BIOCON
Biocon Limited.
Historical option data for BIOCON
13 Mar 2025 04:11 PM IST
| BIOCON 27MAR2025 325 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.50
Vega: 0.25
Theta: -0.30
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 323.05 | 7 | -2.65 | 29.08 | 272 | 30 | 208 | |||
| 12 Mar | 325.10 | 9.65 | -2.9 | 34.20 | 305 | 52 | 180 | |||
| 11 Mar | 328.90 | 13 | 0.95 | 34.61 | 252 | -5 | 131 | |||
| 10 Mar | 328.15 | 11 | -4.85 | 32.54 | 116 | 4 | 135 | |||
| 7 Mar | 333.70 | 15.65 | -0.2 | 34.07 | 132 | 6 | 131 | |||
| 6 Mar | 333.00 | 14.25 | 2.95 | 31.39 | 648 | -64 | 125 | |||
| 5 Mar | 324.85 | 11.15 | 3.7 | 32.83 | 1,061 | 52 | 193 | |||
| 4 Mar | 314.80 | 7.25 | 2.4 | 35.27 | 328 | -31 | 139 | |||
| 3 Mar | 305.05 | 4.8 | 0.25 | 35.65 | 297 | 30 | 173 | |||
| 28 Feb | 302.45 | 4.5 | -3.85 | 34.25 | 314 | 5 | 144 | |||
| 27 Feb | 311.85 | 8.1 | -4.9 | 36.16 | 218 | 48 | 139 | |||
| 26 Feb | 319.80 | 12.5 | -1.55 | 37.41 | 288 | 53 | 91 | |||
| 25 Feb | 321.20 | 12.5 | -1.55 | 37.41 | 288 | 53 | 91 | |||
| 24 Feb | 320.85 | 13.8 | -1.2 | 39.19 | 56 | 25 | 36 | |||
| 21 Feb | 322.50 | 15 | -29.95 | 40.31 | 14 | 10 | 10 | |||
| 20 Feb | 336.00 | 44.95 | 0 | - | 0 | 0 | 0 | |||
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| 19 Feb | 336.80 | 44.95 | 0 | - | 0 | 0 | 0 | |||
| 18 Feb | 338.20 | 44.95 | 0 | - | 0 | 0 | 0 | |||
| 17 Feb | 347.55 | 44.95 | 0 | - | 0 | 0 | 0 | |||
| 14 Feb | 349.35 | 44.95 | 0 | - | 0 | 0 | 0 | |||
| 13 Feb | 359.30 | 44.95 | 0 | - | 0 | 0 | 0 | |||
| 12 Feb | 355.95 | 44.95 | 0 | - | 0 | 0 | 0 | |||
| 11 Feb | 362.00 | 44.95 | 0 | 0.00 | 0 | 0 | 0 | |||
| 10 Feb | 377.15 | 44.95 | 0 | 0.00 | 0 | 0 | 0 | |||
| 4 Feb | 371.05 | 44.95 | 0 | 0.00 | 0 | 0 | 0 | |||
| 1 Feb | 370.45 | 44.95 | 0 | 0.00 | 0 | 0 | 0 | |||
For Biocon Limited. - strike price 325 expiring on 27MAR2025
Delta for 325 CE is 0.50
Historical price for 325 CE is as follows
On 13 Mar BIOCON was trading at 323.05. The strike last trading price was 7, which was -2.65 lower than the previous day. The implied volatity was 29.08, the open interest changed by 30 which increased total open position to 208
On 12 Mar BIOCON was trading at 325.10. The strike last trading price was 9.65, which was -2.9 lower than the previous day. The implied volatity was 34.20, the open interest changed by 52 which increased total open position to 180
On 11 Mar BIOCON was trading at 328.90. The strike last trading price was 13, which was 0.95 higher than the previous day. The implied volatity was 34.61, the open interest changed by -5 which decreased total open position to 131
On 10 Mar BIOCON was trading at 328.15. The strike last trading price was 11, which was -4.85 lower than the previous day. The implied volatity was 32.54, the open interest changed by 4 which increased total open position to 135
On 7 Mar BIOCON was trading at 333.70. The strike last trading price was 15.65, which was -0.2 lower than the previous day. The implied volatity was 34.07, the open interest changed by 6 which increased total open position to 131
On 6 Mar BIOCON was trading at 333.00. The strike last trading price was 14.25, which was 2.95 higher than the previous day. The implied volatity was 31.39, the open interest changed by -64 which decreased total open position to 125
On 5 Mar BIOCON was trading at 324.85. The strike last trading price was 11.15, which was 3.7 higher than the previous day. The implied volatity was 32.83, the open interest changed by 52 which increased total open position to 193
On 4 Mar BIOCON was trading at 314.80. The strike last trading price was 7.25, which was 2.4 higher than the previous day. The implied volatity was 35.27, the open interest changed by -31 which decreased total open position to 139
On 3 Mar BIOCON was trading at 305.05. The strike last trading price was 4.8, which was 0.25 higher than the previous day. The implied volatity was 35.65, the open interest changed by 30 which increased total open position to 173
On 28 Feb BIOCON was trading at 302.45. The strike last trading price was 4.5, which was -3.85 lower than the previous day. The implied volatity was 34.25, the open interest changed by 5 which increased total open position to 144
