BIOCON
Biocon Limited.
Historical option data for BIOCON
13 Mar 2025 04:11 PM IST
| BIOCON 27MAR2025 305 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.80
Vega: 0.18
Theta: -0.31
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 323.05 | 22 | -2 | 38.56 | 15 | -5 | 111 | |||
| 12 Mar | 325.10 | 24 | -3.35 | 39.25 | 4 | 0 | 116 | |||
| 11 Mar | 328.90 | 27.35 | -2.15 | 31.37 | 2 | -1 | 116 | |||
| 10 Mar | 328.15 | 29.5 | -1.55 | 54.00 | 3 | 2 | 115 | |||
| 7 Mar | 333.70 | 31.05 | 0.1 | 36.58 | 21 | -4 | 113 | |||
| 6 Mar | 333.00 | 30.85 | 6.55 | 40.59 | 17 | -2 | 118 | |||
| 5 Mar | 324.85 | 24.3 | 6.85 | 33.55 | 79 | -21 | 121 | |||
| 4 Mar | 314.80 | 17.15 | 4.7 | 35.53 | 270 | -2 | 143 | |||
| 3 Mar | 305.05 | 12.2 | 0.75 | 35.05 | 390 | 43 | 144 | |||
| 28 Feb | 302.45 | 11.7 | -48.35 | 34.36 | 232 | 100 | 100 | |||
| 27 Feb | 311.85 | 60.05 | 0 | - | 0 | 0 | 0 | |||
| 26 Feb | 319.80 | 60.05 | 0 | - | 0 | 0 | 0 | |||
| 25 Feb | 321.20 | 60.05 | 0 | - | 0 | 0 | 0 | |||
| 24 Feb | 320.85 | 60.05 | 0 | - | 0 | 0 | 0 | |||
| 21 Feb | 322.50 | 60.05 | 0 | - | 0 | 0 | 0 | |||
| 20 Feb | 336.00 | 60.05 | 0 | - | 0 | 0 | 0 | |||
| 19 Feb | 336.80 | 60.05 | 0 | - | 0 | 0 | 0 | |||
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| 18 Feb | 338.20 | 60.05 | 0 | - | 0 | 0 | 0 | |||
| 17 Feb | 347.55 | 60.05 | 0 | - | 0 | 0 | 0 | |||
| 14 Feb | 349.35 | 60.05 | 0 | - | 0 | 0 | 0 | |||
| 13 Feb | 359.30 | 60.05 | 0 | - | 0 | 0 | 0 | |||
| 12 Feb | 355.95 | 60.05 | 0 | - | 0 | 0 | 0 | |||
| 11 Feb | 362.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 10 Feb | 377.15 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 4 Feb | 371.05 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 1 Feb | 370.45 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Biocon Limited. - strike price 305 expiring on 27MAR2025
Delta for 305 CE is 0.80
Historical price for 305 CE is as follows
On 13 Mar BIOCON was trading at 323.05. The strike last trading price was 22, which was -2 lower than the previous day. The implied volatity was 38.56, the open interest changed by -5 which decreased total open position to 111
On 12 Mar BIOCON was trading at 325.10. The strike last trading price was 24, which was -3.35 lower than the previous day. The implied volatity was 39.25, the open interest changed by 0 which decreased total open position to 116
On 11 Mar BIOCON was trading at 328.90. The strike last trading price was 27.35, which was -2.15 lower than the previous day. The implied volatity was 31.37, the open interest changed by -1 which decreased total open position to 116
On 10 Mar BIOCON was trading at 328.15. The strike last trading price was 29.5, which was -1.55 lower than the previous day. The implied volatity was 54.00, the open interest changed by 2 which increased total open position to 115
On 7 Mar BIOCON was trading at 333.70. The strike last trading price was 31.05, which was 0.1 higher than the previous day. The implied volatity was 36.58, the open interest changed by -4 which decreased total open position to 113
On 6 Mar BIOCON was trading at 333.00. The strike last trading price was 30.85, which was 6.55 higher than the previous day. The implied volatity was 40.59, the open interest changed by -2 which decreased total open position to 118
On 5 Mar BIOCON was trading at 324.85. The strike last trading price was 24.3, which was 6.85 higher than the previous day. The implied volatity was 33.55, the open interest changed by -21 which decreased total open position to 121
On 4 Mar BIOCON was trading at 314.80. The strike last trading price was 17.15, which was 4.7 higher than the previous day. The implied volatity was 35.53, the open interest changed by -2 which decreased total open position to 143
On 3 Mar BIOCON was trading at 305.05. The strike last trading price was 12.2, which was 0.75 higher than the previous day. The implied volatity was 35.05, the open interest changed by 43 which increased total open position to 144
