BIOCON
Biocon Limited.
Historical option data for BIOCON
13 Mar 2025 04:11 PM IST
| BIOCON 27MAR2025 300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.89
Vega: 0.12
Theta: -0.22
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 323.05 | 25.4 | -2.25 | 33.73 | 30 | -13 | 194 | |||
| 12 Mar | 325.10 | 27.65 | -3.6 | 36.13 | 6 | -2 | 207 | |||
| 11 Mar | 328.90 | 31.25 | 0.75 | - | 24 | 9 | 208 | |||
| 10 Mar | 328.15 | 30.5 | -5.2 | 38.47 | 30 | 0 | 199 | |||
| 7 Mar | 333.70 | 35.6 | -0.5 | 38.26 | 138 | -16 | 199 | |||
| 6 Mar | 333.00 | 33.75 | 5.3 | 32.46 | 126 | -10 | 215 | |||
| 5 Mar | 324.85 | 28.35 | 7.3 | 33.65 | 190 | -37 | 226 | |||
| 4 Mar | 314.80 | 20.7 | 5.4 | 36.40 | 590 | -15 | 263 | |||
| 3 Mar | 305.05 | 15.25 | 1.25 | 36.04 | 971 | 114 | 281 | |||
| 28 Feb | 302.45 | 14.3 | -6.9 | 35.50 | 437 | 129 | 165 | |||
| 27 Feb | 311.85 | 21.15 | -7.85 | 37.87 | 46 | 19 | 36 | |||
| 26 Feb | 319.80 | 29 | -4 | 43.61 | 3 | 1 | 16 | |||
| 25 Feb | 321.20 | 29 | -4 | 43.61 | 3 | 0 | 16 | |||
| 24 Feb | 320.85 | 33 | 2.7 | 53.80 | 18 | 13 | 14 | |||
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| 21 Feb | 322.50 | 30.3 | -29.9 | 42.71 | 1 | 0 | 0 | |||
| 20 Feb | 336.00 | 60.2 | 0 | - | 0 | 0 | 0 | |||
| 19 Feb | 336.80 | 60.2 | 0 | - | 0 | 0 | 0 | |||
| 18 Feb | 338.20 | 60.2 | 0 | - | 0 | 0 | 0 | |||
| 17 Feb | 347.55 | 60.2 | 0 | - | 0 | 0 | 0 | |||
| 14 Feb | 349.35 | 60.2 | 0 | - | 0 | 0 | 0 | |||
| 13 Feb | 359.30 | 60.2 | 0 | - | 0 | 0 | 0 | |||
| 12 Feb | 355.95 | 60.2 | 0 | - | 0 | 0 | 0 | |||
| 11 Feb | 362.00 | 60.2 | 0 | 0.00 | 0 | 0 | 0 | |||
| 10 Feb | 377.15 | 60.2 | 0 | 0.00 | 0 | 0 | 0 | |||
| 4 Feb | 371.05 | 60.2 | 0 | 0.00 | 0 | 0 | 0 | |||
| 1 Feb | 370.45 | 60.2 | 0 | 0.00 | 0 | 0 | 0 | |||
| 31 Jan | 362.55 | 60.2 | 0 | - | 0 | 0 | 0 | |||
For Biocon Limited. - strike price 300 expiring on 27MAR2025
Delta for 300 CE is 0.89
Historical price for 300 CE is as follows
On 13 Mar BIOCON was trading at 323.05. The strike last trading price was 25.4, which was -2.25 lower than the previous day. The implied volatity was 33.73, the open interest changed by -13 which decreased total open position to 194
On 12 Mar BIOCON was trading at 325.10. The strike last trading price was 27.65, which was -3.6 lower than the previous day. The implied volatity was 36.13, the open interest changed by -2 which decreased total open position to 207
On 11 Mar BIOCON was trading at 328.90. The strike last trading price was 31.25, which was 0.75 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 208
On 10 Mar BIOCON was trading at 328.15. The strike last trading price was 30.5, which was -5.2 lower than the previous day. The implied volatity was 38.47, the open interest changed by 0 which decreased total open position to 199
On 7 Mar BIOCON was trading at 333.70. The strike last trading price was 35.6, which was -0.5 lower than the previous day. The implied volatity was 38.26, the open interest changed by -16 which decreased total open position to 199
On 6 Mar BIOCON was trading at 333.00. The strike last trading price was 33.75, which was 5.3 higher than the previous day. The implied volatity was 32.46, the open interest changed by -10 which decreased total open position to 215
On 5 Mar BIOCON was trading at 324.85. The strike last trading price was 28.35, which was 7.3 higher than the previous day. The implied volatity was 33.65, the open interest changed by -37 which decreased total open position to 226
On 4 Mar BIOCON was trading at 314.80. The strike last trading price was 20.7, which was 5.4 higher than the previous day. The implied volatity was 36.40, the open interest changed by -15 which decreased total open position to 263
