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[--[65.84.65.76]--]
BIOCON
Biocon Limited.

323.1 -3.95 (-1.21%)

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Historical option data for BIOCON

21 Nov 2024 04:11 PM IST
BIOCON 28NOV2024 290 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
21 Nov 323.10 32.35 -15.15 - 3 -1 12
20 Nov 327.05 47.5 0.00 0.00 0 0 0
19 Nov 327.05 47.5 0.00 0.00 0 0 0
18 Nov 325.35 47.5 0.00 0.00 0 -2 0
14 Nov 335.80 47.5 7.65 36.69 2 0 15
13 Nov 331.55 39.85 0.00 0.00 0 0 0
12 Nov 347.50 39.85 0.00 0.00 0 0 0
11 Nov 348.70 39.85 0.00 0.00 0 0 0
8 Nov 321.30 39.85 0.00 0.00 0 2 0
7 Nov 328.00 39.85 3.85 29.30 13 1 14
6 Nov 322.85 36 6.00 26.83 12 5 14
5 Nov 315.70 30 3.90 38.01 5 1 10
4 Nov 310.90 26.1 -8.90 35.45 3 2 9
1 Nov 317.80 35 0.00 0.00 0 6 0
31 Oct 316.10 35 -4.00 - 8 4 5
30 Oct 320.70 39 0.00 - 0 0 0
29 Oct 327.00 39 0.00 - 0 1 0
28 Oct 323.75 39 -36.25 - 1 0 0
25 Oct 312.00 75.25 0.00 - 0 0 0
24 Oct 322.65 75.25 0.00 - 0 0 0
23 Oct 325.20 75.25 - 0 0 0


For Biocon Limited. - strike price 290 expiring on 28NOV2024

Delta for 290 CE is -

Historical price for 290 CE is as follows

On 21 Nov BIOCON was trading at 323.10. The strike last trading price was 32.35, which was -15.15 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 12


On 20 Nov BIOCON was trading at 327.05. The strike last trading price was 47.5, which was 0.00 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 19 Nov BIOCON was trading at 327.05. The strike last trading price was 47.5, which was 0.00 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 18 Nov BIOCON was trading at 325.35. The strike last trading price was 47.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0


On 14 Nov BIOCON was trading at 335.80. The strike last trading price was 47.5, which was 7.65 higher than the previous day. The implied volatity was 36.69, the open interest changed by 0 which decreased total open position to 15


On 13 Nov BIOCON was trading at 331.55. The strike last trading price was 39.85, which was 0.00 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 Nov BIOCON was trading at 347.50. The strike last trading price was 39.85, which was 0.00 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 Nov BIOCON was trading at 348.70. The strike last trading price was 39.85, which was 0.00 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 8 Nov BIOCON was trading at 321.30. The strike last trading price was 39.85, which was 0.00 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 7 Nov BIOCON was trading at 328.00. The strike last trading price was 39.85, which was 3.85 higher than the previous day. The implied volatity was 29.30, the open interest changed by 1 which increased total open position to 14


On 6 Nov BIOCON was trading at 322.85. The strike last trading price was 36, which was 6.00 higher than the previous day. The implied volatity was 26.83, the open interest changed by 5 which increased total open position to 14


On 5 Nov BIOCON was trading at 315.70. The strike last trading price was 30, which was 3.90 higher than the previous day. The implied volatity was 38.01, the open interest changed by 1 which increased total open position to 10


On 4 Nov BIOCON was trading at 310.90. The strike last trading price was 26.1, which was -8.90 lower than the previous day. The implied volatity was 35.45, the open interest changed by 2 which increased total open position to 9


On 1 Nov BIOCON was trading at 317.80. The strike last trading price was 35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0


On 31 Oct BIOCON was trading at 316.10. The strike last trading price was 35, which was -4.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct BIOCON was trading at 320.70. The strike last trading price was 39, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct BIOCON was trading at 327.00. The strike last trading price was 39, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct BIOCON was trading at 323.75. The strike last trading price was 39, which was -36.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct BIOCON was trading at 312.00. The strike last trading price was 75.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct BIOCON was trading at 322.65. The strike last trading price was 75.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct BIOCON was trading at 325.20. The strike last trading price was 75.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