On 28 Feb BIOCON was trading at 302.45. The strike last trading price was 11.7, which was -48.35 lower than the previous day. The implied volatity was 34.36, the open interest changed by 100 which increased total open position to 100
On 27 Feb BIOCON was trading at 311.85. The strike last trading price was 60.05, 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 60.05, 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 60.05, 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 60.05, 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 60.05, 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 20 Feb BIOCON was trading at 336.00. The strike last trading price was 60.05, 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 60.05, 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 60.05, 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 60.05, 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 60.05, 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 60.05, 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 60.05, 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 0, 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 0, 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 0, 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 0, 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
| BIOCON 27MAR2025 305 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.18
Vega: 0.17
Theta: -0.20
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 323.05 | 2.4 | -0.15 | 36.35 | 62 | 15 | 129 |
| 12 Mar | 325.10 | 2.5 | 0.15 | 37.83 | 56 | 3 | 115 |
| 11 Mar | 328.90 | 2.35 | -0.5 | 40.69 | 111 | 6 | 112 |
| 10 Mar | 328.15 | 2.9 | 0.6 | 39.88 | 86 | -12 | 103 |
| 7 Mar | 333.70 | 2.35 | -0.05 | 38.70 | 48 | 2 | 115 |
| 6 Mar | 333.00 | 2.8 | -1.1 | 39.09 | 114 | 7 | 112 |
| 5 Mar | 324.85 | 3.85 | -3.25 | 37.46 | 127 | 6 | 105 |
| 4 Mar | 314.80 | 7.3 | -3.65 | 38.54 | 193 | 23 | 100 |
| 3 Mar | 305.05 | 10.85 | -1.9 | 38.47 | 147 | 17 | 78 |
| 28 Feb | 302.45 | 12.65 | 3.55 | 39.68 | 194 | 37 | 63 |
| 27 Feb | 311.85 | 9.3 | 2.35 | 39.64 | 21 | 4 | 26 |
| 26 Feb | 319.80 | 7 | 0.85 | 39.31 | 67 | 16 | 19 |
| 25 Feb | 321.20 | 7 | 0.85 | 39.31 | 67 | 13 | 19 |
| 24 Feb | 320.85 | 6.75 | 2.1 | 38.65 | 15 | 2 | 2 |
| 21 Feb | 322.50 | 4.65 | 0 | 5.68 | 0 | 0 | 0 |
| 20 Feb | 336.00 | 4.65 | 0 | 9.66 | 0 | 0 | 0 |
| 19 Feb | 336.80 | 4.65 | 0 | 9.66 | 0 | 0 | 0 |
| 18 Feb | 338.20 | 4.65 | 0 | 9.69 | 0 | 0 | 0 |
| 17 Feb | 347.55 | 4.65 | 0 | 12.37 | 0 | 0 | 0 |
| 14 Feb | 349.35 | 4.65 | 0 | 12.36 | 0 | 0 | 0 |
| 13 Feb | 359.30 | 4.65 | 0 | 14.12 | 0 | 0 | 0 |
| 12 Feb | 355.95 | 4.65 | 0 | 13.45 | 0 | 0 | 0 |
| 11 Feb | 362.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 10 Feb | 377.15 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Feb | 371.05 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 1 Feb | 370.45 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Biocon Limited. - strike price 305 expiring on 27MAR2025
Delta for 305 PE is -0.18
Historical price for 305 PE is as follows
On 13 Mar BIOCON was trading at 323.05. The strike last trading price was 2.4, which was -0.15 lower than the previous day. The implied volatity was 36.35, the open interest changed by 15 which increased total open position to 129
On 12 Mar BIOCON was trading at 325.10. The strike last trading price was 2.5, which was 0.15 higher than the previous day. The implied volatity was 37.83, the open interest changed by 3 which increased total open position to 115
On 11 Mar BIOCON was trading at 328.90. The strike last trading price was 2.35, which was -0.5 lower than the previous day. The implied volatity was 40.69, the open interest changed by 6 which increased total open position to 112
