LAURUSLABS
Laurus Labs Limited
Historical option data for LAURUSLABS
09 Jan 2026 04:12 PM IST
| LAURUSLABS 27-JAN-2026 1100 CE | ||||||||||||||||
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Delta: 0.46
Vega: 0.95
Theta: -1.00
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Jan | 1083.00 | 26.2 | -5.85 | 32.73 | 2,896 | 331 | 1,179 | |||||||||
| 8 Jan | 1100.90 | 30.85 | -20.05 | 27.94 | 1,201 | -15 | 798 | |||||||||
| 7 Jan | 1128.50 | 50.05 | 7.65 | 29.17 | 1,187 | -57 | 814 | |||||||||
| 6 Jan | 1115.90 | 42.45 | 6.15 | 28.55 | 1,297 | -166 | 875 | |||||||||
| 5 Jan | 1103.20 | 37.15 | -1.95 | 28.20 | 944 | 191 | 1,043 | |||||||||
| 2 Jan | 1106.50 | 38.2 | -2.3 | 26.48 | 904 | 92 | 853 | |||||||||
| 1 Jan | 1110.40 | 40.95 | 0.4 | 24.92 | 920 | 117 | 815 | |||||||||
| 31 Dec | 1108.00 | 41 | 9.35 | 26.10 | 2,875 | -140 | 699 | |||||||||
| 30 Dec | 1091.90 | 31.6 | 2.75 | 26.16 | 1,759 | 232 | 823 | |||||||||
| 29 Dec | 1081.40 | 28.15 | -2.1 | 26.52 | 652 | 132 | 588 | |||||||||
| 26 Dec | 1085.00 | 30 | -0.3 | 25.21 | 372 | 23 | 451 | |||||||||
| 24 Dec | 1084.80 | 30.05 | 5.6 | 24.10 | 846 | -38 | 428 | |||||||||
| 23 Dec | 1068.40 | 25.3 | 1.5 | 24.93 | 333 | -9 | 475 | |||||||||
| 22 Dec | 1064.20 | 23 | 4.6 | 25.65 | 703 | 169 | 483 | |||||||||
| 19 Dec | 1045.20 | 18.35 | 6.25 | 25.06 | 846 | 215 | 312 | |||||||||
| 18 Dec | 1015.50 | 12 | 0.75 | 26.56 | 52 | 14 | 97 | |||||||||
| 17 Dec | 1010.00 | 11.25 | 1.55 | 27.98 | 43 | 15 | 84 | |||||||||
| 16 Dec | 1001.30 | 9.7 | -2.15 | 27.21 | 21 | 8 | 68 | |||||||||
| 15 Dec | 1004.90 | 11.55 | -3.45 | 28.17 | 72 | 40 | 60 | |||||||||
| 12 Dec | 1012.30 | 15 | -2 | 28.79 | 1 | 0 | 21 | |||||||||
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| 11 Dec | 1019.30 | 17 | 0.1 | 28.12 | 4 | 0 | 21 | |||||||||
| 10 Dec | 1018.40 | 16.9 | -0.6 | 28.00 | 3 | 0 | 22 | |||||||||
| 9 Dec | 1021.40 | 17.5 | 0.05 | 27.78 | 7 | 2 | 21 | |||||||||
| 8 Dec | 1004.10 | 17.45 | 0.8 | - | 0 | 0 | 19 | |||||||||
| 5 Dec | 1026.10 | 17.45 | 0.8 | 24.83 | 9 | 6 | 17 | |||||||||
| 4 Dec | 1013.50 | 16.65 | -1.4 | 27.25 | 4 | 0 | 10 | |||||||||
| 3 Dec | 1016.50 | 18.05 | -0.85 | 26.53 | 2 | 0 | 11 | |||||||||
| 2 Dec | 1020.20 | 18.9 | -6.8 | 26.79 | 1 | 0 | 11 | |||||||||
| 1 Dec | 1029.40 | 25.7 | 8 | - | 0 | 7 | 0 | |||||||||
| 28 Nov | 1031.35 | 25.7 | 8 | 27.27 | 10 | 7 | 11 | |||||||||
| 27 Nov | 1003.20 | 17.7 | 4.25 | 26.84 | 8 | 1 | 5 | |||||||||
| 26 Nov | 986.60 | 13.45 | -21.45 | 27.50 | 4 | 3 | 3 | |||||||||
| 24 Nov | 979.55 | 34.9 | 0 | 6.34 | 0 | 0 | 0 | |||||||||
| 20 Nov | 987.10 | 34.9 | 0 | 5.73 | 0 | 0 | 0 | |||||||||
| 18 Nov | 1006.90 | 34.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 999.00 | 34.9 | 0 | - | 0 | 0 | 0 | |||||||||
For Laurus Labs Limited - strike price 1100 expiring on 27JAN2026
Delta for 1100 CE is 0.46
Historical price for 1100 CE is as follows
On 9 Jan LAURUSLABS was trading at 1083.00. The strike last trading price was 26.2, which was -5.85 lower than the previous day. The implied volatity was 32.73, the open interest changed by 331 which increased total open position to 1179
On 8 Jan LAURUSLABS was trading at 1100.90. The strike last trading price was 30.85, which was -20.05 lower than the previous day. The implied volatity was 27.94, the open interest changed by -15 which decreased total open position to 798
On 7 Jan LAURUSLABS was trading at 1128.50. The strike last trading price was 50.05, which was 7.65 higher than the previous day. The implied volatity was 29.17, the open interest changed by -57 which decreased total open position to 814
On 6 Jan LAURUSLABS was trading at 1115.90. The strike last trading price was 42.45, which was 6.15 higher than the previous day. The implied volatity was 28.55, the open interest changed by -166 which decreased total open position to 875
