BIOCON
Biocon Limited.
Historical option data for BIOCON
21 Nov 2024 04:11 PM IST
| BIOCON 28NOV2024 320 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.59
Vega: 0.17
Theta: -0.48
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 323.10 | 7.8 | -2.25 | 34.85 | 365 | 35 | 211 | |||
| 20 Nov | 327.05 | 10.05 | 0.00 | 28.86 | 134 | -4 | 176 | |||
| 19 Nov | 327.05 | 10.05 | -0.15 | 28.86 | 134 | -4 | 176 | |||
| 18 Nov | 325.35 | 10.2 | -9.15 | 31.15 | 152 | 22 | 180 | |||
| 14 Nov | 335.80 | 19.35 | 1.95 | 29.84 | 78 | -9 | 159 | |||
| 13 Nov | 331.55 | 17.4 | -11.50 | 27.81 | 139 | -32 | 168 | |||
| 12 Nov | 347.50 | 28.9 | -1.35 | 31.78 | 33 | -9 | 200 | |||
| 11 Nov | 348.70 | 30.25 | 20.50 | 27.35 | 639 | -157 | 209 | |||
| 8 Nov | 321.30 | 9.75 | -4.85 | 28.58 | 624 | -16 | 364 | |||
| 7 Nov | 328.00 | 14.6 | 2.70 | 28.79 | 947 | -63 | 381 | |||
| 6 Nov | 322.85 | 11.9 | 2.80 | 27.51 | 839 | 19 | 449 | |||
| 5 Nov | 315.70 | 9.1 | 1.20 | 32.40 | 762 | -32 | 431 | |||
| 4 Nov | 310.90 | 7.9 | -4.00 | 33.97 | 903 | 24 | 466 | |||
| 1 Nov | 317.80 | 11.9 | 0.40 | 34.64 | 179 | 2 | 446 | |||
| 31 Oct | 316.10 | 11.5 | -5.50 | - | 2,450 | 299 | 444 | |||
| 30 Oct | 320.70 | 17 | -1.25 | - | 219 | 41 | 138 | |||
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| 29 Oct | 327.00 | 18.25 | 1.55 | - | 107 | 21 | 97 | |||
| 28 Oct | 323.75 | 16.7 | 4.05 | - | 94 | 27 | 75 | |||
| 25 Oct | 312.00 | 12.65 | -4.60 | - | 78 | 38 | 48 | |||
| 24 Oct | 322.65 | 17.25 | -2.10 | - | 13 | 5 | 10 | |||
| 23 Oct | 325.20 | 19.35 | 0.15 | - | 10 | 1 | 5 | |||
| 22 Oct | 325.80 | 19.2 | -33.45 | - | 4 | 2 | 2 | |||
| 21 Oct | 337.40 | 52.65 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 339.95 | 52.65 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 339.05 | 52.65 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 346.65 | 52.65 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 352.20 | 52.65 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 346.50 | 52.65 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 346.15 | 52.65 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 345.80 | 52.65 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 347.05 | 52.65 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 342.70 | 52.65 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 340.00 | 52.65 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 346.35 | 52.65 | 52.65 | - | 0 | 0 | 0 | |||
| 3 Sept | 361.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Sept | 363.40 | 0 | - | 0 | 0 | 0 | ||||
For Biocon Limited. - strike price 320 expiring on 28NOV2024
Delta for 320 CE is 0.59
Historical price for 320 CE is as follows
On 21 Nov BIOCON was trading at 323.10. The strike last trading price was 7.8, which was -2.25 lower than the previous day. The implied volatity was 34.85, the open interest changed by 35 which increased total open position to 211
On 20 Nov BIOCON was trading at 327.05. The strike last trading price was 10.05, which was 0.00 lower than the previous day. The implied volatity was 28.86, the open interest changed by -4 which decreased total open position to 176
On 19 Nov BIOCON was trading at 327.05. The strike last trading price was 10.05, which was -0.15 lower than the previous day. The implied volatity was 28.86, the open interest changed by -4 which decreased total open position to 176
On 18 Nov BIOCON was trading at 325.35. The strike last trading price was 10.2, which was -9.15 lower than the previous day. The implied volatity was 31.15, the open interest changed by 22 which increased total open position to 180
On 14 Nov BIOCON was trading at 335.80. The strike last trading price was 19.35, which was 1.95 higher than the previous day. The implied volatity was 29.84, the open interest changed by -9 which decreased total open position to 159
On 13 Nov BIOCON was trading at 331.55. The strike last trading price was 17.4, which was -11.50 lower than the previous day. The implied volatity was 27.81, the open interest changed by -32 which decreased total open position to 168
On 12 Nov BIOCON was trading at 347.50. The strike last trading price was 28.9, which was -1.35 lower than the previous day. The implied volatity was 31.78, the open interest changed by -9 which decreased total open position to 200
On 11 Nov BIOCON was trading at 348.70. The strike last trading price was 30.25, which was 20.50 higher than the previous day. The implied volatity was 27.35, the open interest changed by -157 which decreased total open position to 209
On 8 Nov BIOCON was trading at 321.30. The strike last trading price was 9.75, which was -4.85 lower than the previous day. The implied volatity was 28.58, the open interest changed by -16 which decreased total open position to 364
On 7 Nov BIOCON was trading at 328.00. The strike last trading price was 14.6, which was 2.70 higher than the previous day. The implied volatity was 28.79, the open interest changed by -63 which decreased total open position to 381
On 6 Nov BIOCON was trading at 322.85. The strike last trading price was 11.9, which was 2.80 higher than the previous day. The implied volatity was 27.51, the open interest changed by 19 which increased total open position to 449
