`
[--[65.84.65.76]--]
BIOCON
Biocon Limited.

323.05 -2.05 (-0.63%)

Back to Option Chain


Historical option data for BIOCON

13 Mar 2025 04:11 PM IST
BIOCON 27MAR2025 330 CE
Delta: 0.39
Vega: 0.24
Theta: -0.29
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
13 Mar 323.05 4.9 -2.35 29.06 453 69 645
12 Mar 325.10 7.3 -2.45 34.08 707 62 571
11 Mar 328.90 10.1 0.75 34.04 1,003 -32 510
10 Mar 328.15 8.6 -4.45 32.41 647 16 541
7 Mar 333.70 12.7 0.2 33.93 804 -39 525
6 Mar 333.00 11.4 2.35 31.36 2,854 42 575
5 Mar 324.85 8.9 3.15 33.08 1,786 -132 519
4 Mar 314.80 5.45 1.75 34.61 747 -61 643
3 Mar 305.05 3.75 0.25 36.06 832 164 704
28 Feb 302.45 3.55 -3.25 35.36 879 87 548
27 Feb 311.85 6.55 -4.25 36.34 505 126 461
26 Feb 319.80 10.25 -1.7 36.97 862 163 334
25 Feb 321.20 10.25 -1.7 36.97 862 162 334
24 Feb 320.85 11.7 -1 39.30 197 30 174
21 Feb 322.50 12.35 -7.85 39.04 316 120 145
20 Feb 336.00 20.1 -0.9 36.08 25 20 25
19 Feb 336.80 21 -8 37.38 4 2 4
18 Feb 338.20 29 0 0.00 0 1 0
17 Feb 347.55 29 0.2 37.72 1 0 1
14 Feb 349.35 28.8 -36.15 33.23 1 0 1
13 Feb 359.30 64.95 0 0.00 0 0 0
12 Feb 355.95 64.95 0 0.00 0 0 0
11 Feb 362.00 64.95 0 0.00 0 0 0
10 Feb 377.15 64.95 0 0.00 0 0 0
5 Feb 390.25 64.95 24.45 19.99 1 0 0
4 Feb 371.05 40.5 0 - 0 0 0
3 Feb 364.45 40.5 0 - 0 0 0
1 Feb 370.45 40.5 0 - 0 0 0
31 Jan 362.55 40.5 0 - 0 0 0
29 Jan 355.70 0 0 - 0 0 0
27 Jan 370.25 0 0 - 0 0 0
13 Jan 365.20 0 0.00 - 0 0 0
10 Jan 360.95 0 0.00 - 0 0 0
9 Jan 370.70 0 0.00 - 0 0 0
8 Jan 371.20 0 0.00 - 0 0 0
6 Jan 358.10 0 0.00 - 0 0 0
3 Jan 369.25 0 0.00 - 0 0 0
2 Jan 373.25 0 0.00 - 0 0 0
1 Jan 368.80 0 0.00 - 0 0 0
31 Dec 365.35 0 0.00 - 0 0 0
30 Dec 367.70 0 - 0 0 0


For Biocon Limited. - strike price 330 expiring on 27MAR2025

Delta for 330 CE is 0.39

Historical price for 330 CE is as follows

On 13 Mar BIOCON was trading at 323.05. The strike last trading price was 4.9, which was -2.35 lower than the previous day. The implied volatity was 29.06, the open interest changed by 69 which increased total open position to 645


On 12 Mar BIOCON was trading at 325.10. The strike last trading price was 7.3, which was -2.45 lower than the previous day. The implied volatity was 34.08, the open interest changed by 62 which increased total open position to 571


On 11 Mar BIOCON was trading at 328.90. The strike last trading price was 10.1, which was 0.75 higher than the previous day. The implied volatity was 34.04, the open interest changed by -32 which decreased total open position to 510


On 10 Mar BIOCON was trading at 328.15. The strike last trading price was 8.6, which was -4.45 lower than the previous day. The implied volatity was 32.41, the open interest changed by 16 which increased total open position to 541


