[--[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 820 CE
Delta: 0.92
Vega: 0.33
Theta: -0.85
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 1012.30 200 30 71.51 6 -2 26
11 Dec 1019.30 170 8 - 0 0 28
10 Dec 1018.40 170 8 - 0 0 28
8 Dec 1004.10 170 8 - 0 0 28
5 Dec 1026.10 170 8 - 0 0 0
3 Dec 1016.50 170 8 - 0 0 0
2 Dec 1020.20 170 8 - 0 0 0
1 Dec 1029.40 170 8 - 0 0 0
28 Nov 1031.35 170 8 - 0 0 0
27 Nov 1003.20 170 8 - 0 0 0
26 Nov 986.60 170 8 - 0 8 0
25 Nov 977.55 170 8 46.50 8 0 20
24 Nov 979.55 162 -18 - 11 10 19
21 Nov 978.20 180 5.85 - 0 3 0
20 Nov 987.10 180 5.85 43.24 3 1 7
19 Nov 987.50 174.15 87.6 - 6 5 5
18 Nov 1006.90 86.55 0 - 0 0 0
17 Nov 1021.85 86.55 0 - 0 0 0
10 Nov 1001.05 86.55 0 - 0 0 0
3 Nov 975.40 86.55 0 - 0 0 0
31 Oct 953.65 86.55 0 - 0 0 0
30 Oct 970.35 86.55 0 - 0 0 0
28 Oct 959.65 86.55 0 - 0 0 0
27 Oct 940.15 86.55 0 - 0 0 0
24 Oct 926.40 86.55 0 - 0 0 0
16 Oct 872.85 86.55 0 - 0 0 0
15 Oct 875.30 86.55 0 - 0 0 0
14 Oct 877.95 86.55 0 - 0 0 0
13 Oct 874.30 86.55 0 - 0 0 0
10 Oct 876.75 86.55 0 - 0 0 0
9 Oct 865.10 0 0 - 0 0 0
8 Oct 853.85 0 0 - 0 0 0
7 Oct 863.40 0 0 - 0 0 0
6 Oct 863.00 0 0 - 0 0 0
3 Oct 864.40 0 0 - 0 0 0


For Laurus Labs Limited - strike price 820 expiring on 30DEC2025

Delta for 820 CE is 0.92

Historical price for 820 CE is as follows

On 12 Dec LAURUSLABS was trading at 1012.30. The strike last trading price was 200, which was 30 higher than the previous day. The implied volatity was 71.51, the open interest changed by -2 which decreased total open position to 26


On 11 Dec LAURUSLABS was trading at 1019.30. The strike last trading price was 170, which was 8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 28


On 10 Dec LAURUSLABS was trading at 1018.40. The strike last trading price was 170, which was 8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 28


On 8 Dec LAURUSLABS was trading at 1004.10. The strike last trading price was 170, which was 8 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 170, which was 8 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 170, which was 8 higher 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 170, which was 8 higher 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 170, which was 8 higher 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 170, which was 8 higher 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 170, which was 8 higher 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 170, which was 8 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 0


On 25 Nov LAURUSLABS was trading at 977.55. The strike last trading price was 170, which was 8 higher than the previous day. The implied volatity was 46.50, the open interest changed by 0 which decreased total open position to 20


On 24 Nov LAURUSLABS was trading at 979.55. The strike last trading price was 162, which was -18 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 19


On 21 Nov LAURUSLABS was trading at 978.20. The strike last trading price was 180, which was 5.85 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 20 Nov LAURUSLABS was trading at 987.10. The strike last trading price was 180, which was 5.85 higher than the previous day. The implied volatity was 43.24, the open interest changed by 1 which increased total open position to 7


On 19 Nov LAURUSLABS was trading at 987.50. The strike last trading price was 174.15, which was 87.6 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 5


