LAURUSLABS
Laurus Labs Limited
Historical option data for LAURUSLABS
06 Feb 2026 04:12 PM IST
| LAURUSLABS 24-FEB-2026 990 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.29
Vega: 0.71
Theta: -0.65
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 6 Feb | 950.55 | 10.6 | -7.15 | 29.27 | 130 | -19 | 263 | |||||||||
| 5 Feb | 963.95 | 17.65 | -8 | 30.64 | 161 | 9 | 281 | |||||||||
| 4 Feb | 980.30 | 24.1 | 0.25 | 30.77 | 333 | -22 | 272 | |||||||||
| 3 Feb | 975.60 | 24.65 | 8.9 | 28.73 | 647 | 123 | 297 | |||||||||
| 2 Feb | 953.95 | 16.8 | 4.6 | 29.77 | 182 | -35 | 175 | |||||||||
| 1 Feb | 930.20 | 11.8 | -11.85 | 34.81 | 119 | 6 | 211 | |||||||||
|
|
||||||||||||||||
| 30 Jan | 965.00 | 23.45 | -2.7 | 30.79 | 337 | 36 | 205 | |||||||||
| 29 Jan | 973.30 | 25.8 | -16.35 | 30.57 | 415 | 87 | 171 | |||||||||
| 28 Jan | 999.00 | 42.6 | -5.05 | 29.82 | 163 | 46 | 85 | |||||||||
| 27 Jan | 1000.20 | 47.4 | -18.05 | 35.29 | 120 | 17 | 35 | |||||||||
| 23 Jan | 1016.40 | 65.5 | 11.25 | 30.39 | 25 | 0 | 18 | |||||||||
| 22 Jan | 1005.80 | 54.85 | 6.5 | 30.12 | 30 | 5 | 18 | |||||||||
| 21 Jan | 987.90 | 50.4 | -81.8 | 37.61 | 17 | 12 | 12 | |||||||||
| 20 Jan | 1035.50 | 132.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Jan | 1062.70 | 132.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Jan | 1076.80 | 132.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Jan | 1090.50 | 132.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Jan | 1058.30 | 132.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Jan | 1043.20 | 132.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Jan | 1083.00 | 132.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jan | 1100.90 | 132.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Jan | 1128.50 | 132.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Jan | 1115.90 | 132.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jan | 1103.20 | 132.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jan | 1106.50 | 132.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jan | 1110.40 | 132.2 | 0 | - | 0 | 0 | 0 | |||||||||
For Laurus Labs Limited - strike price 990 expiring on 24FEB2026
Delta for 990 CE is 0.29
Historical price for 990 CE is as follows
On 6 Feb LAURUSLABS was trading at 950.55. The strike last trading price was 10.6, which was -7.15 lower than the previous day. The implied volatity was 29.27, the open interest changed by -19 which decreased total open position to 263
On 5 Feb LAURUSLABS was trading at 963.95. The strike last trading price was 17.65, which was -8 lower than the previous day. The implied volatity was 30.64, the open interest changed by 9 which increased total open position to 281
On 4 Feb LAURUSLABS was trading at 980.30. The strike last trading price was 24.1, which was 0.25 higher than the previous day. The implied volatity was 30.77, the open interest changed by -22 which decreased total open position to 272
On 3 Feb LAURUSLABS was trading at 975.60. The strike last trading price was 24.65, which was 8.9 higher than the previous day. The implied volatity was 28.73, the open interest changed by 123 which increased total open position to 297
On 2 Feb LAURUSLABS was trading at 953.95. The strike last trading price was 16.8, which was 4.6 higher than the previous day. The implied volatity was 29.77, the open interest changed by -35 which decreased total open position to 175
On 1 Feb LAURUSLABS was trading at 930.20. The strike last trading price was 11.8, which was -11.85 lower than the previous day. The implied volatity was 34.81, the open interest changed by 6 which increased total open position to 211
On 30 Jan LAURUSLABS was trading at 965.00. The strike last trading price was 23.45, which was -2.7 lower than the previous day. The implied volatity was 30.79, the open interest changed by 36 which increased total open position to 205
On 29 Jan LAURUSLABS was trading at 973.30. The strike last trading price was 25.8, which was -16.35 lower than the previous day. The implied volatity was 30.57, the open interest changed by 87 which increased total open position to 171
On 28 Jan LAURUSLABS was trading at 999.00. The strike last trading price was 42.6, which was -5.05 lower than the previous day. The implied volatity was 29.82, the open interest changed by 46 which increased total open position to 85
On 27 Jan LAURUSLABS was trading at 1000.20. The strike last trading price was 47.4, which was -18.05 lower than the previous day. The implied volatity was 35.29, the open interest changed by 17 which increased total open position to 35
