[--[65.84.65.76]--]

LAURUSLABS

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

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Historical option data for LAURUSLABS

12 Dec 2025 04:12 PM IST
LAURUSLABS 30-DEC-2025 940 CE
Delta: 0.83
Vega: 0.57
Theta: -0.81
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 1012.30 82.95 -14.05 38.27 6 -5 50
11 Dec 1019.30 97 7 47.88 1 0 56
10 Dec 1018.40 90 23 - 0 0 56
9 Dec 1021.40 90 23 33.27 3 0 56
8 Dec 1004.10 67 -17 - 6 -2 56
5 Dec 1026.10 84 4 - 0 2 0
4 Dec 1013.50 84 4 29.73 8 0 56
3 Dec 1016.50 80 -8.5 - 2 0 58
2 Dec 1020.20 88.5 -14 24.60 2 0 59
1 Dec 1029.40 103 28.1 - 0 18 0
28 Nov 1031.35 103 28.1 23.95 291 18 59
27 Nov 1003.20 74.9 16.1 - 5 0 41
26 Nov 986.60 58.8 0.45 - 0 -8 0
25 Nov 977.55 58.8 0.45 27.32 9 -8 41
24 Nov 979.55 58.55 -11.05 - 0 20 0
21 Nov 978.20 58.55 -11.05 21.99 24 11 40
20 Nov 987.10 69.95 -1.15 27.56 5 3 27
19 Nov 987.50 71.1 -20.9 28.85 9 4 24
18 Nov 1006.90 92 20 - 0 0 0
17 Nov 1021.85 92 20 - 0 3 0
14 Nov 999.00 92 20 35.03 5 4 21
13 Nov 997.05 72 -5 - 0 0 0
12 Nov 989.25 72 -5 - 0 -2 0
11 Nov 985.70 72 -5 25.24 7 -4 15
10 Nov 1001.05 77 5.4 18.02 2 1 19
7 Nov 982.15 71.6 13.6 24.59 5 -4 19
6 Nov 979.80 58 0.85 - 0 0 0
4 Nov 983.15 58 0.85 - 0 0 0
3 Nov 975.40 58 0.85 - 0 3 0
31 Oct 953.65 58 0.85 - 5 -1 19
30 Oct 970.35 57.15 -3.4 19.24 9 3 19
29 Oct 961.70 60 8.4 25.56 5 0 16
28 Oct 959.65 51.6 3 18.96 1 0 14
27 Oct 940.15 48.6 20.6 25.26 8 8 12
23 Oct 934.40 28 -10.5 - 0 0 0
16 Oct 872.85 28 -10.5 - 0 0 0
15 Oct 875.30 28 -10.5 - 0 0 0
14 Oct 877.95 28 -10.5 - 0 4 0
13 Oct 874.30 28 -10.5 28.77 2 0 0
10 Oct 876.75 38.5 0 2.89 0 0 0
9 Oct 865.10 38.5 0 3.62 0 0 0
8 Oct 853.85 38.5 0 - 0 0 0
7 Oct 863.40 38.5 0 - 0 0 0
6 Oct 863.00 0 0 - 0 0 0
3 Oct 864.40 0 0 3.42 0 0 0


For Laurus Labs Limited - strike price 940 expiring on 30DEC2025

Delta for 940 CE is 0.83

Historical price for 940 CE is as follows

On 12 Dec LAURUSLABS was trading at 1012.30. The strike last trading price was 82.95, which was -14.05 lower than the previous day. The implied volatity was 38.27, the open interest changed by -5 which decreased total open position to 50


On 11 Dec LAURUSLABS was trading at 1019.30. The strike last trading price was 97, which was 7 higher than the previous day. The implied volatity was 47.88, the open interest changed by 0 which decreased total open position to 56


On 10 Dec LAURUSLABS was trading at 1018.40. The strike last trading price was 90, which was 23 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 56