On 3 Mar BIOCON was trading at 305.05. The strike last trading price was 15.25, which was 1.25 higher than the previous day. The implied volatity was 36.04, the open interest changed by 114 which increased total open position to 281
On 28 Feb BIOCON was trading at 302.45. The strike last trading price was 14.3, which was -6.9 lower than the previous day. The implied volatity was 35.50, the open interest changed by 129 which increased total open position to 165
On 27 Feb BIOCON was trading at 311.85. The strike last trading price was 21.15, which was -7.85 lower than the previous day. The implied volatity was 37.87, the open interest changed by 19 which increased total open position to 36
On 26 Feb BIOCON was trading at 319.80. The strike last trading price was 29, which was -4 lower than the previous day. The implied volatity was 43.61, the open interest changed by 1 which increased total open position to 16
On 25 Feb BIOCON was trading at 321.20. The strike last trading price was 29, which was -4 lower than the previous day. The implied volatity was 43.61, the open interest changed by 0 which decreased total open position to 16
On 24 Feb BIOCON was trading at 320.85. The strike last trading price was 33, which was 2.7 higher than the previous day. The implied volatity was 53.80, the open interest changed by 13 which increased total open position to 14
On 21 Feb BIOCON was trading at 322.50. The strike last trading price was 30.3, which was -29.9 lower than the previous day. The implied volatity was 42.71, the open interest changed by 0 which decreased total open position to 0
On 20 Feb BIOCON was trading at 336.00. The strike last trading price was 60.2, 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 19 Feb BIOCON was trading at 336.80. The strike last trading price was 60.2, 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 18 Feb BIOCON was trading at 338.20. The strike last trading price was 60.2, 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 17 Feb BIOCON was trading at 347.55. The strike last trading price was 60.2, 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 14 Feb BIOCON was trading at 349.35. The strike last trading price was 60.2, 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 13 Feb BIOCON was trading at 359.30. The strike last trading price was 60.2, 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 12 Feb BIOCON was trading at 355.95. The strike last trading price was 60.2, 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 11 Feb BIOCON was trading at 362.00. The strike last trading price was 60.2, 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 10 Feb BIOCON was trading at 377.15. The strike last trading price was 60.2, 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 4 Feb BIOCON was trading at 371.05. The strike last trading price was 60.2, 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 1 Feb BIOCON was trading at 370.45. The strike last trading price was 60.2, 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 31 Jan BIOCON was trading at 362.55. The strike last trading price was 60.2, 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 300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.13
Vega: 0.14
Theta: -0.17
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 323.05 | 1.65 | -0.25 | 37.19 | 256 | 12 | 621 |
| 12 Mar | 325.10 | 1.9 | 0.1 | 39.61 | 585 | 95 | 609 |
| 11 Mar | 328.90 | 1.8 | -0.35 | 42.22 | 541 | 30 | 511 |
| 10 Mar | 328.15 | 2.3 | 0.55 | 42.02 | 371 | -26 | 481 |
| 7 Mar | 333.70 | 1.75 | -0.1 | 39.56 | 465 | -21 | 507 |
| 6 Mar | 333.00 | 1.95 | -1 | 38.90 | 681 | 4 | 529 |
| 5 Mar | 324.85 | 3 | -2.6 | 38.59 | 696 | 52 | 523 |
