BIOCON
Biocon Limited.
Historical option data for BIOCON
21 Nov 2024 04:11 PM IST
| BIOCON 28NOV2024 325 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.45
Vega: 0.18
Theta: -0.45
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 323.10 | 4.85 | -2.05 | 32.38 | 744 | 108 | 372 | |||
| 20 Nov | 327.05 | 6.9 | 0.00 | 28.42 | 324 | 7 | 260 | |||
| 19 Nov | 327.05 | 6.9 | -0.45 | 28.42 | 324 | 3 | 260 | |||
| 18 Nov | 325.35 | 7.35 | -7.95 | 31.31 | 451 | 25 | 257 | |||
| 14 Nov | 335.80 | 15.3 | 1.55 | 28.88 | 254 | -16 | 232 | |||
| 13 Nov | 331.55 | 13.75 | -10.20 | 28.11 | 181 | -38 | 252 | |||
| 12 Nov | 347.50 | 23.95 | -1.85 | 27.58 | 95 | -29 | 290 | |||
| 11 Nov | 348.70 | 25.8 | 18.30 | 27.96 | 1,148 | -137 | 322 | |||
| 8 Nov | 321.30 | 7.5 | -4.20 | 29.11 | 678 | 60 | 459 | |||
| 7 Nov | 328.00 | 11.7 | 2.60 | 29.29 | 1,165 | 60 | 398 | |||
| 6 Nov | 322.85 | 9.1 | 2.10 | 27.28 | 360 | 45 | 333 | |||
| 5 Nov | 315.70 | 7 | 0.75 | 32.17 | 282 | 43 | 288 | |||
| 4 Nov | 310.90 | 6.25 | -2.95 | 34.32 | 289 | 10 | 245 | |||
| 1 Nov | 317.80 | 9.2 | 0.00 | 33.25 | 24 | -9 | 235 | |||
| 31 Oct | 316.10 | 9.2 | -4.80 | - | 746 | 88 | 245 | |||
| 30 Oct | 320.70 | 14 | -0.85 | - | 298 | 101 | 157 | |||
| 29 Oct | 327.00 | 14.85 | 0.65 | - | 54 | 12 | 53 | |||
| 28 Oct | 323.75 | 14.2 | 3.20 | - | 36 | 27 | 40 | |||
| 25 Oct | 312.00 | 11 | -3.85 | - | 13 | 6 | 13 | |||
| 24 Oct | 322.65 | 14.85 | -43.15 | - | 7 | 6 | 6 | |||
| 23 Oct | 325.20 | 58 | 0.00 | - | 0 | 0 | 0 | |||
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| 22 Oct | 325.80 | 58 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 337.40 | 58 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 339.95 | 58 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 339.05 | 58 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 346.65 | 58 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 352.20 | 58 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 346.50 | 58 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 346.15 | 58 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 345.80 | 58 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 347.05 | 58 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 342.70 | 58 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 340.00 | 58 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 346.35 | 58 | - | 0 | 0 | 0 | ||||
For Biocon Limited. - strike price 325 expiring on 28NOV2024
Delta for 325 CE is 0.45
Historical price for 325 CE is as follows
On 21 Nov BIOCON was trading at 323.10. The strike last trading price was 4.85, which was -2.05 lower than the previous day. The implied volatity was 32.38, the open interest changed by 108 which increased total open position to 372
On 20 Nov BIOCON was trading at 327.05. The strike last trading price was 6.9, which was 0.00 lower than the previous day. The implied volatity was 28.42, the open interest changed by 7 which increased total open position to 260
On 19 Nov BIOCON was trading at 327.05. The strike last trading price was 6.9, which was -0.45 lower than the previous day. The implied volatity was 28.42, the open interest changed by 3 which increased total open position to 260
On 18 Nov BIOCON was trading at 325.35. The strike last trading price was 7.35, which was -7.95 lower than the previous day. The implied volatity was 31.31, the open interest changed by 25 which increased total open position to 257
On 14 Nov BIOCON was trading at 335.80. The strike last trading price was 15.3, which was 1.55 higher than the previous day. The implied volatity was 28.88, the open interest changed by -16 which decreased total open position to 232
On 13 Nov BIOCON was trading at 331.55. The strike last trading price was 13.75, which was -10.20 lower than the previous day. The implied volatity was 28.11, the open interest changed by -38 which decreased total open position to 252
On 12 Nov BIOCON was trading at 347.50. The strike last trading price was 23.95, which was -1.85 lower than the previous day. The implied volatity was 27.58, the open interest changed by -29 which decreased total open position to 290
On 11 Nov BIOCON was trading at 348.70. The strike last trading price was 25.8, which was 18.30 higher than the previous day. The implied volatity was 27.96, the open interest changed by -137 which decreased total open position to 322
On 8 Nov BIOCON was trading at 321.30. The strike last trading price was 7.5, which was -4.20 lower than the previous day. The implied volatity was 29.11, the open interest changed by 60 which increased total open position to 459