On 9 Dec LAURUSLABS was trading at 1021.40. The strike last trading price was 90, which was 23 higher than the previous day. The implied volatity was 33.27, the open interest changed by 0 which decreased total open position to 56


On 8 Dec LAURUSLABS was trading at 1004.10. The strike last trading price was 67, which was -17 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 56


On 5 Dec LAURUSLABS was trading at 1026.10. The strike last trading price was 84, which was 4 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 4 Dec LAURUSLABS was trading at 1013.50. The strike last trading price was 84, which was 4 higher than the previous day. The implied volatity was 29.73, the open interest changed by 0 which decreased total open position to 56


On 3 Dec LAURUSLABS was trading at 1016.50. The strike last trading price was 80, which was -8.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 58


On 2 Dec LAURUSLABS was trading at 1020.20. The strike last trading price was 88.5, which was -14 lower than the previous day. The implied volatity was 24.60, the open interest changed by 0 which decreased total open position to 59


On 1 Dec LAURUSLABS was trading at 1029.40. The strike last trading price was 103, which was 28.1 higher than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 0


On 28 Nov LAURUSLABS was trading at 1031.35. The strike last trading price was 103, which was 28.1 higher than the previous day. The implied volatity was 23.95, the open interest changed by 18 which increased total open position to 59


On 27 Nov LAURUSLABS was trading at 1003.20. The strike last trading price was 74.9, which was 16.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 41


On 26 Nov LAURUSLABS was trading at 986.60. The strike last trading price was 58.8, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 0


On 25 Nov LAURUSLABS was trading at 977.55. The strike last trading price was 58.8, which was 0.45 higher than the previous day. The implied volatity was 27.32, the open interest changed by -8 which decreased total open position to 41


On 24 Nov LAURUSLABS was trading at 979.55. The strike last trading price was 58.55, which was -11.05 lower than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 0


On 21 Nov LAURUSLABS was trading at 978.20. The strike last trading price was 58.55, which was -11.05 lower than the previous day. The implied volatity was 21.99, the open interest changed by 11 which increased total open position to 40


On 20 Nov LAURUSLABS was trading at 987.10. The strike last trading price was 69.95, which was -1.15 lower than the previous day. The implied volatity was 27.56, the open interest changed by 3 which increased total open position to 27


On 19 Nov LAURUSLABS was trading at 987.50. The strike last trading price was 71.1, which was -20.9 lower than the previous day. The implied volatity was 28.85, the open interest changed by 4 which increased total open position to 24


On 18 Nov LAURUSLABS was trading at 1006.90. The strike last trading price was 92, which was 20 higher 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 92, which was 20 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 14 Nov LAURUSLABS was trading at 999.00. The strike last trading price was 92, which was 20 higher than the previous day. The implied volatity was 35.03, the open interest changed by 4 which increased total open position to 21


On 13 Nov LAURUSLABS was trading at 997.05. The strike last trading price was 72, which was -5 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 72, which was -5 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0


On 11 Nov LAURUSLABS was trading at 985.70. The strike last trading price was 72, which was -5 lower than the previous day. The implied volatity was 25.24, the open interest changed by -4 which decreased total open position to 15


On 10 Nov LAURUSLABS was trading at 1001.05. The strike last trading price was 77, which was 5.4 higher than the previous day. The implied volatity was 18.02, the open interest changed by 1 which increased total open position to 19


On 7 Nov LAURUSLABS was trading at 982.15. The strike last trading price was 71.6, which was 13.6 higher than the previous day. The implied volatity was 24.59, the open interest changed by -4 which decreased total open position to 19


On 6 Nov LAURUSLABS was trading at 979.80. The strike last trading price was 58, which was 0.85 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 58, which was 0.85 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 58, which was 0.85 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 31 Oct LAURUSLABS was trading at 953.65. The strike last trading price was 58, which was 0.85 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 19


On 30 Oct LAURUSLABS was trading at 970.35. The strike last trading price was 57.15, which was -3.4 lower than the previous day. The implied volatity was 19.24, the open interest changed by 3 which increased total open position to 19


