BIOCON
Biocon Limited.
Historical option data for BIOCON
13 Mar 2025 04:11 PM IST
| BIOCON 27MAR2025 310 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.81
Vega: 0.17
Theta: -0.23
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 323.05 | 16.05 | -2.7 | 26.91 | 40 | -1 | 166 | |||
| 12 Mar | 325.10 | 18.75 | -4.3 | 31.86 | 2 | 0 | 168 | |||
| 11 Mar | 328.90 | 23.05 | 1.05 | 31.43 | 14 | -2 | 167 | |||
| 10 Mar | 328.15 | 22 | -4.95 | 36.16 | 36 | -3 | 169 | |||
| 7 Mar | 333.70 | 26.95 | 1.05 | 36.56 | 45 | -16 | 172 | |||
| 6 Mar | 333.00 | 24.7 | 3.9 | 29.86 | 132 | -28 | 188 | |||
| 5 Mar | 324.85 | 20.35 | 5.95 | 32.73 | 589 | -71 | 217 | |||
| 4 Mar | 314.80 | 14.05 | 4.05 | 35.14 | 1,142 | 13 | 290 | |||
| 3 Mar | 305.05 | 10.1 | 0.95 | 36.00 | 664 | 53 | 277 | |||
| 28 Feb | 302.45 | 9.3 | -5.9 | 33.97 | 609 | 137 | 224 | |||
| 27 Feb | 311.85 | 14.75 | -7.5 | 36.37 | 172 | 77 | 87 | |||
| 26 Feb | 319.80 | 22.25 | -2.75 | 42.67 | 11 | 7 | 7 | |||
| 25 Feb | 321.20 | 22.25 | -2.75 | 42.67 | 11 | 4 | 7 | |||
| 24 Feb | 320.85 | 25 | -28.1 | 48.37 | 3 | 0 | 0 | |||
| 21 Feb | 322.50 | 53.1 | 0 | - | 0 | 0 | 0 | |||
| 20 Feb | 336.00 | 53.1 | 0 | - | 0 | 0 | 0 | |||
| 19 Feb | 336.80 | 53.1 | 0 | - | 0 | 0 | 0 | |||
| 18 Feb | 338.20 | 53.1 | 0 | - | 0 | 0 | 0 | |||
| 17 Feb | 347.55 | 53.1 | 0 | - | 0 | 0 | 0 | |||
| 14 Feb | 349.35 | 53.1 | 0 | - | 0 | 0 | 0 | |||
| 13 Feb | 359.30 | 53.1 | 0 | - | 0 | 0 | 0 | |||
| 12 Feb | 355.95 | 53.1 | 0 | - | 0 | 0 | 0 | |||
| 11 Feb | 362.00 | 53.1 | 0 | - | 0 | 0 | 0 | |||
| 10 Feb | 377.15 | 53.1 | 0 | - | 0 | 0 | 0 | |||
| 4 Feb | 371.05 | 53.1 | 0 | - | 0 | 0 | 0 | |||
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| 1 Feb | 370.45 | 53.1 | 0 | - | 0 | 0 | 0 | |||
| 31 Jan | 362.55 | 53.1 | 0 | - | 0 | 0 | 0 | |||
| 29 Jan | 355.70 | 0 | 0 | - | 0 | 0 | 0 | |||
| 6 Jan | 358.10 | 0 | - | 0 | 0 | 0 | ||||
For Biocon Limited. - strike price 310 expiring on 27MAR2025
Delta for 310 CE is 0.81
Historical price for 310 CE is as follows
On 13 Mar BIOCON was trading at 323.05. The strike last trading price was 16.05, which was -2.7 lower than the previous day. The implied volatity was 26.91, the open interest changed by -1 which decreased total open position to 166
On 12 Mar BIOCON was trading at 325.10. The strike last trading price was 18.75, which was -4.3 lower than the previous day. The implied volatity was 31.86, the open interest changed by 0 which decreased total open position to 168
On 11 Mar BIOCON was trading at 328.90. The strike last trading price was 23.05, which was 1.05 higher than the previous day. The implied volatity was 31.43, the open interest changed by -2 which decreased total open position to 167
On 10 Mar BIOCON was trading at 328.15. The strike last trading price was 22, which was -4.95 lower than the previous day. The implied volatity was 36.16, the open interest changed by -3 which decreased total open position to 169
On 7 Mar BIOCON was trading at 333.70. The strike last trading price was 26.95, which was 1.05 higher than the previous day. The implied volatity was 36.56, the open interest changed by -16 which decreased total open position to 172
On 6 Mar BIOCON was trading at 333.00. The strike last trading price was 24.7, which was 3.9 higher than the previous day. The implied volatity was 29.86, the open interest changed by -28 which decreased total open position to 188
On 5 Mar BIOCON was trading at 324.85. The strike last trading price was 20.35, which was 5.95 higher than the previous day. The implied volatity was 32.73, the open interest changed by -71 which decreased total open position to 217
On 4 Mar BIOCON was trading at 314.80. The strike last trading price was 14.05, which was 4.05 higher than the previous day. The implied volatity was 35.14, the open interest changed by 13 which increased total open position to 290
On 3 Mar BIOCON was trading at 305.05. The strike last trading price was 10.1, which was 0.95 higher than the previous day. The implied volatity was 36.00, the open interest changed by 53 which increased total open position to 277
On 28 Feb BIOCON was trading at 302.45. The strike last trading price was 9.3, which was -5.9 lower than the previous day. The implied volatity was 33.97, the open interest changed by 137 which increased total open position to 224
On 27 Feb BIOCON was trading at 311.85. The strike last trading price was 14.75, which was -7.5 lower than the previous day. The implied volatity was 36.37, the open interest changed by 77 which increased total open position to 87
