LAURUSLABS option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 850

Spot

2,347.99

Future

2,362.80

Forward

2,361.93

23 Nov 2026 29 Dec 2026 25 Jan 2027

PCR (OI)

0.97

Puts 1.01 Cr / Calls 1.04 Cr

PCR (volume)

0.83

Puts 31,878 / Calls 38,593

Max pain

2,200

strike with least total payout to holders

Highest OI

2,400 CE · 2,000 PE

ΔOI calls −2.98 L · puts −8.10 L

Open interest by strike

CallsPuts│ ATM┊ Max pain

Calls										Puts
Buildup	OI	ΔOI	Volume	IV %	Delta	Theta	Chg	LTP	Strike	LTP	Chg	Theta	Delta	IV %	Volume	ΔOI	OI	Buildup
·	·	·	·	·	·	·	·	·	1,600	0.35	+0.05	-0.08	-0.00	61.20	49	−1,275	70,550	Short covering
Neutral	22,525	—	—	—	—	—	0.00	535.00	1,680	0.80	+0.45	-0.16	-0.01	59.50	21	−5,525	22,525	Short covering
Neutral	22,950	—	1	99.33	0.92	-1.75	+189.30	660.00	1,720	0.95	+0.20	-0.18	-0.01	57.02	25	−3,400	42,075	Short covering
Neutral	4,250	—	—	—	—	—	0.00	315.00	1,760	1.00	+0.15	-0.18	-0.01	53.68	29	−2,550	57,375	Short covering
Neutral	18,700	—	—	—	—	—	0.00	416.50	1,780	1.00	+0.05	-0.18	-0.01	51.84	2	—	13,175	Neutral
Neutral	1.11 L	+425	21	81.49	0.93	-1.35	-7.00	575.00	1,800	1.40	+0.15	-0.24	-0.01	52.38	169	−10,200	4.31 L	Short covering
Neutral	51,850	—	—	—	—	—	0.00	330.00	1,820	1.50	+0.35	-0.25	-0.01	51.00	24	+3,400	20,825	Long buildup
Long buildup	42,075	+4,675	76	45.58	0.99	-0.07	+124.75	521.00	1,840	1.65	+0.35	-0.26	-0.02	49.82	51	−5,100	36,975	Short covering
Short covering	81,600	−850	2	43.36	0.99	-0.07	+142.70	501.00	1,860	1.90	+0.55	-0.29	-0.02	48.97	33	−4,675	58,650	Short covering
·	·	·	·	·	·	·	·	·	1,880	1.90	+0.35	-0.29	-0.02	47.07	57	−8,500	73,525	Short covering
Long unwinding	57,375	−4,250	19	—	—	—	-22.00	460.00	1,900	2.20	+0.30	-0.32	-0.02	46.25	423	−29,325	6.91 L	Short covering
Short covering	4,250	−2,550	6	68.38	0.91	-1.41	+162.45	457.50	1,920	2.40	+0.40	-0.34	-0.02	44.98	62	−4,675	1.01 L	Short covering
Neutral	46,750	—	3	89.11	0.85	-2.74	+49.40	464.40	1,940	2.85	+0.65	-0.39	-0.03	44.35	47	+850	87,975	Neutral
Long unwinding	2.89 L	−3,400	9	32.44	0.99	-0.02	-27.00	401.00	1,960	3.15	+0.60	-0.41	-0.03	43.16	71	−14,450	1.18 L	Short covering
Neutral	32,300	—	—	—	—	—	0.00	360.00	1,980	3.55	+0.55	-0.45	-0.04	42.11	83	+3,825	97,750	Long buildup
Long unwinding	7.40 L	−79,050	226	33.69	0.98	-0.14	-27.30	361.95	2,000	4.20	+0.70	-0.50	-0.04	41.45	1,293	−94,775	14.05 L	Short covering
Long unwinding	53,975	−5,950	22	35.08	0.97	-0.25	-23.05	343.00	2,020	4.65	+0.80	-0.54	-0.05	40.24	82	+1,700	99,875	Long buildup
Long unwinding	1.11 L	−1,700	9	34.27	0.96	-0.30	-25.95	323.50	2,040	5.30	+0.90	-0.58	-0.05	39.26	281	+4,675	1.68 L	Long buildup
Long unwinding	98,175	−2,550	9	33.60	0.96	-0.35	-31.10	304.15	2,060	6.00	+0.90	-0.63	-0.06	38.20	214	−3,825	2.08 L	Short covering
Long unwinding	65,025	−7,225	26	40.11	0.91	-0.80	-20.30	290.20	2,080	7.10	+1.05	-0.70	-0.07	37.54	225	−19,125	1.35 L	Short covering
Long unwinding	5.48 L	−13,175	58	33.96	0.93	-0.56	-24.80	267.05	2,100	8.30	+1.30	-0.76	-0.08	36.76	1,667	−95,625	10.11 L	Short covering
Long unwinding	1.07 L	−1,700	33	44.43	0.85	-1.31	-22.85	260.35	2,120	9.45	+1.55	-0.82	-0.10	35.74	360	−1,275	1.38 L	Neutral
Long unwinding	1.72 L	−7,225	26	35.69	0.88	-0.90	-24.05	233.00	2,140	11.10	+1.85	-0.89	-0.11	35.01	594	+5,525	1.86 L	Long buildup
Long unwinding	1.32 L	−19,550	68	32.32	0.88	-0.82	-30.90	212.00	2,160	12.65	+1.95	-0.95	-0.13	33.96	838	−38,250	2.15 L	Short covering
Long unwinding	1.13 L	−9,350	40	33.11	0.85	-0.99	-24.75	196.00	2,180	15.15	+2.55	-1.04	-0.15	33.46	266	−18,275	1.63 L	Short covering