On 29 Oct LAURUSLABS was trading at 961.70. The strike last trading price was 60, which was 8.4 higher than the previous day. The implied volatity was 25.56, the open interest changed by 0 which decreased total open position to 16


On 28 Oct LAURUSLABS was trading at 959.65. The strike last trading price was 51.6, which was 3 higher than the previous day. The implied volatity was 18.96, the open interest changed by 0 which decreased total open position to 7


On 27 Oct LAURUSLABS was trading at 940.15. The strike last trading price was 48.6, which was 20.6 higher than the previous day. The implied volatity was 25.26, the open interest changed by 4 which increased total open position to 6


On 23 Oct LAURUSLABS was trading at 934.40. The strike last trading price was 28, which was -10.5 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 28, which was -10.5 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 28, which was -10.5 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 28, which was -10.5 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 13 Oct LAURUSLABS was trading at 874.30. The strike last trading price was 28, which was -10.5 lower than the previous day. The implied volatity was 28.77, 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 38.5, which was 0 lower than the previous day. The implied volatity was 2.89, 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 38.5, which was 0 lower than the previous day. The implied volatity was 3.62, 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 38.5, 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 38.5, 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 3.42, the open interest changed by 0 which decreased total open position to 0


LAURUSLABS 30DEC2025 940 PE
Delta: -0.10
Vega: 0.40
Theta: -0.29
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 1012.30 3.15 0.65 28.57 50 3 137
11 Dec 1019.30 2.5 -0.5 27.78 41 -5 135
10 Dec 1018.40 3 0.05 28.32 64 0 139
9 Dec 1021.40 2.95 -2 27.74 114 -41 136
8 Dec 1004.10 4.9 1.85 27.62 126 11 179
5 Dec 1026.10 3.1 -1.65 27.54 43 -1 167
4 Dec 1013.50 4.75 0 27.07 42 0 168
3 Dec 1016.50 4.5 -0.65 27.70 104 2 169
2 Dec 1020.20 5.15 0.65 28.45 47 -1 167
1 Dec 1029.40 4.3 0.1 28.55 218 46 168
28 Nov 1031.35 4.05 -3.15 27.69 211 -22 126
27 Nov 1003.20 6.45 -4.3 26.14 259 2 148
26 Nov 986.60 11.45 -2.85 26.79 242 19 146
25 Nov 977.55 14.9 -0.4 27.38 123 19 127
24 Nov 979.55 14.3 -2.2 28.57 63 15 109
21 Nov 978.20 16.05 1.3 28.35 72 38 96
20 Nov 987.10 14.75 -1 28.57 53 -3 58
19 Nov 987.50 16 4.4 29.22 37 6 62
18 Nov 1006.90 12.5 4.95 30.05 49 9 56
17 Nov 1021.85 7.6 -4.35 28.14 25 5 44
14 Nov 999.00 11.95 -1.65 27.40 15 6 38
13 Nov 997.05 13.6 -0.9 28.40 21 -4 33
12 Nov 989.25 14.5 -1.7 27.20 2 0 37
11 Nov 985.70 16.2 2.3 27.96 7 -2 37
10 Nov 1001.05 13.9 -5.6 28.34 26 14 42
7 Nov 982.15 19.5 -1.2 29.07 7 5 30
6 Nov 979.80 20.7 -1.55 28.43 13 6 24
4 Nov 983.15 22.25 -0.6 30.46 30 -15 28
3 Nov 975.40 22.9 -6 29.11 25 4 44
31 Oct 953.65 28.9 2.2 - 5 3 40
30 Oct 970.35 26.5 -4.2 29.39 28 11 28
29 Oct 961.70 30.8 -4.3 30.05 17 14 18
28 Oct 959.65 35.1 -87.35 32.97 2 2 2
27 Oct 940.15 122.45 0 1.30 0 0 0
23 Oct 934.40 122.45 0 1.28 0 0 0
16 Oct 872.85 122.45 0 - 0 0 0
15 Oct 875.30 122.45 0 - 0 0 0
14 Oct 877.95 122.45 0 - 0 0 0
13 Oct 874.30 122.45 0 - 0 0 0
10 Oct 876.75 122.45 0 - 0 0 0
9 Oct 865.10 122.45 0 - 0 0 0
8 Oct 853.85 122.45 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 940 expiring on 30DEC2025

