BIOCON
Biocon Limited.
Historical option data for BIOCON
21 Nov 2024 04:11 PM IST
| BIOCON 28NOV2024 310 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.77
Vega: 0.13
Theta: -0.46
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 323.10 | 15.45 | -3.05 | 40.99 | 24 | -3 | 129 | |||
| 20 Nov | 327.05 | 18.5 | 0.00 | 34.33 | 12 | 0 | 132 | |||
| 19 Nov | 327.05 | 18.5 | 0.90 | 34.33 | 12 | 0 | 132 | |||
| 18 Nov | 325.35 | 17.6 | -10.85 | 31.27 | 19 | 2 | 131 | |||
| 14 Nov | 335.80 | 28.45 | 4.25 | 33.92 | 8 | 0 | 129 | |||
| 13 Nov | 331.55 | 24.2 | -14.40 | - | 14 | -4 | 128 | |||
| 12 Nov | 347.50 | 38.6 | -1.40 | 37.92 | 17 | -8 | 132 | |||
| 11 Nov | 348.70 | 40 | 23.90 | 31.90 | 109 | -40 | 142 | |||
| 8 Nov | 321.30 | 16.1 | -7.10 | 29.26 | 50 | 1 | 182 | |||
| 7 Nov | 328.00 | 23.2 | 4.20 | 34.76 | 65 | -6 | 180 | |||
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| 6 Nov | 322.85 | 19 | 4.30 | 28.96 | 226 | -40 | 186 | |||
| 5 Nov | 315.70 | 14.7 | 2.15 | 33.73 | 353 | -23 | 226 | |||
| 4 Nov | 310.90 | 12.55 | -5.35 | 34.30 | 542 | 76 | 248 | |||
| 1 Nov | 317.80 | 17.9 | 0.80 | 36.39 | 6 | 1 | 173 | |||
| 31 Oct | 316.10 | 17.1 | -6.55 | - | 566 | 118 | 172 | |||
| 30 Oct | 320.70 | 23.65 | -0.35 | - | 1 | 0 | 54 | |||
| 29 Oct | 327.00 | 24 | 0.50 | - | 30 | 11 | 54 | |||
| 28 Oct | 323.75 | 23.5 | 5.50 | - | 26 | -3 | 43 | |||
| 25 Oct | 312.00 | 18 | -41.70 | - | 76 | 46 | 46 | |||
| 24 Oct | 322.65 | 59.7 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 325.20 | 59.7 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 325.80 | 59.7 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 337.40 | 59.7 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 339.95 | 59.7 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 339.05 | 59.7 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 346.65 | 59.7 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 352.20 | 59.7 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 346.50 | 59.7 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 346.15 | 59.7 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 345.80 | 59.7 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 347.05 | 59.7 | - | 0 | 0 | 0 | ||||
For Biocon Limited. - strike price 310 expiring on 28NOV2024
Delta for 310 CE is 0.77
Historical price for 310 CE is as follows
On 21 Nov BIOCON was trading at 323.10. The strike last trading price was 15.45, which was -3.05 lower than the previous day. The implied volatity was 40.99, the open interest changed by -3 which decreased total open position to 129
On 20 Nov BIOCON was trading at 327.05. The strike last trading price was 18.5, which was 0.00 lower than the previous day. The implied volatity was 34.33, the open interest changed by 0 which decreased total open position to 132
On 19 Nov BIOCON was trading at 327.05. The strike last trading price was 18.5, which was 0.90 higher than the previous day. The implied volatity was 34.33, the open interest changed by 0 which decreased total open position to 132
On 18 Nov BIOCON was trading at 325.35. The strike last trading price was 17.6, which was -10.85 lower than the previous day. The implied volatity was 31.27, the open interest changed by 2 which increased total open position to 131
On 14 Nov BIOCON was trading at 335.80. The strike last trading price was 28.45, which was 4.25 higher than the previous day. The implied volatity was 33.92, the open interest changed by 0 which decreased total open position to 129
On 13 Nov BIOCON was trading at 331.55. The strike last trading price was 24.2, which was -14.40 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 128
On 12 Nov BIOCON was trading at 347.50. The strike last trading price was 38.6, which was -1.40 lower than the previous day. The implied volatity was 37.92, the open interest changed by -8 which decreased total open position to 132
On 11 Nov BIOCON was trading at 348.70. The strike last trading price was 40, which was 23.90 higher than the previous day. The implied volatity was 31.90, the open interest changed by -40 which decreased total open position to 142
On 8 Nov BIOCON was trading at 321.30. The strike last trading price was 16.1, which was -7.10 lower than the previous day. The implied volatity was 29.26, the open interest changed by 1 which increased total open position to 182
On 7 Nov BIOCON was trading at 328.00. The strike last trading price was 23.2, which was 4.20 higher than the previous day. The implied volatity was 34.76, the open interest changed by -6 which decreased total open position to 180
On 6 Nov BIOCON was trading at 322.85. The strike last trading price was 19, which was 4.30 higher than the previous day. The implied volatity was 28.96, the open interest changed by -40 which decreased total open position to 186