On 26 Feb BIOCON was trading at 319.80. The strike last trading price was 22.25, which was -2.75 lower than the previous day. The implied volatity was 42.67, the open interest changed by 7 which increased total open position to 7
On 25 Feb BIOCON was trading at 321.20. The strike last trading price was 22.25, which was -2.75 lower than the previous day. The implied volatity was 42.67, the open interest changed by 4 which increased total open position to 7
On 24 Feb BIOCON was trading at 320.85. The strike last trading price was 25, which was -28.1 lower than the previous day. The implied volatity was 48.37, 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 53.1, 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 53.1, 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 53.1, 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 53.1, 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 53.1, 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 53.1, 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 53.1, 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 53.1, 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 53.1, 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 10 Feb BIOCON was trading at 377.15. The strike last trading price was 53.1, 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 4 Feb BIOCON was trading at 371.05. The strike last trading price was 53.1, 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 1 Feb BIOCON was trading at 370.45. The strike last trading price was 53.1, 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 31 Jan BIOCON was trading at 362.55. The strike last trading price was 53.1, 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 29 Jan BIOCON was trading at 355.70. The strike last trading price was 0, 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 6 Jan BIOCON was trading at 358.10. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| BIOCON 27MAR2025 310 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.25
Vega: 0.20
Theta: -0.23
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 323.05 | 3.4 | -0.2 | 35.40 | 220 | 10 | 454 |
| 12 Mar | 325.10 | 3.7 | 0.55 | 38.07 | 213 | 42 | 441 |
| 11 Mar | 328.90 | 3.05 | -0.75 | 39.13 | 310 | -16 | 398 |
| 10 Mar | 328.15 | 3.95 | 0.95 | 39.68 | 325 | 56 | 413 |
| 7 Mar | 333.70 | 3.05 | -0.1 | 37.51 | 310 | 79 | 357 |
| 6 Mar | 333.00 | 3.4 | -1.65 | 37.07 | 724 | -5 | 276 |
| 5 Mar | 324.85 | 5.1 | -3.95 | 37.05 | 575 | 30 | 286 |
| 4 Mar | 314.80 | 9.15 | -4.3 | 37.92 | 538 | 53 | 260 |
| 3 Mar | 305.05 | 13.4 | -2.1 | 38.66 | 158 | 14 | 207 |
| 28 Feb | 302.45 | 15.4 | 4.4 | 38.81 | 377 | -17 | 196 |
| 27 Feb | 311.85 | 11.35 | 3.3 | 39.23 | 511 | 144 | 213 |
| 26 Feb | 319.80 | 8.5 | -0.6 | 38.50 | 113 | 15 | 69 |
| 25 Feb | 321.20 | 8.5 | -0.6 | 38.50 | 113 | 15 | 69 |
| 24 Feb | 320.85 | 9.1 | -0.3 | 40.47 | 48 | 14 | 54 |
| 21 Feb | 322.50 | 9.6 | 4.35 | 40.21 | 57 | 17 | 40 |
| 20 Feb | 336.00 | 5.3 | 0.15 | 39.96 | 14 | 9 | 22 |
| 19 Feb | 336.80 | 5.15 | 1 | 39.26 | 28 | 5 | 16 |
| 18 Feb | 338.20 | 4.15 | 0 | 0.00 | 0 | 10 | 0 |
| 17 Feb | 347.55 | 4.15 | -1.85 | 41.64 | 13 | 6 | 7 |
| 14 Feb | 349.35 | 6 | 0 | 0.00 | 0 | 0 | 0 |
| 13 Feb | 359.30 | 6 | 0 | 0.00 | 0 | 0 | 0 |
| 12 Feb | 355.95 | 6 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Feb | 362.00 | 6 | 0 | 0.00 | 0 | 0 | 0 |
| 10 Feb | 377.15 | 6 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Feb | 371.05 | 6 | 0 | 0.00 | 0 | 0 | 0 |
| 1 Feb | 370.45 | 6 | 0 | 0.00 | 0 | 1 | 0 |
| 31 Jan | 362.55 | 6 | -5.05 | 48.04 | 1 | 0 | 0 |
| 29 Jan | 355.70 | 11.05 | 0 | 10.76 | 0 | 0 | 0 |
| 6 Jan | 358.10 | 0 | 9.93 | 0 | 0 | 0 | |
For Biocon Limited. - strike price 310 expiring on 27MAR2025
Delta for 310 PE is -0.25
Historical price for 310 PE is as follows
On 13 Mar BIOCON was trading at 323.05. The strike last trading price was 3.4, which was -0.2 lower than the previous day. The implied volatity was 35.40, the open interest changed by 10 which increased total open position to 454
On 12 Mar BIOCON was trading at 325.10. The strike last trading price was 3.7, which was 0.55 higher than the previous day. The implied volatity was 38.07, the open interest changed by 42 which increased total open position to 441
On 11 Mar BIOCON was trading at 328.90. The strike last trading price was 3.05, which was -0.75 lower than the previous day. The implied volatity was 39.13, the open interest changed by -16 which decreased total open position to 398
On 10 Mar BIOCON was trading at 328.15. The strike last trading price was 3.95, which was 0.95 higher than the previous day. The implied volatity was 39.68, the open interest changed by 56 which increased total open position to 413
