[--[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 960 CE
Delta: 0.81
Vega: 0.60
Theta: -0.70
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 1012.30 61.7 -13.3 29.21 14 -3 63
11 Dec 1019.30 75 6.65 - 0 0 66
10 Dec 1018.40 75 6.65 32.98 2 0 68
9 Dec 1021.40 68.35 11.35 24.26 5 2 69
8 Dec 1004.10 57 -8.95 25.76 9 -2 64
5 Dec 1026.10 65.95 -1.25 - 0 5 0
4 Dec 1013.50 65.95 -1.25 26.85 31 5 66
3 Dec 1016.50 67.2 -15.85 18.35 10 6 61
2 Dec 1020.20 83.05 -1.25 - 0 -5 0
1 Dec 1029.40 83.05 -1.25 28.53 23 -4 56
28 Nov 1031.35 84.5 21.35 22.68 255 8 59
27 Nov 1003.20 64.2 19.55 23.87 44 6 53
26 Nov 986.60 43.35 -0.65 - 0 26 0
25 Nov 977.55 43.35 -0.65 24.99 96 27 48
24 Nov 979.55 44 -1.1 20.25 6 0 21
21 Nov 978.20 45.1 -9.75 22.37 3 0 22
20 Nov 987.10 55.8 -0.2 27.05 15 0 19
19 Nov 987.50 56 -16 27.31 2 1 18
18 Nov 1006.90 72 -9.5 29.15 4 0 17
17 Nov 1021.85 81.5 11.35 21.31 1 0 17
14 Nov 999.00 70.15 9.15 28.08 1 0 18
13 Nov 997.05 61 -1 - 0 2 0
12 Nov 989.25 61 -1 25.63 2 0 16
11 Nov 985.70 62 -7.2 28.05 6 0 21
10 Nov 1001.05 69.2 8.25 25.51 3 2 22
7 Nov 982.15 60.95 2.95 - 0 3 0
6 Nov 979.80 60.95 2.95 29.25 15 4 21
4 Nov 983.15 58 3.5 23.79 3 -1 17
3 Nov 975.40 54.5 8.2 24.47 3 0 19
31 Oct 953.65 46.3 -5.3 - 1 0 20
30 Oct 970.35 51.6 1.7 24.29 18 6 19
29 Oct 961.70 49.9 4.9 26.43 14 8 12
28 Oct 959.65 45 11.8 22.69 3 2 2
27 Oct 940.15 33.2 0 0.21 0 0 0
23 Oct 934.40 33.2 0 - 0 0 0
16 Oct 872.85 33.2 0 - 0 0 0
15 Oct 875.30 33.2 0 - 0 0 0
14 Oct 877.95 33.2 0 - 0 0 0
13 Oct 874.30 33.2 0 4.35 0 0 0
10 Oct 876.75 33.2 0 3.94 0 0 0
9 Oct 865.10 33.2 0 4.80 0 0 0
7 Oct 863.40 33.2 0 - 0 0 0
6 Oct 863.00 0 0 - 0 0 0
3 Oct 864.40 0 0 4.56 0 0 0


For Laurus Labs Limited - strike price 960 expiring on 30DEC2025

Delta for 960 CE is 0.81

Historical price for 960 CE is as follows

On 12 Dec LAURUSLABS was trading at 1012.30. The strike last trading price was 61.7, which was -13.3 lower than the previous day. The implied volatity was 29.21, the open interest changed by -3 which decreased total open position to 63


On 11 Dec LAURUSLABS was trading at 1019.30. The strike last trading price was 75, which was 6.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 66


On 10 Dec LAURUSLABS was trading at 1018.40. The strike last trading price was 75, which was 6.65 higher than the previous day. The implied volatity was 32.98, the open interest changed by 0 which decreased total open position to 68


On 9 Dec LAURUSLABS was trading at 1021.40. The strike last trading price was 68.35, which was 11.35 higher than the previous day. The implied volatity was 24.26, the open interest changed by 2 which increased total open position to 69


