[--[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 990 CE
Delta: 0.68
Vega: 0.81
Theta: -0.77
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 1012.30 38 -6.3 26.51 133 6 315
11 Dec 1019.30 43.9 0.4 25.11 41 3 309
10 Dec 1018.40 43.55 -3.15 20.89 65 1 302
9 Dec 1021.40 46.5 11.25 26.52 300 -12 302
8 Dec 1004.10 35 -16 24.49 87 21 315
5 Dec 1026.10 52.25 9.35 23.70 33 -4 296
4 Dec 1013.50 42.9 -1.85 25.03 60 12 300
3 Dec 1016.50 44.65 -6.65 21.00 68 4 289
2 Dec 1020.20 51.3 -5.55 27.24 22 -8 286
1 Dec 1029.40 56.85 -3.2 24.80 37 -6 295
28 Nov 1031.35 61.15 20.1 24.05 461 -142 303
27 Nov 1003.20 42.85 12.75 23.50 1,507 -89 444
26 Nov 986.60 29.8 1.4 23.12 835 108 534
25 Nov 977.55 28.05 -2.05 25.46 570 77 424
24 Nov 979.55 30.55 0.1 23.77 487 177 349
21 Nov 978.20 31.25 -6.5 24.67 374 58 171
20 Nov 987.10 38.15 -0.65 26.71 192 34 105
19 Nov 987.50 37.9 -20.9 26.50 115 68 70
18 Nov 1006.90 58.8 13.8 - 0 0 0
17 Nov 1021.85 58.8 13.8 21.91 2 1 3
14 Nov 999.00 45 -10.65 23.27 2 0 0
13 Nov 997.05 55.65 0 - 0 0 0
12 Nov 989.25 55.65 0 - 0 0 0
11 Nov 985.70 55.65 0 - 0 0 0
10 Nov 1001.05 55.65 0 - 0 0 0
7 Nov 982.15 55.65 0 - 0 0 0
6 Nov 979.80 55.65 0 - 0 0 0
4 Nov 983.15 55.65 0 - 0 0 0
3 Nov 975.40 55.65 0 - 0 0 0
31 Oct 953.65 55.65 0 - 0 0 0
30 Oct 970.35 55.65 0 0.40 0 0 0
29 Oct 961.70 55.65 0 1.07 0 0 0


For Laurus Labs Limited - strike price 990 expiring on 30DEC2025

Delta for 990 CE is 0.68

Historical price for 990 CE is as follows

On 12 Dec LAURUSLABS was trading at 1012.30. The strike last trading price was 38, which was -6.3 lower than the previous day. The implied volatity was 26.51, the open interest changed by 6 which increased total open position to 315


On 11 Dec LAURUSLABS was trading at 1019.30. The strike last trading price was 43.9, which was 0.4 higher than the previous day. The implied volatity was 25.11, the open interest changed by 3 which increased total open position to 309


On 10 Dec LAURUSLABS was trading at 1018.40. The strike last trading price was 43.55, which was -3.15 lower than the previous day. The implied volatity was 20.89, the open interest changed by 1 which increased total open position to 302


On 9 Dec LAURUSLABS was trading at 1021.40. The strike last trading price was 46.5, which was 11.25 higher than the previous day. The implied volatity was 26.52, the open interest changed by -12 which decreased total open position to 302


On 8 Dec LAURUSLABS was trading at 1004.10. The strike last trading price was 35, which was -16 lower than the previous day. The implied volatity was 24.49, the open interest changed by 21 which increased total open position to 315


On 5 Dec LAURUSLABS was trading at 1026.10. The strike last trading price was 52.25, which was 9.35 higher than the previous day. The implied volatity was 23.70, the open interest changed by -4 which decreased total open position to 296


On 4 Dec LAURUSLABS was trading at 1013.50. The strike last trading price was 42.9, which was -1.85 lower than the previous day. The implied volatity was 25.03, the open interest changed by 12 which increased total open position to 300


On 3 Dec LAURUSLABS was trading at 1016.50. The strike last trading price was 44.65, which was -6.65 lower than the previous day. The implied volatity was 21.00, the open interest changed by 4 which increased total open position to 289


