LAURUSLABS
Laurus Labs Limited
Historical option data for LAURUSLABS
24 Dec 2025 04:12 PM IST
| LAURUSLABS 27-JAN-2026 1000 CE | ||||||||||||||||
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Delta: 0.93
Vega: 0.44
Theta: -0.38
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Dec | 1084.80 | 97.4 | 10.05 | 20.69 | 127 | -36 | 159 | |||||||||
| 23 Dec | 1068.40 | 88 | 6.4 | 25.00 | 93 | -52 | 195 | |||||||||
| 22 Dec | 1064.20 | 81.3 | 12.35 | 25.62 | 73 | 1 | 248 | |||||||||
| 19 Dec | 1045.20 | 68.75 | 18.8 | 23.44 | 223 | -4 | 250 | |||||||||
| 18 Dec | 1015.50 | 49.95 | 4.75 | 25.31 | 59 | 8 | 252 | |||||||||
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| 17 Dec | 1010.00 | 44.4 | -0.6 | 26.09 | 67 | 11 | 245 | |||||||||
| 16 Dec | 1001.30 | 45 | -2.65 | 28.62 | 133 | 77 | 244 | |||||||||
| 15 Dec | 1004.90 | 47.95 | -7.05 | 29.26 | 133 | 78 | 168 | |||||||||
| 12 Dec | 1012.30 | 55 | 0.15 | 30.23 | 23 | 2 | 90 | |||||||||
| 11 Dec | 1019.30 | 54.85 | -5.15 | 25.63 | 34 | 13 | 88 | |||||||||
| 10 Dec | 1018.40 | 60 | 1 | 27.67 | 38 | 5 | 73 | |||||||||
| 9 Dec | 1021.40 | 59 | 15.65 | 27.81 | 49 | 32 | 67 | |||||||||
| 8 Dec | 1004.10 | 43.35 | -17.9 | 23.23 | 5 | -1 | 31 | |||||||||
| 5 Dec | 1026.10 | 61.25 | 5.25 | 24.38 | 2 | 0 | 31 | |||||||||
| 4 Dec | 1013.50 | 56 | -2 | 27.38 | 3 | 2 | 30 | |||||||||
| 3 Dec | 1016.50 | 58 | -2 | 25.60 | 1 | 0 | 28 | |||||||||
| 2 Dec | 1020.20 | 60 | -8 | 26.26 | 3 | 1 | 27 | |||||||||
| 1 Dec | 1029.40 | 68 | -1 | 26.89 | 5 | -1 | 27 | |||||||||
| 28 Nov | 1031.35 | 69 | 13.75 | 24.51 | 9 | 3 | 28 | |||||||||
| 27 Nov | 1003.20 | 55.5 | 12 | 26.31 | 30 | 10 | 23 | |||||||||
| 26 Nov | 986.60 | 43.5 | -0.65 | 26.32 | 9 | 6 | 11 | |||||||||
| 25 Nov | 977.55 | 44.15 | -6.85 | 29.60 | 2 | 0 | 3 | |||||||||
| 24 Nov | 979.55 | 51 | -15.5 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 978.20 | 51 | -15.5 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 987.50 | 51 | -15.5 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 1006.90 | 51 | -15.5 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 1021.85 | 51 | -15.5 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 999.00 | 51 | -15.5 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 989.25 | 51 | -15.5 | - | 0 | 3 | 0 | |||||||||
| 11 Nov | 985.70 | 51 | -15.5 | 25.78 | 3 | 2 | 2 | |||||||||
| 7 Nov | 982.15 | 66.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 979.80 | 66.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 983.15 | 66.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 975.40 | 66.5 | 0 | 0.13 | 0 | 0 | 0 | |||||||||
| 31 Oct | 953.65 | 66.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 970.35 | 66.5 | 0 | - | 0 | 0 | 0 | |||||||||
For Laurus Labs Limited - strike price 1000 expiring on 27JAN2026
Delta for 1000 CE is 0.93
Historical price for 1000 CE is as follows
On 24 Dec LAURUSLABS was trading at 1084.80. The strike last trading price was 97.4, which was 10.05 higher than the previous day. The implied volatity was 20.69, the open interest changed by -36 which decreased total open position to 159
On 23 Dec LAURUSLABS was trading at 1068.40. The strike last trading price was 88, which was 6.4 higher than the previous day. The implied volatity was 25.00, the open interest changed by -52 which decreased total open position to 195
On 22 Dec LAURUSLABS was trading at 1064.20. The strike last trading price was 81.3, which was 12.35 higher than the previous day. The implied volatity was 25.62, the open interest changed by 1 which increased total open position to 248
On 19 Dec LAURUSLABS was trading at 1045.20. The strike last trading price was 68.75, which was 18.8 higher than the previous day. The implied volatity was 23.44, the open interest changed by -4 which decreased total open position to 250
On 18 Dec LAURUSLABS was trading at 1015.50. The strike last trading price was 49.95, which was 4.75 higher than the previous day. The implied volatity was 25.31, the open interest changed by 8 which increased total open position to 252
