Laurus Labs Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| — | — | — | —% | ₹— | 1,600 | ₹— | —% | — | -11K | 1.1 L |
| 23K | 0 | — | —% | ₹— | 1,680 | ₹— | —% | — | -9K | 50K |
| 23K | 0 | — | —% | ₹— | 1,720 | ₹— | —% | — | -51K | 97K |
| 4K | 0 | — | —% | ₹— | 1,760 | ₹— | —% | — | +29K | 84K |
| 19K | 0 | — | —% | ₹— | 1,780 | ₹— | —% | — | -7K | 36K |
| 86K | 0 | — | —% | ₹— | 1,800 | ₹— | —% | — | +30K | 4.0 L |
| 52K | 0 | — | —% | ₹— | 1,820 | ₹— | —% | — | -54K | 30K |
| 41K | 0 | — | —% | ₹— | 1,840 | ₹— | —% | — | -37K | 76K |
| 6K | +850 | — | —% | ₹— | 1,860 | ₹— | —% | — | -76K | 46K |
| 0 | 0 | — | —% | ₹— | 1,880 | ₹— | —% | — | +17K | 76K |
| 80K | -2K | — | —% | ₹— | 1,900 | ₹— | —% | — | +86K | 4.7 L |
| 8K | 0 | — | —% | ₹— | 1,920 | ₹— | —% | — | -25K | 1.2 L |
| 57K | -1K | — | —% | ₹— | 1,940 | ₹— | —% | — | +2K | 86K |
| 3.0 L | +1K | — | —% | ₹— | 1,960 | ₹— | —% | — | -45K | 1.5 L |
| 35K | -17K | — | —% | ₹— | 1,980 | ₹— | —% | — | -1K | 73K |
| 15.0 L | -1.5 L | — | —% | ₹— | 2,000ATM | ₹— | —% | — | +92K | 9.5 L |
| 97K | -11K | — | —% | ₹— | 2,020 | ₹— | —% | — | -15K | 1.7 L |
| 1.3 L | -10K | — | —% | ₹— | 2,040 | ₹— | —% | — | +33K | 1.9 L |
| 1.4 L | -32K | — | —% | ₹— | 2,060 | ₹— | —% | — | +52K | 2.3 L |
| 1.0 L | -6K | — | —% | ₹— | 2,080 | ₹— | —% | — | +10K | 1.1 L |
| 8.8 L | -75K | — | —% | ₹— | 2,100 | ₹— | —% | — | +72K | 5.6 L |
| 1.4 L | -9K | — | —% | ₹— | 2,120 | ₹— | —% | — | +23K | 1.3 L |
| 2.2 L | -23K | — | —% | ₹— | 2,140 | ₹— | —% | — | +79K | 1.7 L |
| 2.0 L | -4K | — | —% | ₹— | 2,160 | ₹— | —% | — | +75K | 97K |
| 1.4 L | +34K | — | —% | ₹— | 2,180 | ₹— | —% | — | +73K | 79K |
| 9.3 L | +1.4 L | — | —% | ₹— | 2,200 | ₹— | —% | — | +3.0 L | 3.8 L |
| 94K | +37K | — | —% | ₹— | 2,220 | ₹— | —% | — | +24K | 27K |
| 1.6 L | +29K | — | —% | ₹— | 2,240 | ₹— | —% | — | +26K | 31K |
| 1.5 L | +74K | — | —% | ₹— | 2,260 | ₹— | —% | — | +18K | 18K |
| 2.4 L | -91K | — | —% | ₹— | 2,280 | ₹— | —% | — | +7K | 32K |
| 2.6 L | +2.6 L | — | —% | ₹— | 2,300 | ₹— | —% | — | +23K | 23K |
| 2.8 L | +65K | — | —% | ₹— | 2,320 | ₹— | —% | — | +5K | 17K |
| 45K | +45K | — | —% | ₹— | 2,340 | ₹— | —% | — | 0 | 0 |
| 4.9 L | +77K | — | —% | ₹— | 2,360 | ₹— | —% | — | 0 | 8K |
| 1.7 L | +1.7 L | — | —% | ₹— | 2,400 | ₹— | —% | — | 0 | 0 |
| 1.6 L | +1.6 L | — | —% | ₹— | 2,440 | ₹— | —% | — | 0 | 0 |
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 call open‑interest cluster centres around the 2400 strike with 1,66,175 contracts, while the put cluster concentrates near 2200 with 2,98,350 contracts, framing an implied price corridor between ₹2200 and ₹2400. Current spot at ₹2181.9 sits just below the lower bound of this range, suggesting that market makers may view the upcoming expiry as a potential pivot point for directional bias. The highest call open interest of 1120 contracts at the 2400 strike acts as a resistance barrier, while an equal 1120 put contracts at the 2200 strike provide a support foothold.
OI Buildup Activity
Recent additions show a surge of 2,63,925 call contracts into the 2300 strike, indicating fresh bullish positioning ahead of the November expiry. Conversely, the put side receives 2,98,350 new contracts at the 2200 level, reflecting reinforced defensive hedging as traders anticipate possible downside pressure. Additional inflows of 1,66,175 calls at 2400 and 1,53,000 calls at 2440 further stack the upside book, while 91,800 puts at 2000 and 85,000 puts at 1900 expand the downside cushion.
Volatility Read
The at‑the‑money implied volatility stands at 34.17%, indicating a moderately elevated premium environment for the November series. Skew is bearish, with call premiums priced lower relative to puts, suggesting that market participants price in a higher probability of downside moves.
Key OI Levels
The strikes bearing the highest open interest are 2400 on the call side and 2200 on the put side, each with 1120 contracts.