BIOCON
Biocon Limited.
Historical option data for BIOCON
21 Nov 2024 04:11 PM IST
| BIOCON 28NOV2024 315 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.69
Vega: 0.16
Theta: -0.49
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 323.10 | 11.5 | -9.30 | 38.42 | 20 | -2 | 124 | |||
| 20 Nov | 327.05 | 20.8 | 0.00 | 69.51 | 6 | -1 | 126 | |||
| 19 Nov | 327.05 | 20.8 | 7.40 | 69.51 | 6 | -1 | 126 | |||
| 18 Nov | 325.35 | 13.4 | -26.15 | 29.66 | 24 | 0 | 126 | |||
| 14 Nov | 335.80 | 39.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 331.55 | 39.55 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 12 Nov | 347.50 | 39.55 | 4.80 | 68.26 | 7 | -1 | 126 | |||
| 11 Nov | 348.70 | 34.75 | 21.70 | 22.46 | 69 | -28 | 127 | |||
| 8 Nov | 321.30 | 13.05 | -4.95 | 30.13 | 58 | -1 | 156 | |||
| 7 Nov | 328.00 | 18 | 3.00 | 28.54 | 178 | -7 | 158 | |||
| 6 Nov | 322.85 | 15 | 3.20 | 27.26 | 307 | -44 | 165 | |||
| 5 Nov | 315.70 | 11.8 | 1.80 | 33.33 | 436 | 39 | 209 | |||
| 4 Nov | 310.90 | 10 | -4.40 | 33.99 | 493 | 76 | 170 | |||
| 1 Nov | 317.80 | 14.4 | 0.45 | 34.48 | 23 | -2 | 96 | |||
| 31 Oct | 316.10 | 13.95 | -52.05 | - | 390 | 98 | 98 | |||
| 30 Oct | 320.70 | 66 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 327.00 | 66 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 323.75 | 66 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 312.00 | 66 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 322.65 | 66 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 325.20 | 66 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 325.80 | 66 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 337.40 | 66 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 339.95 | 66 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 339.05 | 66 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 346.65 | 66 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 352.20 | 66 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 346.50 | 66 | 0.00 | - | 0 | 0 | 0 | |||
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| 11 Oct | 346.15 | 66 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 345.80 | 66 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 347.05 | 66 | - | 0 | 0 | 0 | ||||
For Biocon Limited. - strike price 315 expiring on 28NOV2024
Delta for 315 CE is 0.69
Historical price for 315 CE is as follows
On 21 Nov BIOCON was trading at 323.10. The strike last trading price was 11.5, which was -9.30 lower than the previous day. The implied volatity was 38.42, the open interest changed by -2 which decreased total open position to 124
On 20 Nov BIOCON was trading at 327.05. The strike last trading price was 20.8, which was 0.00 lower than the previous day. The implied volatity was 69.51, the open interest changed by -1 which decreased total open position to 126
On 19 Nov BIOCON was trading at 327.05. The strike last trading price was 20.8, which was 7.40 higher than the previous day. The implied volatity was 69.51, the open interest changed by -1 which decreased total open position to 126
On 18 Nov BIOCON was trading at 325.35. The strike last trading price was 13.4, which was -26.15 lower than the previous day. The implied volatity was 29.66, the open interest changed by 0 which decreased total open position to 126
On 14 Nov BIOCON was trading at 335.80. The strike last trading price was 39.55, 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 13 Nov BIOCON was trading at 331.55. The strike last trading price was 39.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 12 Nov BIOCON was trading at 347.50. The strike last trading price was 39.55, which was 4.80 higher than the previous day. The implied volatity was 68.26, the open interest changed by -1 which decreased total open position to 126
On 11 Nov BIOCON was trading at 348.70. The strike last trading price was 34.75, which was 21.70 higher than the previous day. The implied volatity was 22.46, the open interest changed by -28 which decreased total open position to 127
On 8 Nov BIOCON was trading at 321.30. The strike last trading price was 13.05, which was -4.95 lower than the previous day. The implied volatity was 30.13, the open interest changed by -1 which decreased total open position to 156