On 5 Jan LAURUSLABS was trading at 1103.20. The strike last trading price was 37.15, which was -1.95 lower than the previous day. The implied volatity was 28.20, the open interest changed by 191 which increased total open position to 1043
On 2 Jan LAURUSLABS was trading at 1106.50. The strike last trading price was 38.2, which was -2.3 lower than the previous day. The implied volatity was 26.48, the open interest changed by 92 which increased total open position to 853
On 1 Jan LAURUSLABS was trading at 1110.40. The strike last trading price was 40.95, which was 0.4 higher than the previous day. The implied volatity was 24.92, the open interest changed by 117 which increased total open position to 815
On 31 Dec LAURUSLABS was trading at 1108.00. The strike last trading price was 41, which was 9.35 higher than the previous day. The implied volatity was 26.10, the open interest changed by -140 which decreased total open position to 699
On 30 Dec LAURUSLABS was trading at 1091.90. The strike last trading price was 31.6, which was 2.75 higher than the previous day. The implied volatity was 26.16, the open interest changed by 232 which increased total open position to 823
On 29 Dec LAURUSLABS was trading at 1081.40. The strike last trading price was 28.15, which was -2.1 lower than the previous day. The implied volatity was 26.52, the open interest changed by 132 which increased total open position to 588
On 26 Dec LAURUSLABS was trading at 1085.00. The strike last trading price was 30, which was -0.3 lower than the previous day. The implied volatity was 25.21, the open interest changed by 23 which increased total open position to 451
On 24 Dec LAURUSLABS was trading at 1084.80. The strike last trading price was 30.05, which was 5.6 higher than the previous day. The implied volatity was 24.10, the open interest changed by -38 which decreased total open position to 428
On 23 Dec LAURUSLABS was trading at 1068.40. The strike last trading price was 25.3, which was 1.5 higher than the previous day. The implied volatity was 24.93, the open interest changed by -9 which decreased total open position to 475
On 22 Dec LAURUSLABS was trading at 1064.20. The strike last trading price was 23, which was 4.6 higher than the previous day. The implied volatity was 25.65, the open interest changed by 169 which increased total open position to 483
On 19 Dec LAURUSLABS was trading at 1045.20. The strike last trading price was 18.35, which was 6.25 higher than the previous day. The implied volatity was 25.06, the open interest changed by 215 which increased total open position to 312
On 18 Dec LAURUSLABS was trading at 1015.50. The strike last trading price was 12, which was 0.75 higher than the previous day. The implied volatity was 26.56, the open interest changed by 14 which increased total open position to 97
On 17 Dec LAURUSLABS was trading at 1010.00. The strike last trading price was 11.25, which was 1.55 higher than the previous day. The implied volatity was 27.98, the open interest changed by 15 which increased total open position to 84
On 16 Dec LAURUSLABS was trading at 1001.30. The strike last trading price was 9.7, which was -2.15 lower than the previous day. The implied volatity was 27.21, the open interest changed by 8 which increased total open position to 68
On 15 Dec LAURUSLABS was trading at 1004.90. The strike last trading price was 11.55, which was -3.45 lower than the previous day. The implied volatity was 28.17, the open interest changed by 40 which increased total open position to 60
On 12 Dec LAURUSLABS was trading at 1012.30. The strike last trading price was 15, which was -2 lower than the previous day. The implied volatity was 28.79, the open interest changed by 0 which decreased total open position to 21
On 11 Dec LAURUSLABS was trading at 1019.30. The strike last trading price was 17, which was 0.1 higher than the previous day. The implied volatity was 28.12, the open interest changed by 0 which decreased total open position to 21