On 5 Nov BIOCON was trading at 315.70. The strike last trading price was 14.7, which was 2.15 higher than the previous day. The implied volatity was 33.73, the open interest changed by -23 which decreased total open position to 226
On 4 Nov BIOCON was trading at 310.90. The strike last trading price was 12.55, which was -5.35 lower than the previous day. The implied volatity was 34.30, the open interest changed by 76 which increased total open position to 248
On 1 Nov BIOCON was trading at 317.80. The strike last trading price was 17.9, which was 0.80 higher than the previous day. The implied volatity was 36.39, the open interest changed by 1 which increased total open position to 173
On 31 Oct BIOCON was trading at 316.10. The strike last trading price was 17.1, which was -6.55 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 23.65, which was -0.35 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 24, which was 0.50 higher 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 23.5, which was 5.50 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 18, which was -41.70 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 59.7, 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 59.7, 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 59.7, 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 59.7, 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 18 Oct BIOCON was trading at 339.95. The strike last trading price was 59.7, 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 17 Oct BIOCON was trading at 339.05. The strike last trading price was 59.7, 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 16 Oct BIOCON was trading at 346.65. The strike last trading price was 59.7, 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 15 Oct BIOCON was trading at 352.20. The strike last trading price was 59.7, 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 14 Oct BIOCON was trading at 346.50. The strike last trading price was 59.7, 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 11 Oct BIOCON was trading at 346.15. The strike last trading price was 59.7, 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 59.7, 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 9 Oct BIOCON was trading at 347.05. The strike last trading price was 59.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BIOCON 28NOV2024 310 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.18
Vega: 0.12
Theta: -0.25
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 323.10 | 1.4 | 0.15 | 32.58 | 765 | -89 | 510 |
| 20 Nov | 327.05 | 1.25 | 0.00 | 32.76 | 288 | -5 | 599 |
| 19 Nov | 327.05 | 1.25 | -0.45 | 32.76 | 288 | -5 | 599 |
| 18 Nov | 325.35 | 1.7 | 0.80 | 33.51 | 420 | 59 | 613 |
| 14 Nov | 335.80 | 0.9 | -0.40 | 32.87 | 233 | -10 | 558 |
| 13 Nov | 331.55 | 1.3 | 0.75 | 33.27 | 504 | 25 | 568 |
| 12 Nov | 347.50 | 0.55 | -0.10 | 34.48 | 170 | -20 | 547 |
| 11 Nov | 348.70 | 0.65 | -3.45 | 35.93 | 1,295 | 155 | 567 |
| 8 Nov | 321.30 | 4.1 | 1.25 | 30.43 | 299 | -27 | 414 |
| 7 Nov | 328.00 | 2.85 | -0.65 | 31.77 | 373 | 53 | 443 |
| 6 Nov | 322.85 | 3.5 | -3.60 | 30.24 | 458 | 16 | 390 |
| 5 Nov | 315.70 | 7.1 | -2.50 | 33.39 | 319 | 7 | 371 |
| 4 Nov | 310.90 | 9.6 | 0.60 | 35.19 | 712 | -2 | 364 |
| 1 Nov | 317.80 | 9 | 0.00 | 39.57 | 48 | 10 | 366 |
| 31 Oct | 316.10 | 9 | -2.90 | - | 2,495 | 187 | 358 |
| 30 Oct | 320.70 | 11.9 | 5.80 | - | 161 | 57 | 168 |
| 29 Oct | 327.00 | 6.1 | -0.95 | - | 47 | 3 | 109 |
| 28 Oct | 323.75 | 7.05 | -5.45 | - | 55 | 21 | 106 |
| 25 Oct | 312.00 | 12.5 | 4.35 | - | 74 | -5 | 85 |
| 24 Oct | 322.65 | 8.15 | 1.95 | - | 49 | 7 | 90 |
| 23 Oct | 325.20 | 6.2 | -0.80 | - | 36 | 6 | 73 |
| 22 Oct | 325.80 | 7 | 2.65 | - | 33 | 8 | 67 |
| 21 Oct | 337.40 | 4.35 | 1.15 | - | 69 | 9 | 60 |
| 18 Oct | 339.95 | 3.2 | -0.85 | - | 22 | 0 | 53 |
| 17 Oct | 339.05 | 4.05 | 0.55 | - | 15 | 3 | 53 |
| 16 Oct | 346.65 | 3.5 | 0.40 | - | 69 | 23 | 50 |
| 15 Oct | 352.20 | 3.1 | -0.50 | - | 26 | -6 | 22 |
| 14 Oct | 346.50 | 3.6 | 0.20 | - | 33 | 0 | 28 |
| 11 Oct | 346.15 | 3.4 | -0.10 | - | 44 | -1 | 28 |
| 10 Oct | 345.80 | 3.5 | 0.50 | - | 293 | 16 | 29 |
| 9 Oct | 347.05 | 3 | - | 13 | 10 | 10 | |
For Biocon Limited. - strike price 310 expiring on 28NOV2024
Delta for 310 PE is -0.18
Historical price for 310 PE is as follows
On 21 Nov BIOCON was trading at 323.10. The strike last trading price was 1.4, which was 0.15 higher than the previous day. The implied volatity was 32.58, the open interest changed by -89 which decreased total open position to 510
