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Related Pages for BIOCON
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BIOCON
Biocon Limited.
323.05 -2.05 (-0.63%)

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Historical option data for BIOCON

13 Mar 2025 04:11 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
BIOCON 27MAR2025 270 CE
Delta: 0.97
Vega: 0.04
Theta: -0.14
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
13 Mar 323.05 54.4 15.25 49.30 1 0 10
12 Mar 325.10 39.15 0 0.00 0 0 0
11 Mar 328.90 39.15 0 0.00 0 0 0
10 Mar 328.15 39.15 0 0.00 0 0 0
7 Mar 333.70 39.15 0 0.00 0 0 0
6 Mar 333.00 39.15 0 0.00 0 0 0
5 Mar 324.85 39.15 0 0.00 0 0 0
4 Mar 314.80 39.15 0 0.00 0 5 0
3 Mar 305.05 39.15 5.95 43.26 6 1 6
28 Feb 302.45 33.2 -51.15 - 5 4 4
27 Feb 311.85 84.35 0 - 0 0 0
26 Feb 319.80 84.35 0 - 0 0 0
25 Feb 321.20 84.35 0 - 0 0 0
24 Feb 320.85 84.35 0 - 0 0 0

For Biocon Limited. - strike price 270 expiring on 27MAR2025

Delta for 270 CE is 0.97

Historical price for 270 CE is as follows

On 13 Mar BIOCON was trading at 323.05. The strike last trading price was 54.4, which was 15.25 higher than the previous day. The implied volatity was 49.30, the open interest changed by 0 which decreased total open position to 10


On 12 Mar BIOCON was trading at 325.10. The strike last trading price was 39.15, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 11 Mar BIOCON was trading at 328.90. The strike last trading price was 39.15, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 10 Mar BIOCON was trading at 328.15. The strike last trading price was 39.15, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 7 Mar BIOCON was trading at 333.70. The strike last trading price was 39.15, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 6 Mar BIOCON was trading at 333.00. The strike last trading price was 39.15, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 5 Mar BIOCON was trading at 324.85. The strike last trading price was 39.15, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 4 Mar BIOCON was trading at 314.80. The strike last trading price was 39.15, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0


On 3 Mar BIOCON was trading at 305.05. The strike last trading price was 39.15, which was 5.95 higher than the previous day. The implied volatity was 43.26, the open interest changed by 1 which increased total open position to 6


On 28 Feb BIOCON was trading at 302.45. The strike last trading price was 33.2, which was -51.15 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4


On 27 Feb BIOCON was trading at 311.85. The strike last trading price was 84.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 26 Feb BIOCON was trading at 319.80. The strike last trading price was 84.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 25 Feb BIOCON was trading at 321.20. The strike last trading price was 84.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Feb BIOCON was trading at 320.85. The strike last trading price was 84.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


BIOCON 27MAR2025 270 PE
Delta: -0.03
Vega: 0.04
Theta: -0.07
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
13 Mar 323.05 0.35 -0.1 50.16 19 -3 214
12 Mar 325.10 0.45 0.05 52.07 7 0 219
11 Mar 328.90 0.4 -0.05 52.61 47 3 219
10 Mar 328.15 0.45 0.05 50.51 27 3 216
7 Mar 333.70 0.4 0 48.61 41 -5 213
6 Mar 333.00 0.4 -0.1 46.73 55 -3 219
5 Mar 324.85 0.5 -0.6 43.92 253 28 226
4 Mar 314.80 1.2 -0.7 44.67 175 18 198
3 Mar 305.05 1.9 -0.65 43.40 373 26 180
28 Feb 302.45 2.5 0.8 43.28 259 43 153
27 Feb 311.85 1.75 1.1 43.78 152 45 110
26 Feb 319.80 0.65 -0.45 37.54 23 16 59
25 Feb 321.20 0.65 -0.45 37.54 23 10 59
24 Feb 320.85 1.1 -1.9 41.83 148 49 49

For Biocon Limited. - strike price 270 expiring on 27MAR2025

Delta for 270 PE is -0.03

Historical price for 270 PE is as follows

On 13 Mar BIOCON was trading at 323.05. The strike last trading price was 0.35, which was -0.1 lower than the previous day. The implied volatity was 50.16, the open interest changed by -3 which decreased total open position to 214


On 12 Mar BIOCON was trading at 325.10. The strike last trading price was 0.45, which was 0.05 higher than the previous day. The implied volatity was 52.07, the open interest changed by 0 which decreased total open position to 219


On 11 Mar BIOCON was trading at 328.90. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 52.61, the open interest changed by 3 which increased total open position to 219


On 10 Mar BIOCON was trading at 328.15. The strike last trading price was 0.45, which was 0.05 higher than the previous day. The implied volatity was 50.51, the open interest changed by 3 which increased total open position to 216


On 7 Mar BIOCON was trading at 333.70. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 48.61, the open interest changed by -5 which decreased total open position to 213


On 6 Mar BIOCON was trading at 333.00. The strike last trading price was 0.4, which was -0.1 lower than the previous day. The implied volatity was 46.73, the open interest changed by -3 which decreased total open position to 219


On 5 Mar BIOCON was trading at 324.85. The strike last trading price was 0.5, which was -0.6 lower than the previous day. The implied volatity was 43.92, the open interest changed by 28 which increased total open position to 226


On 4 Mar BIOCON was trading at 314.80. The strike last trading price was 1.2, which was -0.7 lower than the previous day. The implied volatity was 44.67, the open interest changed by 18 which increased total open position to 198


On 3 Mar BIOCON was trading at 305.05. The strike last trading price was 1.9, which was -0.65 lower than the previous day. The implied volatity was 43.40, the open interest changed by 26 which increased total open position to 180


On 28 Feb BIOCON was trading at 302.45. The strike last trading price was 2.5, which was 0.8 higher than the previous day. The implied volatity was 43.28, the open interest changed by 43 which increased total open position to 153


On 27 Feb BIOCON was trading at 311.85. The strike last trading price was 1.75, which was 1.1 higher than the previous day. The implied volatity was 43.78, the open interest changed by 45 which increased total open position to 110


On 26 Feb BIOCON was trading at 319.80. The strike last trading price was 0.65, which was -0.45 lower than the previous day. The implied volatity was 37.54, the open interest changed by 16 which increased total open position to 59


On 25 Feb BIOCON was trading at 321.20. The strike last trading price was 0.65, which was -0.45 lower than the previous day. The implied volatity was 37.54, the open interest changed by 10 which increased total open position to 59


On 24 Feb BIOCON was trading at 320.85. The strike last trading price was 1.1, which was -1.9 lower than the previous day. The implied volatity was 41.83, the open interest changed by 49 which increased total open position to 49