BIOCON
Biocon Limited.
Historical option data for BIOCON
12 Dec 2024 10:21 AM IST
| BIOCON 26DEC2024 335 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.92
Vega: 0.10
Theta: -0.20
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 363.15 | 30.15 | -4.15 | 30.80 | 1 | 0 | 11 | |||
| 11 Dec | 367.85 | 34.3 | 0.00 | 0.00 | 0 | -3 | 0 | |||
| 10 Dec | 369.20 | 34.3 | -1.15 | - | 5 | -2 | 12 | |||
| 9 Dec | 369.60 | 35.45 | -3.35 | - | 2 | 0 | 14 | |||
| 6 Dec | 380.05 | 38.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 375.25 | 38.8 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 4 Dec | 379.70 | 38.8 | 5.20 | - | 3 | 1 | 12 | |||
| 3 Dec | 373.85 | 33.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 375.35 | 33.6 | 0.00 | 0.00 | 0 | 1 | 0 | |||
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| 29 Nov | 365.15 | 33.6 | 5.05 | 27.65 | 1 | 0 | 10 | |||
| 28 Nov | 363.95 | 28.55 | 0.00 | 0.00 | 0 | -2 | 0 | |||
| 27 Nov | 358.65 | 28.55 | 8.55 | 26.73 | 2 | -1 | 11 | |||
| 26 Nov | 352.65 | 20 | 6.45 | 11.82 | 5 | -1 | 12 | |||
| 25 Nov | 336.35 | 13.55 | 1.65 | 29.40 | 18 | 13 | 13 | |||
| 22 Nov | 331.50 | 11.9 | -1.85 | 29.83 | 4 | 2 | 2 | |||
| 21 Nov | 323.10 | 13.75 | 0.00 | 2.84 | 0 | 0 | 0 | |||
| 20 Nov | 327.05 | 13.75 | 0.00 | 1.82 | 0 | 0 | 0 | |||
| 19 Nov | 327.05 | 13.75 | 0.00 | 1.82 | 0 | 0 | 0 | |||
| 18 Nov | 325.35 | 13.75 | 0.00 | 1.98 | 0 | 0 | 0 | |||
| 14 Nov | 335.80 | 13.75 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 331.55 | 13.75 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 347.50 | 13.75 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 348.70 | 13.75 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 321.30 | 13.75 | 0.00 | 2.74 | 0 | 0 | 0 | |||
| 7 Nov | 328.00 | 13.75 | 0.00 | 0.75 | 0 | 0 | 0 | |||
| 5 Nov | 315.70 | 13.75 | 7.80 | 3.61 | 0 | 0 | 0 | |||
| 1 Nov | 317.80 | 5.95 | 2.91 | 48 | 0 | 0 | ||||
For Biocon Limited. - strike price 335 expiring on 26DEC2024
Delta for 335 CE is 0.92
Historical price for 335 CE is as follows
On 12 Dec BIOCON was trading at 363.15. The strike last trading price was 30.15, which was -4.15 lower than the previous day. The implied volatity was 30.80, the open interest changed by 0 which decreased total open position to 11
On 11 Dec BIOCON was trading at 367.85. The strike last trading price was 34.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 10 Dec BIOCON was trading at 369.20. The strike last trading price was 34.3, which was -1.15 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 12
On 9 Dec BIOCON was trading at 369.60. The strike last trading price was 35.45, which was -3.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 6 Dec BIOCON was trading at 380.05. The strike last trading price was 38.8, which was 0.00 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 Dec BIOCON was trading at 375.25. The strike last trading price was 38.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 4 Dec BIOCON was trading at 379.70. The strike last trading price was 38.8, which was 5.20 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 12
On 3 Dec BIOCON was trading at 373.85. The strike last trading price was 33.6, which was 0.00 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 2 Dec BIOCON was trading at 375.35. The strike last trading price was 33.6, which was 0.00 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 29 Nov BIOCON was trading at 365.15. The strike last trading price was 33.6, which was 5.05 higher than the previous day. The implied volatity was 27.65, the open interest changed by 0 which decreased total open position to 10
On 28 Nov BIOCON was trading at 363.95. The strike last trading price was 28.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 27 Nov BIOCON was trading at 358.65. The strike last trading price was 28.55, which was 8.55 higher than the previous day. The implied volatity was 26.73, the open interest changed by -1 which decreased total open position to 11
On 26 Nov BIOCON was trading at 352.65. The strike last trading price was 20, which was 6.45 higher than the previous day. The implied volatity was 11.82, the open interest changed by -1 which decreased total open position to 12
On 25 Nov BIOCON was trading at 336.35. The strike last trading price was 13.55, which was 1.65 higher than the previous day. The implied volatity was 29.40, the open interest changed by 13 which increased total open position to 13
On 22 Nov BIOCON was trading at 331.50. The strike last trading price was 11.9, which was -1.85 lower than the previous day. The implied volatity was 29.83, the open interest changed by 2 which increased total open position to 2
On 21 Nov BIOCON was trading at 323.10. The strike last trading price was 13.75, which was 0.00 lower than the previous day. The implied volatity was 2.84, the open interest changed by 0 which decreased total open position to 0
