BIOCON
Biocon Limited.
Historical option data for BIOCON
24 Apr 2026 01:36 PM IST
| BIOCON 28-Apr-2026 (4d) 340 CE | ||||||||||||||||
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Delta: 0.95
Vega: 0
Theta: -0.1
Gamma: 0.01351
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 351.95 | 12.65 | -6.9 | 20.26 | 35 | -24 | 194 | |||||||||
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| 23 Apr | 358.00 | 19.55 | 0.25 | 32.86 | 53 | 21 | 217 | |||||||||
| 22 Apr | 357.80 | 19.3 | -2.6499999999999986 | 31.41 | 32 | -10 | 196 | |||||||||
| 21 Apr | 361.50 | 21.95 | 0.05000000000000071 | 34.96 | 27 | -9 | 206 | |||||||||
| 20 Apr | 359.05 | 21.9 | 1.2999999999999972 | 34.39 | 21 | -2 | 214 | |||||||||
| 17 Apr | 358.10 | 20.75 | 5.85 | 31.01 | 158 | -18 | 217 | |||||||||
| 16 Apr | 350.75 | 14.65 | -1.450000000000001 | 30.58 | 125 | -24 | 235 | |||||||||
| 15 Apr | 350.35 | 16.05 | 2.1000000000000014 | 37 | 207 | -51 | 261 | |||||||||
| 13 Apr | 345.00 | 14.25 | -1.8500000000000014 | 37.53 | 614 | 63 | 316 | |||||||||
| 10 Apr | 348.60 | 15.9 | 0.5 | 34.44 | 157 | -24 | 255 | |||||||||
| 9 Apr | 345.70 | 15.35 | -3.05 | 37.2 | 230 | 66 | 279 | |||||||||
| 8 Apr | 349.80 | 19.1 | 4.1 | 37.07 | 576 | -72 | 213 | |||||||||
| 7 Apr | 340.05 | 15 | -9.2 | 42.76 | 821 | 218 | 276 | |||||||||
| 6 Apr | 355.00 | 24.65 | 1.95 | 42.5 | 56 | 3 | 58 | |||||||||
| 2 Apr | 352.55 | 22.4 | -8 | 38.24 | 199 | 44 | 57 | |||||||||
| 1 Apr | 365.20 | 30.4 | 1.9 | 32.62 | 12 | 9 | 14 | |||||||||
| 30 Mar | 360.90 | 28.5 | -11.35 | 36.76 | 3 | 0 | 2 | |||||||||
| 27 Mar | 370.10 | 39.85 | -4.35 | 42.58 | 7 | 0 | 3 | |||||||||
| 25 Mar | 379.65 | 44.2 | 0.4 | - | 0 | 0 | 3 | |||||||||
| 24 Mar | 369.05 | 44.2 | 0.4 | - | 0 | 0 | 3 | |||||||||
| 23 Mar | 367.15 | 44.2 | 0.4 | - | 0 | 0 | 3 | |||||||||
| 20 Mar | 380.95 | 44.2 | 0.4 | 22.95 | 3 | 0 | 0 | |||||||||
| 19 Mar | 368.55 | 43.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 382.60 | 43.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 377.55 | 43.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 377.05 | 43.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 367.80 | - | - | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 368.55 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 372.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 370.15 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 368.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 366.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 365.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Biocon Limited. - strike price 340 expiring on 28APR2026
Delta for 340 CE is 0.95
Historical price for 340 CE is as follows
On 24 Apr BIOCON was trading at 351.95. The strike last trading price was 12.65, which was -6.9 lower than the previous day. The implied volatity was 20.26, the open interest changed by -24 which decreased total open position to 194
On 23 Apr BIOCON was trading at 358.00. The strike last trading price was 19.55, which was 0.25 higher than the previous day. The implied volatity was 32.86, the open interest changed by 21 which increased total open position to 217
On 22 Apr BIOCON was trading at 357.80. The strike last trading price was 19.3, which was -2.6499999999999986 lower than the previous day. The implied volatity was 31.41, the open interest changed by -10 which decreased total open position to 196
On 21 Apr BIOCON was trading at 361.50. The strike last trading price was 21.95, which was 0.05000000000000071 higher than the previous day. The implied volatity was 34.96, the open interest changed by -9 which decreased total open position to 206
On 20 Apr BIOCON was trading at 359.05. The strike last trading price was 21.9, which was 1.2999999999999972 higher than the previous day. The implied volatity was 34.39, the open interest changed by -2 which decreased total open position to 214
On 17 Apr BIOCON was trading at 358.10. The strike last trading price was 20.75, which was 5.85 higher than the previous day. The implied volatity was 31.01, the open interest changed by -18 which decreased total open position to 217
On 16 Apr BIOCON was trading at 350.75. The strike last trading price was 14.65, which was -1.450000000000001 lower than the previous day. The implied volatity was 30.58, the open interest changed by -24 which decreased total open position to 235
On 15 Apr BIOCON was trading at 350.35. The strike last trading price was 16.05, which was 2.1000000000000014 higher than the previous day. The implied volatity was 37, the open interest changed by -51 which decreased total open position to 261
