BIOCON
Biocon Limited.
Historical option data for BIOCON
21 Nov 2024 04:11 PM IST
| BIOCON 28NOV2024 335 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.22
Vega: 0.13
Theta: -0.34
Gamma: 0.02
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 323.10 | 1.9 | -1.10 | 33.65 | 624 | 60 | 320 | |||
| 20 Nov | 327.05 | 3 | 0.00 | 29.74 | 723 | 3 | 256 | |||
| 19 Nov | 327.05 | 3 | -0.45 | 29.74 | 723 | -1 | 256 | |||
|
|
||||||||||
| 18 Nov | 325.35 | 3.45 | -5.30 | 31.99 | 721 | 16 | 256 | |||
| 14 Nov | 335.80 | 8.75 | 1.25 | 28.34 | 1,307 | 16 | 239 | |||
| 13 Nov | 331.55 | 7.5 | -8.55 | 27.09 | 661 | 16 | 223 | |||
| 12 Nov | 347.50 | 16.05 | -1.90 | 28.29 | 144 | -19 | 207 | |||
| 11 Nov | 348.70 | 17.95 | 13.95 | 29.46 | 2,367 | -8 | 227 | |||
| 8 Nov | 321.30 | 4 | -2.95 | 29.20 | 637 | 26 | 240 | |||
| 7 Nov | 328.00 | 6.95 | 2.00 | 29.45 | 934 | 69 | 212 | |||
| 6 Nov | 322.85 | 4.95 | 1.05 | 27.16 | 149 | 34 | 142 | |||
| 5 Nov | 315.70 | 3.9 | 0.30 | 31.86 | 167 | 16 | 112 | |||
| 4 Nov | 310.90 | 3.6 | -1.85 | 34.19 | 171 | 18 | 97 | |||
| 1 Nov | 317.80 | 5.45 | -0.15 | 32.37 | 43 | 23 | 80 | |||
| 31 Oct | 316.10 | 5.6 | -4.45 | - | 207 | 22 | 58 | |||
| 30 Oct | 320.70 | 10.05 | -0.10 | - | 64 | 12 | 37 | |||
| 29 Oct | 327.00 | 10.15 | 0.30 | - | 7 | 2 | 24 | |||
| 28 Oct | 323.75 | 9.85 | 3.35 | - | 13 | 0 | 21 | |||
| 25 Oct | 312.00 | 6.5 | -3.50 | - | 17 | 10 | 21 | |||
| 24 Oct | 322.65 | 10 | -1.60 | - | 4 | 2 | 10 | |||
| 23 Oct | 325.20 | 11.6 | -6.40 | - | 11 | 6 | 7 | |||
| 22 Oct | 325.80 | 18 | 0.00 | - | 0 | 1 | 0 | |||
| 21 Oct | 337.40 | 18 | -32.50 | - | 1 | 0 | 0 | |||
| 18 Oct | 339.95 | 50.5 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 339.05 | 50.5 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 346.65 | 50.5 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 352.20 | 50.5 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 346.50 | 50.5 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 346.15 | 50.5 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 345.80 | 50.5 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 347.05 | 50.5 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 342.70 | 50.5 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 340.00 | 50.5 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 346.35 | 50.5 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 356.55 | 50.5 | - | 0 | 0 | 0 | ||||
For Biocon Limited. - strike price 335 expiring on 28NOV2024
Delta for 335 CE is 0.22
Historical price for 335 CE is as follows
On 21 Nov BIOCON was trading at 323.10. The strike last trading price was 1.9, which was -1.10 lower than the previous day. The implied volatity was 33.65, the open interest changed by 60 which increased total open position to 320
On 20 Nov BIOCON was trading at 327.05. The strike last trading price was 3, which was 0.00 lower than the previous day. The implied volatity was 29.74, the open interest changed by 3 which increased total open position to 256
On 19 Nov BIOCON was trading at 327.05. The strike last trading price was 3, which was -0.45 lower than the previous day. The implied volatity was 29.74, the open interest changed by -1 which decreased total open position to 256
On 18 Nov BIOCON was trading at 325.35. The strike last trading price was 3.45, which was -5.30 lower than the previous day. The implied volatity was 31.99, the open interest changed by 16 which increased total open position to 256
On 14 Nov BIOCON was trading at 335.80. The strike last trading price was 8.75, which was 1.25 higher than the previous day. The implied volatity was 28.34, the open interest changed by 16 which increased total open position to 239
On 13 Nov BIOCON was trading at 331.55. The strike last trading price was 7.5, which was -8.55 lower than the previous day. The implied volatity was 27.09, the open interest changed by 16 which increased total open position to 223
On 12 Nov BIOCON was trading at 347.50. The strike last trading price was 16.05, which was -1.90 lower than the previous day. The implied volatity was 28.29, the open interest changed by -19 which decreased total open position to 207
On 11 Nov BIOCON was trading at 348.70. The strike last trading price was 17.95, which was 13.95 higher than the previous day. The implied volatity was 29.46, the open interest changed by -8 which decreased total open position to 227
On 8 Nov BIOCON was trading at 321.30. The strike last trading price was 4, which was -2.95 lower than the previous day. The implied volatity was 29.20, the open interest changed by 26 which increased total open position to 240
On 7 Nov BIOCON was trading at 328.00. The strike last trading price was 6.95, which was 2.00 higher than the previous day. The implied volatity was 29.45, the open interest changed by 69 which increased total open position to 212
On 6 Nov BIOCON was trading at 322.85. The strike last trading price was 4.95, which was 1.05 higher than the previous day. The implied volatity was 27.16, the open interest changed by 34 which increased total open position to 142
On 5 Nov BIOCON was trading at 315.70. The strike last trading price was 3.9, which was 0.30 higher than the previous day. The implied volatity was 31.86, the open interest changed by 16 which increased total open position to 112