| 4 Mar | 314.80 | 5.7 | -3.05 | 38.99 | 849 | 49 | 472 |
| 3 Mar | 305.05 | 8.8 | -1.65 | 39.44 | 866 | 52 | 421 |
| 28 Feb | 302.45 | 10.3 | 3.1 | 38.97 | 1,012 | 6 | 371 |
| 27 Feb | 311.85 | 7.2 | 1.85 | 39.00 | 632 | 28 | 365 |
| 26 Feb | 319.80 | 5.6 | -0.3 | 39.71 | 287 | 87 | 337 |
| 25 Feb | 321.20 | 5.6 | -0.3 | 39.71 | 287 | 87 | 337 |
| 24 Feb | 320.85 | 5.8 | -0.3 | 40.45 | 257 | 63 | 249 |
| 21 Feb | 322.50 | 6.4 | 3.1 | 40.71 | 319 | 86 | 183 |
| 20 Feb | 336.00 | 3.3 | -0.2 | 40.29 | 71 | 21 | 97 |
| 19 Feb | 336.80 | 3.5 | -0.5 | 40.85 | 77 | 31 | 76 |
| 18 Feb | 338.20 | 4 | 1.4 | 42.81 | 55 | 13 | 45 |
| 17 Feb | 347.55 | 2.6 | -0.75 | 42.06 | 3 | 0 | 32 |
| 14 Feb | 349.35 | 3.15 | 0.45 | 43.35 | 16 | 10 | 32 |
| 13 Feb | 359.30 | 2.7 | 0 | 45.99 | 1 | 0 | 22 |
| 12 Feb | 355.95 | 2.7 | 0.6 | 44.49 | 11 | 3 | 19 |
| 11 Feb | 362.00 | 2 | 0.45 | 42.76 | 8 | 1 | 11 |
| 10 Feb | 377.15 | 1.55 | -0.05 | 45.61 | 1 | 0 | 10 |
| 4 Feb | 371.05 | 1.6 | -0.3 | 41.00 | 5 | 2 | 11 |
| 1 Feb | 370.45 | 1.85 | -1.4 | 41.45 | 7 | 2 | 6 |
| 31 Jan | 362.55 | 3.25 | -5.1 | 44.08 | 6 | 4 | 4 |
For Biocon Limited. - strike price 300 expiring on 27MAR2025
Delta for 300 PE is -0.13
Historical price for 300 PE is as follows
On 13 Mar BIOCON was trading at 323.05. The strike last trading price was 1.65, which was -0.25 lower than the previous day. The implied volatity was 37.19, the open interest changed by 12 which increased total open position to 621
On 12 Mar BIOCON was trading at 325.10. The strike last trading price was 1.9, which was 0.1 higher than the previous day. The implied volatity was 39.61, the open interest changed by 95 which increased total open position to 609
On 11 Mar BIOCON was trading at 328.90. The strike last trading price was 1.8, which was -0.35 lower than the previous day. The implied volatity was 42.22, the open interest changed by 30 which increased total open position to 511
On 10 Mar BIOCON was trading at 328.15. The strike last trading price was 2.3, which was 0.55 higher than the previous day. The implied volatity was 42.02, the open interest changed by -26 which decreased total open position to 481
On 7 Mar BIOCON was trading at 333.70. The strike last trading price was 1.75, which was -0.1 lower than the previous day. The implied volatity was 39.56, the open interest changed by -21 which decreased total open position to 507
On 6 Mar BIOCON was trading at 333.00. The strike last trading price was 1.95, which was -1 lower than the previous day. The implied volatity was 38.90, the open interest changed by 4 which increased total open position to 529
On 5 Mar BIOCON was trading at 324.85. The strike last trading price was 3, which was -2.6 lower than the previous day. The implied volatity was 38.59, the open interest changed by 52 which increased total open position to 523
On 4 Mar BIOCON was trading at 314.80. The strike last trading price was 5.7, which was -3.05 lower than the previous day. The implied volatity was 38.99, the open interest changed by 49 which increased total open position to 472
On 3 Mar BIOCON was trading at 305.05. The strike last trading price was 8.8, which was -1.65 lower than the previous day. The implied volatity was 39.44, the open interest changed by 52 which increased total open position to 421
On 28 Feb BIOCON was trading at 302.45. The strike last trading price was 10.3, which was 3.1 higher than the previous day. The implied volatity was 38.97, the open interest changed by 6 which increased total open position to 371
On 27 Feb BIOCON was trading at 311.85. The strike last trading price was 7.2, which was 1.85 higher than the previous day. The implied volatity was 39.00, the open interest changed by 28 which increased total open position to 365