On 17 Dec LAURUSLABS was trading at 1010.00. The strike last trading price was 44.4, which was -0.6 lower than the previous day. The implied volatity was 26.09, the open interest changed by 11 which increased total open position to 245
On 16 Dec LAURUSLABS was trading at 1001.30. The strike last trading price was 45, which was -2.65 lower than the previous day. The implied volatity was 28.62, the open interest changed by 77 which increased total open position to 244
On 15 Dec LAURUSLABS was trading at 1004.90. The strike last trading price was 47.95, which was -7.05 lower than the previous day. The implied volatity was 29.26, the open interest changed by 78 which increased total open position to 168
On 12 Dec LAURUSLABS was trading at 1012.30. The strike last trading price was 55, which was 0.15 higher than the previous day. The implied volatity was 30.23, the open interest changed by 2 which increased total open position to 90
On 11 Dec LAURUSLABS was trading at 1019.30. The strike last trading price was 54.85, which was -5.15 lower than the previous day. The implied volatity was 25.63, the open interest changed by 13 which increased total open position to 88
On 10 Dec LAURUSLABS was trading at 1018.40. The strike last trading price was 60, which was 1 higher than the previous day. The implied volatity was 27.67, the open interest changed by 5 which increased total open position to 73
On 9 Dec LAURUSLABS was trading at 1021.40. The strike last trading price was 59, which was 15.65 higher than the previous day. The implied volatity was 27.81, the open interest changed by 32 which increased total open position to 67
On 8 Dec LAURUSLABS was trading at 1004.10. The strike last trading price was 43.35, which was -17.9 lower than the previous day. The implied volatity was 23.23, the open interest changed by -1 which decreased total open position to 31
On 5 Dec LAURUSLABS was trading at 1026.10. The strike last trading price was 61.25, which was 5.25 higher than the previous day. The implied volatity was 24.38, the open interest changed by 0 which decreased total open position to 31
On 4 Dec LAURUSLABS was trading at 1013.50. The strike last trading price was 56, which was -2 lower than the previous day. The implied volatity was 27.38, the open interest changed by 2 which increased total open position to 30
On 3 Dec LAURUSLABS was trading at 1016.50. The strike last trading price was 58, which was -2 lower than the previous day. The implied volatity was 25.60, the open interest changed by 0 which decreased total open position to 28
On 2 Dec LAURUSLABS was trading at 1020.20. The strike last trading price was 60, which was -8 lower than the previous day. The implied volatity was 26.26, the open interest changed by 1 which increased total open position to 27
On 1 Dec LAURUSLABS was trading at 1029.40. The strike last trading price was 68, which was -1 lower than the previous day. The implied volatity was 26.89, the open interest changed by -1 which decreased total open position to 27
On 28 Nov LAURUSLABS was trading at 1031.35. The strike last trading price was 69, which was 13.75 higher than the previous day. The implied volatity was 24.51, the open interest changed by 3 which increased total open position to 28
On 27 Nov LAURUSLABS was trading at 1003.20. The strike last trading price was 55.5, which was 12 higher than the previous day. The implied volatity was 26.31, the open interest changed by 10 which increased total open position to 23
On 26 Nov LAURUSLABS was trading at 986.60. The strike last trading price was 43.5, which was -0.65 lower than the previous day. The implied volatity was 26.32, the open interest changed by 6 which increased total open position to 11
On 25 Nov LAURUSLABS was trading at 977.55. The strike last trading price was 44.15, which was -6.85 lower than the previous day. The implied volatity was 29.60, the open interest changed by 0 which decreased total open position to 3