On 7 Mar BIOCON was trading at 333.70. The strike last trading price was 12.7, which was 0.2 higher than the previous day. The implied volatity was 33.93, the open interest changed by -39 which decreased total open position to 525


On 6 Mar BIOCON was trading at 333.00. The strike last trading price was 11.4, which was 2.35 higher than the previous day. The implied volatity was 31.36, the open interest changed by 42 which increased total open position to 575


On 5 Mar BIOCON was trading at 324.85. The strike last trading price was 8.9, which was 3.15 higher than the previous day. The implied volatity was 33.08, the open interest changed by -132 which decreased total open position to 519


On 4 Mar BIOCON was trading at 314.80. The strike last trading price was 5.45, which was 1.75 higher than the previous day. The implied volatity was 34.61, the open interest changed by -61 which decreased total open position to 643


On 3 Mar BIOCON was trading at 305.05. The strike last trading price was 3.75, which was 0.25 higher than the previous day. The implied volatity was 36.06, the open interest changed by 164 which increased total open position to 704


On 28 Feb BIOCON was trading at 302.45. The strike last trading price was 3.55, which was -3.25 lower than the previous day. The implied volatity was 35.36, the open interest changed by 87 which increased total open position to 548


On 27 Feb BIOCON was trading at 311.85. The strike last trading price was 6.55, which was -4.25 lower than the previous day. The implied volatity was 36.34, the open interest changed by 126 which increased total open position to 461


On 26 Feb BIOCON was trading at 319.80. The strike last trading price was 10.25, which was -1.7 lower than the previous day. The implied volatity was 36.97, the open interest changed by 163 which increased total open position to 334


On 25 Feb BIOCON was trading at 321.20. The strike last trading price was 10.25, which was -1.7 lower than the previous day. The implied volatity was 36.97, the open interest changed by 162 which increased total open position to 334


On 24 Feb BIOCON was trading at 320.85. The strike last trading price was 11.7, which was -1 lower than the previous day. The implied volatity was 39.30, the open interest changed by 30 which increased total open position to 174


On 21 Feb BIOCON was trading at 322.50. The strike last trading price was 12.35, which was -7.85 lower than the previous day. The implied volatity was 39.04, the open interest changed by 120 which increased total open position to 145


On 20 Feb BIOCON was trading at 336.00. The strike last trading price was 20.1, which was -0.9 lower than the previous day. The implied volatity was 36.08, the open interest changed by 20 which increased total open position to 25


On 19 Feb BIOCON was trading at 336.80. The strike last trading price was 21, which was -8 lower than the previous day. The implied volatity was 37.38, the open interest changed by 2 which increased total open position to 4


On 18 Feb BIOCON was trading at 338.20. The strike last trading price was 29, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 17 Feb BIOCON was trading at 347.55. The strike last trading price was 29, which was 0.2 higher than the previous day. The implied volatity was 37.72, the open interest changed by 0 which decreased total open position to 1


On 14 Feb BIOCON was trading at 349.35. The strike last trading price was 28.8, which was -36.15 lower than the previous day. The implied volatity was 33.23, the open interest changed by 0 which decreased total open position to 1


On 13 Feb BIOCON was trading at 359.30. The strike last trading price was 64.95, 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 12 Feb BIOCON was trading at 355.95. The strike last trading price was 64.95, 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 11 Feb BIOCON was trading at 362.00. The strike last trading price was 64.95, 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 64.95, 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 5 Feb BIOCON was trading at 390.25. The strike last trading price was 64.95, which was 24.45 higher than the previous day. The implied volatity was 19.99, 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 40.5, 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 3 Feb BIOCON was trading at 364.45. The strike last trading price was 40.5, 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 1 Feb BIOCON was trading at 370.45. The strike last trading price was 40.5, 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 31 Jan BIOCON was trading at 362.55. The strike last trading price was 40.5, 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 29 Jan BIOCON was trading at 355.70. The strike last trading price was 0, 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 27 Jan BIOCON was trading at 370.25. The strike last trading price was 0, 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 Jan BIOCON was trading at 365.20. 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 0 which decreased total open position to 0