On 10 Dec LAURUSLABS was trading at 1018.40. The strike last trading price was 16.9, which was -0.6 lower than the previous day. The implied volatity was 28.00, the open interest changed by 0 which decreased total open position to 22
On 9 Dec LAURUSLABS was trading at 1021.40. The strike last trading price was 17.5, which was 0.05 higher than the previous day. The implied volatity was 27.78, the open interest changed by 2 which increased total open position to 21
On 8 Dec LAURUSLABS was trading at 1004.10. The strike last trading price was 17.45, which was 0.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19
On 5 Dec LAURUSLABS was trading at 1026.10. The strike last trading price was 17.45, which was 0.8 higher than the previous day. The implied volatity was 24.83, the open interest changed by 6 which increased total open position to 17
On 4 Dec LAURUSLABS was trading at 1013.50. The strike last trading price was 16.65, which was -1.4 lower than the previous day. The implied volatity was 27.25, the open interest changed by 0 which decreased total open position to 10
On 3 Dec LAURUSLABS was trading at 1016.50. The strike last trading price was 18.05, which was -0.85 lower than the previous day. The implied volatity was 26.53, the open interest changed by 0 which decreased total open position to 11
On 2 Dec LAURUSLABS was trading at 1020.20. The strike last trading price was 18.9, which was -6.8 lower than the previous day. The implied volatity was 26.79, the open interest changed by 0 which decreased total open position to 11
On 1 Dec LAURUSLABS was trading at 1029.40. The strike last trading price was 25.7, which was 8 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 0
On 28 Nov LAURUSLABS was trading at 1031.35. The strike last trading price was 25.7, which was 8 higher than the previous day. The implied volatity was 27.27, the open interest changed by 7 which increased total open position to 11
On 27 Nov LAURUSLABS was trading at 1003.20. The strike last trading price was 17.7, which was 4.25 higher than the previous day. The implied volatity was 26.84, the open interest changed by 1 which increased total open position to 5
On 26 Nov LAURUSLABS was trading at 986.60. The strike last trading price was 13.45, which was -21.45 lower than the previous day. The implied volatity was 27.50, the open interest changed by 3 which increased total open position to 3
On 24 Nov LAURUSLABS was trading at 979.55. The strike last trading price was 34.9, which was 0 lower than the previous day. The implied volatity was 6.34, 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 34.9, which was 0 lower than the previous day. The implied volatity was 5.73, 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 34.9, 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 34.9, 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
| LAURUSLABS 27JAN2026 1100 PE | |||||||
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Delta: -0.54
Vega: 0.95
Theta: -0.74
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Jan | 1083.00 | 39.1 | 12.7 | 34.31 | 2,133 | -145 | 1,057 |
| 8 Jan | 1100.90 | 26.65 | 10.8 | 30.68 | 1,531 | 286 | 1,204 |
| 7 Jan | 1128.50 | 15.5 | -5.2 | 28.28 | 1,344 | 158 | 917 |
| 6 Jan | 1115.90 | 20 | -6.85 | 28.12 | 946 | 206 | 763 |
| 5 Jan | 1103.20 | 26.35 | 0.45 | 30.00 | 500 | -28 | 559 |
| 2 Jan | 1106.50 | 26.2 | 0.95 | 28.70 | 693 | -8 | 592 |
| 1 Jan | 1110.40 | 25.3 | -1.2 | 29.65 | 877 | 102 | 595 |
| 31 Dec | 1108.00 | 25.45 | -9.45 | 28.21 | 1,262 | 220 | 493 |
| 30 Dec | 1091.90 | 34.8 | -4.2 | 28.90 | 313 | 72 | 280 |
| 29 Dec | 1081.40 | 38.95 | 2.15 | 28.09 | 87 | 25 | 208 |
| 26 Dec | 1085.00 | 37.7 | 0.05 | 27.40 | 69 | 23 | 183 |
| 24 Dec | 1084.80 | 38.1 | -8.85 | 27.31 | 176 | 114 | 160 |
| 23 Dec | 1068.40 | 46.3 | -4.2 | 27.68 | 30 | 9 | 45 |
| 22 Dec | 1064.20 | 51 | -16 | 26.97 | 34 | 17 | 36 |