BIOCON 28NOV2024 290 PE
Delta: -0.05
Vega: 0.04
Theta: -0.14
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 323.10 0.4 0.00 46.92 158 6 175
20 Nov 327.05 0.4 0.00 45.15 74 7 169
19 Nov 327.05 0.4 -0.10 45.15 74 7 169
18 Nov 325.35 0.5 0.10 44.04 120 18 162
14 Nov 335.80 0.4 -0.10 43.57 43 6 141
13 Nov 331.55 0.5 0.30 42.44 108 -17 133
12 Nov 347.50 0.2 -0.05 42.18 52 -15 155
11 Nov 348.70 0.25 -0.70 43.42 220 -35 173
8 Nov 321.30 0.95 0.25 33.27 117 -1 209
7 Nov 328.00 0.7 -0.40 34.96 128 -7 210
6 Nov 322.85 1.1 -1.30 35.39 148 -6 220
5 Nov 315.70 2.4 -1.15 36.81 123 6 226
4 Nov 310.90 3.55 0.30 37.97 365 32 220
1 Nov 317.80 3.25 -0.35 40.00 6 0 188
31 Oct 316.10 3.6 -1.80 - 743 86 189
30 Oct 320.70 5.4 2.65 - 166 59 102
29 Oct 327.00 2.75 0.00 - 22 5 43
28 Oct 323.75 2.75 -3.50 - 37 8 37
25 Oct 312.00 6.25 2.60 - 62 21 29
24 Oct 322.65 3.65 1.60 - 13 6 8
23 Oct 325.20 2.05 - 2 1 1


For Biocon Limited. - strike price 290 expiring on 28NOV2024

Delta for 290 PE is -0.05

Historical price for 290 PE is as follows

On 21 Nov BIOCON was trading at 323.10. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 46.92, the open interest changed by 6 which increased total open position to 175


On 20 Nov BIOCON was trading at 327.05. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 45.15, the open interest changed by 7 which increased total open position to 169


On 19 Nov BIOCON was trading at 327.05. The strike last trading price was 0.4, which was -0.10 lower than the previous day. The implied volatity was 45.15, the open interest changed by 7 which increased total open position to 169


On 18 Nov BIOCON was trading at 325.35. The strike last trading price was 0.5, which was 0.10 higher than the previous day. The implied volatity was 44.04, the open interest changed by 18 which increased total open position to 162


On 14 Nov BIOCON was trading at 335.80. The strike last trading price was 0.4, which was -0.10 lower than the previous day. The implied volatity was 43.57, the open interest changed by 6 which increased total open position to 141


On 13 Nov BIOCON was trading at 331.55. The strike last trading price was 0.5, which was 0.30 higher than the previous day. The implied volatity was 42.44, the open interest changed by -17 which decreased total open position to 133


On 12 Nov BIOCON was trading at 347.50. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 42.18, the open interest changed by -15 which decreased total open position to 155


On 11 Nov BIOCON was trading at 348.70. The strike last trading price was 0.25, which was -0.70 lower than the previous day. The implied volatity was 43.42, the open interest changed by -35 which decreased total open position to 173


On 8 Nov BIOCON was trading at 321.30. The strike last trading price was 0.95, which was 0.25 higher than the previous day. The implied volatity was 33.27, the open interest changed by -1 which decreased total open position to 209


On 7 Nov BIOCON was trading at 328.00. The strike last trading price was 0.7, which was -0.40 lower than the previous day. The implied volatity was 34.96, the open interest changed by -7 which decreased total open position to 210


On 6 Nov BIOCON was trading at 322.85. The strike last trading price was 1.1, which was -1.30 lower than the previous day. The implied volatity was 35.39, the open interest changed by -6 which decreased total open position to 220


On 5 Nov BIOCON was trading at 315.70. The strike last trading price was 2.4, which was -1.15 lower than the previous day. The implied volatity was 36.81, the open interest changed by 6 which increased total open position to 226


On 4 Nov BIOCON was trading at 310.90. The strike last trading price was 3.55, which was 0.30 higher than the previous day. The implied volatity was 37.97, the open interest changed by 32 which increased total open position to 220


On 1 Nov BIOCON was trading at 317.80. The strike last trading price was 3.25, which was -0.35 lower than the previous day. The implied volatity was 40.00, the open interest changed by 0 which decreased total open position to 188


On 31 Oct BIOCON was trading at 316.10. The strike last trading price was 3.6, which was -1.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct BIOCON was trading at 320.70. The strike last trading price was 5.4, which was 2.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct BIOCON was trading at 327.00. The strike last trading price was 2.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct BIOCON was trading at 323.75. The strike last trading price was 2.75, which was -3.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct BIOCON was trading at 312.00. The strike last trading price was 6.25, which was 2.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct BIOCON was trading at 322.65. The strike last trading price was 3.65, which was 1.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct BIOCON was trading at 325.20. The strike last trading price was 2.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to