BIOCON
Biocon Limited.
Historical option data for BIOCON
13 Mar 2025 04:11 PM IST
| BIOCON 27MAR2025 315 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.71
Vega: 0.22
Theta: -0.28
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 323.05 | 12.75 | -1.9 | 28.92 | 24 | -2 | 184 | |||
| 12 Mar | 325.10 | 14.65 | -2.6 | 29.93 | 52 | 19 | 187 | |||
| 11 Mar | 328.90 | 17.25 | -1.35 | 21.05 | 27 | 8 | 168 | |||
| 10 Mar | 328.15 | 18.6 | -3.95 | 37.15 | 29 | -14 | 161 | |||
| 7 Mar | 333.70 | 22.7 | -0.35 | 34.78 | 11 | -2 | 175 | |||
| 6 Mar | 333.00 | 21.1 | 3.9 | 31.51 | 115 | -5 | 177 | |||
| 5 Mar | 324.85 | 16.9 | 5.15 | 32.70 | 464 | -10 | 180 | |||
| 4 Mar | 314.80 | 11.5 | 3.6 | 35.40 | 607 | 24 | 189 | |||
| 3 Mar | 305.05 | 7.8 | 0.5 | 35.18 | 238 | 8 | 165 | |||
| 28 Feb | 302.45 | 7.45 | -5 | 34.23 | 230 | 62 | 159 | |||
| 27 Feb | 311.85 | 12.25 | -4.4 | 36.37 | 140 | 76 | 97 | |||
| 26 Feb | 319.80 | 16.65 | -35.6 | 34.92 | 28 | 21 | 21 | |||
| 25 Feb | 321.20 | 16.65 | -35.6 | 34.92 | 28 | 21 | 21 | |||
| 24 Feb | 320.85 | 52.25 | 0 | - | 0 | 0 | 0 | |||
| 21 Feb | 322.50 | 52.25 | 0 | - | 0 | 0 | 0 | |||
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| 20 Feb | 336.00 | 52.25 | 0 | - | 0 | 0 | 0 | |||
| 19 Feb | 336.80 | 52.25 | 0 | - | 0 | 0 | 0 | |||
| 18 Feb | 338.20 | 52.25 | 0 | - | 0 | 0 | 0 | |||
| 17 Feb | 347.55 | 52.25 | 0 | - | 0 | 0 | 0 | |||
| 14 Feb | 349.35 | 52.25 | 0 | - | 0 | 0 | 0 | |||
| 13 Feb | 359.30 | 52.25 | 0 | - | 0 | 0 | 0 | |||
| 12 Feb | 355.95 | 52.25 | 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 315 expiring on 27MAR2025
Delta for 315 CE is 0.71
Historical price for 315 CE is as follows
On 13 Mar BIOCON was trading at 323.05. The strike last trading price was 12.75, which was -1.9 lower than the previous day. The implied volatity was 28.92, the open interest changed by -2 which decreased total open position to 184
On 12 Mar BIOCON was trading at 325.10. The strike last trading price was 14.65, which was -2.6 lower than the previous day. The implied volatity was 29.93, the open interest changed by 19 which increased total open position to 187
On 11 Mar BIOCON was trading at 328.90. The strike last trading price was 17.25, which was -1.35 lower than the previous day. The implied volatity was 21.05, the open interest changed by 8 which increased total open position to 168
On 10 Mar BIOCON was trading at 328.15. The strike last trading price was 18.6, which was -3.95 lower than the previous day. The implied volatity was 37.15, the open interest changed by -14 which decreased total open position to 161
On 7 Mar BIOCON was trading at 333.70. The strike last trading price was 22.7, which was -0.35 lower than the previous day. The implied volatity was 34.78, the open interest changed by -2 which decreased total open position to 175
On 6 Mar BIOCON was trading at 333.00. The strike last trading price was 21.1, which was 3.9 higher than the previous day. The implied volatity was 31.51, the open interest changed by -5 which decreased total open position to 177
On 5 Mar BIOCON was trading at 324.85. The strike last trading price was 16.9, which was 5.15 higher than the previous day. The implied volatity was 32.70, the open interest changed by -10 which decreased total open position to 180
On 4 Mar BIOCON was trading at 314.80. The strike last trading price was 11.5, which was 3.6 higher than the previous day. The implied volatity was 35.40, the open interest changed by 24 which increased total open position to 189
On 3 Mar BIOCON was trading at 305.05. The strike last trading price was 7.8, which was 0.5 higher than the previous day. The implied volatity was 35.18, the open interest changed by 8 which increased total open position to 165