Delta for 940 PE is -0.10

Historical price for 940 PE is as follows

On 12 Dec LAURUSLABS was trading at 1012.30. The strike last trading price was 3.15, which was 0.65 higher than the previous day. The implied volatity was 28.57, the open interest changed by 3 which increased total open position to 137


On 11 Dec LAURUSLABS was trading at 1019.30. The strike last trading price was 2.5, which was -0.5 lower than the previous day. The implied volatity was 27.78, the open interest changed by -5 which decreased total open position to 135


On 10 Dec LAURUSLABS was trading at 1018.40. The strike last trading price was 3, which was 0.05 higher than the previous day. The implied volatity was 28.32, the open interest changed by 0 which decreased total open position to 139


On 9 Dec LAURUSLABS was trading at 1021.40. The strike last trading price was 2.95, which was -2 lower than the previous day. The implied volatity was 27.74, the open interest changed by -41 which decreased total open position to 136


On 8 Dec LAURUSLABS was trading at 1004.10. The strike last trading price was 4.9, which was 1.85 higher than the previous day. The implied volatity was 27.62, the open interest changed by 11 which increased total open position to 179


On 5 Dec LAURUSLABS was trading at 1026.10. The strike last trading price was 3.1, which was -1.65 lower than the previous day. The implied volatity was 27.54, the open interest changed by -1 which decreased total open position to 167


On 4 Dec LAURUSLABS was trading at 1013.50. The strike last trading price was 4.75, which was 0 lower than the previous day. The implied volatity was 27.07, the open interest changed by 0 which decreased total open position to 168


On 3 Dec LAURUSLABS was trading at 1016.50. The strike last trading price was 4.5, which was -0.65 lower than the previous day. The implied volatity was 27.70, the open interest changed by 2 which increased total open position to 169


On 2 Dec LAURUSLABS was trading at 1020.20. The strike last trading price was 5.15, which was 0.65 higher than the previous day. The implied volatity was 28.45, the open interest changed by -1 which decreased total open position to 167


On 1 Dec LAURUSLABS was trading at 1029.40. The strike last trading price was 4.3, which was 0.1 higher than the previous day. The implied volatity was 28.55, the open interest changed by 46 which increased total open position to 168


On 28 Nov LAURUSLABS was trading at 1031.35. The strike last trading price was 4.05, which was -3.15 lower than the previous day. The implied volatity was 27.69, the open interest changed by -22 which decreased total open position to 126


On 27 Nov LAURUSLABS was trading at 1003.20. The strike last trading price was 6.45, which was -4.3 lower than the previous day. The implied volatity was 26.14, the open interest changed by 2 which increased total open position to 148


On 26 Nov LAURUSLABS was trading at 986.60. The strike last trading price was 11.45, which was -2.85 lower than the previous day. The implied volatity was 26.79, the open interest changed by 19 which increased total open position to 146


On 25 Nov LAURUSLABS was trading at 977.55. The strike last trading price was 14.9, which was -0.4 lower than the previous day. The implied volatity was 27.38, the open interest changed by 19 which increased total open position to 127


On 24 Nov LAURUSLABS was trading at 979.55. The strike last trading price was 14.3, which was -2.2 lower than the previous day. The implied volatity was 28.57, the open interest changed by 15 which increased total open position to 109


On 21 Nov LAURUSLABS was trading at 978.20. The strike last trading price was 16.05, which was 1.3 higher than the previous day. The implied volatity was 28.35, the open interest changed by 38 which increased total open position to 96