On 13 Apr BIOCON was trading at 345.00. The strike last trading price was 14.25, which was -1.8500000000000014 lower than the previous day. The implied volatity was 37.53, the open interest changed by 63 which increased total open position to 316
On 10 Apr BIOCON was trading at 348.60. The strike last trading price was 15.9, which was 0.5 higher than the previous day. The implied volatity was 34.44, the open interest changed by -24 which decreased total open position to 255
On 9 Apr BIOCON was trading at 345.70. The strike last trading price was 15.35, which was -3.05 lower than the previous day. The implied volatity was 37.2, the open interest changed by 66 which increased total open position to 279
On 8 Apr BIOCON was trading at 349.80. The strike last trading price was 19.1, which was 4.1 higher than the previous day. The implied volatity was 37.07, the open interest changed by -72 which decreased total open position to 213
On 7 Apr BIOCON was trading at 340.05. The strike last trading price was 15, which was -9.2 lower than the previous day. The implied volatity was 42.76, the open interest changed by 218 which increased total open position to 276
On 6 Apr BIOCON was trading at 355.00. The strike last trading price was 24.65, which was 1.95 higher than the previous day. The implied volatity was 42.5, the open interest changed by 3 which increased total open position to 58
On 2 Apr BIOCON was trading at 352.55. The strike last trading price was 22.4, which was -8 lower than the previous day. The implied volatity was 38.24, the open interest changed by 44 which increased total open position to 57
On 1 Apr BIOCON was trading at 365.20. The strike last trading price was 30.4, which was 1.9 higher than the previous day. The implied volatity was 32.62, the open interest changed by 9 which increased total open position to 14
On 30 Mar BIOCON was trading at 360.90. The strike last trading price was 28.5, which was -11.35 lower than the previous day. The implied volatity was 36.76, the open interest changed by 0 which decreased total open position to 2
On 27 Mar BIOCON was trading at 370.10. The strike last trading price was 39.85, which was -4.35 lower than the previous day. The implied volatity was 42.58, the open interest changed by 0 which decreased total open position to 3
On 25 Mar BIOCON was trading at 379.65. The strike last trading price was 44.2, which was 0.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 24 Mar BIOCON was trading at 369.05. The strike last trading price was 44.2, which was 0.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 23 Mar BIOCON was trading at 367.15. The strike last trading price was 44.2, which was 0.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 20 Mar BIOCON was trading at 380.95. The strike last trading price was 44.2, which was 0.4 higher than the previous day. The implied volatity was 22.95, the open interest changed by 0 which decreased total open position to 0
On 19 Mar BIOCON was trading at 368.55. The strike last trading price was 43.8, 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 18 Mar BIOCON was trading at 382.60. The strike last trading price was 43.8, 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 17 Mar BIOCON was trading at 377.55. The strike last trading price was 43.8, 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 16 Mar BIOCON was trading at 377.05. The strike last trading price was 43.8, 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 5 Feb BIOCON was trading at 367.80. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Feb BIOCON was trading at 368.55. 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 3 Feb BIOCON was trading at 372.30. 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 2 Feb BIOCON was trading at 370.15. 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 1 Feb BIOCON was trading at 368.20. 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 30 Jan BIOCON was trading at 366.80. 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 29 Jan BIOCON was trading at 365.30. 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
| BIOCON 28-Apr-2026 (4d) 340 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.12
Vega: 0
Theta: -0.21
Gamma: 0.01824
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 351.95 | 0.65 | 0.15000000000000002 | 28.2 | 83 | -18 | 999 |
| 23 Apr | 358.00 | 0.5 | -0.25 | 30.71 | 100 | -9 | 1,030 |
| 22 Apr | 357.80 | 0.75 | -0.09999999999999998 | 31.94 | 206 | -36 | 1,047 |
| 21 Apr | 361.50 | 0.8 | -0.7 | 34.49 | 313 | -8 | 1,092 |
| 20 Apr | 359.05 | 1.55 | -0.55 | 34.01 | 322 | -21 | 1,103 |
| 17 Apr | 358.10 | 1.95 | -2.05 | 33.38 | 771 | 27 | 1,124 |
| 16 Apr | 350.75 | 4.05 | -0.35000000000000053 | 33.2 | 610 | -79 | 1,096 |