On 7 Nov BIOCON was trading at 328.00. The strike last trading price was 11.7, which was 2.60 higher than the previous day. The implied volatity was 29.29, the open interest changed by 60 which increased total open position to 398
On 6 Nov BIOCON was trading at 322.85. The strike last trading price was 9.1, which was 2.10 higher than the previous day. The implied volatity was 27.28, the open interest changed by 45 which increased total open position to 333
On 5 Nov BIOCON was trading at 315.70. The strike last trading price was 7, which was 0.75 higher than the previous day. The implied volatity was 32.17, the open interest changed by 43 which increased total open position to 288
On 4 Nov BIOCON was trading at 310.90. The strike last trading price was 6.25, which was -2.95 lower than the previous day. The implied volatity was 34.32, the open interest changed by 10 which increased total open position to 245
On 1 Nov BIOCON was trading at 317.80. The strike last trading price was 9.2, which was 0.00 lower than the previous day. The implied volatity was 33.25, the open interest changed by -9 which decreased total open position to 235
On 31 Oct BIOCON was trading at 316.10. The strike last trading price was 9.2, which was -4.80 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 14, 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 29 Oct BIOCON was trading at 327.00. The strike last trading price was 14.85, which was 0.65 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 14.2, which was 3.20 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 11, which was -3.85 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 14.85, which was -43.15 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 58, 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 58, 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 58, 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 58, 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 58, 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 58, 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 58, 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 58, 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 58, 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 58, 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 58, 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 58, 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 58, 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 58, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BIOCON 28NOV2024 325 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.55
Vega: 0.18
Theta: -0.31
Gamma: 0.03
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 323.10 | 6.15 | 0.85 | 28.55 | 612 | -45 | 277 |
| 20 Nov | 327.05 | 5.3 | 0.00 | 30.90 | 751 | 119 | 322 |
| 19 Nov | 327.05 | 5.3 | -1.20 | 30.90 | 751 | 119 | 322 |
| 18 Nov | 325.35 | 6.5 | 3.60 | 33.13 | 1,160 | 0 | 203 |
| 14 Nov | 335.80 | 2.9 | -1.05 | 29.34 | 694 | -1 | 204 |
| 13 Nov | 331.55 | 3.95 | 2.40 | 30.42 | 868 | -1 | 213 |
| 12 Nov | 347.50 | 1.55 | -0.30 | 30.41 | 304 | 19 | 215 |
| 11 Nov | 348.70 | 1.85 | -8.60 | 32.90 | 1,400 | 70 | 198 |
| 8 Nov | 321.30 | 10.45 | 2.85 | 30.20 | 359 | 3 | 124 |
| 7 Nov | 328.00 | 7.6 | -1.10 | 31.47 | 357 | -9 | 121 |
| 6 Nov | 322.85 | 8.7 | -5.90 | 28.87 | 134 | 36 | 123 |
| 5 Nov | 315.70 | 14.6 | -3.30 | 32.80 | 43 | 2 | 89 |
| 4 Nov | 310.90 | 17.9 | 2.10 | 34.25 | 39 | -5 | 87 |
| 1 Nov | 317.80 | 15.8 | 0.00 | 0.00 | 0 | 27 | 0 |
| 31 Oct | 316.10 | 15.8 | -0.90 | - | 249 | 28 | 93 |
| 30 Oct | 320.70 | 16.7 | 5.35 | - | 131 | 44 | 65 |
| 29 Oct | 327.00 | 11.35 | -1.60 | - | 11 | 7 | 20 |
| 28 Oct | 323.75 | 12.95 | -6.75 | - | 5 | 1 | 12 |
| 25 Oct | 312.00 | 19.7 | 4.95 | - | 9 | 2 | 11 |
| 24 Oct | 322.65 | 14.75 | 3.75 | - | 8 | 6 | 9 |
| 23 Oct | 325.20 | 11 | 1.00 | - | 1 | 0 | 2 |
| 22 Oct | 325.80 | 10 | 2.50 | - | 1 | 0 | 1 |
| 21 Oct | 337.40 | 7.5 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 339.95 | 7.5 | 0.00 | - | 0 | 1 | 0 |
| 17 Oct | 339.05 | 7.5 | 1.45 | - | 1 | 0 | 0 |
| 16 Oct | 346.65 | 6.05 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 352.20 | 6.05 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 346.50 | 6.05 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 346.15 | 6.05 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 345.80 | 6.05 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 347.05 | 6.05 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 342.70 | 6.05 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 340.00 | 6.05 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 346.35 | 6.05 | - | 0 | 0 | 0 | |
