Laurus Labs Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 2.5 L | 0 | — | —% | ₹— | 1,600 | ₹— | —% | — | -5K | 3.4 L |
| 58K | 0 | — | —% | ₹— | 1,640 | ₹— | —% | — | -12K | 1.2 L |
| 49K | 0 | — | —% | ₹— | 1,660 | ₹— | —% | — | +9K | 65K |
| 71K | 0 | — | —% | ₹— | 1,680 | ₹— | —% | — | +9K | 1.7 L |
| 93K | -850 | — | —% | ₹— | 1,700 | ₹— | —% | — | -3K | 4.6 L |
| 5K | 0 | — | —% | ₹— | 1,720 | ₹— | —% | — | -4K | 88K |
| 22K | 0 | — | —% | ₹— | 1,740 | ₹— | —% | — | +45K | 3.5 L |
| 36K | 0 | — | —% | ₹— | 1,760 | ₹— | —% | — | -3K | 2.5 L |
| 40K | 0 | — | —% | ₹— | 1,780 | ₹— | —% | — | +8K | 2.3 L |
| 7.4 L | +2K | — | —% | ₹— | 1,800 | ₹— | —% | — | +1.0 L | 9.4 L |
| 3.0 L | -4K | — | —% | ₹— | 1,820 | ₹— | —% | — | -21K | 6.0 L |
| 7.6 L | +76K | — | —% | ₹— | 1,840 | ₹— | —% | — | -11K | 6.7 L |
| 7.8 L | +41K | — | —% | ₹— | 1,860 | ₹— | —% | — | -49K | 7.4 L |
| 12.3 L | +28K | — | —% | ₹— | 1,880 | ₹— | —% | — | -28K | 4.7 L |
| 16.0 L | +1.3 L | — | —% | ₹— | 1,900ATM | ₹— | —% | — | +4K | 5.8 L |
| 6.2 L | +27K | — | —% | ₹— | 1,920 | ₹— | —% | — | -6K | 1.6 L |
| 10.0 L | +67K | — | —% | ₹— | 1,940 | ₹— | —% | — | 0 | 91K |
| 3.4 L | +3K | — | —% | ₹— | 1,960 | ₹— | —% | — | 0 | 81K |
| 2.4 L | +22K | — | —% | ₹— | 1,980 | ₹— | —% | — | 0 | 850 |
| 16.4 L | +1.8 L | — | —% | ₹— | 2,000 | ₹— | —% | — | -3K | 53K |
| 59K | +14K | — | —% | ₹— | 2,020 | ₹— | —% | — | 0 | 0 |
| 3.5 L | -9K | — | —% | ₹— | 2,040 | ₹— | —% | — | +3K | 55K |
| 61K | -9K | — | —% | ₹— | 2,060 | ₹— | —% | — | 0 | 0 |
| 2.5 L | -4K | — | —% | ₹— | 2,080 | ₹— | —% | — | 0 | 0 |
| 3.1 L | +5K | — | —% | ₹— | 2,120 | ₹— | —% | — | 0 | 850 |
Bold CE OI = highest call writing (resistance). Bold PE OI = highest put writing (support). ATM = at-the-money.
Live Greeks Panel
Key Strike Levels
The open‑interest (OI) pile‑up clusters around the 1280 ₹ strike for both calls and puts, suggesting a tight range anchored by that level. The call side shows a resistance band near 1280 ₹, while the put side marks a support band at the same strike. With the underlying trading at 1840 ₹, the market is pricing a moderately bullish move toward the upper‑side of the band but still respects the 1280 ₹ ceiling.
OI Buildup Activity
On the call side, fresh OI accumulates heavily at 2000 ₹ (+1,77,650 contracts), 1900 ₹ (+1,31,750 contracts) and 1840 ₹ (+76,500 contracts), indicating that option writers are stacking positions near the current spot and higher strikes. The put side sees new OI primarily at 1800 ₹ (+1,02,850 contracts), 1740 ₹ (+45,050 contracts) and 1660 ₹ (+9,350 contracts), reflecting protective layering just below the spot. Overall, the influx of OI points to a balanced stance where market makers are hedging both upside and downside exposures around the 1840 ₹ level.
Volatility Read
The at‑the‑money implied volatility stands at 20.93 %, denoting moderate price uncertainty for the September expiry. The volatility skew is bearish, with lower IV on calls relative to puts, implying that market participants price downside risk higher than upside potential.
Key OI Levels
The highest open‑interest concentrations sit at the 1280 ₹ strike for both call (1280 ₹) and put (1280 ₹) contracts.