BIOCON
Biocon Limited.
Historical option data for BIOCON
21 Nov 2024 04:01 PM IST
| BIOCON 28NOV2024 330 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.33
Vega: 0.16
Theta: -0.42
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 323.10 | 3.25 | -1.35 | 33.95 | 1,049 | 6 | 523 | |||
| 20 Nov | 327.05 | 4.6 | 0.00 | 28.90 | 1,045 | 4 | 516 | |||
| 19 Nov | 327.05 | 4.6 | -0.45 | 28.90 | 1,045 | 3 | 516 | |||
| 18 Nov | 325.35 | 5.05 | -6.35 | 31.29 | 1,229 | 55 | 511 | |||
| 14 Nov | 335.80 | 11.4 | 0.90 | 27.00 | 1,621 | -11 | 460 | |||
| 13 Nov | 331.55 | 10.5 | -9.80 | 28.08 | 871 | 28 | 471 | |||
| 12 Nov | 347.50 | 20.3 | -1.70 | 30.47 | 221 | -41 | 442 | |||
| 11 Nov | 348.70 | 22 | 16.35 | 30.38 | 4,681 | -942 | 486 | |||
| 8 Nov | 321.30 | 5.65 | -3.50 | 29.52 | 3,299 | 196 | 1,431 | |||
| 7 Nov | 328.00 | 9.15 | 2.35 | 29.49 | 5,059 | 746 | 1,238 | |||
| 6 Nov | 322.85 | 6.8 | 1.50 | 27.20 | 943 | 11 | 495 | |||
| 5 Nov | 315.70 | 5.3 | 0.65 | 32.07 | 557 | 2 | 484 | |||
| 4 Nov | 310.90 | 4.65 | -2.65 | 33.76 | 797 | 3 | 483 | |||
| 1 Nov | 317.80 | 7.3 | 0.20 | 33.23 | 88 | -18 | 482 | |||
| 31 Oct | 316.10 | 7.1 | -4.75 | - | 1,832 | 47 | 500 | |||
| 30 Oct | 320.70 | 11.85 | -0.65 | - | 986 | 223 | 451 | |||
| 29 Oct | 327.00 | 12.5 | 0.50 | - | 287 | 65 | 228 | |||
| 28 Oct | 323.75 | 12 | 3.45 | - | 216 | 62 | 162 | |||
| 25 Oct | 312.00 | 8.55 | -3.60 | - | 124 | 39 | 100 | |||
| 24 Oct | 322.65 | 12.15 | -1.45 | - | 50 | 28 | 61 | |||
| 23 Oct | 325.20 | 13.6 | -0.50 | - | 48 | 27 | 32 | |||
| 22 Oct | 325.80 | 14.1 | -11.10 | - | 7 | 3 | 4 | |||
| 21 Oct | 337.40 | 25.2 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 339.95 | 25.2 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 339.05 | 25.2 | 0.00 | - | 0 | 1 | 0 | |||
| 16 Oct | 346.65 | 25.2 | -20.90 | - | 1 | 0 | 0 | |||
| 15 Oct | 352.20 | 46.1 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 346.50 | 46.1 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 346.15 | 46.1 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 345.80 | 46.1 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 347.05 | 46.1 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 342.70 | 46.1 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 340.00 | 46.1 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 346.35 | 46.1 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 356.55 | 46.1 | 46.10 | - | 0 | 0 | 0 | |||
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| 13 Sept | 378.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Sept | 376.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Sept | 379.40 | 0 | 0.00 | - | 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 330 expiring on 28NOV2024
Delta for 330 CE is 0.33
Historical price for 330 CE is as follows
On 21 Nov BIOCON was trading at 323.10. The strike last trading price was 3.25, which was -1.35 lower than the previous day. The implied volatity was 33.95, the open interest changed by 6 which increased total open position to 523
On 20 Nov BIOCON was trading at 327.05. The strike last trading price was 4.6, which was 0.00 lower than the previous day. The implied volatity was 28.90, the open interest changed by 4 which increased total open position to 516
On 19 Nov BIOCON was trading at 327.05. The strike last trading price was 4.6, which was -0.45 lower than the previous day. The implied volatity was 28.90, the open interest changed by 3 which increased total open position to 516
On 18 Nov BIOCON was trading at 325.35. The strike last trading price was 5.05, which was -6.35 lower than the previous day. The implied volatity was 31.29, the open interest changed by 55 which increased total open position to 511
On 14 Nov BIOCON was trading at 335.80. The strike last trading price was 11.4, which was 0.90 higher than the previous day. The implied volatity was 27.00, the open interest changed by -11 which decreased total open position to 460
