LAURUSLABS
Laurus Labs Limited
Historical option data for LAURUSLABS
05 Dec 2025 02:46 PM IST
| LAURUSLABS 30-DEC-2025 1000 CE | ||||||||||||||||
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Delta: 0.69
Vega: 0.94
Theta: -0.61
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 5 Dec | 1021.10 | 40.55 | 3.3 | 22.86 | 397 | -57 | 911 | |||||||||
| 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 | |||||||||
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| 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 0.69
Historical price for 1000 CE is as follows
On 5 Dec LAURUSLABS was trading at 1021.10. The strike last trading price was 40.55, which was 3.3 higher than the previous day. The implied volatity was 22.86, the open interest changed by -57 which decreased total open position to 911
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 | |||||||
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Delta: -0.32
Vega: 0.96
Theta: -0.38
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 Dec | 1021.10 | 14.4 | -4.05 | 24.73 | 559 | 7 | 909 |
| 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 -0.32
Historical price for 1000 PE is as follows
On 5 Dec LAURUSLABS was trading at 1021.10. The strike last trading price was 14.4, which was -4.05 lower than the previous day. The implied volatity was 24.73, the open interest changed by 7 which increased total open position to 909
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































































































































































































































