LAURUSLABS
Laurus Labs Limited
Historical option data for LAURUSLABS
24 Dec 2025 04:12 PM IST
| LAURUSLABS 27-JAN-2026 1060 CE | ||||||||||||||||
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Delta: 0.68
Vega: 1.18
Theta: -0.62
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Dec | 1084.80 | 53.5 | 9.15 | 24.99 | 188 | 9 | 147 | |||||||||
| 23 Dec | 1068.40 | 45.8 | 4.3 | 25.59 | 138 | 16 | 138 | |||||||||
| 22 Dec | 1064.20 | 41.5 | 8.15 | 26.03 | 177 | 30 | 122 | |||||||||
| 19 Dec | 1045.20 | 33.15 | 11.15 | 24.56 | 90 | 46 | 93 | |||||||||
| 18 Dec | 1015.50 | 22 | 1.45 | 25.77 | 10 | 5 | 46 | |||||||||
| 17 Dec | 1010.00 | 20.55 | 0.55 | 27.10 | 6 | 4 | 42 | |||||||||
| 16 Dec | 1001.30 | 20 | -1.35 | 28.20 | 16 | 7 | 38 | |||||||||
| 15 Dec | 1004.90 | 21.35 | -5.5 | 28.18 | 5 | 1 | 31 | |||||||||
| 12 Dec | 1012.30 | 26.85 | -5.65 | - | 0 | 0 | 30 | |||||||||
| 11 Dec | 1019.30 | 26.85 | -5.65 | 26.42 | 2 | 0 | 31 | |||||||||
| 10 Dec | 1018.40 | 32.5 | 2.5 | 30.43 | 1 | 0 | 30 | |||||||||
| 9 Dec | 1021.40 | 30 | -1.4 | 27.87 | 2 | 1 | 29 | |||||||||
| 8 Dec | 1004.10 | 31.4 | 5.4 | - | 0 | 0 | 28 | |||||||||
| 5 Dec | 1026.10 | 31.4 | 5.4 | 25.32 | 10 | 6 | 29 | |||||||||
| 4 Dec | 1013.50 | 26 | -6 | 25.72 | 1 | 0 | 24 | |||||||||
| 3 Dec | 1016.50 | 32 | -7.4 | - | 0 | -1 | 0 | |||||||||
| 2 Dec | 1020.20 | 32 | -7.4 | 27.10 | 2 | 0 | 25 | |||||||||
| 1 Dec | 1029.40 | 39.4 | -0.6 | 28.66 | 12 | -2 | 25 | |||||||||
| 28 Nov | 1031.35 | 40 | 10.9 | 26.78 | 16 | 12 | 27 | |||||||||
| 27 Nov | 1003.20 | 29.1 | 8.6 | 26.70 | 6 | 4 | 14 | |||||||||
| 26 Nov | 986.60 | 20.5 | -25.05 | 25.94 | 10 | 7 | 7 | |||||||||
| 24 Nov | 979.55 | 45.55 | 0 | 4.07 | 0 | 0 | 0 | |||||||||
| 20 Nov | 987.10 | 45.55 | 0 | 3.49 | 0 | 0 | 0 | |||||||||
| 18 Nov | 1006.90 | 45.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 999.00 | 45.55 | 0 | - | 0 | 0 | 0 | |||||||||
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| 12 Nov | 989.25 | 45.55 | 0 | 3.10 | 0 | 0 | 0 | |||||||||
| 7 Nov | 982.15 | 45.55 | 0 | 3.09 | 0 | 0 | 0 | |||||||||
| 6 Nov | 979.80 | 45.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 983.15 | 45.55 | 0 | 3.05 | 0 | 0 | 0 | |||||||||
| 3 Nov | 975.40 | 45.55 | 0 | 3.48 | 0 | 0 | 0 | |||||||||
| 30 Oct | 970.35 | 45.55 | 0 | - | 0 | 0 | 0 | |||||||||
For Laurus Labs Limited - strike price 1060 expiring on 27JAN2026
Delta for 1060 CE is 0.68
Historical price for 1060 CE is as follows
On 24 Dec LAURUSLABS was trading at 1084.80. The strike last trading price was 53.5, which was 9.15 higher than the previous day. The implied volatity was 24.99, the open interest changed by 9 which increased total open position to 147
On 23 Dec LAURUSLABS was trading at 1068.40. The strike last trading price was 45.8, which was 4.3 higher than the previous day. The implied volatity was 25.59, the open interest changed by 16 which increased total open position to 138
On 22 Dec LAURUSLABS was trading at 1064.20. The strike last trading price was 41.5, which was 8.15 higher than the previous day. The implied volatity was 26.03, the open interest changed by 30 which increased total open position to 122
On 19 Dec LAURUSLABS was trading at 1045.20. The strike last trading price was 33.15, which was 11.15 higher than the previous day. The implied volatity was 24.56, the open interest changed by 46 which increased total open position to 93
On 18 Dec LAURUSLABS was trading at 1015.50. The strike last trading price was 22, which was 1.45 higher than the previous day. The implied volatity was 25.77, the open interest changed by 5 which increased total open position to 46
On 17 Dec LAURUSLABS was trading at 1010.00. The strike last trading price was 20.55, which was 0.55 higher than the previous day. The implied volatity was 27.10, the open interest changed by 4 which increased total open position to 42
On 16 Dec LAURUSLABS was trading at 1001.30. The strike last trading price was 20, which was -1.35 lower than the previous day. The implied volatity was 28.20, the open interest changed by 7 which increased total open position to 38
On 15 Dec LAURUSLABS was trading at 1004.90. The strike last trading price was 21.35, which was -5.5 lower than the previous day. The implied volatity was 28.18, the open interest changed by 1 which increased total open position to 31
On 12 Dec LAURUSLABS was trading at 1012.30. The strike last trading price was 26.85, which was -5.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 30
On 11 Dec LAURUSLABS was trading at 1019.30. The strike last trading price was 26.85, which was -5.65 lower than the previous day. The implied volatity was 26.42, the open interest changed by 0 which decreased total open position to 31
On 10 Dec LAURUSLABS was trading at 1018.40. The strike last trading price was 32.5, which was 2.5 higher than the previous day. The implied volatity was 30.43, the open interest changed by 0 which decreased total open position to 30