On 13 Nov BIOCON was trading at 331.55. The strike last trading price was 10.5, which was -9.80 lower than the previous day. The implied volatity was 28.08, the open interest changed by 28 which increased total open position to 471
On 12 Nov BIOCON was trading at 347.50. The strike last trading price was 20.3, which was -1.70 lower than the previous day. The implied volatity was 30.47, the open interest changed by -41 which decreased total open position to 442
On 11 Nov BIOCON was trading at 348.70. The strike last trading price was 22, which was 16.35 higher than the previous day. The implied volatity was 30.38, the open interest changed by -942 which decreased total open position to 486
On 8 Nov BIOCON was trading at 321.30. The strike last trading price was 5.65, which was -3.50 lower than the previous day. The implied volatity was 29.52, the open interest changed by 196 which increased total open position to 1431
On 7 Nov BIOCON was trading at 328.00. The strike last trading price was 9.15, which was 2.35 higher than the previous day. The implied volatity was 29.49, the open interest changed by 746 which increased total open position to 1238
On 6 Nov BIOCON was trading at 322.85. The strike last trading price was 6.8, which was 1.50 higher than the previous day. The implied volatity was 27.20, the open interest changed by 11 which increased total open position to 495
On 5 Nov BIOCON was trading at 315.70. The strike last trading price was 5.3, which was 0.65 higher than the previous day. The implied volatity was 32.07, the open interest changed by 2 which increased total open position to 484
On 4 Nov BIOCON was trading at 310.90. The strike last trading price was 4.65, which was -2.65 lower than the previous day. The implied volatity was 33.76, the open interest changed by 3 which increased total open position to 483
On 1 Nov BIOCON was trading at 317.80. The strike last trading price was 7.3, which was 0.20 higher than the previous day. The implied volatity was 33.23, the open interest changed by -18 which decreased total open position to 482
On 31 Oct BIOCON was trading at 316.10. The strike last trading price was 7.1, which was -4.75 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 11.85, 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 29 Oct BIOCON was trading at 327.00. The strike last trading price was 12.5, which was 0.50 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 12, which was 3.45 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 8.55, which was -3.60 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 12.15, which was -1.45 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 13.6, 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 14.1, which was -11.10 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 25.2, 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 25.2, 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 25.2, 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 25.2, which was -20.90 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 46.1, 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 46.1, 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 46.1, 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 46.1, 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 46.1, 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 46.1, 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 46.1, 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 46.1, 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 3 Oct BIOCON was trading at 356.55. The strike last trading price was 46.1, which was 46.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 13 Sept BIOCON was trading at 378.95. 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 which decreased total open position to
On 12 Sept BIOCON was trading at 376.60. 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 4 Sept BIOCON was trading at 379.40. 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 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 330 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.69