On 28 Feb BIOCON was trading at 302.45. The strike last trading price was 7.45, which was -5 lower than the previous day. The implied volatity was 34.23, the open interest changed by 62 which increased total open position to 159
On 27 Feb BIOCON was trading at 311.85. The strike last trading price was 12.25, which was -4.4 lower than the previous day. The implied volatity was 36.37, the open interest changed by 76 which increased total open position to 97
On 26 Feb BIOCON was trading at 319.80. The strike last trading price was 16.65, which was -35.6 lower than the previous day. The implied volatity was 34.92, the open interest changed by 21 which increased total open position to 21
On 25 Feb BIOCON was trading at 321.20. The strike last trading price was 16.65, which was -35.6 lower than the previous day. The implied volatity was 34.92, the open interest changed by 21 which increased total open position to 21
On 24 Feb BIOCON was trading at 320.85. The strike last trading price was 52.25, 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 52.25, 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 52.25, 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 52.25, 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 52.25, 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 52.25, 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 52.25, 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 52.25, 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 52.25, 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 315 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.32
Vega: 0.23
Theta: -0.25
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 323.05 | 4.85 | -0.05 | 35.00 | 128 | 32 | 250 |
| 12 Mar | 325.10 | 4.95 | 0.75 | 37.00 | 144 | 29 | 218 |
| 11 Mar | 328.90 | 4.1 | -0.9 | 38.26 | 218 | 52 | 189 |
| 10 Mar | 328.15 | 5.2 | 1.35 | 38.88 | 180 | 10 | 139 |
| 7 Mar | 333.70 | 4.1 | 0 | 37.00 | 153 | 20 | 129 |
| 6 Mar | 333.00 | 4.5 | -2.05 | 36.45 | 367 | 30 | 110 |
| 5 Mar | 324.85 | 6.6 | -4.6 | 36.53 | 316 | -30 | 78 |
| 4 Mar | 314.80 | 11.3 | -4.9 | 37.24 | 164 | 8 | 107 |
| 3 Mar | 305.05 | 16.2 | -2.65 | 38.34 | 19 | 2 | 96 |
| 28 Feb | 302.45 | 18.95 | 5.55 | 41.64 | 64 | -3 | 94 |
| 27 Feb | 311.85 | 14 | 4.5 | 39.72 | 177 | 80 | 97 |
| 26 Feb | 319.80 | 9.5 | 2.8 | 35.57 | 27 | 17 | 17 |
| 25 Feb | 321.20 | 9.5 | 2.8 | 35.57 | 27 | 17 | 17 |
| 24 Feb | 320.85 | 6.7 | 0 | 2.73 | 0 | 0 | 0 |
| 21 Feb | 322.50 | 6.7 | 0 | 2.66 | 0 | 0 | 0 |
| 20 Feb | 336.00 | 6.7 | 0 | 6.92 | 0 | 0 | 0 |
| 19 Feb | 336.80 | 6.7 | 0 | 7.05 | 0 | 0 | 0 |
| 18 Feb | 338.20 | 6.7 | 0 | 7.17 | 0 | 0 | 0 |
| 17 Feb | 347.55 | 6.7 | 0 | 9.26 | 0 | 0 | 0 |
| 14 Feb | 349.35 | 6.7 | 0 | 9.34 | 0 | 0 | 0 |
| 13 Feb | 359.30 | 6.7 | 0 | 12.07 | 0 | 0 | 0 |
| 12 Feb | 355.95 | 6.7 | 0 | 10.19 | 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 315 expiring on 27MAR2025
Delta for 315 PE is -0.32
Historical price for 315 PE is as follows
On 13 Mar BIOCON was trading at 323.05. The strike last trading price was 4.85, which was -0.05 lower than the previous day. The implied volatity was 35.00, the open interest changed by 32 which increased total open position to 250
On 12 Mar BIOCON was trading at 325.10. The strike last trading price was 4.95, which was 0.75 higher than the previous day. The implied volatity was 37.00, the open interest changed by 29 which increased total open position to 218
