BIOCON
Biocon Limited.
Historical option data for BIOCON
21 Nov 2024 04:11 PM IST
| BIOCON 28NOV2024 305 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 323.10 | 25.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Nov | 327.05 | 25.05 | 0.00 | 53.50 | 1 | 0 | 24 | |||
| 19 Nov | 327.05 | 25.05 | -7.95 | 53.50 | 1 | 0 | 24 | |||
| 18 Nov | 325.35 | 33 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 335.80 | 33 | 8.70 | 33.87 | 1 | 0 | 24 | |||
| 13 Nov | 331.55 | 24.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 347.50 | 24.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 348.70 | 24.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 321.30 | 24.3 | -1.45 | 48.11 | 2 | 0 | 24 | |||
| 7 Nov | 328.00 | 25.75 | 4.20 | 26.80 | 6 | 2 | 24 | |||
| 6 Nov | 322.85 | 21.55 | 3.30 | 21.07 | 15 | 0 | 21 | |||
| 5 Nov | 315.70 | 18.25 | 2.75 | 35.21 | 46 | -3 | 20 | |||
| 4 Nov | 310.90 | 15.5 | -4.05 | 34.75 | 68 | 21 | 24 | |||
| 1 Nov | 317.80 | 19.55 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 31 Oct | 316.10 | 19.55 | -54.95 | - | 3 | 2 | 2 | |||
| 30 Oct | 320.70 | 74.5 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 327.00 | 74.5 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 323.75 | 74.5 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 312.00 | 74.5 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 322.65 | 74.5 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 325.20 | 74.5 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 325.80 | 74.5 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 21 Oct | 337.40 | 74.5 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 345.80 | 74.5 | - | 0 | 0 | 0 | ||||
For Biocon Limited. - strike price 305 expiring on 28NOV2024
Delta for 305 CE is 0.00
Historical price for 305 CE is as follows
On 21 Nov BIOCON was trading at 323.10. The strike last trading price was 25.05, 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 20 Nov BIOCON was trading at 327.05. The strike last trading price was 25.05, which was 0.00 lower than the previous day. The implied volatity was 53.50, the open interest changed by 0 which decreased total open position to 24
On 19 Nov BIOCON was trading at 327.05. The strike last trading price was 25.05, which was -7.95 lower than the previous day. The implied volatity was 53.50, the open interest changed by 0 which decreased total open position to 24
On 18 Nov BIOCON was trading at 325.35. The strike last trading price was 33, 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 14 Nov BIOCON was trading at 335.80. The strike last trading price was 33, which was 8.70 higher than the previous day. The implied volatity was 33.87, the open interest changed by 0 which decreased total open position to 24
On 13 Nov BIOCON was trading at 331.55. The strike last trading price was 24.3, 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 24.3, 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 24.3, 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 24.3, which was -1.45 lower than the previous day. The implied volatity was 48.11, the open interest changed by 0 which decreased total open position to 24
On 7 Nov BIOCON was trading at 328.00. The strike last trading price was 25.75, which was 4.20 higher than the previous day. The implied volatity was 26.80, the open interest changed by 2 which increased total open position to 24
On 6 Nov BIOCON was trading at 322.85. The strike last trading price was 21.55, which was 3.30 higher than the previous day. The implied volatity was 21.07, the open interest changed by 0 which decreased total open position to 21
On 5 Nov BIOCON was trading at 315.70. The strike last trading price was 18.25, which was 2.75 higher than the previous day. The implied volatity was 35.21, the open interest changed by -3 which decreased total open position to 20
On 4 Nov BIOCON was trading at 310.90. The strike last trading price was 15.5, which was -4.05 lower than the previous day. The implied volatity was 34.75, the open interest changed by 21 which increased total open position to 24
On 1 Nov BIOCON was trading at 317.80. The strike last trading price was 19.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 31 Oct BIOCON was trading at 316.10. The strike last trading price was 19.55, which was -54.95 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 74.5, 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 74.5, 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 74.5, 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 25 Oct BIOCON was trading at 312.00. The strike last trading price was 74.5, 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 74.5, 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 74.5, 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 74.5, 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 74.5, 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 10 Oct BIOCON was trading at 345.80. The strike last trading price was 74.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BIOCON 28NOV2024 305 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.12
Vega: 0.09
Theta: -0.22
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 323.10 | 1 | 0.10 | 36.37 | 209 | 10 | 97 |
| 20 Nov | 327.05 | 0.9 | 0.00 | 35.74 | 81 | -14 | 91 |
| 19 Nov | 327.05 | 0.9 | -0.30 | 35.74 | 81 | -10 | 91 |