Vega: 0.16
Theta: -0.26
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 323.10 | 9.45 | 1.45 | 29.15 | 303 | -42 | 298 |
| 20 Nov | 327.05 | 8 | 0.00 | 31.44 | 953 | 17 | 338 |
| 19 Nov | 327.05 | 8 | -1.15 | 31.44 | 953 | 15 | 338 |
| 18 Nov | 325.35 | 9.15 | 4.90 | 32.96 | 1,248 | -68 | 322 |
| 14 Nov | 335.80 | 4.25 | -1.35 | 28.52 | 1,599 | 56 | 393 |
| 13 Nov | 331.55 | 5.6 | 3.30 | 29.84 | 2,766 | -207 | 339 |
| 12 Nov | 347.50 | 2.3 | -0.40 | 29.68 | 814 | -15 | 546 |
| 11 Nov | 348.70 | 2.7 | -10.80 | 32.53 | 2,401 | 176 | 569 |
| 8 Nov | 321.30 | 13.5 | 3.45 | 30.40 | 464 | 77 | 394 |
| 7 Nov | 328.00 | 10.05 | -1.35 | 31.70 | 555 | 109 | 317 |
| 6 Nov | 322.85 | 11.4 | -6.15 | 28.90 | 91 | 14 | 199 |
| 5 Nov | 315.70 | 17.55 | -3.70 | 31.63 | 15 | -2 | 185 |
| 4 Nov | 310.90 | 21.25 | 3.25 | 33.63 | 25 | 5 | 188 |
| 1 Nov | 317.80 | 18 | -1.15 | 35.56 | 6 | 2 | 182 |
| 31 Oct | 316.10 | 19.15 | -1.65 | - | 260 | 43 | 180 |
| 30 Oct | 320.70 | 20.8 | 6.55 | - | 112 | 31 | 136 |
| 29 Oct | 327.00 | 14.25 | -1.85 | - | 35 | 16 | 105 |
| 28 Oct | 323.75 | 16.1 | -7.90 | - | 32 | 18 | 89 |
| 25 Oct | 312.00 | 24 | 7.05 | - | 18 | 2 | 71 |
| 24 Oct | 322.65 | 16.95 | 0.95 | - | 25 | 2 | 68 |
| 23 Oct | 325.20 | 16 | 1.00 | - | 27 | 16 | 66 |
| 22 Oct | 325.80 | 15 | 4.95 | - | 21 | 15 | 48 |
| 21 Oct | 337.40 | 10.05 | 2.05 | - | 9 | 6 | 34 |
| 18 Oct | 339.95 | 8 | -1.00 | - | 4 | 1 | 28 |
| 17 Oct | 339.05 | 9 | 1.95 | - | 13 | 4 | 27 |
| 16 Oct | 346.65 | 7.05 | -0.55 | - | 2 | 1 | 22 |
| 15 Oct | 352.20 | 7.6 | 0.00 | - | 0 | 2 | 0 |
| 14 Oct | 346.50 | 7.6 | -0.90 | - | 2 | 1 | 20 |
| 11 Oct | 346.15 | 8.5 | 0.00 | - | 0 | 11 | 0 |
| 10 Oct | 345.80 | 8.5 | 0.50 | - | 12 | 10 | 18 |
| 9 Oct | 347.05 | 8 | -1.50 | - | 1 | 0 | 8 |
| 8 Oct | 342.70 | 9.5 | 1.65 | - | 1 | 0 | 8 |
| 7 Oct | 340.00 | 7.85 | 0.00 | - | 0 | 4 | 0 |
| 4 Oct | 346.35 | 7.85 | 2.35 | - | 4 | 3 | 7 |
| 3 Oct | 356.55 | 5.5 | -9.20 | - | 4 | 3 | 3 |
| 13 Sept | 378.95 | 14.7 | 0.00 | - | 0 | 0 | 0 |
| 12 Sept | 376.60 | 14.7 | 0.00 | - | 0 | 0 | 0 |
| 4 Sept | 379.40 | 14.7 | 14.70 | - | 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 330 expiring on 28NOV2024
Delta for 330 PE is -0.69
Historical price for 330 PE is as follows
On 21 Nov BIOCON was trading at 323.10. The strike last trading price was 9.45, which was 1.45 higher than the previous day. The implied volatity was 29.15, the open interest changed by -42 which decreased total open position to 298
On 20 Nov BIOCON was trading at 327.05. The strike last trading price was 8, which was 0.00 lower than the previous day. The implied volatity was 31.44, the open interest changed by 17 which increased total open position to 338
On 19 Nov BIOCON was trading at 327.05. The strike last trading price was 8, which was -1.15 lower than the previous day. The implied volatity was 31.44, the open interest changed by 15 which increased total open position to 338
On 18 Nov BIOCON was trading at 325.35. The strike last trading price was 9.15, which was 4.90 higher than the previous day. The implied volatity was 32.96, the open interest changed by -68 which decreased total open position to 322
On 14 Nov BIOCON was trading at 335.80. The strike last trading price was 4.25, which was -1.35 lower than the previous day. The implied volatity was 28.52, the open interest changed by 56 which increased total open position to 393
On 13 Nov BIOCON was trading at 331.55. The strike last trading price was 5.6, which was 3.30 higher than the previous day. The implied volatity was 29.84, the open interest changed by -207 which decreased total open position to 339
On 12 Nov BIOCON was trading at 347.50. The strike last trading price was 2.3, which was -0.40 lower than the previous day. The implied volatity was 29.68, the open interest changed by -15 which decreased total open position to 546
