LAURUSLABS
Laurus Labs Limited
Historical option data for LAURUSLABS
12 Dec 2025 04:12 PM IST
| LAURUSLABS 30-DEC-2025 1020 CE | ||||||||||||||||
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Delta: 0.48
Vega: 0.89
Theta: -0.75
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 1012.30 | 20.35 | -4.95 | 25.32 | 1,780 | 142 | 844 | |||||||||
| 11 Dec | 1019.30 | 25.1 | -1.2 | 24.73 | 992 | 54 | 700 | |||||||||
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| 10 Dec | 1018.40 | 26.35 | -1.35 | 23.64 | 1,289 | -31 | 646 | |||||||||
| 9 Dec | 1021.40 | 27.9 | 8.1 | 26.06 | 1,509 | -32 | 680 | |||||||||
| 8 Dec | 1004.10 | 19.75 | -11.45 | 24.76 | 1,225 | 96 | 714 | |||||||||
| 5 Dec | 1026.10 | 30.5 | 4.45 | 21.74 | 1,008 | -69 | 624 | |||||||||
| 4 Dec | 1013.50 | 25.8 | -2.8 | 24.76 | 1,017 | 77 | 701 | |||||||||
| 3 Dec | 1016.50 | 29.8 | -1.75 | 24.47 | 1,206 | -24 | 624 | |||||||||
| 2 Dec | 1020.20 | 31.55 | -6.25 | 25.37 | 733 | 74 | 649 | |||||||||
| 1 Dec | 1029.40 | 36.8 | -3.6 | 24.34 | 2,064 | -22 | 581 | |||||||||
| 28 Nov | 1031.35 | 40.5 | 14.35 | 23.64 | 4,943 | -113 | 603 | |||||||||
| 27 Nov | 1003.20 | 26.3 | 8.5 | 23.28 | 3,937 | 8 | 716 | |||||||||
| 26 Nov | 986.60 | 17.6 | 1 | 23.53 | 712 | 249 | 707 | |||||||||
| 25 Nov | 977.55 | 16.7 | -1.35 | 25.46 | 300 | 66 | 424 | |||||||||
| 24 Nov | 979.55 | 18.75 | 0.1 | 24.35 | 176 | 57 | 356 | |||||||||
| 21 Nov | 978.20 | 18.9 | -5.5 | 24.48 | 210 | 32 | 298 | |||||||||
| 20 Nov | 987.10 | 25.5 | 0 | 27.17 | 192 | 17 | 261 | |||||||||
| 19 Nov | 987.50 | 25 | -9.5 | 26.69 | 255 | 78 | 245 | |||||||||
| 18 Nov | 1006.90 | 32.5 | -8.85 | 25.07 | 214 | 39 | 167 | |||||||||
| 17 Nov | 1021.85 | 41.8 | 11.4 | 23.51 | 94 | 34 | 128 | |||||||||
| 14 Nov | 999.00 | 30.4 | -0.8 | 23.85 | 50 | 26 | 94 | |||||||||
| 13 Nov | 997.05 | 31.2 | 3.55 | 24.62 | 14 | 8 | 68 | |||||||||
| 12 Nov | 989.25 | 27.75 | -0.5 | 24.61 | 32 | 22 | 59 | |||||||||
| 11 Nov | 985.70 | 28.5 | -4 | 25.99 | 27 | 24 | 36 | |||||||||
| 10 Nov | 1001.05 | 32.5 | 11.5 | 23.93 | 8 | 4 | 12 | |||||||||
| 7 Nov | 982.15 | 21 | 0.5 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 979.80 | 21 | 0.5 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 983.15 | 21 | 0.5 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 975.40 | 21 | 0.5 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 953.65 | 21 | 0.5 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 970.35 | 21 | 0.5 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 961.70 | 21 | 0.5 | - | 0 | 6 | 0 | |||||||||
| 28 Oct | 959.65 | 21 | 0.5 | 23.51 | 3 | 0 | 2 | |||||||||
| 27 Oct | 940.15 | 20.5 | 3.6 | 27.52 | 1 | 0 | 2 | |||||||||
| 23 Oct | 934.40 | 20.85 | 0 | 4.12 | 0 | 0 | 0 | |||||||||
For Laurus Labs Limited - strike price 1020 expiring on 30DEC2025
Delta for 1020 CE is 0.48
Historical price for 1020 CE is as follows
On 12 Dec LAURUSLABS was trading at 1012.30. The strike last trading price was 20.35, which was -4.95 lower than the previous day. The implied volatity was 25.32, the open interest changed by 142 which increased total open position to 844
On 11 Dec LAURUSLABS was trading at 1019.30. The strike last trading price was 25.1, which was -1.2 lower than the previous day. The implied volatity was 24.73, the open interest changed by 54 which increased total open position to 700
On 10 Dec LAURUSLABS was trading at 1018.40. The strike last trading price was 26.35, which was -1.35 lower than the previous day. The implied volatity was 23.64, the open interest changed by -31 which decreased total open position to 646
On 9 Dec LAURUSLABS was trading at 1021.40. The strike last trading price was 27.9, which was 8.1 higher than the previous day. The implied volatity was 26.06, the open interest changed by -32 which decreased total open position to 680