On 2 Dec LAURUSLABS was trading at 1020.20. The strike last trading price was 51.3, which was -5.55 lower than the previous day. The implied volatity was 27.24, the open interest changed by -8 which decreased total open position to 286


On 1 Dec LAURUSLABS was trading at 1029.40. The strike last trading price was 56.85, which was -3.2 lower than the previous day. The implied volatity was 24.80, the open interest changed by -6 which decreased total open position to 295


On 28 Nov LAURUSLABS was trading at 1031.35. The strike last trading price was 61.15, which was 20.1 higher than the previous day. The implied volatity was 24.05, the open interest changed by -142 which decreased total open position to 303


On 27 Nov LAURUSLABS was trading at 1003.20. The strike last trading price was 42.85, which was 12.75 higher than the previous day. The implied volatity was 23.50, the open interest changed by -89 which decreased total open position to 444


On 26 Nov LAURUSLABS was trading at 986.60. The strike last trading price was 29.8, which was 1.4 higher than the previous day. The implied volatity was 23.12, the open interest changed by 108 which increased total open position to 534


On 25 Nov LAURUSLABS was trading at 977.55. The strike last trading price was 28.05, which was -2.05 lower than the previous day. The implied volatity was 25.46, the open interest changed by 77 which increased total open position to 424


On 24 Nov LAURUSLABS was trading at 979.55. The strike last trading price was 30.55, which was 0.1 higher than the previous day. The implied volatity was 23.77, the open interest changed by 177 which increased total open position to 349


On 21 Nov LAURUSLABS was trading at 978.20. The strike last trading price was 31.25, which was -6.5 lower than the previous day. The implied volatity was 24.67, the open interest changed by 58 which increased total open position to 171


On 20 Nov LAURUSLABS was trading at 987.10. The strike last trading price was 38.15, which was -0.65 lower than the previous day. The implied volatity was 26.71, the open interest changed by 34 which increased total open position to 105


On 19 Nov LAURUSLABS was trading at 987.50. The strike last trading price was 37.9, which was -20.9 lower than the previous day. The implied volatity was 26.50, the open interest changed by 68 which increased total open position to 70


On 18 Nov LAURUSLABS was trading at 1006.90. The strike last trading price was 58.8, which was 13.8 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 58.8, which was 13.8 higher than the previous day. The implied volatity was 21.91, the open interest changed by 1 which increased total open position to 3


On 14 Nov LAURUSLABS was trading at 999.00. The strike last trading price was 45, which was -10.65 lower than the previous day. The implied volatity was 23.27, the open interest changed by 0 which decreased total open position to 0


On 13 Nov LAURUSLABS was trading at 997.05. The strike last trading price was 55.65, 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 12 Nov LAURUSLABS was trading at 989.25. The strike last trading price was 55.65, 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 11 Nov LAURUSLABS was trading at 985.70. The strike last trading price was 55.65, 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 10 Nov LAURUSLABS was trading at 1001.05. The strike last trading price was 55.65, 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 7 Nov LAURUSLABS was trading at 982.15. The strike last trading price was 55.65, 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 6 Nov LAURUSLABS was trading at 979.80. The strike last trading price was 55.65, 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 4 Nov LAURUSLABS was trading at 983.15. The strike last trading price was 55.65, 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 3 Nov LAURUSLABS was trading at 975.40. The strike last trading price was 55.65, 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 31 Oct LAURUSLABS was trading at 953.65. The strike last trading price was 55.65, 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 30 Oct LAURUSLABS was trading at 970.35. The strike last trading price was 55.65, which was 0 lower than the previous day. The implied volatity was 0.40, the open interest changed by 0 which decreased total open position to 0


On 29 Oct LAURUSLABS was trading at 961.70. The strike last trading price was 55.65, which was 0 lower than the previous day. The implied volatity was 1.07, the open interest changed by 0 which decreased total open position to 0


