BIOCON
Biocon Limited.
Historical option data for BIOCON
21 Nov 2024 04:11 PM IST
| BIOCON 28NOV2024 300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.80
Vega: 0.12
Theta: -0.64
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 323.10 | 26.3 | -6.50 | 65.73 | 1 | 0 | 88 | |||
| 20 Nov | 327.05 | 32.8 | 0.00 | 80.32 | 18 | -8 | 89 | |||
| 19 Nov | 327.05 | 32.8 | 6.45 | 80.32 | 18 | -7 | 89 | |||
| 18 Nov | 325.35 | 26.35 | -7.90 | 27.43 | 21 | -1 | 96 | |||
| 14 Nov | 335.80 | 34.25 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 13 Nov | 331.55 | 34.25 | -13.40 | - | 3 | 2 | 98 | |||
| 12 Nov | 347.50 | 47.65 | -1.85 | - | 7 | -5 | 96 | |||
| 11 Nov | 348.70 | 49.5 | 24.60 | - | 90 | 10 | 101 | |||
| 8 Nov | 321.30 | 24.9 | -5.25 | 35.06 | 11 | 4 | 90 | |||
| 7 Nov | 328.00 | 30.15 | 3.15 | 25.79 | 35 | 3 | 86 | |||
| 6 Nov | 322.85 | 27 | 5.30 | 28.41 | 32 | 7 | 81 | |||
| 5 Nov | 315.70 | 21.7 | 2.60 | 35.24 | 36 | 3 | 72 | |||
| 4 Nov | 310.90 | 19.1 | -5.90 | 36.34 | 60 | 23 | 68 | |||
| 1 Nov | 317.80 | 25 | 1.00 | 38.11 | 2 | -1 | 45 | |||
| 31 Oct | 316.10 | 24 | -6.00 | - | 107 | 15 | 46 | |||
| 30 Oct | 320.70 | 30 | 4.70 | - | 31 | 7 | 30 | |||
| 29 Oct | 327.00 | 25.3 | -6.45 | - | 3 | 2 | 22 | |||
| 28 Oct | 323.75 | 31.75 | 8.75 | - | 19 | 14 | 20 | |||
| 25 Oct | 312.00 | 23 | -21.00 | - | 4 | 3 | 6 | |||
| 24 Oct | 322.65 | 44 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 325.20 | 44 | 0.00 | - | 0 | 0 | 0 | |||
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| 22 Oct | 325.80 | 44 | 0.00 | - | 0 | 3 | 0 | |||
| 21 Oct | 337.40 | 44 | - | 3 | 2 | 2 | ||||
For Biocon Limited. - strike price 300 expiring on 28NOV2024
Delta for 300 CE is 0.80
Historical price for 300 CE is as follows
On 21 Nov BIOCON was trading at 323.10. The strike last trading price was 26.3, which was -6.50 lower than the previous day. The implied volatity was 65.73, the open interest changed by 0 which decreased total open position to 88
On 20 Nov BIOCON was trading at 327.05. The strike last trading price was 32.8, which was 0.00 lower than the previous day. The implied volatity was 80.32, the open interest changed by -8 which decreased total open position to 89
On 19 Nov BIOCON was trading at 327.05. The strike last trading price was 32.8, which was 6.45 higher than the previous day. The implied volatity was 80.32, the open interest changed by -7 which decreased total open position to 89
On 18 Nov BIOCON was trading at 325.35. The strike last trading price was 26.35, which was -7.90 lower than the previous day. The implied volatity was 27.43, the open interest changed by -1 which decreased total open position to 96
On 14 Nov BIOCON was trading at 335.80. The strike last trading price was 34.25, which was 0.00 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 13 Nov BIOCON was trading at 331.55. The strike last trading price was 34.25, which was -13.40 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 98
On 12 Nov BIOCON was trading at 347.50. The strike last trading price was 47.65, which was -1.85 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 96
On 11 Nov BIOCON was trading at 348.70. The strike last trading price was 49.5, which was 24.60 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 101
On 8 Nov BIOCON was trading at 321.30. The strike last trading price was 24.9, which was -5.25 lower than the previous day. The implied volatity was 35.06, the open interest changed by 4 which increased total open position to 90
On 7 Nov BIOCON was trading at 328.00. The strike last trading price was 30.15, which was 3.15 higher than the previous day. The implied volatity was 25.79, the open interest changed by 3 which increased total open position to 86