On 9 Dec LAURUSLABS was trading at 1021.40. The strike last trading price was 30, which was -1.4 lower than the previous day. The implied volatity was 27.87, the open interest changed by 1 which increased total open position to 29
On 8 Dec LAURUSLABS was trading at 1004.10. The strike last trading price was 31.4, which was 5.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 28
On 5 Dec LAURUSLABS was trading at 1026.10. The strike last trading price was 31.4, which was 5.4 higher than the previous day. The implied volatity was 25.32, the open interest changed by 6 which increased total open position to 29
On 4 Dec LAURUSLABS was trading at 1013.50. The strike last trading price was 26, which was -6 lower than the previous day. The implied volatity was 25.72, the open interest changed by 0 which decreased total open position to 24
On 3 Dec LAURUSLABS was trading at 1016.50. The strike last trading price was 32, which was -7.4 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 2 Dec LAURUSLABS was trading at 1020.20. The strike last trading price was 32, which was -7.4 lower than the previous day. The implied volatity was 27.10, the open interest changed by 0 which decreased total open position to 25
On 1 Dec LAURUSLABS was trading at 1029.40. The strike last trading price was 39.4, which was -0.6 lower than the previous day. The implied volatity was 28.66, the open interest changed by -2 which decreased total open position to 25
On 28 Nov LAURUSLABS was trading at 1031.35. The strike last trading price was 40, which was 10.9 higher than the previous day. The implied volatity was 26.78, the open interest changed by 12 which increased total open position to 27
On 27 Nov LAURUSLABS was trading at 1003.20. The strike last trading price was 29.1, which was 8.6 higher than the previous day. The implied volatity was 26.70, the open interest changed by 4 which increased total open position to 14
On 26 Nov LAURUSLABS was trading at 986.60. The strike last trading price was 20.5, which was -25.05 lower than the previous day. The implied volatity was 25.94, the open interest changed by 7 which increased total open position to 7
On 24 Nov LAURUSLABS was trading at 979.55. The strike last trading price was 45.55, which was 0 lower than the previous day. The implied volatity was 4.07, the open interest changed by 0 which decreased total open position to 0
On 20 Nov LAURUSLABS was trading at 987.10. The strike last trading price was 45.55, which was 0 lower than the previous day. The implied volatity was 3.49, 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 45.55, 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 14 Nov LAURUSLABS was trading at 999.00. The strike last trading price was 45.55, 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 45.55, which was 0 lower than the previous day. The implied volatity was 3.10, 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 45.55, which was 0 lower than the previous day. The implied volatity was 3.09, 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 45.55, 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 45.55, which was 0 lower than the previous day. The implied volatity was 3.05, 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 45.55, which was 0 lower than the previous day. The implied volatity was 3.48, 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 45.55, 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 1060 PE | |||||||
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Delta: -0.33
Vega: 1.19
Theta: -0.37
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Dec | 1084.80 | 19.9 | -6.35 | 26.87 | 293 | -17 | 124 |
| 23 Dec | 1068.40 | 25 | -3.8 | 26.71 | 135 | 33 | 136 |
| 22 Dec | 1064.20 | 29 | -15 | 26.65 | 134 | 94 | 100 |
| 19 Dec | 1045.20 | 44 | -21.55 | 31.89 | 6 | 4 | 5 |
| 18 Dec | 1015.50 | 65.55 | -64.35 | - | 0 | 0 | 1 |
| 17 Dec | 1010.00 | 65.55 | -64.35 | - | 0 | 0 | 1 |
| 16 Dec | 1001.30 | 65.55 | -64.35 | - | 1 | 0 | 0 |
| 15 Dec | 1004.90 | 129.9 | 0 | - | 0 | 0 | 0 |
| 12 Dec | 1012.30 | 129.9 | 0 | - | 0 | 0 | 0 |
| 11 Dec | 1019.30 | 129.9 | 0 | - | 0 | 0 | 0 |
| 10 Dec | 1018.40 | 129.9 | 0 | - | 0 | 0 | 0 |
| 9 Dec | 1021.40 | 129.9 | 0 | - | 0 | 0 | 0 |
| 8 Dec | 1004.10 | 129.9 | 0 | - | 0 | 0 | 0 |
| 5 Dec | 1026.10 | 129.9 | 0 | - | 0 | 0 | 0 |
| 4 Dec | 1013.50 | 129.9 | 0 | - | 0 | 0 | 0 |
| 3 Dec | 1016.50 | 129.9 | 0 | - | 0 | 0 | 0 |
| 2 Dec | 1020.20 | 129.9 | 0 | - | 0 | 0 | 0 |
| 1 Dec | 1029.40 | 129.9 | 0 | - | 0 | 0 | 0 |
| 28 Nov | 1031.35 | 129.9 | 0 | - | 0 | 0 | 0 |
| 27 Nov | 1003.20 | 129.9 | 0 | - | 0 | 0 | 0 |
| 26 Nov | 986.60 | 129.9 | 0 | - | 0 | 0 | 0 |
| 24 Nov | 979.55 | 129.9 | 0 | - | 0 | 0 | 0 |
| 20 Nov | 987.10 | 129.9 | 0 | - | 0 | 0 | 0 |
| 18 Nov | 1006.90 | 129.9 | 0 | - | 0 | 0 | 0 |
| 14 Nov | 999.00 | 129.9 | 0 | - | 0 | 0 | 0 |