On 10 Jan BIOCON was trading at 360.95. 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 0 which decreased total open position to 0


On 9 Jan BIOCON was trading at 370.70. 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 0 which decreased total open position to 0


On 8 Jan BIOCON was trading at 371.20. 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 0 which decreased total open position to 0


On 6 Jan BIOCON was trading at 358.10. 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 0 which decreased total open position to 0


On 3 Jan BIOCON was trading at 369.25. 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 0 which decreased total open position to 0


On 2 Jan BIOCON was trading at 373.25. 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 0 which decreased total open position to 0


On 1 Jan BIOCON was trading at 368.80. 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 0 which decreased total open position to 0


On 31 Dec BIOCON was trading at 365.35. 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 0 which decreased total open position to 0


On 30 Dec BIOCON was trading at 367.70. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


BIOCON 27MAR2025 330 PE
Delta: -0.59
Vega: 0.25
Theta: -0.25
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
13 Mar 323.05 11.9 0.55 34.43 183 -7 307
12 Mar 325.10 11.3 1.7 35.44 350 -28 313
11 Mar 328.90 9.3 -1.6 36.39 550 -44 341
10 Mar 328.15 11.4 2.7 38.38 1,010 54 385
7 Mar 333.70 8.9 -0.3 35.26 604 49 331
6 Mar 333.00 9.65 -3.6 35.01 1,476 118 279
5 Mar 324.85 13.25 -6.85 35.70 177 7 160
4 Mar 314.80 20.35 -5.65 37.32 66 -13 151
3 Mar 305.05 26 -3.95 35.70 21 -6 166
28 Feb 302.45 29.6 7.3 40.76 50 5 173
27 Feb 311.85 22.7 5.1 38.47 102 32 168
26 Feb 319.80 18 -0.5 37.66 158 44 138
25 Feb 321.20 18 -0.5 37.66 158 46 138
24 Feb 320.85 18.65 0.75 40.09 40 2 91
21 Feb 322.50 18.55 7.05 38.29 125 18 90
20 Feb 336.00 11.3 -0.7 38.23 39 12 70
19 Feb 336.80 12 0.4 39.91 20 7 58
18 Feb 338.20 11.6 3 38.98 42 11 50
17 Feb 347.55 8.6 -1.4 39.51 40 24 38
14 Feb 349.35 10 2.05 42.30 9 4 11
13 Feb 359.30 7.95 0.1 43.77 6 0 5
12 Feb 355.95 7.85 5.7 41.74 4 0 3
11 Feb 362.00 2.15 0 0.00 0 0 0
10 Feb 377.15 2.15 0 0.00 0 0 0
5 Feb 390.25 2.15 -3.35 37.21 1 0 2
4 Feb 371.05 5.5 0 0.00 0 0 0
3 Feb 364.45 5.5 0.85 36.42 1 0 2
1 Feb 370.45 4.65 -1.25 36.83 2 -1 1
31 Jan 362.55 5.9 0 0.00 0 0 0
29 Jan 355.70 5.9 0 0.00 0 0 0
27 Jan 370.25 5.9 2.3 38.99 1 0 1
13 Jan 365.20 18.05 0.00 7.72 0 0 0
10 Jan 360.95 18.05 0.00 6.59 0 0 0
9 Jan 370.70 18.05 0.00 8.40 0 0 0
8 Jan 371.20 18.05 0.00 8.47 0 0 0
6 Jan 358.10 18.05 0.00 6.59 0 0 0
3 Jan 369.25 18.05 0.00 8.10 0 0 0
2 Jan 373.25 18.05 0.00 8.61 0 0 0
1 Jan 368.80 18.05 0.00 8.02 0 0 0
31 Dec 365.35 18.05 0.00 7.42 0 0 0
30 Dec 367.70 18.05 7.77 0 0 0