| 19 Dec | 1045.20 | 67 | -20 | 31.51 | 1 | 0 | 18 |
| 18 Dec | 1015.50 | 87 | 7.25 | - | 0 | 0 | 18 |
| 17 Dec | 1010.00 | 87 | 7.25 | - | 0 | 0 | 18 |
| 16 Dec | 1001.30 | 87 | 7.25 | - | 0 | 0 | 18 |
| 15 Dec | 1004.90 | 87 | 7.25 | - | 0 | 0 | 0 |
| 12 Dec | 1012.30 | 87 | 7.25 | 25.07 | 2 | 0 | 16 |
| 11 Dec | 1019.30 | 79.75 | 2.85 | 24.62 | 9 | 6 | 19 |
| 10 Dec | 1018.40 | 76.9 | -19.1 | 20.99 | 3 | 0 | 10 |
| 9 Dec | 1021.40 | 96 | 10 | - | 0 | 4 | 0 |
| 8 Dec | 1004.10 | 96 | 10 | 28.59 | 4 | 2 | 8 |
| 5 Dec | 1026.10 | 86 | 2 | - | 0 | 0 | 0 |
| 4 Dec | 1013.50 | 86 | 2 | - | 0 | 0 | 0 |
| 3 Dec | 1016.50 | 86 | 2 | - | 0 | 4 | 0 |
| 2 Dec | 1020.20 | 86 | 2 | 28.33 | 4 | 2 | 4 |
| 1 Dec | 1029.40 | 84 | 2 | 31.26 | 1 | 0 | 1 |
| 28 Nov | 1031.35 | 82 | -76.65 | - | 1 | 0 | 0 |
| 27 Nov | 1003.20 | 158.65 | 0 | - | 0 | 0 | 0 |
| 26 Nov | 986.60 | 158.65 | 0 | - | 0 | 0 | 0 |
| 24 Nov | 979.55 | 158.65 | 0 | - | 0 | 0 | 0 |
| 20 Nov | 987.10 | 158.65 | 0 | - | 0 | 0 | 0 |
| 18 Nov | 1006.90 | 158.65 | 0 | - | 0 | 0 | 0 |
| 14 Nov | 999.00 | 0 | 0 | - | 0 | 0 | 0 |
For Laurus Labs Limited - strike price 1100 expiring on 27JAN2026
Delta for 1100 PE is -0.54
Historical price for 1100 PE is as follows
On 9 Jan LAURUSLABS was trading at 1083.00. The strike last trading price was 39.1, which was 12.7 higher than the previous day. The implied volatity was 34.31, the open interest changed by -145 which decreased total open position to 1057
On 8 Jan LAURUSLABS was trading at 1100.90. The strike last trading price was 26.65, which was 10.8 higher than the previous day. The implied volatity was 30.68, the open interest changed by 286 which increased total open position to 1204
On 7 Jan LAURUSLABS was trading at 1128.50. The strike last trading price was 15.5, which was -5.2 lower than the previous day. The implied volatity was 28.28, the open interest changed by 158 which increased total open position to 917
On 6 Jan LAURUSLABS was trading at 1115.90. The strike last trading price was 20, which was -6.85 lower than the previous day. The implied volatity was 28.12, the open interest changed by 206 which increased total open position to 763
On 5 Jan LAURUSLABS was trading at 1103.20. The strike last trading price was 26.35, which was 0.45 higher than the previous day. The implied volatity was 30.00, the open interest changed by -28 which decreased total open position to 559
On 2 Jan LAURUSLABS was trading at 1106.50. The strike last trading price was 26.2, which was 0.95 higher than the previous day. The implied volatity was 28.70, the open interest changed by -8 which decreased total open position to 592
On 1 Jan LAURUSLABS was trading at 1110.40. The strike last trading price was 25.3, which was -1.2 lower than the previous day. The implied volatity was 29.65, the open interest changed by 102 which increased total open position to 595
On 31 Dec LAURUSLABS was trading at 1108.00. The strike last trading price was 25.45, which was -9.45 lower than the previous day. The implied volatity was 28.21, the open interest changed by 220 which increased total open position to 493
On 30 Dec LAURUSLABS was trading at 1091.90. The strike last trading price was 34.8, which was -4.2 lower than the previous day. The implied volatity was 28.90, the open interest changed by 72 which increased total open position to 280
On 29 Dec LAURUSLABS was trading at 1081.40. The strike last trading price was 38.95, which was 2.15 higher than the previous day. The implied volatity was 28.09, the open interest changed by 25 which increased total open position to 208
On 26 Dec LAURUSLABS was trading at 1085.00. The strike last trading price was 37.7, which was 0.05 higher than the previous day. The implied volatity was 27.40, the open interest changed by 23 which increased total open position to 183
