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Related Pages for BIOCON
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BIOCON
Biocon Limited.
397.3 9.25 (2.38%)

Option Chain for BIOCON

23 Jan 2025 04:11 PM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 2500
Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
0.00 0 0 0 0.00 49.80 0.00 280 0.00 0.10 - 1 0 9 -
0.00 0 0 0 0.00 0.00 0.00 285 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 42.95 0.00 290 0.00 11.65 0.00 0 0 0 0.00
0.00 0 0 0 0.00 75.40 0.00 295 0.00 2.75 0.00 0 0 0 0.00
0.00 0 0 0 0.00 80.50 0.00 300 0.00 0.10 - 4 0 115 -
0.00 0 0 0 0.00 66.85 0.00 305 0.00 4.10 0.00 0 0 0 0.00
- 0 0 0 - 31.20 0.00 310 0.00 0.15 - 6 -5 164 -
0.00 0 0 0 0.00 58.80 0.00 315 0.00 0.15 - 1 0 20 -
0.00 0 0 0 0.00 63.55 0.00 320 0.00 0.15 - 31 -15 140 -
- 0 0 0 - 51.25 0.00 325 -0.05 0.15 - 18 -10 127 -
0.00 0 -1 0 0.00 59.00 0.00 330 -0.05 0.15 - 36 -21 380 -
0.00 0 0 0 0.00 54.25 0.00 335 -0.10 0.15 - 6 -1 78 -
0.00 0 -4 0 0.00 49.00 0.00 340 -0.15 0.10 49.69 46 -3 522 -0.01
0.00 0 0 0 0.00 49.65 0.00 345 -0.10 0.15 48.31 21 -5 160 -0.02
- 204 -11 22 - 46.65 7.60 350 -0.15 0.20 45.96 69 -7 494 -0.02
0.00 0 -5 0 0.00 31.40 0.00 355 -0.20 0.30 44.58 47 3 85 -0.03
- 297 -5 15 - 36.50 6.90 360 -0.25 0.45 43.09 196 -40 701 -0.05
0.95 98 -4 8 39.05 33.00 7.90 365 -0.55 0.70 42.07 149 -42 233 -0.07
0.94 291 -11 62 33.90 28.00 7.20 370 -0.75 1.15 41.89 397 -14 644 -0.10
0.92 435 -12 67 30.03 23.10 6.60 375 -1.15 1.65 40.40 260 15 388 -0.14
0.85 409 -31 327 31.54 18.85 5.85 380 -1.60 2.35 38.93 992 -4 626 -0.19
0.76 390 5 372 33.14 15.10 5.25 385 -2.40 3.55 38.79 717 66 403 -0.27
0.66 781 275 3,078 35.19 12.00 4.60 390 -3.15 5.20 38.89 1,223 169 616 -0.35
0.56 364 -27 1,800 34.34 8.85 3.50 395 -4.25 7.05 37.83 854 60 358 -0.44
0.46 1,413 -34 4,398 34.59 6.45 2.55 400 -5.45 9.55 37.64 733 33 307 -0.54
0.36 546 -40 1,169 34.80 4.55 1.80 405 -9.80 12.35 36.62 84 -11 75 -0.63
0.28 772 24 1,547 36.05 3.30 1.40 410 -13.35 16.45 39.98 60 -14 46 -0.70
0.20 440 -61 490 35.49 2.10 0.90 415 -5.55 20.70 42.81 13 -3 22 -0.76
0.14 768 34 1,016 36.47 1.45 0.70 420 -12.45 24.95 44.43 9 -2 39 -0.81
0.10 152 8 144 37.49 1.00 0.45 425 -5.25 29.30 45.45 18 5 19 -0.85
0.07 369 38 347 38.00 0.65 0.20 430 0.00 39.90 0.00 0 0 0 0.00
0.05 105 0 97 39.94 0.50 0.15 435 0.00 41.65 0.00 0 0 0 0.00
0.04 757 21 225 41.01 0.35 0.20 440 0.00 39.60 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 445 0.00 0.00 0.00 0 0 0 0.00
0.02 36 -1 9 42.04 0.15 0.05 450 0.00 116.45 - 0 0 0 -
8,627 6,771
Note
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        Highlighted options are in-the-money.

What is an Option Chain?
  • An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
  • It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.

How is it Useful?
  • The option chain matrix is most useful for the next trading day.
  • Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
  • Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.