For Biocon Limited. - strike price 330 expiring on 27MAR2025

Delta for 330 PE is -0.59

Historical price for 330 PE is as follows

On 13 Mar BIOCON was trading at 323.05. The strike last trading price was 11.9, which was 0.55 higher than the previous day. The implied volatity was 34.43, the open interest changed by -7 which decreased total open position to 307


On 12 Mar BIOCON was trading at 325.10. The strike last trading price was 11.3, which was 1.7 higher than the previous day. The implied volatity was 35.44, the open interest changed by -28 which decreased total open position to 313


On 11 Mar BIOCON was trading at 328.90. The strike last trading price was 9.3, which was -1.6 lower than the previous day. The implied volatity was 36.39, the open interest changed by -44 which decreased total open position to 341


On 10 Mar BIOCON was trading at 328.15. The strike last trading price was 11.4, which was 2.7 higher than the previous day. The implied volatity was 38.38, the open interest changed by 54 which increased total open position to 385


On 7 Mar BIOCON was trading at 333.70. The strike last trading price was 8.9, which was -0.3 lower than the previous day. The implied volatity was 35.26, the open interest changed by 49 which increased total open position to 331


On 6 Mar BIOCON was trading at 333.00. The strike last trading price was 9.65, which was -3.6 lower than the previous day. The implied volatity was 35.01, the open interest changed by 118 which increased total open position to 279


On 5 Mar BIOCON was trading at 324.85. The strike last trading price was 13.25, which was -6.85 lower than the previous day. The implied volatity was 35.70, the open interest changed by 7 which increased total open position to 160


On 4 Mar BIOCON was trading at 314.80. The strike last trading price was 20.35, which was -5.65 lower than the previous day. The implied volatity was 37.32, the open interest changed by -13 which decreased total open position to 151


On 3 Mar BIOCON was trading at 305.05. The strike last trading price was 26, which was -3.95 lower than the previous day. The implied volatity was 35.70, the open interest changed by -6 which decreased total open position to 166


On 28 Feb BIOCON was trading at 302.45. The strike last trading price was 29.6, which was 7.3 higher than the previous day. The implied volatity was 40.76, the open interest changed by 5 which increased total open position to 173


On 27 Feb BIOCON was trading at 311.85. The strike last trading price was 22.7, which was 5.1 higher than the previous day. The implied volatity was 38.47, the open interest changed by 32 which increased total open position to 168


On 26 Feb BIOCON was trading at 319.80. The strike last trading price was 18, which was -0.5 lower than the previous day. The implied volatity was 37.66, the open interest changed by 44 which increased total open position to 138


On 25 Feb BIOCON was trading at 321.20. The strike last trading price was 18, which was -0.5 lower than the previous day. The implied volatity was 37.66, the open interest changed by 46 which increased total open position to 138


On 24 Feb BIOCON was trading at 320.85. The strike last trading price was 18.65, which was 0.75 higher than the previous day. The implied volatity was 40.09, the open interest changed by 2 which increased total open position to 91


On 21 Feb BIOCON was trading at 322.50. The strike last trading price was 18.55, which was 7.05 higher than the previous day. The implied volatity was 38.29, the open interest changed by 18 which increased total open position to 90


On 20 Feb BIOCON was trading at 336.00. The strike last trading price was 11.3, which was -0.7 lower than the previous day. The implied volatity was 38.23, the open interest changed by 12 which increased total open position to 70


On 19 Feb BIOCON was trading at 336.80. The strike last trading price was 12, which was 0.4 higher than the previous day. The implied volatity was 39.91, the open interest changed by 7 which increased total open position to 58


On 18 Feb BIOCON was trading at 338.20. The strike last trading price was 11.6, which was 3 higher than the previous day. The implied volatity was 38.98, the open interest changed by 11 which increased total open position to 50


On 17 Feb BIOCON was trading at 347.55. The strike last trading price was 8.6, which was -1.4 lower than the previous day. The implied volatity was 39.51, the open interest changed by 24 which increased total open position to 38


