Historical option data for LAURUSLABS
29 Jun 2026 10:50 AM IST
| LAURUSLABS 28-Jul-2026 (25d) 1480 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.54
Vega: 0.02
Theta: -1.08
Gamma: 0.0027
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 1480.80 | 62.1 | 16.1 (35.00%) | 34.85 | 231 | 47 | 170 | |||||||||
| 25 Jun | 1450.00 | 46.5 | -2.3 (-4.71%) | 32.26 | 80 | 21 | 123 | |||||||||
| 24 Jun | 1454.20 | 48.15 | -13.65 (-22.09%) | 31.69 | 132 | 47 | 101 | |||||||||
| 23 Jun | 1481.00 | 60.6 | 23.6 (63.78%) | 30.63 | 154 | 45 | 54 | |||||||||
| 22 Jun | 1435.90 | 37 | 6.9 (22.92%) | 30.5 | 5 | 2 | 9 | |||||||||
| 19 Jun | 1412.90 | 30.1 | 9.9 (49.01%) | 29.38 | 5 | 2 | 7 | |||||||||
| 18 Jun | 1368.80 | 20.2 | 0 (0.00%) | 30.72 | 2 | 0 | 5 | |||||||||
| 17 Jun | 1369.80 | 20.2 | -19.8 (-49.50%) | 30.72 | 2 | 0 | 5 | |||||||||
| 16 Jun | 1376.40 | 40 | 0 (0.00%) | - | 1 | 0 | 5 | |||||||||
| 15 Jun | 1389.10 | 40 | 0 (0.00%) | - | 1 | 0 | 5 | |||||||||
| 12 Jun | 1394.30 | 40 | 0 (0.00%) | - | 1 | 0 | 5 | |||||||||
| 11 Jun | 1390.80 | 40 | 0 (0.00%) | - | 1 | 0 | 5 | |||||||||
| 10 Jun | 1385.70 | 40 | 0 (0.00%) | 29.84 | 1 | 0 | 5 | |||||||||
| 9 Jun | 1424.40 | 40 | -10 (-20.00%) | 29.84 | 1 | -1 | 5 | |||||||||
| 8 Jun | 1404.70 | 49.5 | -0.5 (-1.00%) | - | 5 | 0 | 6 | |||||||||
| 5 Jun | 1446.80 | 49.5 | 2.5 (5.32%) | 27.49 | 5 | 2 | 6 | |||||||||
| 4 Jun | 1427.20 | 47 | 39 (487.50%) | 28.7 | 4 | 4 | 4 | |||||||||
For Laurus Labs Limited - strike price 1480 expiring on 28JUL2026
Delta for 1480 CE is 0.54
Historical price for 1480 CE is as follows
On 29 Jun LAURUSLABS was trading at 1480.80. The strike last trading price was 62.1, which was 16.1 higher than the previous day. The implied volatity was 34.85, the open interest changed by 47 which increased total open position to 170
On 25 Jun LAURUSLABS was trading at 1450.00. The strike last trading price was 46.5, which was -2.3 lower than the previous day. The implied volatity was 32.26, the open interest changed by 21 which increased total open position to 123
On 24 Jun LAURUSLABS was trading at 1454.20. The strike last trading price was 48.15, which was -13.65 lower than the previous day. The implied volatity was 31.69, the open interest changed by 47 which increased total open position to 101
On 23 Jun LAURUSLABS was trading at 1481.00. The strike last trading price was 60.6, which was 23.6 higher than the previous day. The implied volatity was 30.63, the open interest changed by 45 which increased total open position to 54
On 22 Jun LAURUSLABS was trading at 1435.90. The strike last trading price was 37, which was 6.9 higher than the previous day. The implied volatity was 30.5, the open interest changed by 2 which increased total open position to 9
On 19 Jun LAURUSLABS was trading at 1412.90. The strike last trading price was 30.1, which was 9.9 higher than the previous day. The implied volatity was 29.38, the open interest changed by 2 which increased total open position to 7
On 18 Jun LAURUSLABS was trading at 1368.80. The strike last trading price was 20.2, which was 0 lower than the previous day. The implied volatity was 30.72, the open interest changed by 0 which decreased total open position to 5
On 17 Jun LAURUSLABS was trading at 1369.80. The strike last trading price was 20.2, which was -19.8 lower than the previous day. The implied volatity was 30.72, the open interest changed by 0 which decreased total open position to 5
On 16 Jun LAURUSLABS was trading at 1376.40. The strike last trading price was 40, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 15 Jun LAURUSLABS was trading at 1389.10. The strike last trading price was 40, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 12 Jun LAURUSLABS was trading at 1394.30. The strike last trading price was 40, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 11 Jun LAURUSLABS was trading at 1390.80. The strike last trading price was 40, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 10 Jun LAURUSLABS was trading at 1385.70. The strike last trading price was 40, which was 0 lower than the previous day. The implied volatity was 29.84, the open interest changed by 0 which decreased total open position to 5
