[--[65.84.65.76]--]

LAURUSLABS

Laurus Labs Limited
1012.3 -7.00 (-0.69%)
L: 1006.1 H: 1027.5

Back to Option Chain


Historical option data for LAURUSLABS

12 Dec 2025 04:12 PM IST
LAURUSLABS 30-DEC-2025 1020 CE
Delta: 0.48
Vega: 0.89
Theta: -0.75
Gamma: 0.01
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
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
Delta: -0.53
Vega: 0.89
Theta: -0.43
Gamma: 0.01
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