[--[65.84.65.76]--]

LAURUSLABS

Laurus Labs Limited
1083 -17.90 (-1.63%)
L: 1079.6 H: 1107.8

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Historical option data for LAURUSLABS

09 Jan 2026 04:12 PM IST
LAURUSLABS 27-JAN-2026 1100 CE
Delta: 0.46
Vega: 0.95
Theta: -1.00
Gamma: 0.01
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
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
Delta: -0.54
Vega: 0.95
Theta: -0.74
Gamma: 0.00
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