On 4 Nov BIOCON was trading at 310.90. The strike last trading price was 3.6, which was -1.85 lower than the previous day. The implied volatity was 34.19, the open interest changed by 18 which increased total open position to 97
On 1 Nov BIOCON was trading at 317.80. The strike last trading price was 5.45, which was -0.15 lower than the previous day. The implied volatity was 32.37, the open interest changed by 23 which increased total open position to 80
On 31 Oct BIOCON was trading at 316.10. The strike last trading price was 5.6, which was -4.45 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 10.05, which was -0.10 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 10.15, which was 0.30 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 9.85, which was 3.35 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 6.5, which was -3.50 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 10, 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 23 Oct BIOCON was trading at 325.20. The strike last trading price was 11.6, which was -6.40 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 18, 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 18, which was -32.50 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 50.5, 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 50.5, 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 16 Oct BIOCON was trading at 346.65. The strike last trading price was 50.5, 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 15 Oct BIOCON was trading at 352.20. The strike last trading price was 50.5, 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 14 Oct BIOCON was trading at 346.50. The strike last trading price was 50.5, 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 11 Oct BIOCON was trading at 346.15. The strike last trading price was 50.5, 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 50.5, 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 9 Oct BIOCON was trading at 347.05. The strike last trading price was 50.5, 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 8 Oct BIOCON was trading at 342.70. The strike last trading price was 50.5, 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 7 Oct BIOCON was trading at 340.00. The strike last trading price was 50.5, 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 4 Oct BIOCON was trading at 346.35. The strike last trading price was 50.5, 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 3 Oct BIOCON was trading at 356.55. The strike last trading price was 50.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BIOCON 28NOV2024 335 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.83
Vega: 0.11
Theta: -0.14
Gamma: 0.02
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 323.10 | 13.05 | 2.55 | 27.16 | 44 | -3 | 176 |
| 20 Nov | 327.05 | 10.5 | 0.00 | 27.66 | 244 | -9 | 179 |
| 19 Nov | 327.05 | 10.5 | -1.90 | 27.66 | 244 | -9 | 179 |
| 18 Nov | 325.35 | 12.4 | 6.15 | 33.11 | 303 | -40 | 189 |
| 14 Nov | 335.80 | 6.25 | -1.75 | 28.46 | 1,066 | 39 | 225 |
| 13 Nov | 331.55 | 8 | 4.70 | 30.33 | 1,236 | -62 | 187 |
| 12 Nov | 347.50 | 3.3 | -0.35 | 28.79 | 476 | 3 | 251 |
| 11 Nov | 348.70 | 3.65 | -12.90 | 31.39 | 1,208 | 179 | 260 |
| 8 Nov | 321.30 | 16.55 | 3.90 | 29.12 | 87 | 9 | 83 |
| 7 Nov | 328.00 | 12.65 | -1.65 | 31.14 | 123 | 32 | 74 |
| 6 Nov | 322.85 | 14.3 | -7.00 | 28.21 | 9 | 2 | 43 |
| 5 Nov | 315.70 | 21.3 | -4.45 | 32.07 | 14 | 2 | 40 |
| 4 Nov | 310.90 | 25.75 | 3.15 | 36.38 | 9 | -2 | 39 |
| 1 Nov | 317.80 | 22.6 | 0.00 | 0.00 | 0 | 28 | 0 |
| 31 Oct | 316.10 | 22.6 | 0.80 | - | 53 | 28 | 41 |
| 30 Oct | 320.70 | 21.8 | 5.30 | - | 10 | 3 | 12 |
| 29 Oct | 327.00 | 16.5 | -1.50 | - | 2 | 0 | 9 |
| 28 Oct | 323.75 | 18 | 1.75 | - | 4 | 8 | 8 |
| 25 Oct | 312.00 | 16.25 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 322.65 | 16.25 | 0.00 | - | 0 | 4 | 0 |
| 23 Oct | 325.20 | 16.25 | -0.25 | - | 4 | 3 | 5 |
| 22 Oct | 325.80 | 16.5 | 6.65 | - | 1 | 0 | 2 |
| 21 Oct | 337.40 | 9.85 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 339.95 | 9.85 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 339.05 | 9.85 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 346.65 | 9.85 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 352.20 | 9.85 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 346.50 | 9.85 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 346.15 | 9.85 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 345.80 | 9.85 | 0.00 | - | 0 | 2 | 0 |
| 9 Oct | 347.05 | 9.85 | 1.40 | - | 3 | 1 | 1 |
| 8 Oct | 342.70 | 8.45 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 340.00 | 8.45 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 346.35 | 8.45 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 356.55 | 8.45 | - | 0 | 0 | 0 | |
For Biocon Limited. - strike price 335 expiring on 28NOV2024
Delta for 335 PE is -0.83
Historical price for 335 PE is as follows
On 21 Nov BIOCON was trading at 323.10. The strike last trading price was 13.05, which was 2.55 higher than the previous day. The implied volatity was 27.16, the open interest changed by -3 which decreased total open position to 176