Long unwinding	6.56 L	−1.76 L	1,031	32.02	0.83	-1.05	-25.40	178.10	2,200	17.85	+3.00	-1.13	-0.17	32.80	3,585	−1.48 L	10.99 L	Short covering
Long unwinding	1.05 L	−12,750	118	31.58	0.80	-1.15	-25.65	161.55	2,220	21.10	+4.25	-1.21	-0.20	32.21	523	−48,875	1.25 L	Short covering
Neutral	2.30 L	+2,125	100	30.66	0.77	-1.21	-24.30	144.75	2,240	24.90	+4.75	-1.29	-0.23	31.63	1,022	−28,900	2.07 L	Short covering
Long unwinding	2.27 L	−9,775	65	30.45	0.74	-1.31	-24.90	129.75	2,260	29.60	+5.70	-1.37	-0.27	31.22	1,245	+32,300	2.92 L	Long buildup
Long unwinding	1.72 L	−20,400	178	30.42	0.70	-1.41	-21.15	115.85	2,280	34.30	+7.55	-1.42	-0.30	30.46	902	−6,375	1.98 L	Short covering
Long unwinding	6.53 L	−63,750	1,429	29.68	0.66	-1.45	-19.10	101.35	2,300	40.20	+8.05	-1.47	-0.34	29.95	5,362	−57,800	9.36 L	Short covering
Long unwinding	3.15 L	−50,575	583	29.56	0.61	-1.51	-17.90	88.95	2,320	47.25	+10.60	-1.51	-0.39	29.59	1,497	−33,150	2.85 L	Short covering
Long unwinding	2.67 L	−36,975	889	29.06	0.57	-1.52	-17.70	76.65	2,340	54.80	+11.30	-1.53	-0.43	29.06	1,714	−42,075	3.37 L	Short covering
Long unwinding	5.63 L	−72,675	2,431	28.83	0.52	-1.53	-16.20	65.85	2,360	64.05	+13.75	-1.54	-0.48	28.88	2,190	−79,900	3.40 L	Short covering
Short buildup	2.51 L	+28,475	2,229	28.69	0.47	-1.52	-14.10	56.25	2,380	74.15	+14.25	-1.52	-0.53	28.64	2,052	−65,875	1.56 L	Short covering
Short buildup	14.59 L	+2.67 L	7,869	28.48	0.42	-1.49	-12.55	47.45	2,400	84.95	+17.65	-1.47	-0.58	28.28	3,584	−59,500	2.92 L	Short covering
Long unwinding	1.27 L	−24,225	1,767	28.34	0.37	-1.44	-11.35	39.75	2,420	97.60	+18.80	-1.43	-0.63	28.33	727	+11,900	48,025	Long buildup
Long unwinding	4.76 L	−62,475	3,472	28.24	0.33	-1.37	-8.65	33.05	2,440	111.15	+23.50	-1.36	-0.67	28.38	305	+11,475	46,750	Long buildup
Short buildup	1.55 L	+39,525	1,759	28.31	0.29	-1.29	-7.30	27.55	2,460	469.10	0.00	-1.66	-0.67	34.74	—	—	—	Neutral
Neutral	5.10 L	−1,275	3,051	28.30	0.25	-1.20	-6.10	22.65	2,480	136.40	+19.35	-1.03	-0.77	26.05	99	+20,400	47,175	Long buildup
Short buildup	3.83 L	+1.78 L	3,339	28.39	0.21	-1.10	-5.10	18.65	2,500	157.10	+27.90	-1.11	-0.78	28.91	72	+19,550	23,375	Long buildup
Long unwinding	3.68 L	−1.86 L	2,613	28.62	0.18	-1.01	-3.70	15.45	2,520	170.00	+26.70	-0.85	-0.84	26.54	11	+1,700	19,550	Long buildup
Long unwinding	36,975	−17,850	663	28.84	0.15	-0.92	-3.10	12.75	2,540	544.40	0.00	-1.36	-0.79	35.84	—	—	—	Neutral
Long unwinding	64,175	−49,300	954	29.23	0.13	-0.84	-2.10	10.70	2,560	664.60	0.00	-1.28	-0.81	36.21	—	—	—	Neutral
Long unwinding	42,925	−1,275	428	29.56	0.11	-0.76	-1.55	8.90	2,580	582.70	0.00	-1.20	-0.83	36.64	—	—	—	Neutral
Long unwinding	1.37 L	−12,325	1,575	29.99	0.10	-0.69	-1.20	7.50	2,600	245.50	+29.20	-0.70	-0.89	30.74	9	+2,125	3,825	Long buildup
Short buildup	19,975	+850	159	30.56	0.08	-0.63	-0.45	6.45	2,620	256.30	-297.95	—	—	—	13	+2,550	2,550	Short buildup
Short buildup	50,575	+28,900	232	30.99	0.07	-0.57	-0.45	5.45	2,640	720.90	0.00	-0.99	-0.88	38.27	—	—	—	Neutral
Short buildup	72,250	+11,050	290	31.40	0.06	-0.51	-0.15	4.60	2,660	592.85	0.00	-0.94	-0.89	38.95	—	—	—	Neutral
Short buildup	1.22 L	+96,900	715	31.82	0.05	-0.46	-0.10	3.90	2,680	295.00	0.00	-0.89	-0.90	39.69	—	—	8,925	Neutral

Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: put-call parity, median of 5 near-ATM strikes. Discounting at 5.99% (carry implied by 23 Nov → 29 Dec futures). Buildup labels describe price and open-interest changes only and are not advice. Spot: NSE F&O bhavcopy underlying price.