[--[65.84.65.76]--]

LAURUSLABS

Laurus Labs Limited
1026.1 +12.60 (1.24%)
L: 1005.8 H: 1028.5

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Historical option data for LAURUSLABS

05 Dec 2025 04:12 PM IST
LAURUSLABS 30-DEC-2025 1000 CE
Delta: 0.73
Vega: 0.89
Theta: -0.57
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 1026.10 43.05 5.8 21.42 447 -66 902
4 Dec 1013.50 36.5 -4.35 24.82 757 -117 970
3 Dec 1016.50 40.7 -2.6 23.91 522 103 1,090
2 Dec 1020.20 43.15 -7.6 25.55 387 49 989
1 Dec 1029.40 49.5 -3.85 24.47 816 -18 945
28 Nov 1031.35 53.75 17.6 23.87 2,874 -629 965
27 Nov 1003.20 37.05 11.55 23.65 7,374 344 1,599
26 Nov 986.60 25.1 1.2 23.18 1,270 100 1,256
25 Nov 977.55 23.7 -2.15 25.39 958 327 1,118
24 Nov 979.55 26.1 0.05 23.95 399 10 789
21 Nov 978.20 26.6 -6.05 24.56 747 167 778
20 Nov 987.10 33.7 0.3 27.02 718 55 601
19 Nov 987.50 33 -11.05 26.44 638 215 549
18 Nov 1006.90 42.7 -10 25.59 317 83 323
17 Nov 1021.85 53.3 13.35 23.03 177 -20 241
14 Nov 999.00 40.85 0.15 24.33 262 73 261
13 Nov 997.05 41 5.15 24.74 70 22 184
12 Nov 989.25 36.3 -1 24.36 46 14 161
11 Nov 985.70 37.5 -7.55 25.71 52 16 147
10 Nov 1001.05 44 8 25.06 63 24 132
7 Nov 982.15 36 0.4 24.58 28 1 106
6 Nov 979.80 36 -1 26.33 70 3 106
4 Nov 983.15 37 0.9 24.51 114 -3 103
3 Nov 975.40 36.7 7.95 26.42 128 61 106
31 Oct 953.65 27.5 -7.35 - 31 11 45
30 Oct 970.35 34.7 2.25 26.09 45 20 33
29 Oct 961.70 32.45 3.15 26.97 8 6 12
28 Oct 959.65 29.3 -0.85 24.45 2 2 6
27 Oct 940.15 30.15 7 30.23 1 0 2
23 Oct 934.40 24.45 0 2.77 0 0 0


For Laurus Labs Limited - strike price 1000 expiring on 30DEC2025

Delta for 1000 CE is 0.73

Historical price for 1000 CE is as follows

On 5 Dec LAURUSLABS was trading at 1026.10. The strike last trading price was 43.05, which was 5.8 higher than the previous day. The implied volatity was 21.42, the open interest changed by -66 which decreased total open position to 902


On 4 Dec LAURUSLABS was trading at 1013.50. The strike last trading price was 36.5, which was -4.35 lower than the previous day. The implied volatity was 24.82, the open interest changed by -117 which decreased total open position to 970


On 3 Dec LAURUSLABS was trading at 1016.50. The strike last trading price was 40.7, which was -2.6 lower than the previous day. The implied volatity was 23.91, the open interest changed by 103 which increased total open position to 1090


On 2 Dec LAURUSLABS was trading at 1020.20. The strike last trading price was 43.15, which was -7.6 lower than the previous day. The implied volatity was 25.55, the open interest changed by 49 which increased total open position to 989


On 1 Dec LAURUSLABS was trading at 1029.40. The strike last trading price was 49.5, which was -3.85 lower than the previous day. The implied volatity was 24.47, the open interest changed by -18 which decreased total open position to 945


On 28 Nov LAURUSLABS was trading at 1031.35. The strike last trading price was 53.75, which was 17.6 higher than the previous day. The implied volatity was 23.87, the open interest changed by -629 which decreased total open position to 965


On 27 Nov LAURUSLABS was trading at 1003.20. The strike last trading price was 37.05, which was 11.55 higher than the previous day. The implied volatity was 23.65, the open interest changed by 344 which increased total open position to 1599


On 26 Nov LAURUSLABS was trading at 986.60. The strike last trading price was 25.1, which was 1.2 higher than the previous day. The implied volatity was 23.18, the open interest changed by 100 which increased total open position to 1256