On 8 Dec LAURUSLABS was trading at 1004.10. The strike last trading price was 57, which was -8.95 lower than the previous day. The implied volatity was 25.76, the open interest changed by -2 which decreased total open position to 64


On 5 Dec LAURUSLABS was trading at 1026.10. The strike last trading price was 65.95, which was -1.25 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0


On 4 Dec LAURUSLABS was trading at 1013.50. The strike last trading price was 65.95, which was -1.25 lower than the previous day. The implied volatity was 26.85, the open interest changed by 5 which increased total open position to 66


On 3 Dec LAURUSLABS was trading at 1016.50. The strike last trading price was 67.2, which was -15.85 lower than the previous day. The implied volatity was 18.35, the open interest changed by 6 which increased total open position to 61


On 2 Dec LAURUSLABS was trading at 1020.20. The strike last trading price was 83.05, which was -1.25 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 0


On 1 Dec LAURUSLABS was trading at 1029.40. The strike last trading price was 83.05, which was -1.25 lower than the previous day. The implied volatity was 28.53, the open interest changed by -4 which decreased total open position to 56


On 28 Nov LAURUSLABS was trading at 1031.35. The strike last trading price was 84.5, which was 21.35 higher than the previous day. The implied volatity was 22.68, the open interest changed by 8 which increased total open position to 59


On 27 Nov LAURUSLABS was trading at 1003.20. The strike last trading price was 64.2, which was 19.55 higher than the previous day. The implied volatity was 23.87, the open interest changed by 6 which increased total open position to 53


On 26 Nov LAURUSLABS was trading at 986.60. The strike last trading price was 43.35, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by 26 which increased total open position to 0


On 25 Nov LAURUSLABS was trading at 977.55. The strike last trading price was 43.35, which was -0.65 lower than the previous day. The implied volatity was 24.99, the open interest changed by 27 which increased total open position to 48


On 24 Nov LAURUSLABS was trading at 979.55. The strike last trading price was 44, which was -1.1 lower than the previous day. The implied volatity was 20.25, the open interest changed by 0 which decreased total open position to 21


On 21 Nov LAURUSLABS was trading at 978.20. The strike last trading price was 45.1, which was -9.75 lower than the previous day. The implied volatity was 22.37, the open interest changed by 0 which decreased total open position to 22


On 20 Nov LAURUSLABS was trading at 987.10. The strike last trading price was 55.8, which was -0.2 lower than the previous day. The implied volatity was 27.05, the open interest changed by 0 which decreased total open position to 19


On 19 Nov LAURUSLABS was trading at 987.50. The strike last trading price was 56, which was -16 lower than the previous day. The implied volatity was 27.31, the open interest changed by 1 which increased total open position to 18


On 18 Nov LAURUSLABS was trading at 1006.90. The strike last trading price was 72, which was -9.5 lower than the previous day. The implied volatity was 29.15, the open interest changed by 0 which decreased total open position to 17


On 17 Nov LAURUSLABS was trading at 1021.85. The strike last trading price was 81.5, which was 11.35 higher than the previous day. The implied volatity was 21.31, the open interest changed by 0 which decreased total open position to 17


On 14 Nov LAURUSLABS was trading at 999.00. The strike last trading price was 70.15, which was 9.15 higher than the previous day. The implied volatity was 28.08, the open interest changed by 0 which decreased total open position to 18


On 13 Nov LAURUSLABS was trading at 997.05. The strike last trading price was 61, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 12 Nov LAURUSLABS was trading at 989.25. The strike last trading price was 61, which was -1 lower than the previous day. The implied volatity was 25.63, the open interest changed by 0 which decreased total open position to 16


On 11 Nov LAURUSLABS was trading at 985.70. The strike last trading price was 62, which was -7.2 lower than the previous day. The implied volatity was 28.05, the open interest changed by 0 which decreased total open position to 21


On 10 Nov LAURUSLABS was trading at 1001.05. The strike last trading price was 69.2, which was 8.25 higher than the previous day. The implied volatity was 25.51, the open interest changed by 2 which increased total open position to 22