On 24 Nov LAURUSLABS was trading at 979.55. The strike last trading price was 51, which was -15.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Nov LAURUSLABS was trading at 978.20. The strike last trading price was 51, which was -15.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Nov LAURUSLABS was trading at 987.50. The strike last trading price was 51, which was -15.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Nov LAURUSLABS was trading at 1006.90. The strike last trading price was 51, which was -15.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Nov LAURUSLABS was trading at 1021.85. The strike last trading price was 51, which was -15.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov LAURUSLABS was trading at 999.00. The strike last trading price was 51, which was -15.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov LAURUSLABS was trading at 989.25. The strike last trading price was 51, which was -15.5 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 11 Nov LAURUSLABS was trading at 985.70. The strike last trading price was 51, which was -15.5 lower than the previous day. The implied volatity was 25.78, the open interest changed by 2 which increased total open position to 2
On 7 Nov LAURUSLABS was trading at 982.15. The strike last trading price was 66.5, 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 6 Nov LAURUSLABS was trading at 979.80. The strike last trading price was 66.5, 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 4 Nov LAURUSLABS was trading at 983.15. The strike last trading price was 66.5, 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 3 Nov LAURUSLABS was trading at 975.40. The strike last trading price was 66.5, which was 0 lower than the previous day. The implied volatity was 0.13, the open interest changed by 0 which decreased total open position to 0
On 31 Oct LAURUSLABS was trading at 953.65. The strike last trading price was 66.5, 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 30 Oct LAURUSLABS was trading at 970.35. The strike last trading price was 66.5, 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
| LAURUSLABS 27JAN2026 1000 PE | |||||||
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Delta: -0.14
Vega: 0.72
Theta: -0.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Dec | 1084.80 | 6.8 | -2.35 | 28.57 | 254 | 58 | 215 |
| 23 Dec | 1068.40 | 8.55 | -1.9 | 27.76 | 80 | 8 | 155 |
| 22 Dec | 1064.20 | 10.8 | -4.2 | 28.08 | 205 | -1 | 147 |
| 19 Dec | 1045.20 | 14.5 | -10.15 | 27.53 | 170 | 4 | 149 |
| 18 Dec | 1015.50 | 24.5 | -4 | 28.06 | 30 | 2 | 145 |
| 17 Dec | 1010.00 | 28.5 | -4.8 | 27.52 | 29 | 13 | 144 |
| 16 Dec | 1001.30 | 33.3 | -2.05 | 29.10 | 7 | -1 | 131 |
| 15 Dec | 1004.90 | 35.35 | 9.35 | 31.20 | 12 | -1 | 132 |
| 12 Dec | 1012.30 | 26 | 0.05 | 25.60 | 2 | 1 | 133 |
| 11 Dec | 1019.30 | 25.75 | -1.7 | 27.61 | 11 | -1 | 131 |
| 10 Dec | 1018.40 | 28.5 | 2.65 | 30.12 | 30 | 12 | 132 |
| 9 Dec | 1021.40 | 25.85 | -8.85 | 27.30 | 16 | 5 | 120 |
| 8 Dec | 1004.10 | 34.5 | 9.25 | 29.03 | 24 | 1 | 114 |
| 5 Dec | 1026.10 | 25.4 | -5.25 | 27.99 | 126 | -32 | 112 |
| 4 Dec | 1013.50 | 30.3 | -2.45 | 27.37 | 4 | 2 | 143 |
| 3 Dec | 1016.50 | 32.75 | 1.75 | 30.59 | 3 | 0 | 142 |
| 2 Dec | 1020.20 | 31 | 3.55 | 29.27 | 14 | -1 | 142 |
| 1 Dec | 1029.40 | 27.45 | 1 | 29.04 | 31 | -15 | 142 |
| 28 Nov | 1031.35 | 26.6 | -9.9 | 28.86 | 183 | 126 | 156 |
| 27 Nov | 1003.20 | 36.05 | -10.4 | 28.91 | 7 | 1 | 30 |
| 26 Nov | 986.60 | 46.4 | -3.6 | 29.26 | 6 | 3 | 27 |
| 25 Nov | 977.55 | 50 | 0 | 28.34 | 1 | 0 | 23 |
| 24 Nov | 979.55 | 50 | 0 | 29.66 | 1 | 0 | 22 |
| 21 Nov | 978.20 | 50 | 0 | 29.01 | 3 | 0 | 19 |
| 19 Nov | 987.50 | 50 | 16.7 | 30.54 | 1 | 0 | 18 |
| 18 Nov | 1006.90 | 33.3 | -0.35 | 25.18 | 1 | 0 | 18 |
| 17 Nov | 1021.85 | 34 | -9.95 | 30.16 | 13 | 9 | 16 |
| 14 Nov | 999.00 | 43.95 | -13.55 | 30.04 | 1 | 0 | 6 |
| 12 Nov | 989.25 | 57.5 | -34.25 | - | 0 | 6 | 0 |
| 11 Nov | 985.70 | 57.5 | -34.25 | - | 6 | 5 | 5 |
| 7 Nov | 982.15 | 91.75 | 0 | 0.43 | 0 | 0 | 0 |
| 6 Nov | 979.80 | 91.75 | 0 | 0.09 | 0 | 0 | 0 |
| 4 Nov | 983.15 | 91.75 | 0 | 0.42 | 0 | 0 | 0 |
| 3 Nov | 975.40 | 91.75 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 953.65 | 91.75 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 970.35 | 91.75 | 0 | - | 0 | 0 | 0 |
For Laurus Labs Limited - strike price 1000 expiring on 27JAN2026