LAURUSLABS 30DEC2025 990 PE
Delta: -0.31
Vega: 0.80
Theta: -0.46
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 1012.30 11.55 1.25 24.67 444 37 379
11 Dec 1019.30 10.2 -1.35 25.68 304 -31 342
10 Dec 1018.40 11.25 0.35 27.42 362 33 374
9 Dec 1021.40 10.6 -6.85 25.15 474 21 345
8 Dec 1004.10 17.3 7 26.70 288 -2 330
5 Dec 1026.10 10.6 -4.7 25.62 104 5 332
4 Dec 1013.50 15.3 0.1 25.47 154 29 328
3 Dec 1016.50 14.75 0.2 26.77 105 9 299
2 Dec 1020.20 14.2 1.35 25.88 145 4 290
1 Dec 1029.40 12.3 0.2 26.41 467 -10 292
28 Nov 1031.35 11.7 -8.45 25.85 727 29 300
27 Nov 1003.20 18.7 -10.2 25.07 586 3 273
26 Nov 986.60 29.7 -4.1 26.53 209 -17 256
25 Nov 977.55 34.8 0.1 26.46 279 78 275
24 Nov 979.55 33.8 -3.25 28.54 197 67 197
21 Nov 978.20 37 3.8 28.80 156 46 131
20 Nov 987.10 34.5 0.2 29.14 56 9 72
19 Nov 987.50 35 15.1 28.92 52 13 63
18 Nov 1006.90 19.9 1.2 23.34 23 -2 50
17 Nov 1021.85 18.6 -9.45 27.22 167 45 62
14 Nov 999.00 28 -4 27.26 23 -1 16
13 Nov 997.05 32 -7.65 29.32 10 -8 15
12 Nov 989.25 39.65 7.65 - 0 8 0
11 Nov 985.70 39.65 7.65 30.60 23 8 23
10 Nov 1001.05 32 -8 29.31 5 0 15
7 Nov 982.15 40 -1 29.56 13 6 13
6 Nov 979.80 41 0 27.85 21 -9 7
4 Nov 983.15 41 -34.6 29.50 16 14 14
3 Nov 975.40 75.6 0 0.07 0 0 0
31 Oct 953.65 75.6 0 - 0 0 0
30 Oct 970.35 75.6 0 - 0 0 0
29 Oct 961.70 75.6 0 - 0 0 0


For Laurus Labs Limited - strike price 990 expiring on 30DEC2025

Delta for 990 PE is -0.31

Historical price for 990 PE is as follows

On 12 Dec LAURUSLABS was trading at 1012.30. The strike last trading price was 11.55, which was 1.25 higher than the previous day. The implied volatity was 24.67, the open interest changed by 37 which increased total open position to 379


On 11 Dec LAURUSLABS was trading at 1019.30. The strike last trading price was 10.2, which was -1.35 lower than the previous day. The implied volatity was 25.68, the open interest changed by -31 which decreased total open position to 342


On 10 Dec LAURUSLABS was trading at 1018.40. The strike last trading price was 11.25, which was 0.35 higher than the previous day. The implied volatity was 27.42, the open interest changed by 33 which increased total open position to 374


On 9 Dec LAURUSLABS was trading at 1021.40. The strike last trading price was 10.6, which was -6.85 lower than the previous day. The implied volatity was 25.15, the open interest changed by 21 which increased total open position to 345


On 8 Dec LAURUSLABS was trading at 1004.10. The strike last trading price was 17.3, which was 7 higher than the previous day. The implied volatity was 26.70, the open interest changed by -2 which decreased total open position to 330


On 5 Dec LAURUSLABS was trading at 1026.10. The strike last trading price was 10.6, which was -4.7 lower than the previous day. The implied volatity was 25.62, the open interest changed by 5 which increased total open position to 332


On 4 Dec LAURUSLABS was trading at 1013.50. The strike last trading price was 15.3, which was 0.1 higher than the previous day. The implied volatity was 25.47, the open interest changed by 29 which increased total open position to 328


On 3 Dec LAURUSLABS was trading at 1016.50. The strike last trading price was 14.75, which was 0.2 higher than the previous day. The implied volatity was 26.77, the open interest changed by 9 which increased total open position to 299


On 2 Dec LAURUSLABS was trading at 1020.20. The strike last trading price was 14.2, which was 1.35 higher than the previous day. The implied volatity was 25.88, the open interest changed by 4 which increased total open position to 290