On 20 Nov BIOCON was trading at 327.05. The strike last trading price was 1.25, which was 0.00 lower than the previous day. The implied volatity was 32.76, the open interest changed by -5 which decreased total open position to 599
On 19 Nov BIOCON was trading at 327.05. The strike last trading price was 1.25, which was -0.45 lower than the previous day. The implied volatity was 32.76, the open interest changed by -5 which decreased total open position to 599
On 18 Nov BIOCON was trading at 325.35. The strike last trading price was 1.7, which was 0.80 higher than the previous day. The implied volatity was 33.51, the open interest changed by 59 which increased total open position to 613
On 14 Nov BIOCON was trading at 335.80. The strike last trading price was 0.9, which was -0.40 lower than the previous day. The implied volatity was 32.87, the open interest changed by -10 which decreased total open position to 558
On 13 Nov BIOCON was trading at 331.55. The strike last trading price was 1.3, which was 0.75 higher than the previous day. The implied volatity was 33.27, the open interest changed by 25 which increased total open position to 568
On 12 Nov BIOCON was trading at 347.50. The strike last trading price was 0.55, which was -0.10 lower than the previous day. The implied volatity was 34.48, the open interest changed by -20 which decreased total open position to 547
On 11 Nov BIOCON was trading at 348.70. The strike last trading price was 0.65, which was -3.45 lower than the previous day. The implied volatity was 35.93, the open interest changed by 155 which increased total open position to 567
On 8 Nov BIOCON was trading at 321.30. The strike last trading price was 4.1, which was 1.25 higher than the previous day. The implied volatity was 30.43, the open interest changed by -27 which decreased total open position to 414
On 7 Nov BIOCON was trading at 328.00. The strike last trading price was 2.85, which was -0.65 lower than the previous day. The implied volatity was 31.77, the open interest changed by 53 which increased total open position to 443
On 6 Nov BIOCON was trading at 322.85. The strike last trading price was 3.5, which was -3.60 lower than the previous day. The implied volatity was 30.24, the open interest changed by 16 which increased total open position to 390
On 5 Nov BIOCON was trading at 315.70. The strike last trading price was 7.1, which was -2.50 lower than the previous day. The implied volatity was 33.39, the open interest changed by 7 which increased total open position to 371
On 4 Nov BIOCON was trading at 310.90. The strike last trading price was 9.6, which was 0.60 higher than the previous day. The implied volatity was 35.19, the open interest changed by -2 which decreased total open position to 364
On 1 Nov BIOCON was trading at 317.80. The strike last trading price was 9, which was 0.00 lower than the previous day. The implied volatity was 39.57, the open interest changed by 10 which increased total open position to 366
On 31 Oct BIOCON was trading at 316.10. The strike last trading price was 9, which was -2.90 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 11.9, which was 5.80 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 6.1, which was -0.95 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 7.05, which was -5.45 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 12.5, which was 4.35 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 8.15, which was 1.95 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 6.2, which was -0.80 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 7, which was 2.65 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 4.35, which was 1.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct BIOCON was trading at 339.95. The strike last trading price was 3.2, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct BIOCON was trading at 339.05. The strike last trading price was 4.05, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct BIOCON was trading at 346.65. The strike last trading price was 3.5, which was 0.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct BIOCON was trading at 352.20. The strike last trading price was 3.1, which was -0.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct BIOCON was trading at 346.50. The strike last trading price was 3.6, which was 0.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct BIOCON was trading at 346.15. The strike last trading price was 3.4, which was -0.10 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 3.5, which was 0.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct BIOCON was trading at 347.05. The strike last trading price was 3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
