BIOCON
Biocon Limited.
Historical option data for BIOCON
13 Mar 2025 04:11 PM IST
| BIOCON 27MAR2025 290 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 323.05 | 37.2 | 0 | 0.00 | 0 | 0 | 0 | |||
| 12 Mar | 325.10 | 37.2 | 0 | 0.00 | 0 | 2 | 0 | |||
| 11 Mar | 328.90 | 37.2 | -6.95 | - | 4 | 0 | 29 | |||
| 10 Mar | 328.15 | 44.15 | 6 | 71.04 | 16 | 33 | 33 | |||
| 7 Mar | 333.70 | 38.15 | 0 | 0.00 | 0 | 0 | 0 | |||
| 6 Mar | 333.00 | 38.15 | 0 | 0.00 | 0 | -9 | 0 | |||
| 5 Mar | 324.85 | 38.15 | 9.5 | 41.64 | 21 | -8 | 30 | |||
| 4 Mar | 314.80 | 28.65 | 6.8 | 38.55 | 43 | -10 | 38 | |||
| 3 Mar | 305.05 | 21.9 | 1.7 | 36.57 | 142 | 26 | 50 | |||
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| 28 Feb | 302.45 | 20.4 | -7 | 35.37 | 40 | 22 | 23 | |||
| 27 Feb | 311.85 | 27.4 | -10.6 | 34.55 | 2 | 0 | 1 | |||
| 26 Feb | 319.80 | 38 | 0 | 0.00 | 0 | 0 | 0 | |||
| 25 Feb | 321.20 | 38 | 0 | 0.00 | 0 | 0 | 0 | |||
| 24 Feb | 320.85 | 38 | 0 | 0.00 | 0 | 1 | 0 | |||
| 21 Feb | 322.50 | 38 | -29.8 | 42.90 | 1 | 0 | 0 | |||
For Biocon Limited. - strike price 290 expiring on 27MAR2025
Delta for 290 CE is 0.00
Historical price for 290 CE is as follows
On 13 Mar BIOCON was trading at 323.05. The strike last trading price was 37.2, 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 12 Mar BIOCON was trading at 325.10. The strike last trading price was 37.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 11 Mar BIOCON was trading at 328.90. The strike last trading price was 37.2, which was -6.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29
On 10 Mar BIOCON was trading at 328.15. The strike last trading price was 44.15, which was 6 higher than the previous day. The implied volatity was 71.04, the open interest changed by 33 which increased total open position to 33
On 7 Mar BIOCON was trading at 333.70. The strike last trading price was 38.15, 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 38.15, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -9 which decreased total open position to 0
On 5 Mar BIOCON was trading at 324.85. The strike last trading price was 38.15, which was 9.5 higher than the previous day. The implied volatity was 41.64, the open interest changed by -8 which decreased total open position to 30
On 4 Mar BIOCON was trading at 314.80. The strike last trading price was 28.65, which was 6.8 higher than the previous day. The implied volatity was 38.55, the open interest changed by -10 which decreased total open position to 38
On 3 Mar BIOCON was trading at 305.05. The strike last trading price was 21.9, which was 1.7 higher than the previous day. The implied volatity was 36.57, the open interest changed by 26 which increased total open position to 50
On 28 Feb BIOCON was trading at 302.45. The strike last trading price was 20.4, which was -7 lower than the previous day. The implied volatity was 35.37, the open interest changed by 22 which increased total open position to 23
On 27 Feb BIOCON was trading at 311.85. The strike last trading price was 27.4, which was -10.6 lower than the previous day. The implied volatity was 34.55, the open interest changed by 0 which decreased total open position to 1
On 26 Feb BIOCON was trading at 319.80. The strike last trading price was 38, 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 25 Feb BIOCON was trading at 321.20. The strike last trading price was 38, 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 24 Feb BIOCON was trading at 320.85. The strike last trading price was 38, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 21 Feb BIOCON was trading at 322.50. The strike last trading price was 38, which was -29.8 lower than the previous day. The implied volatity was 42.90, the open interest changed by 0 which decreased total open position to 0
| BIOCON 27MAR2025 290 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.07
Vega: 0.09
Theta: -0.12
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 323.05 | 0.85 | -0.2 | 40.27 | 37 | -1 | 260 |
| 12 Mar | 325.10 | 1.1 | 0.05 | 43.19 | 127 | -6 | 265 |
| 11 Mar | 328.90 | 1.05 | -0.2 | 45.27 | 101 | 5 | 264 |
| 10 Mar | 328.15 | 1.3 | 0.25 | 44.37 | 119 | -21 | 258 |