On 11 Nov BIOCON was trading at 348.70. The strike last trading price was 2.7, which was -10.80 lower than the previous day. The implied volatity was 32.53, the open interest changed by 176 which increased total open position to 569
On 8 Nov BIOCON was trading at 321.30. The strike last trading price was 13.5, which was 3.45 higher than the previous day. The implied volatity was 30.40, the open interest changed by 77 which increased total open position to 394
On 7 Nov BIOCON was trading at 328.00. The strike last trading price was 10.05, which was -1.35 lower than the previous day. The implied volatity was 31.70, the open interest changed by 109 which increased total open position to 317
On 6 Nov BIOCON was trading at 322.85. The strike last trading price was 11.4, which was -6.15 lower than the previous day. The implied volatity was 28.90, the open interest changed by 14 which increased total open position to 199
On 5 Nov BIOCON was trading at 315.70. The strike last trading price was 17.55, which was -3.70 lower than the previous day. The implied volatity was 31.63, the open interest changed by -2 which decreased total open position to 185
On 4 Nov BIOCON was trading at 310.90. The strike last trading price was 21.25, which was 3.25 higher than the previous day. The implied volatity was 33.63, the open interest changed by 5 which increased total open position to 188
On 1 Nov BIOCON was trading at 317.80. The strike last trading price was 18, which was -1.15 lower than the previous day. The implied volatity was 35.56, the open interest changed by 2 which increased total open position to 182
On 31 Oct BIOCON was trading at 316.10. The strike last trading price was 19.15, which was -1.65 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 20.8, 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 14.25, which was -1.85 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 16.1, which was -7.90 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 24, which was 7.05 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 16.95, which was 0.95 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 16, 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 15, 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 21 Oct BIOCON was trading at 337.40. The strike last trading price was 10.05, which was 2.05 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 8, which was -1.00 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 9, 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 16 Oct BIOCON was trading at 346.65. The strike last trading price was 7.05, which was -0.55 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 7.6, 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 7.6, 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 11 Oct BIOCON was trading at 346.15. The strike last trading price was 8.5, 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 10 Oct BIOCON was trading at 345.80. The strike last trading price was 8.5, which was 0.50 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 8, which was -1.50 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 9.5, which was 1.65 higher 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 7.85, 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 7.85, which was 2.35 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct BIOCON was trading at 356.55. The strike last trading price was 5.5, which was -9.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 13 Sept BIOCON was trading at 378.95. The strike last trading price was 14.7, 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 12 Sept BIOCON was trading at 376.60. The strike last trading price was 14.7, 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 Sept BIOCON was trading at 379.40. The strike last trading price was 14.7, which was 14.70 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