On 25 Nov LAURUSLABS was trading at 977.55. The strike last trading price was 23.7, which was -2.15 lower than the previous day. The implied volatity was 25.39, the open interest changed by 327 which increased total open position to 1118


On 24 Nov LAURUSLABS was trading at 979.55. The strike last trading price was 26.1, which was 0.05 higher than the previous day. The implied volatity was 23.95, the open interest changed by 10 which increased total open position to 789


On 21 Nov LAURUSLABS was trading at 978.20. The strike last trading price was 26.6, which was -6.05 lower than the previous day. The implied volatity was 24.56, the open interest changed by 167 which increased total open position to 778


On 20 Nov LAURUSLABS was trading at 987.10. The strike last trading price was 33.7, which was 0.3 higher than the previous day. The implied volatity was 27.02, the open interest changed by 55 which increased total open position to 601


On 19 Nov LAURUSLABS was trading at 987.50. The strike last trading price was 33, which was -11.05 lower than the previous day. The implied volatity was 26.44, the open interest changed by 215 which increased total open position to 549


On 18 Nov LAURUSLABS was trading at 1006.90. The strike last trading price was 42.7, which was -10 lower than the previous day. The implied volatity was 25.59, the open interest changed by 83 which increased total open position to 323


On 17 Nov LAURUSLABS was trading at 1021.85. The strike last trading price was 53.3, which was 13.35 higher than the previous day. The implied volatity was 23.03, the open interest changed by -20 which decreased total open position to 241


On 14 Nov LAURUSLABS was trading at 999.00. The strike last trading price was 40.85, which was 0.15 higher than the previous day. The implied volatity was 24.33, the open interest changed by 73 which increased total open position to 261


On 13 Nov LAURUSLABS was trading at 997.05. The strike last trading price was 41, which was 5.15 higher than the previous day. The implied volatity was 24.74, the open interest changed by 22 which increased total open position to 184


On 12 Nov LAURUSLABS was trading at 989.25. The strike last trading price was 36.3, which was -1 lower than the previous day. The implied volatity was 24.36, the open interest changed by 14 which increased total open position to 161


On 11 Nov LAURUSLABS was trading at 985.70. The strike last trading price was 37.5, which was -7.55 lower than the previous day. The implied volatity was 25.71, the open interest changed by 16 which increased total open position to 147


On 10 Nov LAURUSLABS was trading at 1001.05. The strike last trading price was 44, which was 8 higher than the previous day. The implied volatity was 25.06, the open interest changed by 24 which increased total open position to 132


On 7 Nov LAURUSLABS was trading at 982.15. The strike last trading price was 36, which was 0.4 higher than the previous day. The implied volatity was 24.58, the open interest changed by 1 which increased total open position to 106


On 6 Nov LAURUSLABS was trading at 979.80. The strike last trading price was 36, which was -1 lower than the previous day. The implied volatity was 26.33, the open interest changed by 3 which increased total open position to 106


On 4 Nov LAURUSLABS was trading at 983.15. The strike last trading price was 37, which was 0.9 higher than the previous day. The implied volatity was 24.51, the open interest changed by -3 which decreased total open position to 103


On 3 Nov LAURUSLABS was trading at 975.40. The strike last trading price was 36.7, which was 7.95 higher than the previous day. The implied volatity was 26.42, the open interest changed by 61 which increased total open position to 106


On 31 Oct LAURUSLABS was trading at 953.65. The strike last trading price was 27.5, which was -7.35 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 45


On 30 Oct LAURUSLABS was trading at 970.35. The strike last trading price was 34.7, which was 2.25 higher than the previous day. The implied volatity was 26.09, the open interest changed by 20 which increased total open position to 33


On 29 Oct LAURUSLABS was trading at 961.70. The strike last trading price was 32.45, which was 3.15 higher than the previous day. The implied volatity was 26.97, the open interest changed by 6 which increased total open position to 12


On 28 Oct LAURUSLABS was trading at 959.65. The strike last trading price was 29.3, which was -0.85 lower than the previous day. The implied volatity was 24.45, the open interest changed by 1 which increased total open position to 3