On 11 Mar BIOCON was trading at 328.90. The strike last trading price was 4.1, which was -0.9 lower than the previous day. The implied volatity was 38.26, the open interest changed by 52 which increased total open position to 189
On 10 Mar BIOCON was trading at 328.15. The strike last trading price was 5.2, which was 1.35 higher than the previous day. The implied volatity was 38.88, the open interest changed by 10 which increased total open position to 139
On 7 Mar BIOCON was trading at 333.70. The strike last trading price was 4.1, which was 0 lower than the previous day. The implied volatity was 37.00, the open interest changed by 20 which increased total open position to 129
On 6 Mar BIOCON was trading at 333.00. The strike last trading price was 4.5, which was -2.05 lower than the previous day. The implied volatity was 36.45, the open interest changed by 30 which increased total open position to 110
On 5 Mar BIOCON was trading at 324.85. The strike last trading price was 6.6, which was -4.6 lower than the previous day. The implied volatity was 36.53, the open interest changed by -30 which decreased total open position to 78
On 4 Mar BIOCON was trading at 314.80. The strike last trading price was 11.3, which was -4.9 lower than the previous day. The implied volatity was 37.24, the open interest changed by 8 which increased total open position to 107
On 3 Mar BIOCON was trading at 305.05. The strike last trading price was 16.2, which was -2.65 lower than the previous day. The implied volatity was 38.34, the open interest changed by 2 which increased total open position to 96
On 28 Feb BIOCON was trading at 302.45. The strike last trading price was 18.95, which was 5.55 higher than the previous day. The implied volatity was 41.64, the open interest changed by -3 which decreased total open position to 94
On 27 Feb BIOCON was trading at 311.85. The strike last trading price was 14, which was 4.5 higher than the previous day. The implied volatity was 39.72, the open interest changed by 80 which increased total open position to 97
On 26 Feb BIOCON was trading at 319.80. The strike last trading price was 9.5, which was 2.8 higher than the previous day. The implied volatity was 35.57, the open interest changed by 17 which increased total open position to 17
On 25 Feb BIOCON was trading at 321.20. The strike last trading price was 9.5, which was 2.8 higher than the previous day. The implied volatity was 35.57, the open interest changed by 17 which increased total open position to 17
On 24 Feb BIOCON was trading at 320.85. The strike last trading price was 6.7, which was 0 lower than the previous day. The implied volatity was 2.73, 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 6.7, which was 0 lower than the previous day. The implied volatity was 2.66, 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 6.7, which was 0 lower than the previous day. The implied volatity was 6.92, 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 6.7, which was 0 lower than the previous day. The implied volatity was 7.05, 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 6.7, which was 0 lower than the previous day. The implied volatity was 7.17, 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 6.7, which was 0 lower than the previous day. The implied volatity was 9.26, 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 6.7, which was 0 lower than the previous day. The implied volatity was 9.34, 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 6.7, which was 0 lower than the previous day. The implied volatity was 12.07, 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 6.7, which was 0 lower than the previous day. The implied volatity was 10.19, 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