On 20 Nov LAURUSLABS was trading at 987.10. The strike last trading price was 14.75, which was -1 lower than the previous day. The implied volatity was 28.57, the open interest changed by -3 which decreased total open position to 58


On 19 Nov LAURUSLABS was trading at 987.50. The strike last trading price was 16, which was 4.4 higher than the previous day. The implied volatity was 29.22, the open interest changed by 6 which increased total open position to 62


On 18 Nov LAURUSLABS was trading at 1006.90. The strike last trading price was 12.5, which was 4.95 higher than the previous day. The implied volatity was 30.05, the open interest changed by 9 which increased total open position to 56


On 17 Nov LAURUSLABS was trading at 1021.85. The strike last trading price was 7.6, which was -4.35 lower than the previous day. The implied volatity was 28.14, the open interest changed by 5 which increased total open position to 44


On 14 Nov LAURUSLABS was trading at 999.00. The strike last trading price was 11.95, which was -1.65 lower than the previous day. The implied volatity was 27.40, the open interest changed by 6 which increased total open position to 38


On 13 Nov LAURUSLABS was trading at 997.05. The strike last trading price was 13.6, which was -0.9 lower than the previous day. The implied volatity was 28.40, the open interest changed by -4 which decreased total open position to 33


On 12 Nov LAURUSLABS was trading at 989.25. The strike last trading price was 14.5, which was -1.7 lower than the previous day. The implied volatity was 27.20, the open interest changed by 0 which decreased total open position to 37


On 11 Nov LAURUSLABS was trading at 985.70. The strike last trading price was 16.2, which was 2.3 higher than the previous day. The implied volatity was 27.96, the open interest changed by -2 which decreased total open position to 37


On 10 Nov LAURUSLABS was trading at 1001.05. The strike last trading price was 13.9, which was -5.6 lower than the previous day. The implied volatity was 28.34, the open interest changed by 14 which increased total open position to 42


On 7 Nov LAURUSLABS was trading at 982.15. The strike last trading price was 19.5, which was -1.2 lower than the previous day. The implied volatity was 29.07, the open interest changed by 5 which increased total open position to 30


On 6 Nov LAURUSLABS was trading at 979.80. The strike last trading price was 20.7, which was -1.55 lower than the previous day. The implied volatity was 28.43, the open interest changed by 6 which increased total open position to 24


On 4 Nov LAURUSLABS was trading at 983.15. The strike last trading price was 22.25, which was -0.6 lower than the previous day. The implied volatity was 30.46, the open interest changed by -15 which decreased total open position to 28


On 3 Nov LAURUSLABS was trading at 975.40. The strike last trading price was 22.9, which was -6 lower than the previous day. The implied volatity was 29.11, the open interest changed by 4 which increased total open position to 44


On 31 Oct LAURUSLABS was trading at 953.65. The strike last trading price was 28.9, which was 2.2 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 40


On 30 Oct LAURUSLABS was trading at 970.35. The strike last trading price was 26.5, which was -4.2 lower than the previous day. The implied volatity was 29.39, the open interest changed by 11 which increased total open position to 28


On 29 Oct LAURUSLABS was trading at 961.70. The strike last trading price was 30.8, which was -4.3 lower than the previous day. The implied volatity was 30.05, the open interest changed by 14 which increased total open position to 18


On 28 Oct LAURUSLABS was trading at 959.65. The strike last trading price was 35.1, which was -87.35 lower than the previous day. The implied volatity was 32.97, the open interest changed by 1 which increased total open position to 1


On 27 Oct LAURUSLABS was trading at 940.15. The strike last trading price was 122.45, which was 0 lower than the previous day. The implied volatity was 1.30, 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 122.45, which was 0 lower than the previous day. The implied volatity was 1.28, 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 122.45, 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 122.45, 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 122.45, 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 122.45, 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 122.45, 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 122.45, 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 122.45, 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