On 6 Nov BIOCON was trading at 322.85. The strike last trading price was 27, which was 5.30 higher than the previous day. The implied volatity was 28.41, the open interest changed by 7 which increased total open position to 81
On 5 Nov BIOCON was trading at 315.70. The strike last trading price was 21.7, which was 2.60 higher than the previous day. The implied volatity was 35.24, the open interest changed by 3 which increased total open position to 72
On 4 Nov BIOCON was trading at 310.90. The strike last trading price was 19.1, which was -5.90 lower than the previous day. The implied volatity was 36.34, the open interest changed by 23 which increased total open position to 68
On 1 Nov BIOCON was trading at 317.80. The strike last trading price was 25, which was 1.00 higher than the previous day. The implied volatity was 38.11, the open interest changed by -1 which decreased total open position to 45
On 31 Oct BIOCON was trading at 316.10. The strike last trading price was 24, which was -6.00 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 30, which was 4.70 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 25.3, which was -6.45 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 31.75, which was 8.75 higher 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 23, which was -21.00 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 44, 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 44, 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 22 Oct BIOCON was trading at 325.80. The strike last trading price was 44, 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 21 Oct BIOCON was trading at 337.40. The strike last trading price was 44, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BIOCON 28NOV2024 300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.09
Vega: 0.07
Theta: -0.21
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 323.10 | 0.8 | 0.10 | 41.01 | 447 | 1 | 928 |
| 20 Nov | 327.05 | 0.7 | 0.00 | 39.25 | 157 | 23 | 925 |
| 19 Nov | 327.05 | 0.7 | -0.30 | 39.25 | 157 | 21 | 925 |
| 18 Nov | 325.35 | 1 | 0.40 | 39.91 | 475 | -6 | 903 |
| 14 Nov | 335.80 | 0.6 | -0.10 | 38.45 | 305 | 8 | 909 |
| 13 Nov | 331.55 | 0.7 | 0.30 | 36.81 | 607 | -64 | 906 |
| 12 Nov | 347.50 | 0.4 | -0.10 | 39.74 | 177 | 119 | 970 |
| 11 Nov | 348.70 | 0.5 | -1.60 | 41.38 | 1,244 | 234 | 860 |
| 8 Nov | 321.30 | 2.1 | 0.60 | 32.10 | 439 | 19 | 633 |
| 7 Nov | 328.00 | 1.5 | -0.50 | 33.68 | 511 | 17 | 609 |
| 6 Nov | 322.85 | 2 | -2.15 | 32.95 | 380 | 10 | 612 |
| 5 Nov | 315.70 | 4.15 | -1.80 | 34.77 | 349 | 7 | 603 |
| 4 Nov | 310.90 | 5.95 | 0.45 | 36.40 | 777 | -47 | 596 |
| 1 Nov | 317.80 | 5.5 | -0.60 | 39.38 | 114 | 29 | 642 |
| 31 Oct | 316.10 | 6.1 | -1.95 | - | 2,612 | 219 | 614 |
| 30 Oct | 320.70 | 8.05 | 3.70 | - | 481 | 152 | 393 |
| 29 Oct | 327.00 | 4.35 | -0.05 | - | 195 | 112 | 242 |
| 28 Oct | 323.75 | 4.4 | -4.00 | - | 115 | 42 | 132 |
| 25 Oct | 312.00 | 8.4 | 3.00 | - | 166 | 17 | 90 |
| 24 Oct | 322.65 | 5.4 | 1.20 | - | 108 | 45 | 74 |
| 23 Oct | 325.20 | 4.2 | -0.15 | - | 38 | 22 | 29 |
| 22 Oct | 325.80 | 4.35 | 2.70 | - | 11 | 7 | 8 |
| 21 Oct | 337.40 | 1.65 | - | 0 | 0 | 0 | |
For Biocon Limited. - strike price 300 expiring on 28NOV2024
Delta for 300 PE is -0.09
Historical price for 300 PE is as follows
On 21 Nov BIOCON was trading at 323.10. The strike last trading price was 0.8, which was 0.10 higher than the previous day. The implied volatity was 41.01, the open interest changed by 1 which increased total open position to 928
On 20 Nov BIOCON was trading at 327.05. The strike last trading price was 0.7, which was 0.00 lower than the previous day. The implied volatity was 39.25, the open interest changed by 23 which increased total open position to 925