On 8 Dec LAURUSLABS was trading at 1004.10. The strike last trading price was 19.75, which was -11.45 lower than the previous day. The implied volatity was 24.76, the open interest changed by 96 which increased total open position to 714
On 5 Dec LAURUSLABS was trading at 1026.10. The strike last trading price was 30.5, which was 4.45 higher than the previous day. The implied volatity was 21.74, the open interest changed by -69 which decreased total open position to 624
On 4 Dec LAURUSLABS was trading at 1013.50. The strike last trading price was 25.8, which was -2.8 lower than the previous day. The implied volatity was 24.76, the open interest changed by 77 which increased total open position to 701
On 3 Dec LAURUSLABS was trading at 1016.50. The strike last trading price was 29.8, which was -1.75 lower than the previous day. The implied volatity was 24.47, the open interest changed by -24 which decreased total open position to 624
On 2 Dec LAURUSLABS was trading at 1020.20. The strike last trading price was 31.55, which was -6.25 lower than the previous day. The implied volatity was 25.37, the open interest changed by 74 which increased total open position to 649
On 1 Dec LAURUSLABS was trading at 1029.40. The strike last trading price was 36.8, which was -3.6 lower than the previous day. The implied volatity was 24.34, the open interest changed by -22 which decreased total open position to 581
On 28 Nov LAURUSLABS was trading at 1031.35. The strike last trading price was 40.5, which was 14.35 higher than the previous day. The implied volatity was 23.64, the open interest changed by -113 which decreased total open position to 603
On 27 Nov LAURUSLABS was trading at 1003.20. The strike last trading price was 26.3, which was 8.5 higher than the previous day. The implied volatity was 23.28, the open interest changed by 8 which increased total open position to 716
On 26 Nov LAURUSLABS was trading at 986.60. The strike last trading price was 17.6, which was 1 higher than the previous day. The implied volatity was 23.53, the open interest changed by 249 which increased total open position to 707
On 25 Nov LAURUSLABS was trading at 977.55. The strike last trading price was 16.7, which was -1.35 lower than the previous day. The implied volatity was 25.46, the open interest changed by 66 which increased total open position to 424
On 24 Nov LAURUSLABS was trading at 979.55. The strike last trading price was 18.75, which was 0.1 higher than the previous day. The implied volatity was 24.35, the open interest changed by 57 which increased total open position to 356
On 21 Nov LAURUSLABS was trading at 978.20. The strike last trading price was 18.9, which was -5.5 lower than the previous day. The implied volatity was 24.48, the open interest changed by 32 which increased total open position to 298
On 20 Nov LAURUSLABS was trading at 987.10. The strike last trading price was 25.5, which was 0 lower than the previous day. The implied volatity was 27.17, the open interest changed by 17 which increased total open position to 261
On 19 Nov LAURUSLABS was trading at 987.50. The strike last trading price was 25, which was -9.5 lower than the previous day. The implied volatity was 26.69, the open interest changed by 78 which increased total open position to 245
On 18 Nov LAURUSLABS was trading at 1006.90. The strike last trading price was 32.5, which was -8.85 lower than the previous day. The implied volatity was 25.07, the open interest changed by 39 which increased total open position to 167
On 17 Nov LAURUSLABS was trading at 1021.85. The strike last trading price was 41.8, which was 11.4 higher than the previous day. The implied volatity was 23.51, the open interest changed by 34 which increased total open position to 128