On 10 Mar BIOCON was trading at 328.15. The strike last trading price was 2.9, which was 0.6 higher than the previous day. The implied volatity was 39.88, the open interest changed by -12 which decreased total open position to 103
On 7 Mar BIOCON was trading at 333.70. The strike last trading price was 2.35, which was -0.05 lower than the previous day. The implied volatity was 38.70, the open interest changed by 2 which increased total open position to 115
On 6 Mar BIOCON was trading at 333.00. The strike last trading price was 2.8, which was -1.1 lower than the previous day. The implied volatity was 39.09, the open interest changed by 7 which increased total open position to 112
On 5 Mar BIOCON was trading at 324.85. The strike last trading price was 3.85, which was -3.25 lower than the previous day. The implied volatity was 37.46, the open interest changed by 6 which increased total open position to 105
On 4 Mar BIOCON was trading at 314.80. The strike last trading price was 7.3, which was -3.65 lower than the previous day. The implied volatity was 38.54, the open interest changed by 23 which increased total open position to 100
On 3 Mar BIOCON was trading at 305.05. The strike last trading price was 10.85, which was -1.9 lower than the previous day. The implied volatity was 38.47, the open interest changed by 17 which increased total open position to 78
On 28 Feb BIOCON was trading at 302.45. The strike last trading price was 12.65, which was 3.55 higher than the previous day. The implied volatity was 39.68, the open interest changed by 37 which increased total open position to 63
On 27 Feb BIOCON was trading at 311.85. The strike last trading price was 9.3, which was 2.35 higher than the previous day. The implied volatity was 39.64, the open interest changed by 4 which increased total open position to 26
On 26 Feb BIOCON was trading at 319.80. The strike last trading price was 7, which was 0.85 higher than the previous day. The implied volatity was 39.31, the open interest changed by 16 which increased total open position to 19
On 25 Feb BIOCON was trading at 321.20. The strike last trading price was 7, which was 0.85 higher than the previous day. The implied volatity was 39.31, the open interest changed by 13 which increased total open position to 19
On 24 Feb BIOCON was trading at 320.85. The strike last trading price was 6.75, which was 2.1 higher than the previous day. The implied volatity was 38.65, the open interest changed by 2 which increased total open position to 2
On 21 Feb BIOCON was trading at 322.50. The strike last trading price was 4.65, which was 0 lower than the previous day. The implied volatity was 5.68, 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 4.65, which was 0 lower than the previous day. The implied volatity was 9.66, 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 4.65, which was 0 lower than the previous day. The implied volatity was 9.66, 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 4.65, which was 0 lower than the previous day. The implied volatity was 9.69, 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 4.65, which was 0 lower than the previous day. The implied volatity was 12.37, 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 4.65, which was 0 lower than the previous day. The implied volatity was 12.36, 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 4.65, which was 0 lower than the previous day. The implied volatity was 14.12, 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 4.65, which was 0 lower than the previous day. The implied volatity was 13.45, 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 0, 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 0, 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 0, 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 0, 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