On 20 Nov BIOCON was trading at 327.05. The strike last trading price was 13.75, which was 0.00 lower than the previous day. The implied volatity was 1.82, the open interest changed by 0 which decreased total open position to 0
On 19 Nov BIOCON was trading at 327.05. The strike last trading price was 13.75, which was 0.00 lower than the previous day. The implied volatity was 1.82, the open interest changed by 0 which decreased total open position to 0
On 18 Nov BIOCON was trading at 325.35. The strike last trading price was 13.75, which was 0.00 lower than the previous day. The implied volatity was 1.98, the open interest changed by 0 which decreased total open position to 0
On 14 Nov BIOCON was trading at 335.80. The strike last trading price was 13.75, 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 13 Nov BIOCON was trading at 331.55. The strike last trading price was 13.75, 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 12 Nov BIOCON was trading at 347.50. The strike last trading price was 13.75, 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 11 Nov BIOCON was trading at 348.70. The strike last trading price was 13.75, 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 Nov BIOCON was trading at 321.30. The strike last trading price was 13.75, which was 0.00 lower than the previous day. The implied volatity was 2.74, the open interest changed by 0 which decreased total open position to 0
On 7 Nov BIOCON was trading at 328.00. The strike last trading price was 13.75, which was 0.00 lower than the previous day. The implied volatity was 0.75, the open interest changed by 0 which decreased total open position to 0
On 5 Nov BIOCON was trading at 315.70. The strike last trading price was 13.75, which was 7.80 higher than the previous day. The implied volatity was 3.61, the open interest changed by 0 which decreased total open position to 0
On 1 Nov BIOCON was trading at 317.80. The strike last trading price was 5.95, which was lower than the previous day. The implied volatity was 2.91, the open interest changed by 0 which decreased total open position to 0
| BIOCON 26DEC2024 335 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.10
Vega: 0.12
Theta: -0.13
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 363.15 | 1.1 | 0.15 | 33.47 | 20 | 4 | 157 |
| 11 Dec | 367.85 | 0.95 | -0.40 | 34.30 | 81 | 16 | 152 |
| 10 Dec | 369.20 | 1.35 | -0.25 | 37.43 | 50 | 5 | 136 |
| 9 Dec | 369.60 | 1.6 | 0.90 | 38.71 | 185 | 45 | 113 |
| 6 Dec | 380.05 | 0.7 | -0.30 | 35.01 | 8 | 0 | 67 |
| 5 Dec | 375.25 | 1 | -0.10 | 34.99 | 34 | 6 | 67 |
| 4 Dec | 379.70 | 1.1 | -0.10 | 37.52 | 40 | -7 | 60 |
| 3 Dec | 373.85 | 1.2 | -0.15 | 33.76 | 50 | -10 | 67 |
| 2 Dec | 375.35 | 1.35 | -1.05 | 34.70 | 169 | 7 | 77 |
| 29 Nov | 365.15 | 2.4 | -0.80 | 32.75 | 163 | 34 | 71 |
| 28 Nov | 363.95 | 3.2 | -0.90 | 35.75 | 64 | -5 | 37 |
| 27 Nov | 358.65 | 4.1 | -0.90 | 34.42 | 54 | 10 | 41 |
| 26 Nov | 352.65 | 5 | -4.25 | 31.91 | 70 | 14 | 30 |
| 25 Nov | 336.35 | 9.25 | -4.00 | 28.71 | 19 | 10 | 15 |
| 22 Nov | 331.50 | 13.25 | 1.15 | 32.45 | 4 | 1 | 6 |
| 21 Nov | 323.10 | 12.1 | 0.00 | 0.00 | 0 | 5 | 0 |
| 20 Nov | 327.05 | 12.1 | 0.00 | 21.58 | 5 | 5 | 3 |
| 19 Nov | 327.05 | 12.1 | -16.80 | 21.58 | 5 | 3 | 3 |
| 18 Nov | 325.35 | 28.9 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 335.80 | 28.9 | 0.00 | 1.53 | 0 | 0 | 0 |
| 13 Nov | 331.55 | 28.9 | 0.00 | 0.88 | 0 | 0 | 0 |
| 12 Nov | 347.50 | 28.9 | 0.00 | 3.96 | 0 | 0 | 0 |
| 11 Nov | 348.70 | 28.9 | 0.00 | 4.36 | 0 | 0 | 0 |
| 8 Nov | 321.30 | 28.9 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 328.00 | 28.9 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 315.70 | 28.9 | 28.85 | - | 0 | 0 | 0 |
| 1 Nov | 317.80 | 0.05 | - | 232 | 0 | 0 | |
For Biocon Limited. - strike price 335 expiring on 26DEC2024
Delta for 335 PE is -0.10
Historical price for 335 PE is as follows
On 12 Dec BIOCON was trading at 363.15. The strike last trading price was 1.1, which was 0.15 higher than the previous day. The implied volatity was 33.47, the open interest changed by 4 which increased total open position to 157
On 11 Dec BIOCON was trading at 367.85. The strike last trading price was 0.95, which was -0.40 lower than the previous day. The implied volatity was 34.30, the open interest changed by 16 which increased total open position to 152
On 10 Dec BIOCON was trading at 369.20. The strike last trading price was 1.35, which was -0.25 lower than the previous day. The implied volatity was 37.43, the open interest changed by 5 which increased total open position to 136