On 7 Nov BIOCON was trading at 328.00. The strike last trading price was 18, which was 3.00 higher than the previous day. The implied volatity was 28.54, the open interest changed by -7 which decreased total open position to 158
On 6 Nov BIOCON was trading at 322.85. The strike last trading price was 15, which was 3.20 higher than the previous day. The implied volatity was 27.26, the open interest changed by -44 which decreased total open position to 165
On 5 Nov BIOCON was trading at 315.70. The strike last trading price was 11.8, which was 1.80 higher than the previous day. The implied volatity was 33.33, the open interest changed by 39 which increased total open position to 209
On 4 Nov BIOCON was trading at 310.90. The strike last trading price was 10, which was -4.40 lower than the previous day. The implied volatity was 33.99, the open interest changed by 76 which increased total open position to 170
On 1 Nov BIOCON was trading at 317.80. The strike last trading price was 14.4, which was 0.45 higher than the previous day. The implied volatity was 34.48, the open interest changed by -2 which decreased total open position to 96
On 31 Oct BIOCON was trading at 316.10. The strike last trading price was 13.95, which was -52.05 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 66, 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 66, 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 66, 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 66, 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 66, 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 66, 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 66, 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 66, 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 66, 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 66, 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 66, 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 66, 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 66, 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 66, 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 66, 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 66, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BIOCON 28NOV2024 315 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.27
Vega: 0.15
Theta: -0.30
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 323.10 | 2.35 | 0.35 | 30.94 | 435 | -13 | 175 |
| 20 Nov | 327.05 | 2 | 0.00 | 31.28 | 179 | -44 | 188 |
| 19 Nov | 327.05 | 2 | -0.65 | 31.28 | 179 | -44 | 188 |
| 18 Nov | 325.35 | 2.65 | 1.35 | 32.42 | 389 | 26 | 232 |
| 14 Nov | 335.80 | 1.3 | -0.55 | 31.35 | 302 | 1 | 206 |
| 13 Nov | 331.55 | 1.85 | 1.10 | 31.91 | 418 | 27 | 205 |
| 12 Nov | 347.50 | 0.75 | -0.25 | 32.84 | 127 | 7 | 180 |
| 11 Nov | 348.70 | 1 | -4.70 | 35.49 | 909 | -110 | 172 |
| 8 Nov | 321.30 | 5.7 | 1.65 | 30.03 | 454 | 99 | 282 |
| 7 Nov | 328.00 | 4.05 | -0.60 | 31.56 | 417 | 33 | 184 |
| 6 Nov | 322.85 | 4.65 | -4.35 | 29.05 | 198 | 6 | 151 |
| 5 Nov | 315.70 | 9 | -2.95 | 32.46 | 174 | 11 | 144 |
| 4 Nov | 310.90 | 11.95 | 1.45 | 34.66 | 315 | -27 | 134 |
| 1 Nov | 317.80 | 10.5 | -0.40 | 37.63 | 18 | 16 | 161 |
| 31 Oct | 316.10 | 10.9 | -1.70 | - | 904 | 109 | 150 |
| 30 Oct | 320.70 | 12.6 | 5.20 | - | 75 | 29 | 40 |
| 29 Oct | 327.00 | 7.4 | -1.25 | - | 9 | 4 | 10 |
| 28 Oct | 323.75 | 8.65 | -2.65 | - | 12 | 4 | 6 |
| 25 Oct | 312.00 | 11.3 | 2.25 | - | 1 | 0 | 2 |
| 24 Oct | 322.65 | 9.05 | 1.95 | - | 1 | 0 | 2 |
| 23 Oct | 325.20 | 7.1 | 2.90 | - | 1 | 0 | 2 |
| 22 Oct | 325.80 | 4.2 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 337.40 | 4.2 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 339.95 | 4.2 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 339.05 | 4.2 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 346.65 | 4.2 | 0.00 | - | 0 | 0 | 2 |
| 15 Oct | 352.20 | 4.2 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 346.50 | 4.2 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 346.15 | 4.2 | 0.00 | - | 0 | 2 | 0 |
| 10 Oct | 345.80 | 4.2 | -0.05 | - | 2 | 0 | 0 |
| 9 Oct | 347.05 | 4.25 | - | 0 | 0 | 0 | |
For Biocon Limited. - strike price 315 expiring on 28NOV2024
Delta for 315 PE is -0.27
Historical price for 315 PE is as follows
