||||||||
For Laurus Labs Limited - strike price 1470 expiring on 28JUL2026
Delta for 1470 CE is 0.57
Historical price for 1470 CE is as follows
On 29 Jun LAURUSLABS was trading at 1480.80. The strike last trading price was 67.65, which was 17.7 higher than the previous day. The implied volatity was 35.05, the open interest changed by 31 which increased total open position to 72
On 25 Jun LAURUSLABS was trading at 1450.00. The strike last trading price was 50, which was -3.55 lower than the previous day. The implied volatity was 31.9, the open interest changed by 3 which increased total open position to 39
On 24 Jun LAURUSLABS was trading at 1454.20. The strike last trading price was 52.5, which was -14.75 lower than the previous day. The implied volatity was 31.71, the open interest changed by 10 which increased total open position to 36
On 23 Jun LAURUSLABS was trading at 1481.00. The strike last trading price was 66.3, which was -2.5 lower than the previous day. The implied volatity was 31.73, the open interest changed by 24 which increased total open position to 25
On 22 Jun LAURUSLABS was trading at 1435.90. The strike last trading price was 68.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 Jun LAURUSLABS was trading at 1412.90. The strike last trading price was 68.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 Jun LAURUSLABS was trading at 1368.80. The strike last trading price was 68.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 17 Jun LAURUSLABS was trading at 1369.80. The strike last trading price was 68.8, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Jun LAURUSLABS was trading at 1376.40. The strike last trading price was 68.8, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 15 Jun LAURUSLABS was trading at 1389.10. The strike last trading price was 68.8, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 12 Jun LAURUSLABS was trading at 1394.30. The strike last trading price was 68.8, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Jun LAURUSLABS was trading at 1390.80. The strike last trading price was 68.8, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Jun LAURUSLABS was trading at 1385.70. The strike last trading price was 68.8, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Jun LAURUSLABS was trading at 1424.40. The strike last trading price was 68.8, which was -0.2 lower than the previous day. The implied volatity was 46.36, the open interest changed by 0 which decreased total open position to 1
On 8 Jun LAURUSLABS was trading at 1404.70. The strike last trading price was 68.8, which was 11.8 higher than the previous day. The implied volatity was 46.36, the open interest changed by 1 which increased total open position to 1
| LAURUSLABS 28-Jul-2026 (27d) 1470 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.43
Vega: 0.02
Theta: -0.84
Gamma: 0.0027
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 1480.80 | 49.4 | -12.6 (-20.32%) | 34.55 | 52 | 27 | 64 |
| 25 Jun | 1450.00 | 62 | 2.45 (4.11%) | 31.41 | 9 | 1 | 38 |
| 24 Jun | 1454.20 | 59.55 | 10.55 (21.53%) | 31.53 | 40 | 16 | 37 |
| 23 Jun | 1481.00 | 49 | -88.65 (-64.40%) | 31.84 | 24 | 21 | 21 |
| 22 Jun | 1435.90 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Jun | 1412.90 | 0 | 0 | - | 0 | 0 | 0 |
| 18 Jun | 1368.80 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Jun | 1369.80 | 0 | 0 | - | 0 | 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 |
For Laurus Labs Limited - strike price 1470 expiring on 28JUL2026
Delta for 1470 PE is -0.43
Historical price for 1470 PE is as follows
On 29 Jun LAURUSLABS was trading at 1480.80. The strike last trading price was 49.4, which was -12.6 lower than the previous day. The implied volatity was 34.55, the open interest changed by 27 which increased total open position to 64
On 25 Jun LAURUSLABS was trading at 1450.00. The strike last trading price was 62, which was 2.45 higher than the previous day. The implied volatity was 31.41, the open interest changed by 1 which increased total open position to 38
On 24 Jun LAURUSLABS was trading at 1454.20. The strike last trading price was 59.55, which was 10.55 higher than the previous day. The implied volatity was 31.53, the open interest changed by 16 which increased total open position to 37
On 23 Jun LAURUSLABS was trading at 1481.00. The strike last trading price was 49, which was -88.65 lower than the previous day. The implied volatity was 31.84, the open interest changed by 21 which increased total open position to 21
On 22 Jun LAURUSLABS was trading at 1435.90. 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
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
On 18 Jun LAURUSLABS was trading at 1368.80. 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 17 Jun LAURUSLABS was trading at 1369.80. 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 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