On 27 Oct LAURUSLABS was trading at 940.15. The strike last trading price was 30.15, which was 7 higher than the previous day. The implied volatity was 30.23, the open interest changed by 0 which decreased total open position to 1


On 23 Oct LAURUSLABS was trading at 934.40. The strike last trading price was 24.45, which was 0 lower than the previous day. The implied volatity was 2.77, the open interest changed by 0 which decreased total open position to 0


LAURUSLABS 30DEC2025 1000 PE
Delta: -0.30
Vega: 0.93
Theta: -0.39
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 1026.10 13.65 -4.8 25.73 622 -9 893
4 Dec 1013.50 19 0.55 25.40 629 13 906
3 Dec 1016.50 18 0.25 26.53 790 43 896
2 Dec 1020.20 17.4 1.75 25.64 1,070 -223 878
1 Dec 1029.40 15.4 0.5 26.48 2,963 231 1,100
28 Nov 1031.35 14.3 -9.8 25.61 1,894 189 870
27 Nov 1003.20 22.7 -11.45 24.72 1,605 245 682
26 Nov 986.60 35.05 -5.35 26.70 228 2 436
25 Nov 977.55 40.6 -0.05 26.60 152 26 429
24 Nov 979.55 40 -3 29.33 115 27 403
21 Nov 978.20 42.9 4.35 29.22 338 87 373
20 Nov 987.10 40 0.25 29.48 212 35 282
19 Nov 987.50 40 9.2 28.85 268 24 248
18 Nov 1006.90 32 9.75 29.43 296 71 224
17 Nov 1021.85 21.5 -11.05 26.81 234 -46 151
14 Nov 999.00 32.55 -1.35 27.36 237 125 198
13 Nov 997.05 33.75 -3.3 27.50 30 15 72
12 Nov 989.25 37.05 -8.1 26.93 26 8 56
11 Nov 985.70 45.15 10.35 31.10 18 8 48
10 Nov 1001.05 34.8 -11.25 28.17 18 4 40
7 Nov 982.15 46.05 1.25 - 0 -21 0
6 Nov 979.80 46.05 1.25 28.02 64 -21 36
4 Nov 983.15 44.8 -5.25 28.70 22 1 59
3 Nov 975.40 50 -13.5 29.54 55 52 58
31 Oct 953.65 63.5 -1.45 - 2 1 5
30 Oct 970.35 64.95 1.95 35.63 1 0 4
29 Oct 961.70 63 -104.5 31.67 4 3 3
28 Oct 959.65 167.5 0 - 0 0 0
27 Oct 940.15 167.5 0 - 0 0 0
23 Oct 934.40 167.5 0 - 0 0 0


For Laurus Labs Limited - strike price 1000 expiring on 30DEC2025

Delta for 1000 PE is -0.30

Historical price for 1000 PE is as follows

On 5 Dec LAURUSLABS was trading at 1026.10. The strike last trading price was 13.65, which was -4.8 lower than the previous day. The implied volatity was 25.73, the open interest changed by -9 which decreased total open position to 893


On 4 Dec LAURUSLABS was trading at 1013.50. The strike last trading price was 19, which was 0.55 higher than the previous day. The implied volatity was 25.40, the open interest changed by 13 which increased total open position to 906


On 3 Dec LAURUSLABS was trading at 1016.50. The strike last trading price was 18, which was 0.25 higher than the previous day. The implied volatity was 26.53, the open interest changed by 43 which increased total open position to 896


On 2 Dec LAURUSLABS was trading at 1020.20. The strike last trading price was 17.4, which was 1.75 higher than the previous day. The implied volatity was 25.64, the open interest changed by -223 which decreased total open position to 878


On 1 Dec LAURUSLABS was trading at 1029.40. The strike last trading price was 15.4, which was 0.5 higher than the previous day. The implied volatity was 26.48, the open interest changed by 231 which increased total open position to 1100


On 28 Nov LAURUSLABS was trading at 1031.35. The strike last trading price was 14.3, which was -9.8 lower than the previous day. The implied volatity was 25.61, the open interest changed by 189 which increased total open position to 870


On 27 Nov LAURUSLABS was trading at 1003.20. The strike last trading price was 22.7, which was -11.45 lower than the previous day. The implied volatity was 24.72, the open interest changed by 245 which increased total open position to 682