On 27 Feb BIOCON was trading at 311.85. The strike last trading price was 8.1, which was -4.9 lower than the previous day. The implied volatity was 36.16, the open interest changed by 48 which increased total open position to 139
On 26 Feb BIOCON was trading at 319.80. The strike last trading price was 12.5, which was -1.55 lower than the previous day. The implied volatity was 37.41, the open interest changed by 53 which increased total open position to 91
On 25 Feb BIOCON was trading at 321.20. The strike last trading price was 12.5, which was -1.55 lower than the previous day. The implied volatity was 37.41, the open interest changed by 53 which increased total open position to 91
On 24 Feb BIOCON was trading at 320.85. The strike last trading price was 13.8, which was -1.2 lower than the previous day. The implied volatity was 39.19, the open interest changed by 25 which increased total open position to 36
On 21 Feb BIOCON was trading at 322.50. The strike last trading price was 15, which was -29.95 lower than the previous day. The implied volatity was 40.31, the open interest changed by 10 which increased total open position to 10
On 20 Feb BIOCON was trading at 336.00. The strike last trading price was 44.95, 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 44.95, 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 44.95, 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 44.95, 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 44.95, 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 44.95, 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 44.95, 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 44.95, 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 44.95, 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 44.95, 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 44.95, 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 325 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.50
Vega: 0.25
Theta: -0.26
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 323.05 | 9 | 0.45 | 34.21 | 363 | 15 | 221 |
| 12 Mar | 325.10 | 8.7 | 1.25 | 35.66 | 355 | 32 | 208 |
| 11 Mar | 328.90 | 7.25 | -1.3 | 37.16 | 360 | 17 | 176 |
| 10 Mar | 328.15 | 8.9 | 2.25 | 38.27 | 303 | 23 | 159 |
| 7 Mar | 333.70 | 7.05 | -0.2 | 36.06 | 242 | 0 | 136 |
| 6 Mar | 333.00 | 7.55 | -3.1 | 35.28 | 727 | 61 | 138 |
| 5 Mar | 324.85 | 10.55 | -6.25 | 35.52 | 256 | 25 | 77 |
| 4 Mar | 314.80 | 16.8 | -6.7 | 36.56 | 31 | 2 | 54 |
| 3 Mar | 305.05 | 23.5 | -3.25 | 40.52 | 12 | 2 | 52 |
| 28 Feb | 302.45 | 26.75 | 7.45 | 45.32 | 18 | 3 | 50 |
| 27 Feb | 311.85 | 19.3 | 5.05 | 38.22 | 49 | -3 | 47 |
| 26 Feb | 319.80 | 15.25 | -0.45 | 37.99 | 150 | 31 | 50 |
| 25 Feb | 321.20 | 15.25 | -0.45 | 37.99 | 150 | 31 | 50 |
| 24 Feb | 320.85 | 15.65 | 0.85 | 39.59 | 30 | 14 | 19 |
| 21 Feb | 322.50 | 14.8 | 5.45 | 35.86 | 6 | 4 | 4 |
| 20 Feb | 336.00 | 9.35 | 0 | 4.31 | 0 | 0 | 0 |
| 19 Feb | 336.80 | 9.35 | 0 | 4.38 | 0 | 0 | 0 |
| 18 Feb | 338.20 | 9.35 | 0 | 4.50 | 0 | 0 | 0 |
| 17 Feb | 347.55 | 9.35 | 0 | 7.00 | 0 | 0 | 0 |
| 14 Feb | 349.35 | 9.35 | 0 | 7.01 | 0 | 0 | 0 |
| 13 Feb | 359.30 | 9.35 | 0 | 9.16 | 0 | 0 | 0 |
| 12 Feb | 355.95 | 9.35 | 0 | 8.67 | 0 | 0 | 0 |
| 11 Feb | 362.00 | 9.35 | 0 | 0.00 | 0 | 0 | 0 |
| 10 Feb | 377.15 | 9.35 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Feb | 371.05 | 9.35 | 0 | 0.00 | 0 | 0 | 0 |
| 1 Feb | 370.45 | 9.35 | 0 | 0.00 | 0 | 0 | 0 |
For Biocon Limited. - strike price 325 expiring on 27MAR2025
Delta for 325 PE is -0.50
Historical price for 325 PE is as follows
On 13 Mar BIOCON was trading at 323.05. The strike last trading price was 9, which was 0.45 higher than the previous day. The implied volatity was 34.21, the open interest changed by 15 which increased total open position to 221
On 12 Mar BIOCON was trading at 325.10. The strike last trading price was 8.7, which was 1.25 higher than the previous day. The implied volatity was 35.66, the open interest changed by 32 which increased total open position to 208