On 7 Nov LAURUSLABS was trading at 982.15. The strike last trading price was 60.95, which was 2.95 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 6 Nov LAURUSLABS was trading at 979.80. The strike last trading price was 60.95, which was 2.95 higher than the previous day. The implied volatity was 29.25, the open interest changed by 4 which increased total open position to 21


On 4 Nov LAURUSLABS was trading at 983.15. The strike last trading price was 58, which was 3.5 higher than the previous day. The implied volatity was 23.79, the open interest changed by -1 which decreased total open position to 17


On 3 Nov LAURUSLABS was trading at 975.40. The strike last trading price was 54.5, which was 8.2 higher than the previous day. The implied volatity was 24.47, the open interest changed by 0 which decreased total open position to 19


On 31 Oct LAURUSLABS was trading at 953.65. The strike last trading price was 46.3, which was -5.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20


On 30 Oct LAURUSLABS was trading at 970.35. The strike last trading price was 51.6, which was 1.7 higher than the previous day. The implied volatity was 24.29, the open interest changed by 6 which increased total open position to 19


On 29 Oct LAURUSLABS was trading at 961.70. The strike last trading price was 49.9, which was 4.9 higher than the previous day. The implied volatity was 26.43, the open interest changed by 8 which increased total open position to 12


On 28 Oct LAURUSLABS was trading at 959.65. The strike last trading price was 45, which was 11.8 higher than the previous day. The implied volatity was 22.69, 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 33.2, which was 0 lower than the previous day. The implied volatity was 0.21, 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 33.2, 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 33.2, 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 33.2, 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 33.2, 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 33.2, which was 0 lower than the previous day. The implied volatity was 4.35, 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 33.2, which was 0 lower than the previous day. The implied volatity was 3.94, 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 33.2, which was 0 lower than the previous day. The implied volatity was 4.80, 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 33.2, 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 4.56, the open interest changed by 0 which decreased total open position to 0


LAURUSLABS 30DEC2025 960 PE
Delta: -0.16
Vega: 0.54
Theta: -0.36
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 1012.30 5.15 0.6 26.86 168 7 248
11 Dec 1019.30 4.35 -0.85 26.56 108 7 241
10 Dec 1018.40 5.2 0.05 27.39 124 -31 235
9 Dec 1021.40 4.95 -3.85 26.54 671 30 266
8 Dec 1004.10 8.6 3.65 27.41 225 3 236
5 Dec 1026.10 4.9 -2.75 26.25 167 4 241
4 Dec 1013.50 7.7 -0.05 26.26 249 38 239
3 Dec 1016.50 7.5 0.15 27.33 73 -4 202
2 Dec 1020.20 7.5 0.7 26.95 80 7 211
1 Dec 1029.40 6.55 0.1 27.52 144 11 204
28 Nov 1031.35 6.2 -5 26.79 329 18 193
27 Nov 1003.20 10.1 -6.35 25.63 412 22 176
26 Nov 986.60 17.2 -3.35 26.54 140 17 154
25 Nov 977.55 21 0.3 26.59 152 41 137
24 Nov 979.55 20.7 -1.85 28.48 46 7 96
21 Nov 978.20 22.55 1.85 28.04 34 9 87
20 Nov 987.10 20.8 -1.4 28.29 53 16 79
19 Nov 987.50 22.2 7.2 28.92 53 9 64
18 Nov 1006.90 15.85 4.95 28.27 42 -7 54
17 Nov 1021.85 11 -5.45 27.66 53 -22 61
14 Nov 999.00 16.45 -1.05 26.66 26 19 84
13 Nov 997.05 17.5 -4 26.26 18 -14 66
12 Nov 989.25 21.5 -4.5 27.91 8 1 80
11 Nov 985.70 26 7.2 30.18 39 25 79
10 Nov 1001.05 18.8 -6.2 27.76 17 1 52
7 Nov 982.15 25 2.15 28.09 34 8 49
6 Nov 979.80 22.85 -6.85 25.11 4 0 39
4 Nov 983.15 29.7 -6.3 - 0 25 0
3 Nov 975.40 29.7 -6.3 28.68 46 19 33
31 Oct 953.65 36 2 - 1 0 13
30 Oct 970.35 34 -102.9 29.10 14 8 8
29 Oct 961.70 136.9 0 1.24 0 0 0
28 Oct 959.65 136.9 0 - 0 0 0
27 Oct 940.15 136.9 0 - 0 0 0
23 Oct 934.40 136.9 0 - 0 0 0
16 Oct 872.85 136.9 0 - 0 0 0
15 Oct 875.30 136.9 0 - 0 0 0
14 Oct 877.95 136.9 0 - 0 0 0
13 Oct 874.30 136.9 0 - 0 0 0
10 Oct 876.75 136.9 0 - 0 0 0
9 Oct 865.10 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 960 expiring on 30DEC2025