On 23 Jan LAURUSLABS was trading at 1016.40. The strike last trading price was 65.5, which was 11.25 higher than the previous day. The implied volatity was 30.39, the open interest changed by 0 which decreased total open position to 18
On 22 Jan LAURUSLABS was trading at 1005.80. The strike last trading price was 54.85, which was 6.5 higher than the previous day. The implied volatity was 30.12, the open interest changed by 5 which increased total open position to 18
On 21 Jan LAURUSLABS was trading at 987.90. The strike last trading price was 50.4, which was -81.8 lower than the previous day. The implied volatity was 37.61, the open interest changed by 12 which increased total open position to 12
On 20 Jan LAURUSLABS was trading at 1035.50. The strike last trading price was 132.2, 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 Jan LAURUSLABS was trading at 1062.70. The strike last trading price was 132.2, 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 Jan LAURUSLABS was trading at 1076.80. The strike last trading price was 132.2, 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 14 Jan LAURUSLABS was trading at 1090.50. The strike last trading price was 132.2, 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 13 Jan LAURUSLABS was trading at 1058.30. The strike last trading price was 132.2, 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 Jan LAURUSLABS was trading at 1043.20. The strike last trading price was 132.2, 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 Jan LAURUSLABS was trading at 1083.00. The strike last trading price was 132.2, 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 Jan LAURUSLABS was trading at 1100.90. The strike last trading price was 132.2, 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 7 Jan LAURUSLABS was trading at 1128.50. The strike last trading price was 132.2, 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 6 Jan LAURUSLABS was trading at 1115.90. The strike last trading price was 132.2, 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 Jan LAURUSLABS was trading at 1103.20. The strike last trading price was 132.2, 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 Jan LAURUSLABS was trading at 1106.50. The strike last trading price was 132.2, 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 Jan LAURUSLABS was trading at 1110.40. The strike last trading price was 132.2, 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
| LAURUSLABS 24FEB2026 990 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.71
Vega: 0.71
Theta: -0.38
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 6 Feb | 950.55 | 48.2 | 8.4 | 29.22 | 6 | -2 | 184 |
| 5 Feb | 963.95 | 39.8 | 7.5 | 31.1 | 52 | -9 | 202 |
| 4 Feb | 980.30 | 33.3 | -0.8 | 31.5 | 255 | 71 | 211 |
| 3 Feb | 975.60 | 34 | -15.05 | 33.57 | 148 | 19 | 141 |
| 2 Feb | 953.95 | 48.5 | -11.95 | 34.98 | 26 | -8 | 122 |
| 1 Feb | 930.20 | 60.45 | 16.7 | 17.89 | 51 | -25 | 130 |
| 30 Jan | 965.00 | 44.05 | 4.65 | 34.16 | 77 | -17 | 155 |
| 29 Jan | 973.30 | 40.3 | 14.9 | 32.25 | 216 | 20 | 173 |
| 28 Jan | 999.00 | 25.5 | -4.4 | 31.82 | 347 | 75 | 154 |
| 27 Jan | 1000.20 | 30.25 | -1.7 | 34.65 | 266 | 52 | 81 |
| 23 Jan | 1016.40 | 24.35 | -9.5 | 37.49 | 46 | 13 | 28 |
| 22 Jan | 1005.80 | 33.85 | -6.65 | 40.59 | 9 | 1 | 15 |
| 21 Jan | 987.90 | 40.5 | 26.6 | 37.85 | 19 | 6 | 13 |
| 20 Jan | 1035.50 | 13.9 | -7.25 | - | 0 | 0 | 7 |
| 19 Jan | 1062.70 | 13.9 | -7.25 | - | 0 | 0 | 7 |
| 16 Jan | 1076.80 | 13.9 | -7.25 | - | 0 | 0 | 7 |
| 14 Jan | 1090.50 | 13.9 | -7.25 | 37.33 | 7 | 6 | 6 |
| 13 Jan | 1058.30 | 21.15 | 0 | 6.43 | 0 | 0 | 0 |
| 12 Jan | 1043.20 | 21.15 | 0 | 4.97 | 0 | 0 | 0 |
| 9 Jan | 1083.00 | 21.15 | 0 | - | 0 | 0 | 0 |
| 8 Jan | 1100.90 | 21.15 | 0 | - | 0 | 0 | 0 |
| 7 Jan | 1128.50 | 21.15 | 0 | - | 0 | 0 | 0 |
| 6 Jan | 1115.90 | 21.15 | 0 | - | 0 | 0 | 0 |
| 5 Jan | 1103.20 | 21.15 | 0 | - | 0 | 0 | 0 |
| 2 Jan | 1106.50 | 21.15 | 0 | - | 0 | 0 | 0 |
| 1 Jan | 1110.40 | 21.15 | 0 | - | 0 | 0 | 0 |
For Laurus Labs Limited - strike price 990 expiring on 24FEB2026
Delta for 990 PE is -0.71
Historical price for 990 PE is as follows
On 6 Feb LAURUSLABS was trading at 950.55. The strike last trading price was 48.2, which was 8.4 higher than the previous day. The implied volatity was 29.22, the open interest changed by -2 which decreased total open position to 184
On 5 Feb LAURUSLABS was trading at 963.95. The strike last trading price was 39.8, which was 7.5 higher than the previous day. The implied volatity was 31.1, the open interest changed by -9 which decreased total open position to 202
