Historical option data for LAURUSLABS
23 Jun 2026 12:17 PM IST
| LAURUSLABS 30-Jun-2026 (7d) 1410 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.91
Vega: 0
Theta: -0.55
Gamma: 0.00317
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Jun | 1476.00 | 67.15 | 31.65 (89.15%) | 23.39 | 145 | -45 | 137 | |||||||||
| 22 Jun | 1435.90 | 36.6 | 8.85 (31.89%) | 22.46 | 538 | -92 | 179 | |||||||||
| 19 Jun | 1412.90 | 26.15 | 13.45 (105.91%) | 24.53 | 2,654 | -64 | 272 | |||||||||
| 18 Jun | 1368.80 | 12.9 | -0.95 (-6.86%) | 25.85 | 652 | -78 | 336 | |||||||||
| 17 Jun | 1369.80 | 13.05 | -3.4 (-20.67%) | 26.56 | 353 | 99 | 414 | |||||||||
| 16 Jun | 1376.40 | 16.4 | -7.05 (-30.06%) | 26.17 | 884 | 2 | 316 | |||||||||
| 15 Jun | 1389.10 | 23.45 | -2.75 (-10.50%) | 27.13 | 426 | 77 | 314 | |||||||||
| 12 Jun | 1394.30 | 25 | -1.1 (-4.21%) | 25.3 | 432 | 51 | 239 | |||||||||
| 11 Jun | 1390.80 | 27.75 | 1.45 (5.51%) | 26.31 | 502 | 33 | 189 | |||||||||
| 10 Jun | 1385.70 | 26.75 | -19.3 (-41.91%) | 25.88 | 144 | 1 | 156 | |||||||||
| 9 Jun | 1424.40 | 46.7 | 9.15 (24.37%) | 25.81 | 233 | 22 | 156 | |||||||||
| 8 Jun | 1404.70 | 35 | -27.55 (-44.04%) | 29.24 | 139 | 26 | 132 | |||||||||
| 5 Jun | 1446.80 | 62.1 | 6.4 (11.49%) | 25.29 | 91 | -17 | 106 | |||||||||
| 4 Jun | 1427.20 | 56.15 | 21.4 (61.58%) | 28.36 | 554 | -12 | 127 | |||||||||
| 3 Jun | 1394.30 | 34.2 | 3.5 (11.40%) | 26.16 | 205 | 19 | 140 | |||||||||
| 2 Jun | 1382.60 | 30.9 | -1.4 (-4.33%) | 26.12 | 138 | 25 | 118 | |||||||||
| 1 Jun | 1388.40 | 32.2 | 7.15 (28.54%) | 25.49 | 306 | 33 | 92 | |||||||||
| 29 May | 1362.00 | 24.55 | -5.25 (-17.62%) | 24.48 | 160 | 27 | 60 | |||||||||
| 27 May | 1381.70 | 29.6 | 22.8 (335.29%) | 23 | 94 | 34 | 34 | |||||||||
For Laurus Labs Limited - strike price 1410 expiring on 30JUN2026
Delta for 1410 CE is 0.91
Historical price for 1410 CE is as follows
On 23 Jun LAURUSLABS was trading at 1476.00. The strike last trading price was 67.15, which was 31.65 higher than the previous day. The implied volatity was 23.39, the open interest changed by -45 which decreased total open position to 137
On 22 Jun LAURUSLABS was trading at 1435.90. The strike last trading price was 36.6, which was 8.85 higher than the previous day. The implied volatity was 22.46, the open interest changed by -92 which decreased total open position to 179
On 19 Jun LAURUSLABS was trading at 1412.90. The strike last trading price was 26.15, which was 13.45 higher than the previous day. The implied volatity was 24.53, the open interest changed by -64 which decreased total open position to 272
On 18 Jun LAURUSLABS was trading at 1368.80. The strike last trading price was 12.9, which was -0.95 lower than the previous day. The implied volatity was 25.85, the open interest changed by -78 which decreased total open position to 336
On 17 Jun LAURUSLABS was trading at 1369.80. The strike last trading price was 13.05, which was -3.4 lower than the previous day. The implied volatity was 26.56, the open interest changed by 99 which increased total open position to 414
On 16 Jun LAURUSLABS was trading at 1376.40. The strike last trading price was 16.4, which was -7.05 lower than the previous day. The implied volatity was 26.17, the open interest changed by 2 which increased total open position to 316
On 15 Jun LAURUSLABS was trading at 1389.10. The strike last trading price was 23.45, which was -2.75 lower than the previous day. The implied volatity was 27.13, the open interest changed by 77 which increased total open position to 314
On 12 Jun LAURUSLABS was trading at 1394.30. The strike last trading price was 25, which was -1.1 lower than the previous day. The implied volatity was 25.3, the open interest changed by 51 which increased total open position to 239
On 11 Jun LAURUSLABS was trading at 1390.80. The strike last trading price was 27.75, which was 1.45 higher than the previous day. The implied volatity was 26.31, the open interest changed by 33 which increased total open position to 189