On 26 Feb BIOCON was trading at 319.80. The strike last trading price was 5.6, which was -0.3 lower than the previous day. The implied volatity was 39.71, the open interest changed by 87 which increased total open position to 337
On 25 Feb BIOCON was trading at 321.20. The strike last trading price was 5.6, which was -0.3 lower than the previous day. The implied volatity was 39.71, the open interest changed by 87 which increased total open position to 337
On 24 Feb BIOCON was trading at 320.85. The strike last trading price was 5.8, which was -0.3 lower than the previous day. The implied volatity was 40.45, the open interest changed by 63 which increased total open position to 249
On 21 Feb BIOCON was trading at 322.50. The strike last trading price was 6.4, which was 3.1 higher than the previous day. The implied volatity was 40.71, the open interest changed by 86 which increased total open position to 183
On 20 Feb BIOCON was trading at 336.00. The strike last trading price was 3.3, which was -0.2 lower than the previous day. The implied volatity was 40.29, the open interest changed by 21 which increased total open position to 97
On 19 Feb BIOCON was trading at 336.80. The strike last trading price was 3.5, which was -0.5 lower than the previous day. The implied volatity was 40.85, the open interest changed by 31 which increased total open position to 76
On 18 Feb BIOCON was trading at 338.20. The strike last trading price was 4, which was 1.4 higher than the previous day. The implied volatity was 42.81, the open interest changed by 13 which increased total open position to 45
On 17 Feb BIOCON was trading at 347.55. The strike last trading price was 2.6, which was -0.75 lower than the previous day. The implied volatity was 42.06, the open interest changed by 0 which decreased total open position to 32
On 14 Feb BIOCON was trading at 349.35. The strike last trading price was 3.15, which was 0.45 higher than the previous day. The implied volatity was 43.35, the open interest changed by 10 which increased total open position to 32
On 13 Feb BIOCON was trading at 359.30. The strike last trading price was 2.7, which was 0 lower than the previous day. The implied volatity was 45.99, the open interest changed by 0 which decreased total open position to 22
On 12 Feb BIOCON was trading at 355.95. The strike last trading price was 2.7, which was 0.6 higher than the previous day. The implied volatity was 44.49, the open interest changed by 3 which increased total open position to 19
On 11 Feb BIOCON was trading at 362.00. The strike last trading price was 2, which was 0.45 higher than the previous day. The implied volatity was 42.76, the open interest changed by 1 which increased total open position to 11
On 10 Feb BIOCON was trading at 377.15. The strike last trading price was 1.55, which was -0.05 lower than the previous day. The implied volatity was 45.61, the open interest changed by 0 which decreased total open position to 10
On 4 Feb BIOCON was trading at 371.05. The strike last trading price was 1.6, which was -0.3 lower than the previous day. The implied volatity was 41.00, the open interest changed by 2 which increased total open position to 11
On 1 Feb BIOCON was trading at 370.45. The strike last trading price was 1.85, which was -1.4 lower than the previous day. The implied volatity was 41.45, the open interest changed by 2 which increased total open position to 6
On 31 Jan BIOCON was trading at 362.55. The strike last trading price was 3.25, which was -5.1 lower than the previous day. The implied volatity was 44.08, the open interest changed by 4 which increased total open position to 4