On 9 Dec BIOCON was trading at 369.60. The strike last trading price was 1.6, which was 0.90 higher than the previous day. The implied volatity was 38.71, the open interest changed by 45 which increased total open position to 113
On 6 Dec BIOCON was trading at 380.05. The strike last trading price was 0.7, which was -0.30 lower than the previous day. The implied volatity was 35.01, the open interest changed by 0 which decreased total open position to 67
On 5 Dec BIOCON was trading at 375.25. The strike last trading price was 1, which was -0.10 lower than the previous day. The implied volatity was 34.99, the open interest changed by 6 which increased total open position to 67
On 4 Dec BIOCON was trading at 379.70. The strike last trading price was 1.1, which was -0.10 lower than the previous day. The implied volatity was 37.52, the open interest changed by -7 which decreased total open position to 60
On 3 Dec BIOCON was trading at 373.85. The strike last trading price was 1.2, which was -0.15 lower than the previous day. The implied volatity was 33.76, the open interest changed by -10 which decreased total open position to 67
On 2 Dec BIOCON was trading at 375.35. The strike last trading price was 1.35, which was -1.05 lower than the previous day. The implied volatity was 34.70, the open interest changed by 7 which increased total open position to 77
On 29 Nov BIOCON was trading at 365.15. The strike last trading price was 2.4, which was -0.80 lower than the previous day. The implied volatity was 32.75, the open interest changed by 34 which increased total open position to 71
On 28 Nov BIOCON was trading at 363.95. The strike last trading price was 3.2, which was -0.90 lower than the previous day. The implied volatity was 35.75, the open interest changed by -5 which decreased total open position to 37
On 27 Nov BIOCON was trading at 358.65. The strike last trading price was 4.1, which was -0.90 lower than the previous day. The implied volatity was 34.42, the open interest changed by 10 which increased total open position to 41
On 26 Nov BIOCON was trading at 352.65. The strike last trading price was 5, which was -4.25 lower than the previous day. The implied volatity was 31.91, the open interest changed by 14 which increased total open position to 30
On 25 Nov BIOCON was trading at 336.35. The strike last trading price was 9.25, which was -4.00 lower than the previous day. The implied volatity was 28.71, the open interest changed by 10 which increased total open position to 15
On 22 Nov BIOCON was trading at 331.50. The strike last trading price was 13.25, which was 1.15 higher than the previous day. The implied volatity was 32.45, the open interest changed by 1 which increased total open position to 6
On 21 Nov BIOCON was trading at 323.10. The strike last trading price was 12.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 20 Nov BIOCON was trading at 327.05. The strike last trading price was 12.1, which was 0.00 lower than the previous day. The implied volatity was 21.58, the open interest changed by 5 which increased total open position to 3
On 19 Nov BIOCON was trading at 327.05. The strike last trading price was 12.1, which was -16.80 lower than the previous day. The implied volatity was 21.58, the open interest changed by 3 which increased total open position to 3
On 18 Nov BIOCON was trading at 325.35. The strike last trading price was 28.9, 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 14 Nov BIOCON was trading at 335.80. The strike last trading price was 28.9, which was 0.00 lower than the previous day. The implied volatity was 1.53, the open interest changed by 0 which decreased total open position to 0
On 13 Nov BIOCON was trading at 331.55. The strike last trading price was 28.9, which was 0.00 lower than the previous day. The implied volatity was 0.88, the open interest changed by 0 which decreased total open position to 0
On 12 Nov BIOCON was trading at 347.50. The strike last trading price was 28.9, which was 0.00 lower than the previous day. The implied volatity was 3.96, the open interest changed by 0 which decreased total open position to 0
On 11 Nov BIOCON was trading at 348.70. The strike last trading price was 28.9, which was 0.00 lower than the previous day. The implied volatity was 4.36, the open interest changed by 0 which decreased total open position to 0
On 8 Nov BIOCON was trading at 321.30. The strike last trading price was 28.9, 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 7 Nov BIOCON was trading at 328.00. The strike last trading price was 28.9, 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 5 Nov BIOCON was trading at 315.70. The strike last trading price was 28.9, which was 28.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov BIOCON was trading at 317.80. The strike last trading price was 0.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