On 9 Jun LAURUSLABS was trading at 1424.40. The strike last trading price was 40, which was -10 lower than the previous day. The implied volatity was 29.84, the open interest changed by -1 which decreased total open position to 5
On 8 Jun LAURUSLABS was trading at 1404.70. The strike last trading price was 49.5, which was -0.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 5 Jun LAURUSLABS was trading at 1446.80. The strike last trading price was 49.5, which was 2.5 higher than the previous day. The implied volatity was 27.49, the open interest changed by 2 which increased total open position to 6
On 4 Jun LAURUSLABS was trading at 1427.20. The strike last trading price was 47, which was 39 higher than the previous day. The implied volatity was 28.7, the open interest changed by 4 which increased total open position to 4
| LAURUSLABS 28-Jul-2026 (25d) 1480 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.45
Vega: 0.02
Theta: -0.85
Gamma: 0.00269
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 1480.80 | 53.8 | -13.3 (-19.82%) | 34.87 | 46 | 25 | 117 |
| 25 Jun | 1450.00 | 67.1 | 2.1 (3.23%) | 31.34 | 8 | 4 | 93 |
| 24 Jun | 1454.20 | 65 | 10.8 (19.93%) | 31.16 | 103 | 22 | 89 |
| 23 Jun | 1481.00 | 54.05 | -32.5 (-37.55%) | 31.83 | 166 | 64 | 67 |
| 22 Jun | 1435.90 | 86.55 | 86.55 (-20.92%) | 27.46 | 3 | 0 | 3 |
| 19 Jun | 1412.90 | 86.55 | -22.9 (-20.92%) | 27.46 | 3 | -2 | 3 |
| 18 Jun | 1368.80 | 109.45 | 109.45 | - | 3 | 0 | 5 |
| 17 Jun | 1369.80 | 109.45 | 109.45 (7.30%) | 24.99 | 3 | 0 | 5 |
| 16 Jun | 1376.40 | 109.45 | 7.45 (7.30%) | 24.99 | 3 | 2 | 5 |
| 15 Jun | 1389.10 | 102 | -273.9 (-72.87%) | 27.04 | 4 | 3 | 3 |
| 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 |
For Laurus Labs Limited - strike price 1480 expiring on 28JUL2026
Delta for 1480 PE is -0.45
Historical price for 1480 PE is as follows
On 29 Jun LAURUSLABS was trading at 1480.80. The strike last trading price was 53.8, which was -13.3 lower than the previous day. The implied volatity was 34.87, the open interest changed by 25 which increased total open position to 117
On 25 Jun LAURUSLABS was trading at 1450.00. The strike last trading price was 67.1, which was 2.1 higher than the previous day. The implied volatity was 31.34, the open interest changed by 4 which increased total open position to 93
On 24 Jun LAURUSLABS was trading at 1454.20. The strike last trading price was 65, which was 10.8 higher than the previous day. The implied volatity was 31.16, the open interest changed by 22 which increased total open position to 89
On 23 Jun LAURUSLABS was trading at 1481.00. The strike last trading price was 54.05, which was -32.5 lower than the previous day. The implied volatity was 31.83, 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 86.55, which was 86.55 higher than the previous day. The implied volatity was 27.46, 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 86.55, which was -22.9 lower than the previous day. The implied volatity was 27.46, the open interest changed by -2 which decreased total open position to 3
On 18 Jun LAURUSLABS was trading at 1368.80. The strike last trading price was 109.45, which was 109.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 17 Jun LAURUSLABS was trading at 1369.80. The strike last trading price was 109.45, which was 109.45 higher than the previous day. The implied volatity was 24.99, the open interest changed by 0 which decreased total open position to 5
On 16 Jun LAURUSLABS was trading at 1376.40. The strike last trading price was 109.45, which was 7.45 higher than the previous day. The implied volatity was 24.99, the open interest changed by 2 which increased total open position to 5
On 15 Jun LAURUSLABS was trading at 1389.10. The strike last trading price was 102, which was -273.9 lower than the previous day. The implied volatity was 27.04, the open interest changed by 3 which increased total open position to 3
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
