Historical option data for LAURUSLABS
26 May 2026 04:10 PM IST
| LAURUSLABS 30-Jun-2026 (34d) 1350 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.63
Vega: 0.02
Theta: -0.62
Gamma: 0.00374
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 26 May | 1373.90 | 56.15 | 4.25 (8.19%) | 23.64 | 823 | 439 | 731 | |||||||||
| 25 May | 1356.30 | 53.5 | 7.3 (15.80%) | 26.04 | 257 | 43 | 292 | |||||||||
| 22 May | 1343.50 | 46 | -6.25 (-11.96%) | 26.77 | 348 | 177 | 249 | |||||||||
| 21 May | 1351.00 | 52.8 | -6.05 (-10.28%) | 26.68 | 63 | 20 | 67 | |||||||||
| 20 May | 1361.10 | 58.95 | 10 (20.43%) | 27.79 | 88 | 28 | 45 | |||||||||
| 19 May | 1344.90 | 50 | 10 (25.00%) | 25.56 | 18 | 12 | 15 | |||||||||
| 18 May | 1327.30 | 40 | 0 (0.00%) | 25.7 | 1 | 1 | 3 | |||||||||
| 15 May | 1323.60 | 40 | 29.9 (296.04%) | 25.37 | 2 | 2 | 2 | |||||||||
| 14 May | 1315.50 | 0 | -10.1 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 1280.50 | 0 | -10.1 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 1268.00 | 0 | -10.1 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
For Laurus Labs Limited - strike price 1350 expiring on 30JUN2026
Delta for 1350 CE is 0.63
Historical price for 1350 CE is as follows
On 26 May LAURUSLABS was trading at 1373.90. The strike last trading price was 56.15, which was 4.25 higher than the previous day. The implied volatity was 23.64, the open interest changed by 439 which increased total open position to 731
On 25 May LAURUSLABS was trading at 1356.30. The strike last trading price was 53.5, which was 7.3 higher than the previous day. The implied volatity was 26.04, the open interest changed by 43 which increased total open position to 292
On 22 May LAURUSLABS was trading at 1343.50. The strike last trading price was 46, which was -6.25 lower than the previous day. The implied volatity was 26.77, the open interest changed by 177 which increased total open position to 249
On 21 May LAURUSLABS was trading at 1351.00. The strike last trading price was 52.8, which was -6.05 lower than the previous day. The implied volatity was 26.68, the open interest changed by 20 which increased total open position to 67
On 20 May LAURUSLABS was trading at 1361.10. The strike last trading price was 58.95, which was 10 higher than the previous day. The implied volatity was 27.79, the open interest changed by 28 which increased total open position to 45
On 19 May LAURUSLABS was trading at 1344.90. The strike last trading price was 50, which was 10 higher than the previous day. The implied volatity was 25.56, the open interest changed by 12 which increased total open position to 15
On 18 May LAURUSLABS was trading at 1327.30. The strike last trading price was 40, which was 0 lower than the previous day. The implied volatity was 25.7, the open interest changed by 1 which increased total open position to 3
On 15 May LAURUSLABS was trading at 1323.60. The strike last trading price was 40, which was 29.9 higher than the previous day. The implied volatity was 25.37, the open interest changed by 2 which increased total open position to 2
On 14 May LAURUSLABS was trading at 1315.50. The strike last trading price was 0, which was -10.1 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May LAURUSLABS was trading at 1280.50. The strike last trading price was 0, which was -10.1 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May LAURUSLABS was trading at 1268.00. The strike last trading price was 0, which was -10.1 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
| LAURUSLABS 30-Jun-2026 (34d) 1350 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.37
Vega: 0.02
Theta: -0.44
Gamma: 0.00363
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 26 May | 1373.90 | 28.2 | -6.95 (-19.77%) | 24.46 | 495 | 180 | 453 |
| 25 May | 1356.30 | 33.6 | -11.4 (-25.33%) | 24.53 | 210 | 86 | 271 |
| 22 May | 1343.50 | 45.35 | 0.35 (0.78%) | 26.48 | 200 | 84 | 184 |
| 21 May | 1351.00 | 45 | 4 (9.76%) | 27.91 | 91 | 18 | 92 |
| 20 May | 1361.10 | 40.85 | -7.15 (-14.90%) | 26.83 | 96 | 68 | 72 |
| 19 May | 1344.90 | 48.4 | -207.8 (-81.11%) | 27.5 | 6 | 4 | 4 |
| 18 May | 1327.30 | 0 | 0 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 1323.60 | 0 | -256.2 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 1315.50 | 0 | -256.2 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 1280.50 | 0 | -256.2 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 1268.00 | 0 | -256.2 (-100.00%) | 0 | 0 | 0 | 0 |
For Laurus Labs Limited - strike price 1350 expiring on 30JUN2026
Delta for 1350 PE is -0.37
Historical price for 1350 PE is as follows
On 26 May LAURUSLABS was trading at 1373.90. The strike last trading price was 28.2, which was -6.95 lower than the previous day. The implied volatity was 24.46, the open interest changed by 180 which increased total open position to 453
On 25 May LAURUSLABS was trading at 1356.30. The strike last trading price was 33.6, which was -11.4 lower than the previous day. The implied volatity was 24.53, the open interest changed by 86 which increased total open position to 271
On 22 May LAURUSLABS was trading at 1343.50. The strike last trading price was 45.35, which was 0.35 higher than the previous day. The implied volatity was 26.48, the open interest changed by 84 which increased total open position to 184
On 21 May LAURUSLABS was trading at 1351.00. The strike last trading price was 45, which was 4 higher than the previous day. The implied volatity was 27.91, the open interest changed by 18 which increased total open position to 92
On 20 May LAURUSLABS was trading at 1361.10. The strike last trading price was 40.85, which was -7.15 lower than the previous day. The implied volatity was 26.83, the open interest changed by 68 which increased total open position to 72
On 19 May LAURUSLABS was trading at 1344.90. The strike last trading price was 48.4, which was -207.8 lower than the previous day. The implied volatity was 27.5, the open interest changed by 4 which increased total open position to 4
On 18 May LAURUSLABS was trading at 1327.30. 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 15 May LAURUSLABS was trading at 1323.60. The strike last trading price was 0, which was -256.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May LAURUSLABS was trading at 1315.50. The strike last trading price was 0, which was -256.2 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May LAURUSLABS was trading at 1280.50. The strike last trading price was 0, which was -256.2 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May LAURUSLABS was trading at 1268.00. The strike last trading price was 0, which was -256.2 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