On 14 Nov LAURUSLABS was trading at 999.00. The strike last trading price was 30.4, which was -0.8 lower than the previous day. The implied volatity was 23.85, the open interest changed by 26 which increased total open position to 94
On 13 Nov LAURUSLABS was trading at 997.05. The strike last trading price was 31.2, which was 3.55 higher than the previous day. The implied volatity was 24.62, the open interest changed by 8 which increased total open position to 68
On 12 Nov LAURUSLABS was trading at 989.25. The strike last trading price was 27.75, which was -0.5 lower than the previous day. The implied volatity was 24.61, the open interest changed by 22 which increased total open position to 59
On 11 Nov LAURUSLABS was trading at 985.70. The strike last trading price was 28.5, which was -4 lower than the previous day. The implied volatity was 25.99, the open interest changed by 24 which increased total open position to 36
On 10 Nov LAURUSLABS was trading at 1001.05. The strike last trading price was 32.5, which was 11.5 higher than the previous day. The implied volatity was 23.93, the open interest changed by 4 which increased total open position to 12
On 7 Nov LAURUSLABS was trading at 982.15. The strike last trading price was 21, which was 0.5 higher 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 21, which was 0.5 higher 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 21, which was 0.5 higher 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 21, which was 0.5 higher 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 21, which was 0.5 higher 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 21, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Oct LAURUSLABS was trading at 961.70. The strike last trading price was 21, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0
On 28 Oct LAURUSLABS was trading at 959.65. The strike last trading price was 21, which was 0.5 higher than the previous day. The implied volatity was 23.51, the open interest changed by 0 which decreased total open position to 1
On 27 Oct LAURUSLABS was trading at 940.15. The strike last trading price was 20.5, which was 3.6 higher than the previous day. The implied volatity was 27.52, 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 20.85, which was 0 lower than the previous day. The implied volatity was 4.12, the open interest changed by 0 which decreased total open position to 0
| LAURUSLABS 30DEC2025 1020 PE | |||||||
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Delta: -0.53
Vega: 0.89
Theta: -0.43
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 1012.30 | 23.75 | 2.85 | 23.66 | 1,350 | 63 | 360 |
| 11 Dec | 1019.30 | 21.1 | -1.5 | 25.05 | 514 | 14 | 298 |
| 10 Dec | 1018.40 | 22.45 | 0.45 | 27.32 | 779 | 2 | 284 |
| 9 Dec | 1021.40 | 21.8 | -10.25 | 24.87 | 420 | 9 | 286 |
| 8 Dec | 1004.10 | 31.65 | 11.15 | 26.63 | 520 | -56 | 282 |
| 5 Dec | 1026.10 | 21 | -6.65 | 25.55 | 363 | -5 | 338 |
| 4 Dec | 1013.50 | 28.15 | 0.5 | 25.31 | 260 | -26 | 345 |
| 3 Dec | 1016.50 | 26.6 | 0.6 | 26.58 | 505 | 8 | 373 |
| 2 Dec | 1020.20 | 26.2 | 3.2 | 25.95 | 740 | -42 | 365 |
| 1 Dec | 1029.40 | 22.4 | 0.6 | 26.01 | 1,894 | 14 | 409 |
| 28 Nov | 1031.35 | 21 | -12.9 | 25.29 | 1,436 | 172 | 396 |
| 27 Nov | 1003.20 | 32.8 | -13.1 | 25.50 | 937 | 52 | 223 |
| 26 Nov | 986.60 | 46.7 | -6.65 | 26.63 | 40 | -3 | 170 |
| 25 Nov | 977.55 | 54 | -0.2 | 27.29 | 33 | 18 | 173 |
| 24 Nov | 979.55 | 52.25 | -3.75 | 29.77 | 59 | 31 | 154 |
| 21 Nov | 978.20 | 55 | 4.65 | 29.35 | 46 | 7 | 122 |
| 20 Nov | 987.10 | 49.25 | -1.55 | 27.85 | 94 | 10 | 102 |
| 19 Nov | 987.50 | 51.6 | 12.3 | 29.02 | 58 | 1 | 92 |
| 18 Nov | 1006.90 | 41.7 | 11.7 | 29.38 | 135 | 12 | 91 |