On 18 Nov LAURUSLABS was trading at 1006.90. The strike last trading price was 86.55, 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 17 Nov LAURUSLABS was trading at 1021.85. The strike last trading price was 86.55, 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 10 Nov LAURUSLABS was trading at 1001.05. The strike last trading price was 86.55, 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 3 Nov LAURUSLABS was trading at 975.40. The strike last trading price was 86.55, 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 31 Oct LAURUSLABS was trading at 953.65. The strike last trading price was 86.55, 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 30 Oct LAURUSLABS was trading at 970.35. The strike last trading price was 86.55, 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 28 Oct LAURUSLABS was trading at 959.65. The strike last trading price was 86.55, 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 27 Oct LAURUSLABS was trading at 940.15. The strike last trading price was 86.55, 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 24 Oct LAURUSLABS was trading at 926.40. The strike last trading price was 86.55, 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 16 Oct LAURUSLABS was trading at 872.85. The strike last trading price was 86.55, 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 15 Oct LAURUSLABS was trading at 875.30. The strike last trading price was 86.55, 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 Oct LAURUSLABS was trading at 877.95. The strike last trading price was 86.55, 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 13 Oct LAURUSLABS was trading at 874.30. The strike last trading price was 86.55, 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 10 Oct LAURUSLABS was trading at 876.75. The strike last trading price was 86.55, 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 9 Oct LAURUSLABS was trading at 865.10. 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 8 Oct LAURUSLABS was trading at 853.85. 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 7 Oct LAURUSLABS was trading at 863.40. 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 6 Oct LAURUSLABS was trading at 863.00. 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


On 3 Oct LAURUSLABS was trading at 864.40. 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


LAURUSLABS 30DEC2025 820 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 1012.30 0.25 -0.25 - 0 0 21
11 Dec 1019.30 0.25 -0.25 41.03 20 -6 25
10 Dec 1018.40 0.5 -0.1 - 0 0 31
8 Dec 1004.10 0.5 -0.1 - 0 0 31
5 Dec 1026.10 0.5 -0.1 - 0 0 0
3 Dec 1016.50 0.5 -0.1 37.73 14 -12 33
2 Dec 1020.20 0.6 0 38.28 21 -6 46
1 Dec 1029.40 0.55 0.15 38.64 17 -7 52
28 Nov 1031.35 0.4 -0.35 35.64 7 2 55
27 Nov 1003.20 0.75 -0.15 35.15 55 -24 57
26 Nov 986.60 1 -0.5 33.21 11 4 82
25 Nov 977.55 1.5 -0.05 33.71 7 1 77
24 Nov 979.55 1.55 -0.45 34.53 1 0 76
21 Nov 978.20 2 -0.05 34.53 5 3 74
20 Nov 987.10 2.05 -0.35 35.31 36 33 71
19 Nov 987.50 2.45 0.65 36.06 67 23 35
18 Nov 1006.90 1.8 0.5 35.78 1 0 11
17 Nov 1021.85 1.3 -1.1 36.28 1 0 11
10 Nov 1001.05 2.4 -2.1 34.80 1 0 12
3 Nov 975.40 4.5 0 34.48 2 0 14
31 Oct 953.65 4.5 -0.45 - 1 0 14
30 Oct 970.35 4.95 -3.1 33.15 1 0 14
28 Oct 959.65 8.05 -1.95 - 0 6 0
27 Oct 940.15 8.05 -1.95 33.07 7 6 14
24 Oct 926.40 10 -42.35 32.37 4 6 6
16 Oct 872.85 52.35 0 - 0 0 0
15 Oct 875.30 52.35 0 - 0 0 0
14 Oct 877.95 52.35 0 - 0 0 0
13 Oct 874.30 52.35 0 5.07 0 0 0
10 Oct 876.75 52.35 0 - 0 0 0
9 Oct 865.10 52.35 0 4.40 0 0 0
8 Oct 853.85 52.35 0 - 0 0 0
7 Oct 863.40 52.35 0 - 0 0 0
6 Oct 863.00 0 0 - 0 0 0
3 Oct 864.40 0 0 4.34 0 0 0


For Laurus Labs Limited - strike price 820 expiring on 30DEC2025

Delta for 820 PE is -

Historical price for 820 PE is as follows

On 12 Dec LAURUSLABS was trading at 1012.30. The strike last trading price was 0.25, which was -0.25 lower than the previous day. The implied volatity was -, 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 0.25, which was -0.25 lower than the previous day. The implied volatity was 41.03, the open interest changed by -6 which decreased total open position to 25


On 10 Dec LAURUSLABS was trading at 1018.40. The strike last trading price was 0.5, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 31


On 8 Dec LAURUSLABS was trading at 1004.10. The strike last trading price was 0.5, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 31


On 5 Dec LAURUSLABS was trading at 1026.10. The strike last trading price was 0.5, which was -0.1 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 0.5, which was -0.1 lower than the previous day. The implied volatity was 37.73, the open interest changed by -12 which decreased total open position to 33


On 2 Dec LAURUSLABS was trading at 1020.20. The strike last trading price was 0.6, which was 0 lower than the previous day. The implied volatity was 38.28, the open interest changed by -6 which decreased total open position to 46


On 1 Dec LAURUSLABS was trading at 1029.40. The strike last trading price was 0.55, which was 0.15 higher than the previous day. The implied volatity was 38.64, the open interest changed by -7 which decreased total open position to 52