On 14 Feb BIOCON was trading at 349.35. The strike last trading price was 10, which was 2.05 higher than the previous day. The implied volatity was 42.30, the open interest changed by 4 which increased total open position to 11


On 13 Feb BIOCON was trading at 359.30. The strike last trading price was 7.95, which was 0.1 higher than the previous day. The implied volatity was 43.77, the open interest changed by 0 which decreased total open position to 5


On 12 Feb BIOCON was trading at 355.95. The strike last trading price was 7.85, which was 5.7 higher than the previous day. The implied volatity was 41.74, the open interest changed by 0 which decreased total open position to 3


On 11 Feb BIOCON was trading at 362.00. The strike last trading price was 2.15, 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 2.15, 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 5 Feb BIOCON was trading at 390.25. The strike last trading price was 2.15, which was -3.35 lower than the previous day. The implied volatity was 37.21, the open interest changed by 0 which decreased total open position to 2


On 4 Feb BIOCON was trading at 371.05. The strike last trading price was 5.5, 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 3 Feb BIOCON was trading at 364.45. The strike last trading price was 5.5, which was 0.85 higher than the previous day. The implied volatity was 36.42, the open interest changed by 0 which decreased total open position to 2


On 1 Feb BIOCON was trading at 370.45. The strike last trading price was 4.65, which was -1.25 lower than the previous day. The implied volatity was 36.83, the open interest changed by -1 which decreased total open position to 1


On 31 Jan BIOCON was trading at 362.55. The strike last trading price was 5.9, 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 29 Jan BIOCON was trading at 355.70. The strike last trading price was 5.9, 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 27 Jan BIOCON was trading at 370.25. The strike last trading price was 5.9, which was 2.3 higher than the previous day. The implied volatity was 38.99, the open interest changed by 0 which decreased total open position to 1


On 13 Jan BIOCON was trading at 365.20. The strike last trading price was 18.05, which was 0.00 lower than the previous day. The implied volatity was 7.72, the open interest changed by 0 which decreased total open position to 0


On 10 Jan BIOCON was trading at 360.95. The strike last trading price was 18.05, which was 0.00 lower than the previous day. The implied volatity was 6.59, the open interest changed by 0 which decreased total open position to 0


On 9 Jan BIOCON was trading at 370.70. The strike last trading price was 18.05, which was 0.00 lower than the previous day. The implied volatity was 8.40, the open interest changed by 0 which decreased total open position to 0


On 8 Jan BIOCON was trading at 371.20. The strike last trading price was 18.05, which was 0.00 lower than the previous day. The implied volatity was 8.47, the open interest changed by 0 which decreased total open position to 0


On 6 Jan BIOCON was trading at 358.10. The strike last trading price was 18.05, which was 0.00 lower than the previous day. The implied volatity was 6.59, the open interest changed by 0 which decreased total open position to 0


On 3 Jan BIOCON was trading at 369.25. The strike last trading price was 18.05, which was 0.00 lower than the previous day. The implied volatity was 8.10, the open interest changed by 0 which decreased total open position to 0


On 2 Jan BIOCON was trading at 373.25. The strike last trading price was 18.05, which was 0.00 lower than the previous day. The implied volatity was 8.61, the open interest changed by 0 which decreased total open position to 0


On 1 Jan BIOCON was trading at 368.80. The strike last trading price was 18.05, which was 0.00 lower than the previous day. The implied volatity was 8.02, the open interest changed by 0 which decreased total open position to 0


On 31 Dec BIOCON was trading at 365.35. The strike last trading price was 18.05, which was 0.00 lower than the previous day. The implied volatity was 7.42, the open interest changed by 0 which decreased total open position to 0


On 30 Dec BIOCON was trading at 367.70. The strike last trading price was 18.05, which was lower than the previous day. The implied volatity was 7.77, the open interest changed by 0 which decreased total open position to 0