Delta for 960 PE is -0.16

Historical price for 960 PE is as follows

On 12 Dec LAURUSLABS was trading at 1012.30. The strike last trading price was 5.15, which was 0.6 higher than the previous day. The implied volatity was 26.86, the open interest changed by 7 which increased total open position to 248


On 11 Dec LAURUSLABS was trading at 1019.30. The strike last trading price was 4.35, which was -0.85 lower than the previous day. The implied volatity was 26.56, the open interest changed by 7 which increased total open position to 241


On 10 Dec LAURUSLABS was trading at 1018.40. The strike last trading price was 5.2, which was 0.05 higher than the previous day. The implied volatity was 27.39, the open interest changed by -31 which decreased total open position to 235


On 9 Dec LAURUSLABS was trading at 1021.40. The strike last trading price was 4.95, which was -3.85 lower than the previous day. The implied volatity was 26.54, the open interest changed by 30 which increased total open position to 266


On 8 Dec LAURUSLABS was trading at 1004.10. The strike last trading price was 8.6, which was 3.65 higher than the previous day. The implied volatity was 27.41, the open interest changed by 3 which increased total open position to 236


On 5 Dec LAURUSLABS was trading at 1026.10. The strike last trading price was 4.9, which was -2.75 lower than the previous day. The implied volatity was 26.25, the open interest changed by 4 which increased total open position to 241


On 4 Dec LAURUSLABS was trading at 1013.50. The strike last trading price was 7.7, which was -0.05 lower than the previous day. The implied volatity was 26.26, the open interest changed by 38 which increased total open position to 239


On 3 Dec LAURUSLABS was trading at 1016.50. The strike last trading price was 7.5, which was 0.15 higher than the previous day. The implied volatity was 27.33, the open interest changed by -4 which decreased total open position to 202


On 2 Dec LAURUSLABS was trading at 1020.20. The strike last trading price was 7.5, which was 0.7 higher than the previous day. The implied volatity was 26.95, the open interest changed by 7 which increased total open position to 211


On 1 Dec LAURUSLABS was trading at 1029.40. The strike last trading price was 6.55, which was 0.1 higher than the previous day. The implied volatity was 27.52, the open interest changed by 11 which increased total open position to 204


On 28 Nov LAURUSLABS was trading at 1031.35. The strike last trading price was 6.2, which was -5 lower than the previous day. The implied volatity was 26.79, the open interest changed by 18 which increased total open position to 193


On 27 Nov LAURUSLABS was trading at 1003.20. The strike last trading price was 10.1, which was -6.35 lower than the previous day. The implied volatity was 25.63, the open interest changed by 22 which increased total open position to 176


On 26 Nov LAURUSLABS was trading at 986.60. The strike last trading price was 17.2, which was -3.35 lower than the previous day. The implied volatity was 26.54, the open interest changed by 17 which increased total open position to 154


On 25 Nov LAURUSLABS was trading at 977.55. The strike last trading price was 21, which was 0.3 higher than the previous day. The implied volatity was 26.59, the open interest changed by 41 which increased total open position to 137


On 24 Nov LAURUSLABS was trading at 979.55. The strike last trading price was 20.7, which was -1.85 lower than the previous day. The implied volatity was 28.48, the open interest changed by 7 which increased total open position to 96