On 5 Nov BIOCON was trading at 315.70. The strike last trading price was 9.1, which was 1.20 higher than the previous day. The implied volatity was 32.40, the open interest changed by -32 which decreased total open position to 431
On 4 Nov BIOCON was trading at 310.90. The strike last trading price was 7.9, which was -4.00 lower than the previous day. The implied volatity was 33.97, the open interest changed by 24 which increased total open position to 466
On 1 Nov BIOCON was trading at 317.80. The strike last trading price was 11.9, which was 0.40 higher than the previous day. The implied volatity was 34.64, the open interest changed by 2 which increased total open position to 446
On 31 Oct BIOCON was trading at 316.10. The strike last trading price was 11.5, which was -5.50 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 17, 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 29 Oct BIOCON was trading at 327.00. The strike last trading price was 18.25, which was 1.55 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 16.7, which was 4.05 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 12.65, which was -4.60 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 17.25, which was -2.10 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 19.35, which was 0.15 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 19.2, which was -33.45 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 52.65, 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 52.65, 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 52.65, 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 52.65, 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 52.65, 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 52.65, 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 52.65, 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 52.65, 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 52.65, 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 8 Oct BIOCON was trading at 342.70. The strike last trading price was 52.65, 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 7 Oct BIOCON was trading at 340.00. The strike last trading price was 52.65, 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 4 Oct BIOCON was trading at 346.35. The strike last trading price was 52.65, which was 52.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Sept BIOCON was trading at 361.90. The strike last trading price was 0, 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 2 Sept BIOCON was trading at 363.40. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BIOCON 28NOV2024 320 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.40
Vega: 0.17
Theta: -0.33
Gamma: 0.03
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 323.10 | 3.95 | 0.55 | 30.02 | 1,329 | 3 | 482 |
| 20 Nov | 327.05 | 3.4 | 0.00 | 31.27 | 729 | 5 | 477 |
| 19 Nov | 327.05 | 3.4 | -0.85 | 31.27 | 729 | 3 | 477 |
| 18 Nov | 325.35 | 4.25 | 2.30 | 32.54 | 1,190 | -91 | 469 |
| 14 Nov | 335.80 | 1.95 | -0.75 | 30.28 | 621 | 27 | 560 |
| 13 Nov | 331.55 | 2.7 | 1.60 | 30.98 | 1,268 | -18 | 538 |
| 12 Nov | 347.50 | 1.1 | -0.25 | 31.77 | 699 | -109 | 556 |
| 11 Nov | 348.70 | 1.35 | -6.50 | 34.15 | 2,376 | 213 | 671 |
| 8 Nov | 321.30 | 7.85 | 2.30 | 30.10 | 664 | 1 | 464 |
| 7 Nov | 328.00 | 5.55 | -0.95 | 31.22 | 536 | 27 | 462 |
| 6 Nov | 322.85 | 6.5 | -4.80 | 29.07 | 362 | 6 | 439 |
| 5 Nov | 315.70 | 11.3 | -3.15 | 31.64 | 169 | -12 | 432 |
| 4 Nov | 310.90 | 14.45 | 1.95 | 33.48 | 457 | -48 | 445 |
| 1 Nov | 317.80 | 12.5 | -0.80 | 36.37 | 71 | 5 | 493 |
| 31 Oct | 316.10 | 13.3 | -3.00 | - | 1,916 | 43 | 487 |
| 30 Oct | 320.70 | 16.3 | 6.55 | - | 841 | 231 | 441 |
| 29 Oct | 327.00 | 9.75 | -1.05 | - | 132 | 70 | 209 |
| 28 Oct | 323.75 | 10.8 | -5.95 | - | 105 | 41 | 134 |
| 25 Oct | 312.00 | 16.75 | 5.15 | - | 85 | -2 | 93 |
| 24 Oct | 322.65 | 11.6 | 0.60 | - | 31 | 7 | 94 |
| 23 Oct | 325.20 | 11 | -0.50 | - | 64 | -18 | 87 |
| 22 Oct | 325.80 | 11.5 | 5.25 | - | 91 | 58 | 106 |
| 21 Oct | 337.40 | 6.25 | 1.15 | - | 6 | 2 | 47 |
| 18 Oct | 339.95 | 5.1 | -1.30 | - | 17 | 4 | 45 |
| 17 Oct | 339.05 | 6.4 | 1.50 | - | 10 | 6 | 39 |
| 16 Oct | 346.65 | 4.9 | 0.45 | - | 22 | 14 | 32 |
| 15 Oct | 352.20 | 4.45 | 0.00 | - | 0 | 1 | 0 |
| 14 Oct | 346.50 | 4.45 | -0.65 | - | 3 | 1 | 18 |
| 11 Oct | 346.15 | 5.1 | 0.15 | - | 2 | 0 | 17 |
| 10 Oct | 345.80 | 4.95 | 0.25 | - | 7 | 4 | 19 |
| 9 Oct | 347.05 | 4.7 | -1.90 | - | 1 | 0 | 14 |
| 8 Oct | 342.70 | 6.6 | -0.05 | - | 1 | 0 | 13 |
| 7 Oct | 340.00 | 6.65 | 1.20 | - | 25 | 10 | 13 |
| 4 Oct | 346.35 | 5.45 | 5.45 | - | 12 | 6 | 7 |
| 3 Sept | 361.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 2 Sept | 363.40 | 0 | - | 0 | 0 | 0 | |
For Biocon Limited. - strike price 320 expiring on 28NOV2024
Delta for 320 PE is -0.40
Historical price for 320 PE is as follows
On 21 Nov BIOCON was trading at 323.10. The strike last trading price was 3.95, which was 0.55 higher than the previous day. The implied volatity was 30.02, the open interest changed by 3 which increased total open position to 482