On 20 Nov BIOCON was trading at 327.05. The strike last trading price was 10.5, which was 0.00 lower than the previous day. The implied volatity was 27.66, the open interest changed by -9 which decreased total open position to 179
On 19 Nov BIOCON was trading at 327.05. The strike last trading price was 10.5, which was -1.90 lower than the previous day. The implied volatity was 27.66, the open interest changed by -9 which decreased total open position to 179
On 18 Nov BIOCON was trading at 325.35. The strike last trading price was 12.4, which was 6.15 higher than the previous day. The implied volatity was 33.11, the open interest changed by -40 which decreased total open position to 189
On 14 Nov BIOCON was trading at 335.80. The strike last trading price was 6.25, which was -1.75 lower than the previous day. The implied volatity was 28.46, the open interest changed by 39 which increased total open position to 225
On 13 Nov BIOCON was trading at 331.55. The strike last trading price was 8, which was 4.70 higher than the previous day. The implied volatity was 30.33, the open interest changed by -62 which decreased total open position to 187
On 12 Nov BIOCON was trading at 347.50. The strike last trading price was 3.3, which was -0.35 lower than the previous day. The implied volatity was 28.79, the open interest changed by 3 which increased total open position to 251
On 11 Nov BIOCON was trading at 348.70. The strike last trading price was 3.65, which was -12.90 lower than the previous day. The implied volatity was 31.39, the open interest changed by 179 which increased total open position to 260
On 8 Nov BIOCON was trading at 321.30. The strike last trading price was 16.55, which was 3.90 higher than the previous day. The implied volatity was 29.12, the open interest changed by 9 which increased total open position to 83
On 7 Nov BIOCON was trading at 328.00. The strike last trading price was 12.65, which was -1.65 lower than the previous day. The implied volatity was 31.14, the open interest changed by 32 which increased total open position to 74
On 6 Nov BIOCON was trading at 322.85. The strike last trading price was 14.3, which was -7.00 lower than the previous day. The implied volatity was 28.21, the open interest changed by 2 which increased total open position to 43
On 5 Nov BIOCON was trading at 315.70. The strike last trading price was 21.3, which was -4.45 lower than the previous day. The implied volatity was 32.07, the open interest changed by 2 which increased total open position to 40
On 4 Nov BIOCON was trading at 310.90. The strike last trading price was 25.75, which was 3.15 higher than the previous day. The implied volatity was 36.38, the open interest changed by -2 which decreased total open position to 39
On 1 Nov BIOCON was trading at 317.80. The strike last trading price was 22.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 28 which increased total open position to 0
On 31 Oct BIOCON was trading at 316.10. The strike last trading price was 22.6, which was 0.80 higher 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 21.8, which was 5.30 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 16.5, 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 28 Oct BIOCON was trading at 323.75. The strike last trading price was 18, which was 1.75 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 16.25, 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 24 Oct BIOCON was trading at 322.65. The strike last trading price was 16.25, 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 23 Oct BIOCON was trading at 325.20. The strike last trading price was 16.25, which was -0.25 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 16.5, which was 6.65 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 9.85, 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 18 Oct BIOCON was trading at 339.95. The strike last trading price was 9.85, 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 17 Oct BIOCON was trading at 339.05. The strike last trading price was 9.85, 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 16 Oct BIOCON was trading at 346.65. The strike last trading price was 9.85, 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 15 Oct BIOCON was trading at 352.20. The strike last trading price was 9.85, 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 14 Oct BIOCON was trading at 346.50. The strike last trading price was 9.85, 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 11 Oct BIOCON was trading at 346.15. The strike last trading price was 9.85, 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 10 Oct BIOCON was trading at 345.80. The strike last trading price was 9.85, 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 9 Oct BIOCON was trading at 347.05. The strike last trading price was 9.85, which was 1.40 higher 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 8.45, 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 8.45, 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 8.45, 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 8.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