| 17 Nov | 1021.85 | 29.25 | -9.1 | 26.63 | 85 | 69 | 70 |
| 14 Nov | 999.00 | 38.35 | -145.25 | 24.36 | 1 | 0 | 0 |
| 13 Nov | 997.05 | 183.6 | 0 | - | 0 | 0 | 0 |
| 12 Nov | 989.25 | 183.6 | 0 | - | 0 | 0 | 0 |
| 11 Nov | 985.70 | 183.6 | 0 | - | 0 | 0 | 0 |
| 10 Nov | 1001.05 | 183.6 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 982.15 | 183.6 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 979.80 | 183.6 | 0 | - | 0 | 0 | 0 |
| 4 Nov | 983.15 | 183.6 | 0 | - | 0 | 0 | 0 |
| 3 Nov | 975.40 | 183.6 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 953.65 | 183.6 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 970.35 | 183.6 | 0 | - | 0 | 0 | 0 |
| 29 Oct | 961.70 | 183.6 | 0 | - | 0 | 0 | 0 |
| 28 Oct | 959.65 | 183.6 | 0 | - | 0 | 0 | 0 |
| 27 Oct | 940.15 | 183.6 | 0 | - | 0 | 0 | 0 |
| 23 Oct | 934.40 | 0 | 0 | - | 0 | 0 | 0 |
For Laurus Labs Limited - strike price 1020 expiring on 30DEC2025
Delta for 1020 PE is -0.53
Historical price for 1020 PE is as follows
On 12 Dec LAURUSLABS was trading at 1012.30. The strike last trading price was 23.75, which was 2.85 higher than the previous day. The implied volatity was 23.66, the open interest changed by 63 which increased total open position to 360
On 11 Dec LAURUSLABS was trading at 1019.30. The strike last trading price was 21.1, which was -1.5 lower than the previous day. The implied volatity was 25.05, the open interest changed by 14 which increased total open position to 298
On 10 Dec LAURUSLABS was trading at 1018.40. The strike last trading price was 22.45, which was 0.45 higher than the previous day. The implied volatity was 27.32, the open interest changed by 2 which increased total open position to 284
On 9 Dec LAURUSLABS was trading at 1021.40. The strike last trading price was 21.8, which was -10.25 lower than the previous day. The implied volatity was 24.87, the open interest changed by 9 which increased total open position to 286
On 8 Dec LAURUSLABS was trading at 1004.10. The strike last trading price was 31.65, which was 11.15 higher than the previous day. The implied volatity was 26.63, the open interest changed by -56 which decreased total open position to 282
On 5 Dec LAURUSLABS was trading at 1026.10. The strike last trading price was 21, which was -6.65 lower than the previous day. The implied volatity was 25.55, the open interest changed by -5 which decreased total open position to 338
On 4 Dec LAURUSLABS was trading at 1013.50. The strike last trading price was 28.15, which was 0.5 higher than the previous day. The implied volatity was 25.31, the open interest changed by -26 which decreased total open position to 345
On 3 Dec LAURUSLABS was trading at 1016.50. The strike last trading price was 26.6, which was 0.6 higher than the previous day. The implied volatity was 26.58, the open interest changed by 8 which increased total open position to 373
On 2 Dec LAURUSLABS was trading at 1020.20. The strike last trading price was 26.2, which was 3.2 higher than the previous day. The implied volatity was 25.95, the open interest changed by -42 which decreased total open position to 365
On 1 Dec LAURUSLABS was trading at 1029.40. The strike last trading price was 22.4, which was 0.6 higher than the previous day. The implied volatity was 26.01, the open interest changed by 14 which increased total open position to 409
On 28 Nov LAURUSLABS was trading at 1031.35. The strike last trading price was 21, which was -12.9 lower than the previous day. The implied volatity was 25.29, the open interest changed by 172 which increased total open position to 396
On 27 Nov LAURUSLABS was trading at 1003.20. The strike last trading price was 32.8, which was -13.1 lower than the previous day. The implied volatity was 25.50, the open interest changed by 52 which increased total open position to 223