On 21 Nov LAURUSLABS was trading at 978.20. The strike last trading price was 22.55, which was 1.85 higher than the previous day. The implied volatity was 28.04, the open interest changed by 9 which increased total open position to 87


On 20 Nov LAURUSLABS was trading at 987.10. The strike last trading price was 20.8, which was -1.4 lower than the previous day. The implied volatity was 28.29, the open interest changed by 16 which increased total open position to 79


On 19 Nov LAURUSLABS was trading at 987.50. The strike last trading price was 22.2, which was 7.2 higher than the previous day. The implied volatity was 28.92, the open interest changed by 9 which increased total open position to 64


On 18 Nov LAURUSLABS was trading at 1006.90. The strike last trading price was 15.85, which was 4.95 higher than the previous day. The implied volatity was 28.27, the open interest changed by -7 which decreased total open position to 54


On 17 Nov LAURUSLABS was trading at 1021.85. The strike last trading price was 11, which was -5.45 lower than the previous day. The implied volatity was 27.66, the open interest changed by -22 which decreased total open position to 61


On 14 Nov LAURUSLABS was trading at 999.00. The strike last trading price was 16.45, which was -1.05 lower than the previous day. The implied volatity was 26.66, the open interest changed by 19 which increased total open position to 84


On 13 Nov LAURUSLABS was trading at 997.05. The strike last trading price was 17.5, which was -4 lower than the previous day. The implied volatity was 26.26, the open interest changed by -14 which decreased total open position to 66


On 12 Nov LAURUSLABS was trading at 989.25. The strike last trading price was 21.5, which was -4.5 lower than the previous day. The implied volatity was 27.91, the open interest changed by 1 which increased total open position to 80


On 11 Nov LAURUSLABS was trading at 985.70. The strike last trading price was 26, which was 7.2 higher than the previous day. The implied volatity was 30.18, the open interest changed by 25 which increased total open position to 79


On 10 Nov LAURUSLABS was trading at 1001.05. The strike last trading price was 18.8, which was -6.2 lower than the previous day. The implied volatity was 27.76, the open interest changed by 1 which increased total open position to 52


On 7 Nov LAURUSLABS was trading at 982.15. The strike last trading price was 25, which was 2.15 higher than the previous day. The implied volatity was 28.09, the open interest changed by 8 which increased total open position to 49


On 6 Nov LAURUSLABS was trading at 979.80. The strike last trading price was 22.85, which was -6.85 lower than the previous day. The implied volatity was 25.11, the open interest changed by 0 which decreased total open position to 39


On 4 Nov LAURUSLABS was trading at 983.15. The strike last trading price was 29.7, which was -6.3 lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 0


On 3 Nov LAURUSLABS was trading at 975.40. The strike last trading price was 29.7, which was -6.3 lower than the previous day. The implied volatity was 28.68, the open interest changed by 19 which increased total open position to 33


On 31 Oct LAURUSLABS was trading at 953.65. The strike last trading price was 36, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13


On 30 Oct LAURUSLABS was trading at 970.35. The strike last trading price was 34, which was -102.9 lower than the previous day. The implied volatity was 29.10, the open interest changed by 8 which increased total open position to 8


On 29 Oct LAURUSLABS was trading at 961.70. The strike last trading price was 136.9, which was 0 lower than the previous day. The implied volatity was 1.24, 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 136.9, 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 Oct LAURUSLABS was trading at 940.15. The strike last trading price was 136.9, 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 23 Oct LAURUSLABS was trading at 934.40. The strike last trading price was 136.9, 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 16 Oct LAURUSLABS was trading at 872.85. The strike last trading price was 136.9, 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 15 Oct LAURUSLABS was trading at 875.30. The strike last trading price was 136.9, 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 Oct LAURUSLABS was trading at 877.95. The strike last trading price was 136.9, 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 13 Oct LAURUSLABS was trading at 874.30. The strike last trading price was 136.9, 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 Oct LAURUSLABS was trading at 876.75. The strike last trading price was 136.9, 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 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 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