BIOCON
Biocon Limited.
Historical option data for BIOCON
13 Mar 2025 04:11 PM IST
| BIOCON 27MAR2025 295 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 | 36.2 | 0 | 0.00 | 0 | 0 | 0 | |||
| 12 Mar | 325.10 | 36.2 | 0 | 0.00 | 0 | -2 | 0 | |||
| 11 Mar | 328.90 | 36.2 | -3.8 | - | 4 | -2 | 65 | |||
| 10 Mar | 328.15 | 40 | -3.9 | 70.26 | 2 | 1 | 68 | |||
| 7 Mar | 333.70 | 43.9 | 7 | 62.01 | 2 | 0 | 67 | |||
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| 6 Mar | 333.00 | 36.9 | 3.55 | - | 22 | 2 | 66 | |||
| 5 Mar | 324.85 | 33.35 | 9.4 | 38.30 | 5 | 4 | 65 | |||
| 4 Mar | 314.80 | 23.95 | 5.55 | 34.78 | 21 | 1 | 61 | |||
| 3 Mar | 305.05 | 18.45 | 1.45 | 36.43 | 208 | 49 | 60 | |||
| 28 Feb | 302.45 | 17.05 | -51.35 | 33.57 | 23 | 9 | 9 | |||
| 27 Feb | 311.85 | 68.4 | 0 | - | 0 | 0 | 0 | |||
| 26 Feb | 319.80 | 68.4 | 0 | - | 0 | 0 | 0 | |||
| 25 Feb | 321.20 | 68.4 | 0 | - | 0 | 0 | 0 | |||
| 24 Feb | 320.85 | 68.4 | 0 | - | 0 | 0 | 0 | |||
| 21 Feb | 322.50 | 68.4 | 0 | - | 0 | 0 | 0 | |||
For Biocon Limited. - strike price 295 expiring on 27MAR2025
Delta for 295 CE is 0.00
Historical price for 295 CE is as follows
On 13 Mar BIOCON was trading at 323.05. The strike last trading price was 36.2, 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 36.2, which was 0 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 11 Mar BIOCON was trading at 328.90. The strike last trading price was 36.2, which was -3.8 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 65
On 10 Mar BIOCON was trading at 328.15. The strike last trading price was 40, which was -3.9 lower than the previous day. The implied volatity was 70.26, the open interest changed by 1 which increased total open position to 68
On 7 Mar BIOCON was trading at 333.70. The strike last trading price was 43.9, which was 7 higher than the previous day. The implied volatity was 62.01, the open interest changed by 0 which decreased total open position to 67
On 6 Mar BIOCON was trading at 333.00. The strike last trading price was 36.9, which was 3.55 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 66
On 5 Mar BIOCON was trading at 324.85. The strike last trading price was 33.35, which was 9.4 higher than the previous day. The implied volatity was 38.30, the open interest changed by 4 which increased total open position to 65
On 4 Mar BIOCON was trading at 314.80. The strike last trading price was 23.95, which was 5.55 higher than the previous day. The implied volatity was 34.78, the open interest changed by 1 which increased total open position to 61
On 3 Mar BIOCON was trading at 305.05. The strike last trading price was 18.45, which was 1.45 higher than the previous day. The implied volatity was 36.43, the open interest changed by 49 which increased total open position to 60
On 28 Feb BIOCON was trading at 302.45. The strike last trading price was 17.05, which was -51.35 lower than the previous day. The implied volatity was 33.57, the open interest changed by 9 which increased total open position to 9
On 27 Feb BIOCON was trading at 311.85. The strike last trading price was 68.4, 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 68.4, 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 68.4, 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 68.4, 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 21 Feb BIOCON was trading at 322.50. The strike last trading price was 68.4, 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 295 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.10
Vega: 0.11
Theta: -0.14
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 323.05 | 1.15 | -0.3 | 38.40 | 86 | -14 | 149 |
| 12 Mar | 325.10 | 1.4 | 0.05 | 41.03 | 85 | 13 | 162 |
| 11 Mar | 328.90 | 1.35 | -0.35 | 43.52 | 66 | -4 | 149 |
| 10 Mar | 328.15 | 1.7 | 0.4 | 42.93 | 45 | 3 | 152 |
| 7 Mar | 333.70 | 1.35 | -0.1 | 40.92 | 51 | 17 | 149 |