On 26 Nov LAURUSLABS was trading at 986.60. The strike last trading price was 46.7, which was -6.65 lower than the previous day. The implied volatity was 26.63, the open interest changed by -3 which decreased total open position to 170
On 25 Nov LAURUSLABS was trading at 977.55. The strike last trading price was 54, which was -0.2 lower than the previous day. The implied volatity was 27.29, the open interest changed by 18 which increased total open position to 173
On 24 Nov LAURUSLABS was trading at 979.55. The strike last trading price was 52.25, which was -3.75 lower than the previous day. The implied volatity was 29.77, the open interest changed by 31 which increased total open position to 154
On 21 Nov LAURUSLABS was trading at 978.20. The strike last trading price was 55, which was 4.65 higher than the previous day. The implied volatity was 29.35, the open interest changed by 7 which increased total open position to 122
On 20 Nov LAURUSLABS was trading at 987.10. The strike last trading price was 49.25, which was -1.55 lower than the previous day. The implied volatity was 27.85, the open interest changed by 10 which increased total open position to 102
On 19 Nov LAURUSLABS was trading at 987.50. The strike last trading price was 51.6, which was 12.3 higher than the previous day. The implied volatity was 29.02, the open interest changed by 1 which increased total open position to 92
On 18 Nov LAURUSLABS was trading at 1006.90. The strike last trading price was 41.7, which was 11.7 higher than the previous day. The implied volatity was 29.38, the open interest changed by 12 which increased total open position to 91
On 17 Nov LAURUSLABS was trading at 1021.85. The strike last trading price was 29.25, which was -9.1 lower than the previous day. The implied volatity was 26.63, the open interest changed by 69 which increased total open position to 70
On 14 Nov LAURUSLABS was trading at 999.00. The strike last trading price was 38.35, which was -145.25 lower than the previous day. The implied volatity was 24.36, the open interest changed by 0 which decreased total open position to 0
On 13 Nov LAURUSLABS was trading at 997.05. The strike last trading price was 183.6, 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 12 Nov LAURUSLABS was trading at 989.25. The strike last trading price was 183.6, 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 11 Nov LAURUSLABS was trading at 985.70. The strike last trading price was 183.6, 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 10 Nov LAURUSLABS was trading at 1001.05. The strike last trading price was 183.6, 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 7 Nov LAURUSLABS was trading at 982.15. The strike last trading price was 183.6, 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 183.6, 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 183.6, 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 183.6, 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 183.6, 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 183.6, 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 29 Oct LAURUSLABS was trading at 961.70. The strike last trading price was 183.6, 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 28 Oct LAURUSLABS was trading at 959.65. The strike last trading price was 183.6, 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 183.6, 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 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































































































































































































































