LAURUSLABS option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 425
Spot
2,347.99
Future
2,376.80
Forward
2,377.94
PCR (OI)
0.78
Puts 3.21 L / Calls 4.10 L
PCR (volume)
1.54
Puts 602 / Calls 392
Max pain
2,200
strike with least total payout to holders
Highest OI
2,480 CE · 2,000 PE
ΔOI calls +29,325 · puts +63,750
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| · | · | · | · | · | · | · | · | · | 1,680 | 8.30 | 0.00 | 32.92 | — | 850 | Neutral | |||
| · | · | · | · | · | · | · | · | · | 1,760 | 29.00 | 0.00 | 32.98 | — | 1,700 | Neutral | |||
| · | · | · | · | · | · | · | · | · | 1,800 | 6.00 | 0.00 | 41.28 | +425 | 3,825 | Neutral | |||
| · | · | · | · | · | · | · | · | · | 1,840 | 37.00 | 0.00 | 33.03 | — | 3,400 | Neutral | |||
| · | · | · | · | · | · | · | · | · | 1,880 | 8.45 | 0.00 | 33.05 | — | 15,725 | Neutral | |||
| Neutral | — | — | — | 0.00 | 189.00 | 1,920 | 101.85 | 0.00 | 33.09 | — | — | Neutral | ||||||
| Neutral | — | — | 17.14 | 0.00 | 167.75 | 1,960 | 9.90 | -110.15 | 34.20 | +850 | 850 | Short buildup | ||||||
| Neutral | — | — | 23.42 | 0.00 | 238.20 | 1,980 | 54.75 | 0.00 | 33.13 | — | — | Neutral | ||||||
| Neutral | 7,650 | — | 25.41 | 0.00 | 390.00 | 2,000 | 13.50 | +1.20 | 33.98 | +14,450 | 94,775 | Long buildup | ||||||
| Neutral | — | — | 26.65 | 0.00 | 211.70 | 2,020 | 67.80 | 0.00 | 33.17 | — | — | Neutral | ||||||
| Neutral | 7,650 | — | 27.52 | 0.00 | 85.00 | 2,040 | 161.60 | 0.00 | 33.19 | — | — | Neutral | ||||||
| Neutral | — | — | 28.19 | 0.00 | 187.10 | 2,060 | 82.75 | 0.00 | 33.21 | — | — | Neutral | ||||||
| Neutral | 7,650 | — | 28.72 | 0.00 | 290.00 | 2,080 | 18.10 | 0.00 | 33.23 | — | 4,675 | Neutral | ||||||
| Neutral | 425 | — | 29.15 | 0.00 | 310.00 | 2,100 | 23.45 | +3.55 | 31.71 | +19,550 | 35,700 | Long buildup | ||||||
| Long buildup | 32,300 | +1,275 | 32.18 | +3.75 | 283.75 | 2,120 | 25.65 | +3.05 | 31.06 | +3,400 | 10,200 | Long buildup | ||||||
| Neutral | 425 | — | 29.81 | 0.00 | 143.65 | 2,140 | 28.85 | 0.00 | 33.31 | — | 2,975 | Neutral | ||||||
| Short covering | 26,350 | −425 | 17.74 | +73.05 | 222.05 | 2,160 | 236.15 | 0.00 | 33.33 | — | — | Neutral | ||||||
| Neutral | — | — | 30.28 | 0.00 | 124.85 | 2,180 | 139.20 | 0.00 | 33.36 | — | — | Neutral | ||||||
| Short covering | 22,525 | −425 | 35.86 | +6.00 | 235.00 | 2,200 | 40.25 | +4.85 | 29.64 | −10,625 | 55,675 | Short covering | ||||||
| Neutral | 425 | — | 30.63 | 0.00 | 119.00 | 2,220 | 161.80 | 0.00 | 33.43 | — | — | Neutral | ||||||