On 21 Nov BIOCON was trading at 323.10. The strike last trading price was 2.35, which was 0.35 higher than the previous day. The implied volatity was 30.94, the open interest changed by -13 which decreased total open position to 175
On 20 Nov BIOCON was trading at 327.05. The strike last trading price was 2, which was 0.00 lower than the previous day. The implied volatity was 31.28, the open interest changed by -44 which decreased total open position to 188
On 19 Nov BIOCON was trading at 327.05. The strike last trading price was 2, which was -0.65 lower than the previous day. The implied volatity was 31.28, the open interest changed by -44 which decreased total open position to 188
On 18 Nov BIOCON was trading at 325.35. The strike last trading price was 2.65, which was 1.35 higher than the previous day. The implied volatity was 32.42, the open interest changed by 26 which increased total open position to 232
On 14 Nov BIOCON was trading at 335.80. The strike last trading price was 1.3, which was -0.55 lower than the previous day. The implied volatity was 31.35, the open interest changed by 1 which increased total open position to 206
On 13 Nov BIOCON was trading at 331.55. The strike last trading price was 1.85, which was 1.10 higher than the previous day. The implied volatity was 31.91, the open interest changed by 27 which increased total open position to 205
On 12 Nov BIOCON was trading at 347.50. The strike last trading price was 0.75, which was -0.25 lower than the previous day. The implied volatity was 32.84, the open interest changed by 7 which increased total open position to 180
On 11 Nov BIOCON was trading at 348.70. The strike last trading price was 1, which was -4.70 lower than the previous day. The implied volatity was 35.49, the open interest changed by -110 which decreased total open position to 172
On 8 Nov BIOCON was trading at 321.30. The strike last trading price was 5.7, which was 1.65 higher than the previous day. The implied volatity was 30.03, the open interest changed by 99 which increased total open position to 282
On 7 Nov BIOCON was trading at 328.00. The strike last trading price was 4.05, which was -0.60 lower than the previous day. The implied volatity was 31.56, the open interest changed by 33 which increased total open position to 184
On 6 Nov BIOCON was trading at 322.85. The strike last trading price was 4.65, which was -4.35 lower than the previous day. The implied volatity was 29.05, the open interest changed by 6 which increased total open position to 151
On 5 Nov BIOCON was trading at 315.70. The strike last trading price was 9, which was -2.95 lower than the previous day. The implied volatity was 32.46, the open interest changed by 11 which increased total open position to 144
On 4 Nov BIOCON was trading at 310.90. The strike last trading price was 11.95, which was 1.45 higher than the previous day. The implied volatity was 34.66, the open interest changed by -27 which decreased total open position to 134
On 1 Nov BIOCON was trading at 317.80. The strike last trading price was 10.5, which was -0.40 lower than the previous day. The implied volatity was 37.63, the open interest changed by 16 which increased total open position to 161
On 31 Oct BIOCON was trading at 316.10. The strike last trading price was 10.9, which was -1.70 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 12.6, which was 5.20 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 7.4, which was -1.25 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 8.65, which was -2.65 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 11.3, which was 2.25 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 9.05, 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 7.1, which was 2.90 higher 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 4.2, 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 4.2, 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 4.2, 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 4.2, 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 4.2, 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 4.2, 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 4.2, 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 4.2, 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 4.2, which was -0.05 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 4.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