On 7 Mar BIOCON was trading at 333.70. The strike last trading price was 3.05, which was -0.1 lower than the previous day. The implied volatity was 37.51, the open interest changed by 79 which increased total open position to 357
On 6 Mar BIOCON was trading at 333.00. The strike last trading price was 3.4, which was -1.65 lower than the previous day. The implied volatity was 37.07, the open interest changed by -5 which decreased total open position to 276
On 5 Mar BIOCON was trading at 324.85. The strike last trading price was 5.1, which was -3.95 lower than the previous day. The implied volatity was 37.05, the open interest changed by 30 which increased total open position to 286
On 4 Mar BIOCON was trading at 314.80. The strike last trading price was 9.15, which was -4.3 lower than the previous day. The implied volatity was 37.92, the open interest changed by 53 which increased total open position to 260
On 3 Mar BIOCON was trading at 305.05. The strike last trading price was 13.4, which was -2.1 lower than the previous day. The implied volatity was 38.66, the open interest changed by 14 which increased total open position to 207
On 28 Feb BIOCON was trading at 302.45. The strike last trading price was 15.4, which was 4.4 higher than the previous day. The implied volatity was 38.81, the open interest changed by -17 which decreased total open position to 196
On 27 Feb BIOCON was trading at 311.85. The strike last trading price was 11.35, which was 3.3 higher than the previous day. The implied volatity was 39.23, the open interest changed by 144 which increased total open position to 213
On 26 Feb BIOCON was trading at 319.80. The strike last trading price was 8.5, which was -0.6 lower than the previous day. The implied volatity was 38.50, the open interest changed by 15 which increased total open position to 69
On 25 Feb BIOCON was trading at 321.20. The strike last trading price was 8.5, which was -0.6 lower than the previous day. The implied volatity was 38.50, the open interest changed by 15 which increased total open position to 69
On 24 Feb BIOCON was trading at 320.85. The strike last trading price was 9.1, which was -0.3 lower than the previous day. The implied volatity was 40.47, the open interest changed by 14 which increased total open position to 54
On 21 Feb BIOCON was trading at 322.50. The strike last trading price was 9.6, which was 4.35 higher than the previous day. The implied volatity was 40.21, the open interest changed by 17 which increased total open position to 40
On 20 Feb BIOCON was trading at 336.00. The strike last trading price was 5.3, which was 0.15 higher than the previous day. The implied volatity was 39.96, the open interest changed by 9 which increased total open position to 22
On 19 Feb BIOCON was trading at 336.80. The strike last trading price was 5.15, which was 1 higher than the previous day. The implied volatity was 39.26, the open interest changed by 5 which increased total open position to 16
On 18 Feb BIOCON was trading at 338.20. The strike last trading price was 4.15, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0
On 17 Feb BIOCON was trading at 347.55. The strike last trading price was 4.15, which was -1.85 lower than the previous day. The implied volatity was 41.64, the open interest changed by 6 which increased total open position to 7
On 14 Feb BIOCON was trading at 349.35. The strike last trading price was 6, 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 13 Feb BIOCON was trading at 359.30. The strike last trading price was 6, 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 Feb BIOCON was trading at 355.95. The strike last trading price was 6, 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 11 Feb BIOCON was trading at 362.00. The strike last trading price was 6, 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 6, 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 6, 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 6, which was 0 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 31 Jan BIOCON was trading at 362.55. The strike last trading price was 6, which was -5.05 lower than the previous day. The implied volatity was 48.04, the open interest changed by 0 which decreased total open position to 0
On 29 Jan BIOCON was trading at 355.70. The strike last trading price was 11.05, which was 0 lower than the previous day. The implied volatity was 10.76, the open interest changed by 0 which decreased total open position to 0
On 6 Jan BIOCON was trading at 358.10. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 9.93, the open interest changed by 0 which decreased total open position to 0