| 12 Nov | 989.25 | 129.9 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 982.15 | 129.9 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 979.80 | 129.9 | 0 | - | 0 | 0 | 0 |
| 4 Nov | 983.15 | 129.9 | 0 | - | 0 | 0 | 0 |
| 3 Nov | 975.40 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 970.35 | 0 | 0 | - | 0 | 0 | 0 |
For Laurus Labs Limited - strike price 1060 expiring on 27JAN2026
Delta for 1060 PE is -0.33
Historical price for 1060 PE is as follows
On 24 Dec LAURUSLABS was trading at 1084.80. The strike last trading price was 19.9, which was -6.35 lower than the previous day. The implied volatity was 26.87, the open interest changed by -17 which decreased total open position to 124
On 23 Dec LAURUSLABS was trading at 1068.40. The strike last trading price was 25, which was -3.8 lower than the previous day. The implied volatity was 26.71, the open interest changed by 33 which increased total open position to 136
On 22 Dec LAURUSLABS was trading at 1064.20. The strike last trading price was 29, which was -15 lower than the previous day. The implied volatity was 26.65, the open interest changed by 94 which increased total open position to 100
On 19 Dec LAURUSLABS was trading at 1045.20. The strike last trading price was 44, which was -21.55 lower than the previous day. The implied volatity was 31.89, the open interest changed by 4 which increased total open position to 5
On 18 Dec LAURUSLABS was trading at 1015.50. The strike last trading price was 65.55, which was -64.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 17 Dec LAURUSLABS was trading at 1010.00. The strike last trading price was 65.55, which was -64.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Dec LAURUSLABS was trading at 1001.30. The strike last trading price was 65.55, which was -64.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 Dec LAURUSLABS was trading at 1004.90. The strike last trading price was 129.9, 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 Dec LAURUSLABS was trading at 1012.30. The strike last trading price was 129.9, 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 Dec LAURUSLABS was trading at 1019.30. The strike last trading price was 129.9, 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 Dec LAURUSLABS was trading at 1018.40. The strike last trading price was 129.9, 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 9 Dec LAURUSLABS was trading at 1021.40. The strike last trading price was 129.9, 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 8 Dec LAURUSLABS was trading at 1004.10. The strike last trading price was 129.9, 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 5 Dec LAURUSLABS was trading at 1026.10. The strike last trading price was 129.9, 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 Dec LAURUSLABS was trading at 1013.50. The strike last trading price was 129.9, 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 Dec LAURUSLABS was trading at 1016.50. The strike last trading price was 129.9, 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 2 Dec LAURUSLABS was trading at 1020.20. The strike last trading price was 129.9, 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 1 Dec LAURUSLABS was trading at 1029.40. The strike last trading price was 129.9, 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 Nov LAURUSLABS was trading at 1031.35. The strike last trading price was 129.9, 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 Nov LAURUSLABS was trading at 1003.20. The strike last trading price was 129.9, 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 26 Nov LAURUSLABS was trading at 986.60. The strike last trading price was 129.9, 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 24 Nov LAURUSLABS was trading at 979.55. The strike last trading price was 129.9, 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 20 Nov LAURUSLABS was trading at 987.10. The strike last trading price was 129.9, 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 18 Nov LAURUSLABS was trading at 1006.90. The strike last trading price was 129.9, 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 14 Nov LAURUSLABS was trading at 999.00. The strike last trading price was 129.9, 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 129.9, 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 129.9, 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 129.9, 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 129.9, 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 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
On 30 Oct LAURUSLABS was trading at 970.35. 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































































































































































































