On 28 Nov LAURUSLABS was trading at 1031.35. The strike last trading price was 0.4, which was -0.35 lower than the previous day. The implied volatity was 35.64, the open interest changed by 2 which increased total open position to 55


On 27 Nov LAURUSLABS was trading at 1003.20. The strike last trading price was 0.75, which was -0.15 lower than the previous day. The implied volatity was 35.15, the open interest changed by -24 which decreased total open position to 57


On 26 Nov LAURUSLABS was trading at 986.60. The strike last trading price was 1, which was -0.5 lower than the previous day. The implied volatity was 33.21, the open interest changed by 4 which increased total open position to 82


On 25 Nov LAURUSLABS was trading at 977.55. The strike last trading price was 1.5, which was -0.05 lower than the previous day. The implied volatity was 33.71, the open interest changed by 1 which increased total open position to 77


On 24 Nov LAURUSLABS was trading at 979.55. The strike last trading price was 1.55, which was -0.45 lower than the previous day. The implied volatity was 34.53, the open interest changed by 0 which decreased total open position to 76


On 21 Nov LAURUSLABS was trading at 978.20. The strike last trading price was 2, which was -0.05 lower than the previous day. The implied volatity was 34.53, the open interest changed by 3 which increased total open position to 74


On 20 Nov LAURUSLABS was trading at 987.10. The strike last trading price was 2.05, which was -0.35 lower than the previous day. The implied volatity was 35.31, the open interest changed by 33 which increased total open position to 71


On 19 Nov LAURUSLABS was trading at 987.50. The strike last trading price was 2.45, which was 0.65 higher than the previous day. The implied volatity was 36.06, the open interest changed by 23 which increased total open position to 35


On 18 Nov LAURUSLABS was trading at 1006.90. The strike last trading price was 1.8, which was 0.5 higher than the previous day. The implied volatity was 35.78, the open interest changed by 0 which decreased total open position to 11


On 17 Nov LAURUSLABS was trading at 1021.85. The strike last trading price was 1.3, which was -1.1 lower than the previous day. The implied volatity was 36.28, the open interest changed by 0 which decreased total open position to 11


On 10 Nov LAURUSLABS was trading at 1001.05. The strike last trading price was 2.4, which was -2.1 lower than the previous day. The implied volatity was 34.80, the open interest changed by 0 which decreased total open position to 12


On 3 Nov LAURUSLABS was trading at 975.40. The strike last trading price was 4.5, which was 0 lower than the previous day. The implied volatity was 34.48, the open interest changed by 0 which decreased total open position to 14


On 31 Oct LAURUSLABS was trading at 953.65. The strike last trading price was 4.5, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14


On 30 Oct LAURUSLABS was trading at 970.35. The strike last trading price was 4.95, which was -3.1 lower than the previous day. The implied volatity was 33.15, the open interest changed by 0 which decreased total open position to 14


On 28 Oct LAURUSLABS was trading at 959.65. The strike last trading price was 8.05, which was -1.95 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 27 Oct LAURUSLABS was trading at 940.15. The strike last trading price was 8.05, which was -1.95 lower than the previous day. The implied volatity was 33.07, the open interest changed by 3 which increased total open position to 7


On 24 Oct LAURUSLABS was trading at 926.40. The strike last trading price was 10, which was -42.35 lower than the previous day. The implied volatity was 32.37, the open interest changed by 3 which increased total open position to 3


On 16 Oct LAURUSLABS was trading at 872.85. The strike last trading price was 52.35, 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 15 Oct LAURUSLABS was trading at 875.30. The strike last trading price was 52.35, 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 Oct LAURUSLABS was trading at 877.95. The strike last trading price was 52.35, 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 13 Oct LAURUSLABS was trading at 874.30. The strike last trading price was 52.35, which was 0 lower than the previous day. The implied volatity was 5.07, the open interest changed by 0 which decreased total open position to 0


On 10 Oct LAURUSLABS was trading at 876.75. The strike last trading price was 52.35, 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 Oct LAURUSLABS was trading at 865.10. The strike last trading price was 52.35, which was 0 lower than the previous day. The implied volatity was 4.40, the open interest changed by 0 which decreased total open position to 0


On 8 Oct LAURUSLABS was trading at 853.85. The strike last trading price was 52.35, 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 Oct LAURUSLABS was trading at 863.40. The strike last trading price was 52.35, 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 Oct LAURUSLABS was trading at 863.00. 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


On 3 Oct LAURUSLABS was trading at 864.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.34, the open interest changed by 0 which decreased total open position to 0