| 18 Nov | 325.35 | 1.2 | 0.50 | 35.89 | 134 | -4 | 101 |
| 14 Nov | 335.80 | 0.7 | -0.40 | 35.32 | 46 | -4 | 107 |
| 13 Nov | 331.55 | 1.1 | 0.60 | 36.40 | 91 | 1 | 114 |
| 12 Nov | 347.50 | 0.5 | -0.05 | 37.63 | 16 | -2 | 113 |
| 11 Nov | 348.70 | 0.55 | -2.35 | 38.41 | 336 | 41 | 119 |
| 8 Nov | 321.30 | 2.9 | 0.90 | 30.99 | 191 | -44 | 78 |
| 7 Nov | 328.00 | 2 | -0.65 | 32.29 | 227 | 24 | 122 |
| 6 Nov | 322.85 | 2.65 | -2.75 | 32.29 | 98 | 19 | 100 |
| 5 Nov | 315.70 | 5.4 | -2.25 | 33.83 | 133 | -21 | 82 |
| 4 Nov | 310.90 | 7.65 | 0.25 | 35.92 | 233 | 22 | 109 |
| 1 Nov | 317.80 | 7.4 | 0.00 | 0.00 | 0 | 36 | 0 |
| 31 Oct | 316.10 | 7.4 | -1.30 | - | 382 | 31 | 82 |
| 30 Oct | 320.70 | 8.7 | 3.95 | - | 65 | 21 | 51 |
| 29 Oct | 327.00 | 4.75 | -1.75 | - | 22 | 17 | 29 |
| 28 Oct | 323.75 | 6.5 | -4.05 | - | 4 | 10 | 12 |
| 25 Oct | 312.00 | 10.55 | 3.95 | - | 15 | 1 | 2 |
| 24 Oct | 322.65 | 6.6 | 3.85 | - | 1 | 0 | 1 |
| 23 Oct | 325.20 | 2.75 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 325.80 | 2.75 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 337.40 | 2.75 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 345.80 | 2.75 | - | 2 | 1 | 1 | |
For Biocon Limited. - strike price 305 expiring on 28NOV2024
Delta for 305 PE is -0.12
Historical price for 305 PE is as follows
On 21 Nov BIOCON was trading at 323.10. The strike last trading price was 1, which was 0.10 higher than the previous day. The implied volatity was 36.37, the open interest changed by 10 which increased total open position to 97
On 20 Nov BIOCON was trading at 327.05. The strike last trading price was 0.9, which was 0.00 lower than the previous day. The implied volatity was 35.74, the open interest changed by -14 which decreased total open position to 91
On 19 Nov BIOCON was trading at 327.05. The strike last trading price was 0.9, which was -0.30 lower than the previous day. The implied volatity was 35.74, the open interest changed by -10 which decreased total open position to 91
On 18 Nov BIOCON was trading at 325.35. The strike last trading price was 1.2, which was 0.50 higher than the previous day. The implied volatity was 35.89, the open interest changed by -4 which decreased total open position to 101
On 14 Nov BIOCON was trading at 335.80. The strike last trading price was 0.7, which was -0.40 lower than the previous day. The implied volatity was 35.32, the open interest changed by -4 which decreased total open position to 107
On 13 Nov BIOCON was trading at 331.55. The strike last trading price was 1.1, which was 0.60 higher than the previous day. The implied volatity was 36.40, the open interest changed by 1 which increased total open position to 114
On 12 Nov BIOCON was trading at 347.50. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 37.63, the open interest changed by -2 which decreased total open position to 113
On 11 Nov BIOCON was trading at 348.70. The strike last trading price was 0.55, which was -2.35 lower than the previous day. The implied volatity was 38.41, the open interest changed by 41 which increased total open position to 119
On 8 Nov BIOCON was trading at 321.30. The strike last trading price was 2.9, which was 0.90 higher than the previous day. The implied volatity was 30.99, the open interest changed by -44 which decreased total open position to 78
On 7 Nov BIOCON was trading at 328.00. The strike last trading price was 2, which was -0.65 lower than the previous day. The implied volatity was 32.29, the open interest changed by 24 which increased total open position to 122
On 6 Nov BIOCON was trading at 322.85. The strike last trading price was 2.65, which was -2.75 lower than the previous day. The implied volatity was 32.29, the open interest changed by 19 which increased total open position to 100
On 5 Nov BIOCON was trading at 315.70. The strike last trading price was 5.4, which was -2.25 lower than the previous day. The implied volatity was 33.83, the open interest changed by -21 which decreased total open position to 82
On 4 Nov BIOCON was trading at 310.90. The strike last trading price was 7.65, which was 0.25 higher than the previous day. The implied volatity was 35.92, the open interest changed by 22 which increased total open position to 109
On 1 Nov BIOCON was trading at 317.80. The strike last trading price was 7.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 36 which increased total open position to 0
On 31 Oct BIOCON was trading at 316.10. The strike last trading price was 7.4, which was -1.30 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 8.7, which was 3.95 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 4.75, which was -1.75 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 6.5, which was -4.05 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 10.55, which was 3.95 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 6.6, which was 3.85 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 2.75, 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 22 Oct BIOCON was trading at 325.80. 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 21 Oct BIOCON was trading at 337.40. 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 10 Oct BIOCON was trading at 345.80. The strike last trading price was 2.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