Delta for 1000 PE is -0.14
Historical price for 1000 PE is as follows
On 24 Dec LAURUSLABS was trading at 1084.80. The strike last trading price was 6.8, which was -2.35 lower than the previous day. The implied volatity was 28.57, the open interest changed by 58 which increased total open position to 215
On 23 Dec LAURUSLABS was trading at 1068.40. The strike last trading price was 8.55, which was -1.9 lower than the previous day. The implied volatity was 27.76, the open interest changed by 8 which increased total open position to 155
On 22 Dec LAURUSLABS was trading at 1064.20. The strike last trading price was 10.8, which was -4.2 lower than the previous day. The implied volatity was 28.08, the open interest changed by -1 which decreased total open position to 147
On 19 Dec LAURUSLABS was trading at 1045.20. The strike last trading price was 14.5, which was -10.15 lower than the previous day. The implied volatity was 27.53, the open interest changed by 4 which increased total open position to 149
On 18 Dec LAURUSLABS was trading at 1015.50. The strike last trading price was 24.5, which was -4 lower than the previous day. The implied volatity was 28.06, the open interest changed by 2 which increased total open position to 145
On 17 Dec LAURUSLABS was trading at 1010.00. The strike last trading price was 28.5, which was -4.8 lower than the previous day. The implied volatity was 27.52, the open interest changed by 13 which increased total open position to 144
On 16 Dec LAURUSLABS was trading at 1001.30. The strike last trading price was 33.3, which was -2.05 lower than the previous day. The implied volatity was 29.10, the open interest changed by -1 which decreased total open position to 131
On 15 Dec LAURUSLABS was trading at 1004.90. The strike last trading price was 35.35, which was 9.35 higher than the previous day. The implied volatity was 31.20, the open interest changed by -1 which decreased total open position to 132
On 12 Dec LAURUSLABS was trading at 1012.30. The strike last trading price was 26, which was 0.05 higher than the previous day. The implied volatity was 25.60, the open interest changed by 1 which increased total open position to 133
On 11 Dec LAURUSLABS was trading at 1019.30. The strike last trading price was 25.75, which was -1.7 lower than the previous day. The implied volatity was 27.61, the open interest changed by -1 which decreased total open position to 131
On 10 Dec LAURUSLABS was trading at 1018.40. The strike last trading price was 28.5, which was 2.65 higher than the previous day. The implied volatity was 30.12, the open interest changed by 12 which increased total open position to 132
On 9 Dec LAURUSLABS was trading at 1021.40. The strike last trading price was 25.85, which was -8.85 lower than the previous day. The implied volatity was 27.30, the open interest changed by 5 which increased total open position to 120
On 8 Dec LAURUSLABS was trading at 1004.10. The strike last trading price was 34.5, which was 9.25 higher than the previous day. The implied volatity was 29.03, the open interest changed by 1 which increased total open position to 114
On 5 Dec LAURUSLABS was trading at 1026.10. The strike last trading price was 25.4, which was -5.25 lower than the previous day. The implied volatity was 27.99, the open interest changed by -32 which decreased total open position to 112
On 4 Dec LAURUSLABS was trading at 1013.50. The strike last trading price was 30.3, which was -2.45 lower than the previous day. The implied volatity was 27.37, the open interest changed by 2 which increased total open position to 143
On 3 Dec LAURUSLABS was trading at 1016.50. The strike last trading price was 32.75, which was 1.75 higher than the previous day. The implied volatity was 30.59, the open interest changed by 0 which decreased total open position to 142
On 2 Dec LAURUSLABS was trading at 1020.20. The strike last trading price was 31, which was 3.55 higher than the previous day. The implied volatity was 29.27, the open interest changed by -1 which decreased total open position to 142