| 6 Mar | 333.00 | 1.45 | -0.8 | 39.78 | 130 | -11 | 123 |
| 5 Mar | 324.85 | 2.3 | -2 | 39.59 | 181 | 18 | 134 |
| 4 Mar | 314.80 | 4.45 | -2.55 | 39.74 | 217 | 6 | 116 |
| 3 Mar | 305.05 | 6.9 | -1.7 | 39.59 | 384 | 71 | 110 |
| 28 Feb | 302.45 | 8.6 | 2.65 | 41.07 | 81 | 33 | 38 |
| 27 Feb | 311.85 | 5.95 | 2.85 | 40.26 | 6 | 5 | 5 |
| 26 Feb | 319.80 | 3.1 | 0 | 8.77 | 0 | 0 | 0 |
| 25 Feb | 321.20 | 3.1 | 0 | 8.77 | 0 | 0 | 0 |
| 24 Feb | 320.85 | 3.1 | 0 | 8.87 | 0 | 0 | 0 |
| 21 Feb | 322.50 | 3.1 | 0 | 8.67 | 0 | 0 | 0 |
For Biocon Limited. - strike price 295 expiring on 27MAR2025
Delta for 295 PE is -0.10
Historical price for 295 PE is as follows
On 13 Mar BIOCON was trading at 323.05. The strike last trading price was 1.15, which was -0.3 lower than the previous day. The implied volatity was 38.40, the open interest changed by -14 which decreased total open position to 149
On 12 Mar BIOCON was trading at 325.10. The strike last trading price was 1.4, which was 0.05 higher than the previous day. The implied volatity was 41.03, the open interest changed by 13 which increased total open position to 162
On 11 Mar BIOCON was trading at 328.90. The strike last trading price was 1.35, which was -0.35 lower than the previous day. The implied volatity was 43.52, the open interest changed by -4 which decreased total open position to 149
On 10 Mar BIOCON was trading at 328.15. The strike last trading price was 1.7, which was 0.4 higher than the previous day. The implied volatity was 42.93, the open interest changed by 3 which increased total open position to 152
On 7 Mar BIOCON was trading at 333.70. The strike last trading price was 1.35, which was -0.1 lower than the previous day. The implied volatity was 40.92, the open interest changed by 17 which increased total open position to 149
On 6 Mar BIOCON was trading at 333.00. The strike last trading price was 1.45, which was -0.8 lower than the previous day. The implied volatity was 39.78, the open interest changed by -11 which decreased total open position to 123
On 5 Mar BIOCON was trading at 324.85. The strike last trading price was 2.3, which was -2 lower than the previous day. The implied volatity was 39.59, the open interest changed by 18 which increased total open position to 134
On 4 Mar BIOCON was trading at 314.80. The strike last trading price was 4.45, which was -2.55 lower than the previous day. The implied volatity was 39.74, the open interest changed by 6 which increased total open position to 116
On 3 Mar BIOCON was trading at 305.05. The strike last trading price was 6.9, which was -1.7 lower than the previous day. The implied volatity was 39.59, the open interest changed by 71 which increased total open position to 110
On 28 Feb BIOCON was trading at 302.45. The strike last trading price was 8.6, which was 2.65 higher than the previous day. The implied volatity was 41.07, the open interest changed by 33 which increased total open position to 38
On 27 Feb BIOCON was trading at 311.85. The strike last trading price was 5.95, which was 2.85 higher than the previous day. The implied volatity was 40.26, the open interest changed by 5 which increased total open position to 5
On 26 Feb BIOCON was trading at 319.80. The strike last trading price was 3.1, which was 0 lower than the previous day. The implied volatity was 8.77, 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 3.1, which was 0 lower than the previous day. The implied volatity was 8.77, 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 3.1, which was 0 lower than the previous day. The implied volatity was 8.87, the open interest changed by 0 which decreased total open position to 0
On 21 Feb BIOCON was trading at 322.50. The strike last trading price was 3.1, which was 0 lower than the previous day. The implied volatity was 8.67, the open interest changed by 0 which decreased total open position to 0