On 1 Dec LAURUSLABS was trading at 1029.40. The strike last trading price was 12.3, which was 0.2 higher than the previous day. The implied volatity was 26.41, the open interest changed by -10 which decreased total open position to 292


On 28 Nov LAURUSLABS was trading at 1031.35. The strike last trading price was 11.7, which was -8.45 lower than the previous day. The implied volatity was 25.85, the open interest changed by 29 which increased total open position to 300


On 27 Nov LAURUSLABS was trading at 1003.20. The strike last trading price was 18.7, which was -10.2 lower than the previous day. The implied volatity was 25.07, the open interest changed by 3 which increased total open position to 273


On 26 Nov LAURUSLABS was trading at 986.60. The strike last trading price was 29.7, which was -4.1 lower than the previous day. The implied volatity was 26.53, the open interest changed by -17 which decreased total open position to 256


On 25 Nov LAURUSLABS was trading at 977.55. The strike last trading price was 34.8, which was 0.1 higher than the previous day. The implied volatity was 26.46, the open interest changed by 78 which increased total open position to 275


On 24 Nov LAURUSLABS was trading at 979.55. The strike last trading price was 33.8, which was -3.25 lower than the previous day. The implied volatity was 28.54, the open interest changed by 67 which increased total open position to 197


On 21 Nov LAURUSLABS was trading at 978.20. The strike last trading price was 37, which was 3.8 higher than the previous day. The implied volatity was 28.80, the open interest changed by 46 which increased total open position to 131


On 20 Nov LAURUSLABS was trading at 987.10. The strike last trading price was 34.5, which was 0.2 higher than the previous day. The implied volatity was 29.14, the open interest changed by 9 which increased total open position to 72


On 19 Nov LAURUSLABS was trading at 987.50. The strike last trading price was 35, which was 15.1 higher than the previous day. The implied volatity was 28.92, the open interest changed by 13 which increased total open position to 63


On 18 Nov LAURUSLABS was trading at 1006.90. The strike last trading price was 19.9, which was 1.2 higher than the previous day. The implied volatity was 23.34, the open interest changed by -2 which decreased total open position to 50


On 17 Nov LAURUSLABS was trading at 1021.85. The strike last trading price was 18.6, which was -9.45 lower than the previous day. The implied volatity was 27.22, the open interest changed by 45 which increased total open position to 62


On 14 Nov LAURUSLABS was trading at 999.00. The strike last trading price was 28, which was -4 lower than the previous day. The implied volatity was 27.26, the open interest changed by -1 which decreased total open position to 16


On 13 Nov LAURUSLABS was trading at 997.05. The strike last trading price was 32, which was -7.65 lower than the previous day. The implied volatity was 29.32, the open interest changed by -8 which decreased total open position to 15


On 12 Nov LAURUSLABS was trading at 989.25. The strike last trading price was 39.65, which was 7.65 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 0


On 11 Nov LAURUSLABS was trading at 985.70. The strike last trading price was 39.65, which was 7.65 higher than the previous day. The implied volatity was 30.60, the open interest changed by 8 which increased total open position to 23


On 10 Nov LAURUSLABS was trading at 1001.05. The strike last trading price was 32, which was -8 lower than the previous day. The implied volatity was 29.31, the open interest changed by 0 which decreased total open position to 15


On 7 Nov LAURUSLABS was trading at 982.15. The strike last trading price was 40, which was -1 lower than the previous day. The implied volatity was 29.56, the open interest changed by 6 which increased total open position to 13


On 6 Nov LAURUSLABS was trading at 979.80. The strike last trading price was 41, which was 0 lower than the previous day. The implied volatity was 27.85, the open interest changed by -9 which decreased total open position to 7


On 4 Nov LAURUSLABS was trading at 983.15. The strike last trading price was 41, which was -34.6 lower than the previous day. The implied volatity was 29.50, the open interest changed by 14 which increased total open position to 14


On 3 Nov LAURUSLABS was trading at 975.40. The strike last trading price was 75.6, which was 0 lower than the previous day. The implied volatity was 0.07, 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 75.6, 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 75.6, 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 29 Oct LAURUSLABS was trading at 961.70. The strike last trading price was 75.6, 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