On 24 Dec LAURUSLABS was trading at 1084.80. The strike last trading price was 38.1, which was -8.85 lower than the previous day. The implied volatity was 27.31, the open interest changed by 114 which increased total open position to 160
On 23 Dec LAURUSLABS was trading at 1068.40. The strike last trading price was 46.3, which was -4.2 lower than the previous day. The implied volatity was 27.68, the open interest changed by 9 which increased total open position to 45
On 22 Dec LAURUSLABS was trading at 1064.20. The strike last trading price was 51, which was -16 lower than the previous day. The implied volatity was 26.97, the open interest changed by 17 which increased total open position to 36
On 19 Dec LAURUSLABS was trading at 1045.20. The strike last trading price was 67, which was -20 lower than the previous day. The implied volatity was 31.51, the open interest changed by 0 which decreased total open position to 18
On 18 Dec LAURUSLABS was trading at 1015.50. The strike last trading price was 87, which was 7.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18
On 17 Dec LAURUSLABS was trading at 1010.00. The strike last trading price was 87, which was 7.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18
On 16 Dec LAURUSLABS was trading at 1001.30. The strike last trading price was 87, which was 7.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18
On 15 Dec LAURUSLABS was trading at 1004.90. The strike last trading price was 87, which was 7.25 higher 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 87, which was 7.25 higher than the previous day. The implied volatity was 25.07, the open interest changed by 0 which decreased total open position to 16
On 11 Dec LAURUSLABS was trading at 1019.30. The strike last trading price was 79.75, which was 2.85 higher than the previous day. The implied volatity was 24.62, the open interest changed by 6 which increased total open position to 19
On 10 Dec LAURUSLABS was trading at 1018.40. The strike last trading price was 76.9, which was -19.1 lower than the previous day. The implied volatity was 20.99, the open interest changed by 0 which decreased total open position to 10
On 9 Dec LAURUSLABS was trading at 1021.40. The strike last trading price was 96, which was 10 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 8 Dec LAURUSLABS was trading at 1004.10. The strike last trading price was 96, which was 10 higher than the previous day. The implied volatity was 28.59, the open interest changed by 2 which increased total open position to 8
On 5 Dec LAURUSLABS was trading at 1026.10. The strike last trading price was 86, which was 2 higher 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 86, which was 2 higher 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 86, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 2 Dec LAURUSLABS was trading at 1020.20. The strike last trading price was 86, which was 2 higher than the previous day. The implied volatity was 28.33, the open interest changed by 2 which increased total open position to 4
On 1 Dec LAURUSLABS was trading at 1029.40. The strike last trading price was 84, which was 2 higher than the previous day. The implied volatity was 31.26, the open interest changed by 0 which decreased total open position to 1
On 28 Nov LAURUSLABS was trading at 1031.35. The strike last trading price was 82, which was -76.65 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 158.65, 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 158.65, 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 158.65, 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 158.65, 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 158.65, 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 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































































































































































































