On 1 Dec LAURUSLABS was trading at 1029.40. The strike last trading price was 27.45, which was 1 higher than the previous day. The implied volatity was 29.04, the open interest changed by -15 which decreased total open position to 142
On 28 Nov LAURUSLABS was trading at 1031.35. The strike last trading price was 26.6, which was -9.9 lower than the previous day. The implied volatity was 28.86, the open interest changed by 126 which increased total open position to 156
On 27 Nov LAURUSLABS was trading at 1003.20. The strike last trading price was 36.05, which was -10.4 lower than the previous day. The implied volatity was 28.91, the open interest changed by 1 which increased total open position to 30
On 26 Nov LAURUSLABS was trading at 986.60. The strike last trading price was 46.4, which was -3.6 lower than the previous day. The implied volatity was 29.26, the open interest changed by 3 which increased total open position to 27
On 25 Nov LAURUSLABS was trading at 977.55. The strike last trading price was 50, which was 0 lower than the previous day. The implied volatity was 28.34, the open interest changed by 0 which decreased total open position to 23
On 24 Nov LAURUSLABS was trading at 979.55. The strike last trading price was 50, which was 0 lower than the previous day. The implied volatity was 29.66, the open interest changed by 0 which decreased total open position to 22
On 21 Nov LAURUSLABS was trading at 978.20. The strike last trading price was 50, which was 0 lower than the previous day. The implied volatity was 29.01, the open interest changed by 0 which decreased total open position to 19
On 19 Nov LAURUSLABS was trading at 987.50. The strike last trading price was 50, which was 16.7 higher than the previous day. The implied volatity was 30.54, the open interest changed by 0 which decreased total open position to 18
On 18 Nov LAURUSLABS was trading at 1006.90. The strike last trading price was 33.3, which was -0.35 lower than the previous day. The implied volatity was 25.18, the open interest changed by 0 which decreased total open position to 18
On 17 Nov LAURUSLABS was trading at 1021.85. The strike last trading price was 34, which was -9.95 lower than the previous day. The implied volatity was 30.16, the open interest changed by 9 which increased total open position to 16
On 14 Nov LAURUSLABS was trading at 999.00. The strike last trading price was 43.95, which was -13.55 lower than the previous day. The implied volatity was 30.04, the open interest changed by 0 which decreased total open position to 6
On 12 Nov LAURUSLABS was trading at 989.25. The strike last trading price was 57.5, which was -34.25 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0
On 11 Nov LAURUSLABS was trading at 985.70. The strike last trading price was 57.5, which was -34.25 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 5
On 7 Nov LAURUSLABS was trading at 982.15. The strike last trading price was 91.75, which was 0 lower than the previous day. The implied volatity was 0.43, the open interest changed by 0 which decreased total open position to 0
On 6 Nov LAURUSLABS was trading at 979.80. The strike last trading price was 91.75, which was 0 lower than the previous day. The implied volatity was 0.09, the open interest changed by 0 which decreased total open position to 0
On 4 Nov LAURUSLABS was trading at 983.15. The strike last trading price was 91.75, which was 0 lower than the previous day. The implied volatity was 0.42, the open interest changed by 0 which decreased total open position to 0
On 3 Nov LAURUSLABS was trading at 975.40. The strike last trading price was 91.75, 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 31 Oct LAURUSLABS was trading at 953.65. The strike last trading price was 91.75, 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 30 Oct LAURUSLABS was trading at 970.35. The strike last trading price was 91.75, 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































































































































































































