On 10 Jun LAURUSLABS was trading at 1385.70. The strike last trading price was 26.75, which was -19.3 lower than the previous day. The implied volatity was 25.88, the open interest changed by 1 which increased total open position to 156
On 9 Jun LAURUSLABS was trading at 1424.40. The strike last trading price was 46.7, which was 9.15 higher than the previous day. The implied volatity was 25.81, the open interest changed by 22 which increased total open position to 156
On 8 Jun LAURUSLABS was trading at 1404.70. The strike last trading price was 35, which was -27.55 lower than the previous day. The implied volatity was 29.24, the open interest changed by 26 which increased total open position to 132
On 5 Jun LAURUSLABS was trading at 1446.80. The strike last trading price was 62.1, which was 6.4 higher than the previous day. The implied volatity was 25.29, the open interest changed by -17 which decreased total open position to 106
On 4 Jun LAURUSLABS was trading at 1427.20. The strike last trading price was 56.15, which was 21.4 higher than the previous day. The implied volatity was 28.36, the open interest changed by -12 which decreased total open position to 127
On 3 Jun LAURUSLABS was trading at 1394.30. The strike last trading price was 34.2, which was 3.5 higher than the previous day. The implied volatity was 26.16, the open interest changed by 19 which increased total open position to 140
On 2 Jun LAURUSLABS was trading at 1382.60. The strike last trading price was 30.9, which was -1.4 lower than the previous day. The implied volatity was 26.12, the open interest changed by 25 which increased total open position to 118
On 1 Jun LAURUSLABS was trading at 1388.40. The strike last trading price was 32.2, which was 7.15 higher than the previous day. The implied volatity was 25.49, the open interest changed by 33 which increased total open position to 92
On 29 May LAURUSLABS was trading at 1362.00. The strike last trading price was 24.55, which was -5.25 lower than the previous day. The implied volatity was 24.48, the open interest changed by 27 which increased total open position to 60
On 27 May LAURUSLABS was trading at 1381.70. The strike last trading price was 29.6, which was 22.8 higher than the previous day. The implied volatity was 23, the open interest changed by 34 which increased total open position to 34
| LAURUSLABS 30-Jun-2026 (7d) 1410 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.11
Vega: 0
Theta: -0.5
Gamma: 0.00339
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Jun | 1476.00 | 2.85 | -7.15 (-71.50%) | 25.85 | 712 | 36 | 241 |
| 22 Jun | 1435.90 | 9.5 | -10.5 (-52.50%) | 24.06 | 508 | 15 | 205 |
| 19 Jun | 1412.90 | 20.4 | -26.45 (-56.46%) | 22.37 | 967 | 104 | 189 |
| 18 Jun | 1368.80 | 44.65 | -3.35 (-6.98%) | 23.79 | 22 | 0 | 86 |
| 17 Jun | 1369.80 | 47.85 | 4.75 (11.02%) | 23.61 | 16 | -8 | 86 |
| 16 Jun | 1376.40 | 43.1 | 4.1 (10.51%) | 23.31 | 100 | -5 | 94 |
| 15 Jun | 1389.10 | 39 | 6 (18.18%) | 24.97 | 59 | -5 | 99 |
| 12 Jun | 1394.30 | 33.65 | -4.35 (-11.45%) | 21.47 | 95 | -10 | 104 |
| 11 Jun | 1390.80 | 36.65 | -7.35 (-16.70%) | 23.16 | 123 | 13 | 114 |
| 10 Jun | 1385.70 | 41.2 | 16.2 (64.80%) | 24.85 | 169 | 2 | 102 |
| 9 Jun | 1424.40 | 26 | -12 (-31.58%) | 23.85 | 390 | 21 | 99 |
| 8 Jun | 1404.70 | 38.65 | 17.65 (84.05%) | 23.69 | 207 | -3 | 76 |
| 5 Jun | 1446.80 | 21.15 | -5.85 (-21.67%) | 25.6 | 140 | -13 | 79 |
| 4 Jun | 1427.20 | 27 | -15 (-35.71%) | 24.9 | 256 | 68 | 93 |
| 3 Jun | 1394.30 | 41.5 | -6.75 (-13.99%) | 23.62 | 49 | 12 | 25 |
| 2 Jun | 1382.60 | 48.25 | 1.25 (2.66%) | 22.59 | 11 | 4 | 14 |
| 1 Jun | 1388.40 | 46.65 | -3.35 (-6.70%) | 23.8 | 79 | 9 | 10 |
| 29 May | 1362.00 | 49.75 | 49.75 | - | 1 | 0 | 1 |
| 27 May | 1381.70 | 49.75 | -247.15 (-83.24%) | 22.3 | 1 | 0 | 0 |
For Laurus Labs Limited - strike price 1410 expiring on 30JUN2026
Delta for 1410 PE is -0.11
Historical price for 1410 PE is as follows
On 23 Jun LAURUSLABS was trading at 1476.00. The strike last trading price was 2.85, which was -7.15 lower than the previous day. The implied volatity was 25.85, the open interest changed by 36 which increased total open position to 241