On 11 Mar BIOCON was trading at 328.90. The strike last trading price was 7.25, which was -1.3 lower than the previous day. The implied volatity was 37.16, the open interest changed by 17 which increased total open position to 176
On 10 Mar BIOCON was trading at 328.15. The strike last trading price was 8.9, which was 2.25 higher than the previous day. The implied volatity was 38.27, the open interest changed by 23 which increased total open position to 159
On 7 Mar BIOCON was trading at 333.70. The strike last trading price was 7.05, which was -0.2 lower than the previous day. The implied volatity was 36.06, the open interest changed by 0 which decreased total open position to 136
On 6 Mar BIOCON was trading at 333.00. The strike last trading price was 7.55, which was -3.1 lower than the previous day. The implied volatity was 35.28, the open interest changed by 61 which increased total open position to 138
On 5 Mar BIOCON was trading at 324.85. The strike last trading price was 10.55, which was -6.25 lower than the previous day. The implied volatity was 35.52, the open interest changed by 25 which increased total open position to 77
On 4 Mar BIOCON was trading at 314.80. The strike last trading price was 16.8, which was -6.7 lower than the previous day. The implied volatity was 36.56, the open interest changed by 2 which increased total open position to 54
On 3 Mar BIOCON was trading at 305.05. The strike last trading price was 23.5, which was -3.25 lower than the previous day. The implied volatity was 40.52, the open interest changed by 2 which increased total open position to 52
On 28 Feb BIOCON was trading at 302.45. The strike last trading price was 26.75, which was 7.45 higher than the previous day. The implied volatity was 45.32, the open interest changed by 3 which increased total open position to 50
On 27 Feb BIOCON was trading at 311.85. The strike last trading price was 19.3, which was 5.05 higher than the previous day. The implied volatity was 38.22, the open interest changed by -3 which decreased total open position to 47
On 26 Feb BIOCON was trading at 319.80. The strike last trading price was 15.25, which was -0.45 lower than the previous day. The implied volatity was 37.99, the open interest changed by 31 which increased total open position to 50
On 25 Feb BIOCON was trading at 321.20. The strike last trading price was 15.25, which was -0.45 lower than the previous day. The implied volatity was 37.99, the open interest changed by 31 which increased total open position to 50
On 24 Feb BIOCON was trading at 320.85. The strike last trading price was 15.65, which was 0.85 higher than the previous day. The implied volatity was 39.59, the open interest changed by 14 which increased total open position to 19
On 21 Feb BIOCON was trading at 322.50. The strike last trading price was 14.8, which was 5.45 higher than the previous day. The implied volatity was 35.86, the open interest changed by 4 which increased total open position to 4
On 20 Feb BIOCON was trading at 336.00. The strike last trading price was 9.35, which was 0 lower than the previous day. The implied volatity was 4.31, 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 9.35, which was 0 lower than the previous day. The implied volatity was 4.38, 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 9.35, which was 0 lower than the previous day. The implied volatity was 4.50, 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 9.35, which was 0 lower than the previous day. The implied volatity was 7.00, 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 9.35, which was 0 lower than the previous day. The implied volatity was 7.01, 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 9.35, which was 0 lower than the previous day. The implied volatity was 9.16, 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 9.35, which was 0 lower than the previous day. The implied volatity was 8.67, 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 9.35, 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 9.35, 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 9.35, 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 9.35, 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