| Neutral | 17,425 | — | 30.78 | 0.00 | 178.50 | 2,240 | 293.10 | 0.00 | 33.46 | — | — | Neutral | ||||||
| Neutral | — | — | 30.91 | 0.00 | 92.70 | 2,260 | 186.20 | 0.00 | 33.50 | — | — | Neutral | ||||||
| Neutral | 10,625 | — | 31.02 | 0.00 | 175.00 | 2,280 | 55.15 | 0.00 | 33.54 | — | 850 | Neutral | ||||||
| Long unwinding | 59,075 | −2,975 | 27.11 | -15.15 | 142.35 | 2,300 | 69.10 | +9.45 | 28.25 | +9,775 | 45,475 | Long buildup | ||||||
| Long buildup | 16,575 | +850 | 26.90 | +20.00 | 130.00 | 2,320 | 72.60 | -282.25 | 26.90 | +2,975 | 2,975 | Short buildup | ||||||
| Neutral | 425 | — | 31.30 | 0.00 | 110.00 | 2,340 | 83.00 | -157.00 | 27.34 | +4,675 | 4,675 | Short buildup | ||||||
| Neutral | 8,500 | — | 31.37 | 0.00 | 111.00 | 2,360 | 91.10 | +6.10 | 26.97 | +850 | 17,000 | Long buildup | ||||||
| Neutral | 2,550 | — | 31.44 | 0.00 | 54.00 | 2,380 | 100.60 | +8.55 | 26.81 | +2,975 | 3,825 | Long buildup | ||||||
| Short buildup | 35,275 | +2,125 | 25.59 | -15.60 | 84.90 | 2,400 | 112.80 | -307.80 | 27.22 | +14,450 | 14,450 | Short buildup | ||||||
| Neutral | — | — | 31.56 | 0.00 | 48.10 | 2,420 | 299.85 | 0.00 | 33.91 | — | — | Neutral | ||||||
| Long unwinding | 34,850 | −4,675 | 24.72 | -15.90 | 65.45 | 2,440 | 454.75 | 0.00 | 33.98 | — | — | Neutral | ||||||
| Neutral | — | — | 31.65 | 0.00 | 40.20 | 2,460 | 331.55 | 0.00 | 34.05 | — | — | Neutral | ||||||
| Short buildup | 66,725 | +8,500 | 25.59 | -10.40 | 54.75 | 2,480 | 140.00 | 0.00 | 34.13 | — | 1,700 | Neutral | ||||||
| Neutral | — | — | 31.74 | 0.00 | 33.50 | 2,500 | 364.45 | 0.00 | 34.21 | — | — | Neutral | ||||||
| Short buildup | 25,500 | +2,975 | 25.67 | -8.25 | 43.40 | 2,520 | 525.10 | 0.00 | 34.30 | — | — | Neutral | ||||||
| Neutral | — | — | 31.81 | 0.00 | 27.80 | 2,540 | 398.30 | 0.00 | 34.40 | — | — | Neutral | ||||||
| Short buildup | 26,775 | +22,100 | 25.69 | -7.25 | 33.85 | 2,560 | 561.15 | 0.00 | 34.51 | — | — | Neutral | ||||||
| Neutral | — | — | 31.87 | 0.00 | 22.95 | 2,580 | 433.00 | 0.00 | 34.63 | — | — | Neutral | ||||||
| Neutral | — | — | 31.90 | 0.00 | 14.40 | 2,600 | 596.75 | 0.00 | 34.75 | — | — | Neutral | ||||||
| Neutral | — | — | 31.93 | 0.00 | 18.90 | 2,620 | 468.50 | 0.00 | 34.88 | — | — | Neutral | ||||||
| Neutral | — | — | 31.95 | 0.00 | 12.40 | 2,640 | 634.70 | 0.00 | 35.02 | — | — | Neutral | ||||||
| Neutral | — | — | 31.97 | 0.00 | 15.45 | 2,660 | 504.65 | 0.00 | 35.18 | — | — | Neutral | ||||||
| Neutral | — | — | 31.99 | 0.00 | 13.05 | 2,680 | 589.65 | 0.00 | 35.35 | — | — | 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.