For Biocon Limited. - strike price 325 expiring on 28NOV2024
Delta for 325 PE is -0.55
Historical price for 325 PE is as follows
On 21 Nov BIOCON was trading at 323.10. The strike last trading price was 6.15, which was 0.85 higher than the previous day. The implied volatity was 28.55, the open interest changed by -45 which decreased total open position to 277
On 20 Nov BIOCON was trading at 327.05. The strike last trading price was 5.3, which was 0.00 lower than the previous day. The implied volatity was 30.90, the open interest changed by 119 which increased total open position to 322
On 19 Nov BIOCON was trading at 327.05. The strike last trading price was 5.3, which was -1.20 lower than the previous day. The implied volatity was 30.90, the open interest changed by 119 which increased total open position to 322
On 18 Nov BIOCON was trading at 325.35. The strike last trading price was 6.5, which was 3.60 higher than the previous day. The implied volatity was 33.13, the open interest changed by 0 which decreased total open position to 203
On 14 Nov BIOCON was trading at 335.80. The strike last trading price was 2.9, which was -1.05 lower than the previous day. The implied volatity was 29.34, the open interest changed by -1 which decreased total open position to 204
On 13 Nov BIOCON was trading at 331.55. The strike last trading price was 3.95, which was 2.40 higher than the previous day. The implied volatity was 30.42, the open interest changed by -1 which decreased total open position to 213
On 12 Nov BIOCON was trading at 347.50. The strike last trading price was 1.55, which was -0.30 lower than the previous day. The implied volatity was 30.41, the open interest changed by 19 which increased total open position to 215
On 11 Nov BIOCON was trading at 348.70. The strike last trading price was 1.85, which was -8.60 lower than the previous day. The implied volatity was 32.90, the open interest changed by 70 which increased total open position to 198
On 8 Nov BIOCON was trading at 321.30. The strike last trading price was 10.45, which was 2.85 higher than the previous day. The implied volatity was 30.20, the open interest changed by 3 which increased total open position to 124
On 7 Nov BIOCON was trading at 328.00. The strike last trading price was 7.6, which was -1.10 lower than the previous day. The implied volatity was 31.47, the open interest changed by -9 which decreased total open position to 121
On 6 Nov BIOCON was trading at 322.85. The strike last trading price was 8.7, which was -5.90 lower than the previous day. The implied volatity was 28.87, the open interest changed by 36 which increased total open position to 123
On 5 Nov BIOCON was trading at 315.70. The strike last trading price was 14.6, which was -3.30 lower than the previous day. The implied volatity was 32.80, the open interest changed by 2 which increased total open position to 89
On 4 Nov BIOCON was trading at 310.90. The strike last trading price was 17.9, which was 2.10 higher than the previous day. The implied volatity was 34.25, the open interest changed by -5 which decreased total open position to 87
On 1 Nov BIOCON was trading at 317.80. The strike last trading price was 15.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 27 which increased total open position to 0
On 31 Oct BIOCON was trading at 316.10. The strike last trading price was 15.8, which was -0.90 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 16.7, which was 5.35 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 11.35, which was -1.60 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 12.95, which was -6.75 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 19.7, which was 4.95 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 14.75, which was 3.75 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 1.00 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 10, which was 2.50 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 7.5, 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 7.5, 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 7.5, which was 1.45 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 6.05, 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 6.05, 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 6.05, 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 6.05, 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 6.05, 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 6.05, 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 6.05, 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 6.05, 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 6.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