On 19 Nov BIOCON was trading at 327.05. The strike last trading price was 0.7, which was -0.30 lower than the previous day. The implied volatity was 39.25, the open interest changed by 21 which increased total open position to 925
On 18 Nov BIOCON was trading at 325.35. The strike last trading price was 1, which was 0.40 higher than the previous day. The implied volatity was 39.91, the open interest changed by -6 which decreased total open position to 903
On 14 Nov BIOCON was trading at 335.80. The strike last trading price was 0.6, which was -0.10 lower than the previous day. The implied volatity was 38.45, the open interest changed by 8 which increased total open position to 909
On 13 Nov BIOCON was trading at 331.55. The strike last trading price was 0.7, which was 0.30 higher than the previous day. The implied volatity was 36.81, the open interest changed by -64 which decreased total open position to 906
On 12 Nov BIOCON was trading at 347.50. The strike last trading price was 0.4, which was -0.10 lower than the previous day. The implied volatity was 39.74, the open interest changed by 119 which increased total open position to 970
On 11 Nov BIOCON was trading at 348.70. The strike last trading price was 0.5, which was -1.60 lower than the previous day. The implied volatity was 41.38, the open interest changed by 234 which increased total open position to 860
On 8 Nov BIOCON was trading at 321.30. The strike last trading price was 2.1, which was 0.60 higher than the previous day. The implied volatity was 32.10, the open interest changed by 19 which increased total open position to 633
On 7 Nov BIOCON was trading at 328.00. The strike last trading price was 1.5, which was -0.50 lower than the previous day. The implied volatity was 33.68, the open interest changed by 17 which increased total open position to 609
On 6 Nov BIOCON was trading at 322.85. The strike last trading price was 2, which was -2.15 lower than the previous day. The implied volatity was 32.95, the open interest changed by 10 which increased total open position to 612
On 5 Nov BIOCON was trading at 315.70. The strike last trading price was 4.15, which was -1.80 lower than the previous day. The implied volatity was 34.77, the open interest changed by 7 which increased total open position to 603
On 4 Nov BIOCON was trading at 310.90. The strike last trading price was 5.95, which was 0.45 higher than the previous day. The implied volatity was 36.40, the open interest changed by -47 which decreased total open position to 596
On 1 Nov BIOCON was trading at 317.80. The strike last trading price was 5.5, which was -0.60 lower than the previous day. The implied volatity was 39.38, the open interest changed by 29 which increased total open position to 642
On 31 Oct BIOCON was trading at 316.10. The strike last trading price was 6.1, which was -1.95 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 8.05, which was 3.70 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 4.35, which was -0.05 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 4.4, 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 25 Oct BIOCON was trading at 312.00. The strike last trading price was 8.4, which was 3.00 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 5.4, which was 1.20 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 4.2, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct BIOCON was trading at 325.80. The strike last trading price was 4.35, which was 2.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct BIOCON was trading at 337.40. The strike last trading price was 1.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