On 4 Feb LAURUSLABS was trading at 980.30. The strike last trading price was 33.3, which was -0.8 lower than the previous day. The implied volatity was 31.5, the open interest changed by 71 which increased total open position to 211
On 3 Feb LAURUSLABS was trading at 975.60. The strike last trading price was 34, which was -15.05 lower than the previous day. The implied volatity was 33.57, the open interest changed by 19 which increased total open position to 141
On 2 Feb LAURUSLABS was trading at 953.95. The strike last trading price was 48.5, which was -11.95 lower than the previous day. The implied volatity was 34.98, the open interest changed by -8 which decreased total open position to 122
On 1 Feb LAURUSLABS was trading at 930.20. The strike last trading price was 60.45, which was 16.7 higher than the previous day. The implied volatity was 17.89, the open interest changed by -25 which decreased total open position to 130
On 30 Jan LAURUSLABS was trading at 965.00. The strike last trading price was 44.05, which was 4.65 higher than the previous day. The implied volatity was 34.16, the open interest changed by -17 which decreased total open position to 155
On 29 Jan LAURUSLABS was trading at 973.30. The strike last trading price was 40.3, which was 14.9 higher than the previous day. The implied volatity was 32.25, the open interest changed by 20 which increased total open position to 173
On 28 Jan LAURUSLABS was trading at 999.00. The strike last trading price was 25.5, which was -4.4 lower than the previous day. The implied volatity was 31.82, the open interest changed by 75 which increased total open position to 154
On 27 Jan LAURUSLABS was trading at 1000.20. The strike last trading price was 30.25, which was -1.7 lower than the previous day. The implied volatity was 34.65, the open interest changed by 52 which increased total open position to 81
On 23 Jan LAURUSLABS was trading at 1016.40. The strike last trading price was 24.35, which was -9.5 lower than the previous day. The implied volatity was 37.49, the open interest changed by 13 which increased total open position to 28
On 22 Jan LAURUSLABS was trading at 1005.80. The strike last trading price was 33.85, which was -6.65 lower than the previous day. The implied volatity was 40.59, the open interest changed by 1 which increased total open position to 15
On 21 Jan LAURUSLABS was trading at 987.90. The strike last trading price was 40.5, which was 26.6 higher than the previous day. The implied volatity was 37.85, the open interest changed by 6 which increased total open position to 13
On 20 Jan LAURUSLABS was trading at 1035.50. The strike last trading price was 13.9, which was -7.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 19 Jan LAURUSLABS was trading at 1062.70. The strike last trading price was 13.9, which was -7.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 16 Jan LAURUSLABS was trading at 1076.80. The strike last trading price was 13.9, which was -7.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 14 Jan LAURUSLABS was trading at 1090.50. The strike last trading price was 13.9, which was -7.25 lower than the previous day. The implied volatity was 37.33, the open interest changed by 6 which increased total open position to 6
On 13 Jan LAURUSLABS was trading at 1058.30. The strike last trading price was 21.15, which was 0 lower than the previous day. The implied volatity was 6.43, the open interest changed by 0 which decreased total open position to 0
On 12 Jan LAURUSLABS was trading at 1043.20. The strike last trading price was 21.15, which was 0 lower than the previous day. The implied volatity was 4.97, the open interest changed by 0 which decreased total open position to 0
On 9 Jan LAURUSLABS was trading at 1083.00. The strike last trading price was 21.15, 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 Jan LAURUSLABS was trading at 1100.90. The strike last trading price was 21.15, 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 7 Jan LAURUSLABS was trading at 1128.50. The strike last trading price was 21.15, 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 6 Jan LAURUSLABS was trading at 1115.90. The strike last trading price was 21.15, 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 Jan LAURUSLABS was trading at 1103.20. The strike last trading price was 21.15, 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 Jan LAURUSLABS was trading at 1106.50. The strike last trading price was 21.15, 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 Jan LAURUSLABS was trading at 1110.40. The strike last trading price was 21.15, 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