On 22 Jun LAURUSLABS was trading at 1435.90. The strike last trading price was 9.5, which was -10.5 lower than the previous day. The implied volatity was 24.06, the open interest changed by 15 which increased total open position to 205
On 19 Jun LAURUSLABS was trading at 1412.90. The strike last trading price was 20.4, which was -26.45 lower than the previous day. The implied volatity was 22.37, the open interest changed by 104 which increased total open position to 189
On 18 Jun LAURUSLABS was trading at 1368.80. The strike last trading price was 44.65, which was -3.35 lower than the previous day. The implied volatity was 23.79, the open interest changed by 0 which decreased total open position to 86
On 17 Jun LAURUSLABS was trading at 1369.80. The strike last trading price was 47.85, which was 4.75 higher than the previous day. The implied volatity was 23.61, the open interest changed by -8 which decreased total open position to 86
On 16 Jun LAURUSLABS was trading at 1376.40. The strike last trading price was 43.1, which was 4.1 higher than the previous day. The implied volatity was 23.31, the open interest changed by -5 which decreased total open position to 94
On 15 Jun LAURUSLABS was trading at 1389.10. The strike last trading price was 39, which was 6 higher than the previous day. The implied volatity was 24.97, the open interest changed by -5 which decreased total open position to 99
On 12 Jun LAURUSLABS was trading at 1394.30. The strike last trading price was 33.65, which was -4.35 lower than the previous day. The implied volatity was 21.47, the open interest changed by -10 which decreased total open position to 104
On 11 Jun LAURUSLABS was trading at 1390.80. The strike last trading price was 36.65, which was -7.35 lower than the previous day. The implied volatity was 23.16, the open interest changed by 13 which increased total open position to 114
On 10 Jun LAURUSLABS was trading at 1385.70. The strike last trading price was 41.2, which was 16.2 higher than the previous day. The implied volatity was 24.85, the open interest changed by 2 which increased total open position to 102
On 9 Jun LAURUSLABS was trading at 1424.40. The strike last trading price was 26, which was -12 lower than the previous day. The implied volatity was 23.85, the open interest changed by 21 which increased total open position to 99
On 8 Jun LAURUSLABS was trading at 1404.70. The strike last trading price was 38.65, which was 17.65 higher than the previous day. The implied volatity was 23.69, the open interest changed by -3 which decreased total open position to 76
On 5 Jun LAURUSLABS was trading at 1446.80. The strike last trading price was 21.15, which was -5.85 lower than the previous day. The implied volatity was 25.6, the open interest changed by -13 which decreased total open position to 79
On 4 Jun LAURUSLABS was trading at 1427.20. The strike last trading price was 27, which was -15 lower than the previous day. The implied volatity was 24.9, the open interest changed by 68 which increased total open position to 93
On 3 Jun LAURUSLABS was trading at 1394.30. The strike last trading price was 41.5, which was -6.75 lower than the previous day. The implied volatity was 23.62, the open interest changed by 12 which increased total open position to 25
On 2 Jun LAURUSLABS was trading at 1382.60. The strike last trading price was 48.25, which was 1.25 higher than the previous day. The implied volatity was 22.59, the open interest changed by 4 which increased total open position to 14
On 1 Jun LAURUSLABS was trading at 1388.40. The strike last trading price was 46.65, which was -3.35 lower than the previous day. The implied volatity was 23.8, the open interest changed by 9 which increased total open position to 10
On 29 May LAURUSLABS was trading at 1362.00. The strike last trading price was 49.75, which was 49.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 27 May LAURUSLABS was trading at 1381.70. The strike last trading price was 49.75, which was -247.15 lower than the previous day. The implied volatity was 22.3, the open interest changed by 0 which decreased total open position to 0
