LAURUSLABS LAURUS LABS LIMITED

LAURUS LABS LIMITED — on this desk since 29 Oct 2021.

Results meeting in 13 days Thu 29 Oct 2026, as the company announced it to NSE

implied move
3.9%
12 days to the expiry read
futures
long unwind
price fell and open interest fell
basis
0.57%
the future traded 0.57% above the share
option prices
39
dearer than 39 of the past 252 sessions

Option chain

as of Thu 15 Oct 15:30
CallsStrikePuts
What happenedPriceChange in OIOpen interestOpen interestChange in OIPriceWhat happened
—203.2609,3501,82062,050+8,5001.80long build-up
long unwinding192.00−85025,5001,8401,17,300−11,9002.30long unwinding
long unwinding170.55−3,4009,3501,8601,30,05003.20—
—147.17010,2001,8801,53,850−3,4004.35long unwinding
long unwinding129.63−8503,66,3501,900wall11,94,250+36,5505.80short build-up
—112.9301,42,8001,9201,44,500+19,5508.05short build-up
—97.2101,20,7001,9402,94,100+46,75010.45short build-up
—82.6202,66,0501,9602,94,100−30,60014.30long unwinding
short build-up68.95+2,5502,73,7001,9803,54,450−10,20019.20long unwinding
long unwinding54.95−1,46,20012,63,9502,00010,43,800+54,40025.80short build-up
long unwinding44.05−11,9008,58,5002,020at the money2,77,950−28,05034.20long unwinding
short build-up33.80+28,9007,37,8002,0403,97,800+1,70044.45short build-up
long unwinding26.20−64,6007,78,6002,0604,35,200−28,90056.30long unwinding
long unwinding19.85−14,4504,31,8002,0801,75,100−10,20070.80—
short build-up14.95+1,86,15019,23,550wall2,1001,88,700−23,80085.65short covering
long unwinding11.10−19,5503,07,7002,12089,2500110.70—
short build-up8.50+20,4001,75,1002,1408500127.22—
long unwinding6.45−15,3002,18,4502,16011,0500144.51—
short build-up4.95+11,9001,23,2502,180————
short build-up3.95+3,4009,32,4502,20017,000+1,700173.60long build-up
short build-up3.10+23,80069,7002,220————

The options were priced for a move of about 3.9% by 27 Oct.

Open interest

as of Thu 15 Oct 15:30

Long unwind: price fell and open interest fell.

For this stock, 135 of 236 times the close 5 sessions later was higher.

Across every F&O stock, 44,823 of 84,881 times the close 5 sessions later was higher.

Basis, rollover and the ban

as of Thu 15 Oct 15:30

The future traded 0.57% above the share.

Not in the F&O ban this session; open interest stood at 71% of its market-wide limit.

Implied volatility

as of Thu 15 Oct 15:30

The options were priced for a move of about 3.9% by 27 Oct; over the sessions the desk holds it ranged 1.2–8.6%.

Option prices were dearer than 39 of the past 252 sessions.

Puts were priced dearer than calls the same distance out.

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Implied and realised around results

as of Thu 15 Oct 15:30

No results meeting with an option chain on its eve yet.

The futures, session by session

as of Thu 15 Oct 15:30
sessionfuturesimplied movebasisban
Thu 15 Octlong unwind3.9%0.57%
Wed 14 Octshort build4.0%-0.25%
Tue 13 Octlong build5.0%0.09%
Mon 12 Octlong build5.3%-0.77%
Fri 9 Octlong build5.6%0.67%
Thu 8 Octlong unwind6.1%0.52%
Wed 7 Octshort build6.0%0.30%
Tue 6 Octlong build6.2%0.63%
Mon 5 Octshort build6.6%-0.02%
Thu 1 Octshort build6.9%0.19%
Wed 30 Sepshort build6.7%0.67%
Tue 29 Sepshort build6.9%1.66%
Mon 28 Seplong build7.0%0.47%
Fri 25 Sepshort build1.5%-0.23%
Thu 24 Sepshort cover1.8%0.36%
Wed 23 Seplong build1.8%-0.12%
Tue 22 Seplong unwind2.3%-0.01%
Mon 21 Sepshort cover2.6%0.06%
Fri 18 Sepshort cover3.3%0.94%
Thu 17 Sepshort cover3.5%0.69%

After a name entered or left the ban

as of Thu 15 Oct 15:30
  • Every F&O stock, on entering the ban: 755 of 1,496 times the close 5 sessions later was higher.
  • Every F&O stock, on leaving it: 747 of 1,496 times the close 5 sessions later was higher.

Before comparing across time

as of Thu 15 Oct 15:30

Open interest is in shares. Traded volume is in contracts before July 2024 and in shares after, so volumes are not compared across that change.

The lot size changed from 1,700 to 850 on 29 Oct 2025; contracts either side are compared in shares, not lots.