On 26 Nov LAURUSLABS was trading at 986.60. The strike last trading price was 35.05, which was -5.35 lower than the previous day. The implied volatity was 26.70, the open interest changed by 2 which increased total open position to 436


On 25 Nov LAURUSLABS was trading at 977.55. The strike last trading price was 40.6, which was -0.05 lower than the previous day. The implied volatity was 26.60, the open interest changed by 26 which increased total open position to 429


On 24 Nov LAURUSLABS was trading at 979.55. The strike last trading price was 40, which was -3 lower than the previous day. The implied volatity was 29.33, the open interest changed by 27 which increased total open position to 403


On 21 Nov LAURUSLABS was trading at 978.20. The strike last trading price was 42.9, which was 4.35 higher than the previous day. The implied volatity was 29.22, the open interest changed by 87 which increased total open position to 373


On 20 Nov LAURUSLABS was trading at 987.10. The strike last trading price was 40, which was 0.25 higher than the previous day. The implied volatity was 29.48, the open interest changed by 35 which increased total open position to 282


On 19 Nov LAURUSLABS was trading at 987.50. The strike last trading price was 40, which was 9.2 higher than the previous day. The implied volatity was 28.85, the open interest changed by 24 which increased total open position to 248


On 18 Nov LAURUSLABS was trading at 1006.90. The strike last trading price was 32, which was 9.75 higher than the previous day. The implied volatity was 29.43, the open interest changed by 71 which increased total open position to 224


On 17 Nov LAURUSLABS was trading at 1021.85. The strike last trading price was 21.5, which was -11.05 lower than the previous day. The implied volatity was 26.81, the open interest changed by -46 which decreased total open position to 151


On 14 Nov LAURUSLABS was trading at 999.00. The strike last trading price was 32.55, which was -1.35 lower than the previous day. The implied volatity was 27.36, the open interest changed by 125 which increased total open position to 198


On 13 Nov LAURUSLABS was trading at 997.05. The strike last trading price was 33.75, which was -3.3 lower than the previous day. The implied volatity was 27.50, the open interest changed by 15 which increased total open position to 72


On 12 Nov LAURUSLABS was trading at 989.25. The strike last trading price was 37.05, which was -8.1 lower than the previous day. The implied volatity was 26.93, the open interest changed by 8 which increased total open position to 56


On 11 Nov LAURUSLABS was trading at 985.70. The strike last trading price was 45.15, which was 10.35 higher than the previous day. The implied volatity was 31.10, the open interest changed by 8 which increased total open position to 48


On 10 Nov LAURUSLABS was trading at 1001.05. The strike last trading price was 34.8, which was -11.25 lower than the previous day. The implied volatity was 28.17, the open interest changed by 4 which increased total open position to 40


On 7 Nov LAURUSLABS was trading at 982.15. The strike last trading price was 46.05, which was 1.25 higher than the previous day. The implied volatity was -, the open interest changed by -21 which decreased total open position to 0


On 6 Nov LAURUSLABS was trading at 979.80. The strike last trading price was 46.05, which was 1.25 higher than the previous day. The implied volatity was 28.02, the open interest changed by -21 which decreased total open position to 36


On 4 Nov LAURUSLABS was trading at 983.15. The strike last trading price was 44.8, which was -5.25 lower than the previous day. The implied volatity was 28.70, the open interest changed by 1 which increased total open position to 59


On 3 Nov LAURUSLABS was trading at 975.40. The strike last trading price was 50, which was -13.5 lower than the previous day. The implied volatity was 29.54, the open interest changed by 52 which increased total open position to 58


On 31 Oct LAURUSLABS was trading at 953.65. The strike last trading price was 63.5, which was -1.45 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 5


On 30 Oct LAURUSLABS was trading at 970.35. The strike last trading price was 64.95, which was 1.95 higher than the previous day. The implied volatity was 35.63, the open interest changed by 0 which decreased total open position to 4


On 29 Oct LAURUSLABS was trading at 961.70. The strike last trading price was 63, which was -104.5 lower than the previous day. The implied volatity was 31.67, the open interest changed by 3 which increased total open position to 3


On 28 Oct LAURUSLABS was trading at 959.65. The strike last trading price was 167.5, 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 27 Oct LAURUSLABS was trading at 940.15. The strike last trading price was 167.5, 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 23 Oct LAURUSLABS was trading at 934.40. The strike last trading price was 167.5, 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