On 20 Nov BIOCON was trading at 327.05. The strike last trading price was 3.4, which was 0.00 lower than the previous day. The implied volatity was 31.27, the open interest changed by 5 which increased total open position to 477
On 19 Nov BIOCON was trading at 327.05. The strike last trading price was 3.4, which was -0.85 lower than the previous day. The implied volatity was 31.27, the open interest changed by 3 which increased total open position to 477
On 18 Nov BIOCON was trading at 325.35. The strike last trading price was 4.25, which was 2.30 higher than the previous day. The implied volatity was 32.54, the open interest changed by -91 which decreased total open position to 469
On 14 Nov BIOCON was trading at 335.80. The strike last trading price was 1.95, which was -0.75 lower than the previous day. The implied volatity was 30.28, the open interest changed by 27 which increased total open position to 560
On 13 Nov BIOCON was trading at 331.55. The strike last trading price was 2.7, which was 1.60 higher than the previous day. The implied volatity was 30.98, the open interest changed by -18 which decreased total open position to 538
On 12 Nov BIOCON was trading at 347.50. The strike last trading price was 1.1, which was -0.25 lower than the previous day. The implied volatity was 31.77, the open interest changed by -109 which decreased total open position to 556
On 11 Nov BIOCON was trading at 348.70. The strike last trading price was 1.35, which was -6.50 lower than the previous day. The implied volatity was 34.15, the open interest changed by 213 which increased total open position to 671
On 8 Nov BIOCON was trading at 321.30. The strike last trading price was 7.85, which was 2.30 higher than the previous day. The implied volatity was 30.10, the open interest changed by 1 which increased total open position to 464
On 7 Nov BIOCON was trading at 328.00. The strike last trading price was 5.55, which was -0.95 lower than the previous day. The implied volatity was 31.22, the open interest changed by 27 which increased total open position to 462
On 6 Nov BIOCON was trading at 322.85. The strike last trading price was 6.5, which was -4.80 lower than the previous day. The implied volatity was 29.07, the open interest changed by 6 which increased total open position to 439
On 5 Nov BIOCON was trading at 315.70. The strike last trading price was 11.3, which was -3.15 lower than the previous day. The implied volatity was 31.64, the open interest changed by -12 which decreased total open position to 432
On 4 Nov BIOCON was trading at 310.90. The strike last trading price was 14.45, which was 1.95 higher than the previous day. The implied volatity was 33.48, the open interest changed by -48 which decreased total open position to 445
On 1 Nov BIOCON was trading at 317.80. The strike last trading price was 12.5, which was -0.80 lower than the previous day. The implied volatity was 36.37, the open interest changed by 5 which increased total open position to 493
On 31 Oct BIOCON was trading at 316.10. The strike last trading price was 13.3, which was -3.00 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 16.3, which was 6.55 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 9.75, which was -1.05 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 10.8, which was -5.95 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 16.75, which was 5.15 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 11.6, which was 0.60 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 11, 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 22 Oct BIOCON was trading at 325.80. The strike last trading price was 11.5, which was 5.25 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 6.25, 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 5.1, 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 17 Oct BIOCON was trading at 339.05. The strike last trading price was 6.4, which was 1.50 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 4.9, which was 0.45 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 4.45, 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 4.45, which was -0.65 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 5.1, which was 0.15 higher 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 4.95, which was 0.25 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 4.7, which was -1.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct BIOCON was trading at 342.70. The strike last trading price was 6.6, 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 7 Oct BIOCON was trading at 340.00. The strike last trading price was 6.65, which was 1.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct BIOCON was trading at 346.35. The strike last trading price was 5.45, which was 5.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Sept BIOCON was trading at 361.90. The strike last trading price was 0, 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 2 Sept BIOCON was trading at 363.40. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