| 7 Mar | 333.70 | 1.05 | -0.05 | 42.37 | 151 | 11 | 279 |
| 6 Mar | 333.00 | 1.2 | -0.5 | 41.84 | 239 | -10 | 273 |
| 5 Mar | 324.85 | 1.65 | -1.75 | 39.91 | 303 | 42 | 284 |
| 4 Mar | 314.80 | 3.3 | -2.2 | 39.87 | 418 | -2 | 241 |
| 3 Mar | 305.05 | 5.45 | -1.35 | 40.32 | 569 | 41 | 245 |
| 28 Feb | 302.45 | 6.65 | 2.05 | 39.92 | 350 | 61 | 203 |
| 27 Feb | 311.85 | 4.7 | 1.45 | 40.75 | 150 | 16 | 142 |
| 26 Feb | 319.80 | 3.35 | -0.2 | 40.07 | 109 | 40 | 128 |
| 25 Feb | 321.20 | 3.35 | -0.2 | 40.07 | 109 | 42 | 128 |
| 24 Feb | 320.85 | 3.7 | -0.2 | 41.52 | 497 | 70 | 87 |
| 21 Feb | 322.50 | 4 | -2.1 | 40.98 | 21 | 16 | 16 |
For Biocon Limited. - strike price 290 expiring on 27MAR2025
Delta for 290 PE is -0.07
Historical price for 290 PE is as follows
On 13 Mar BIOCON was trading at 323.05. The strike last trading price was 0.85, which was -0.2 lower than the previous day. The implied volatity was 40.27, the open interest changed by -1 which decreased total open position to 260
On 12 Mar BIOCON was trading at 325.10. The strike last trading price was 1.1, which was 0.05 higher than the previous day. The implied volatity was 43.19, the open interest changed by -6 which decreased total open position to 265
On 11 Mar BIOCON was trading at 328.90. The strike last trading price was 1.05, which was -0.2 lower than the previous day. The implied volatity was 45.27, the open interest changed by 5 which increased total open position to 264
On 10 Mar BIOCON was trading at 328.15. The strike last trading price was 1.3, which was 0.25 higher than the previous day. The implied volatity was 44.37, the open interest changed by -21 which decreased total open position to 258
On 7 Mar BIOCON was trading at 333.70. The strike last trading price was 1.05, which was -0.05 lower than the previous day. The implied volatity was 42.37, the open interest changed by 11 which increased total open position to 279
On 6 Mar BIOCON was trading at 333.00. The strike last trading price was 1.2, which was -0.5 lower than the previous day. The implied volatity was 41.84, the open interest changed by -10 which decreased total open position to 273
On 5 Mar BIOCON was trading at 324.85. The strike last trading price was 1.65, which was -1.75 lower than the previous day. The implied volatity was 39.91, the open interest changed by 42 which increased total open position to 284
On 4 Mar BIOCON was trading at 314.80. The strike last trading price was 3.3, which was -2.2 lower than the previous day. The implied volatity was 39.87, the open interest changed by -2 which decreased total open position to 241
On 3 Mar BIOCON was trading at 305.05. The strike last trading price was 5.45, which was -1.35 lower than the previous day. The implied volatity was 40.32, the open interest changed by 41 which increased total open position to 245
On 28 Feb BIOCON was trading at 302.45. The strike last trading price was 6.65, which was 2.05 higher than the previous day. The implied volatity was 39.92, the open interest changed by 61 which increased total open position to 203
On 27 Feb BIOCON was trading at 311.85. The strike last trading price was 4.7, which was 1.45 higher than the previous day. The implied volatity was 40.75, the open interest changed by 16 which increased total open position to 142
On 26 Feb BIOCON was trading at 319.80. The strike last trading price was 3.35, which was -0.2 lower than the previous day. The implied volatity was 40.07, the open interest changed by 40 which increased total open position to 128
On 25 Feb BIOCON was trading at 321.20. The strike last trading price was 3.35, which was -0.2 lower than the previous day. The implied volatity was 40.07, the open interest changed by 42 which increased total open position to 128
On 24 Feb BIOCON was trading at 320.85. The strike last trading price was 3.7, which was -0.2 lower than the previous day. The implied volatity was 41.52, the open interest changed by 70 which increased total open position to 87
On 21 Feb BIOCON was trading at 322.50. The strike last trading price was 4, which was -2.1 lower than the previous day. The implied volatity was 40.98, the open interest changed by 16 which increased total open position to 16