| 15 Apr | 350.35 | 4.45 | -2.8999999999999995 | 33.54 | 417 | 35 | 1,179 |
| 13 Apr | 345.00 | 7.15 | 0.6000000000000005 | 36.37 | 584 | 6 | 1,143 |
| 10 Apr | 348.60 | 6.55 | -1.8500000000000005 | 34.46 | 483 | -56 | 1,136 |
| 9 Apr | 345.70 | 8.25 | 0.95 | 36.59 | 461 | 48 | 1,192 |
| 8 Apr | 349.80 | 6.55 | -6.6 | 36.42 | 1,510 | -227 | 1,145 |
| 7 Apr | 340.05 | 13.15 | 6.3 | 43.85 | 2,104 | 356 | 1,371 |
| 6 Apr | 355.00 | 6.6 | -2.2 | 39.82 | 438 | 7 | 1,009 |
| 2 Apr | 352.55 | 8.7 | 3.7 | 40.35 | 1,841 | 207 | 1,012 |
| 1 Apr | 365.20 | 4.9 | -2.95 | 38.44 | 377 | 26 | 804 |
| 30 Mar | 360.90 | 8.25 | 3.05 | 44.11 | 1,172 | 735 | 778 |
| 27 Mar | 370.10 | 5.15 | 1.75 | 40.84 | 71 | 28 | 44 |
| 25 Mar | 379.65 | 3.3 | -2.55 | 37.95 | 16 | 5 | 15 |
| 24 Mar | 369.05 | 5.85 | -0.45 | 40.61 | 7 | 4 | 9 |
| 23 Mar | 367.15 | 6.3 | 3.1 | 39.58 | 2 | 0 | 5 |
| 20 Mar | 380.95 | 3.2 | -10.15 | 35.75 | 8 | 5 | 5 |
| 19 Mar | 368.55 | 13.35 | 0 | 7.91 | 0 | 0 | 0 |
| 18 Mar | 382.60 | 13.35 | 0 | 10.49 | 0 | 0 | 0 |
| 17 Mar | 377.55 | 13.35 | 0 | 9.31 | 0 | 0 | 0 |
| 16 Mar | 377.05 | 13.35 | 0 | 9.31 | 0 | 0 | 0 |
| 5 Feb | 367.80 | - | - | - | 0 | 0 | 0 |
| 4 Feb | 368.55 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 372.30 | 0 | 0 | 6.84 | 0 | 0 | 0 |
| 2 Feb | 370.15 | 0 | 0 | 6.27 | 0 | 0 | 0 |
| 1 Feb | 368.20 | 0 | 0 | 7.02 | 0 | 0 | 0 |
| 30 Jan | 366.80 | 0 | 0 | 5.94 | 0 | 0 | 0 |
| 29 Jan | 365.30 | 0 | 0 | 5.74 | 0 | 0 | 0 |
For Biocon Limited. - strike price 340 expiring on 28APR2026
Delta for 340 PE is -0.12
Historical price for 340 PE is as follows
On 24 Apr BIOCON was trading at 351.95. The strike last trading price was 0.65, which was 0.15000000000000002 higher than the previous day. The implied volatity was 28.2, the open interest changed by -18 which decreased total open position to 999
On 23 Apr BIOCON was trading at 358.00. The strike last trading price was 0.5, which was -0.25 lower than the previous day. The implied volatity was 30.71, the open interest changed by -9 which decreased total open position to 1030
On 22 Apr BIOCON was trading at 357.80. The strike last trading price was 0.75, which was -0.09999999999999998 lower than the previous day. The implied volatity was 31.94, the open interest changed by -36 which decreased total open position to 1047
On 21 Apr BIOCON was trading at 361.50. The strike last trading price was 0.8, which was -0.7 lower than the previous day. The implied volatity was 34.49, the open interest changed by -8 which decreased total open position to 1092
On 20 Apr BIOCON was trading at 359.05. The strike last trading price was 1.55, which was -0.55 lower than the previous day. The implied volatity was 34.01, the open interest changed by -21 which decreased total open position to 1103
On 17 Apr BIOCON was trading at 358.10. The strike last trading price was 1.95, which was -2.05 lower than the previous day. The implied volatity was 33.38, the open interest changed by 27 which increased total open position to 1124
On 16 Apr BIOCON was trading at 350.75. The strike last trading price was 4.05, which was -0.35000000000000053 lower than the previous day. The implied volatity was 33.2, the open interest changed by -79 which decreased total open position to 1096
On 15 Apr BIOCON was trading at 350.35. The strike last trading price was 4.45, which was -2.8999999999999995 lower than the previous day. The implied volatity was 33.54, the open interest changed by 35 which increased total open position to 1179
On 13 Apr BIOCON was trading at 345.00. The strike last trading price was 7.15, which was 0.6000000000000005 higher than the previous day. The implied volatity was 36.37, the open interest changed by 6 which increased total open position to 1143
On 10 Apr BIOCON was trading at 348.60. The strike last trading price was 6.55, which was -1.8500000000000005 lower than the previous day. The implied volatity was 34.46, the open interest changed by -56 which decreased total open position to 1136
On 9 Apr BIOCON was trading at 345.70. The strike last trading price was 8.25, which was 0.95 higher than the previous day. The implied volatity was 36.59, the open interest changed by 48 which increased total open position to 1192
On 8 Apr BIOCON was trading at 349.80. The strike last trading price was 6.55, which was -6.6 lower than the previous day. The implied volatity was 36.42, the open interest changed by -227 which decreased total open position to 1145
On 7 Apr BIOCON was trading at 340.05. The strike last trading price was 13.15, which was 6.3 higher than the previous day. The implied volatity was 43.85, the open interest changed by 356 which increased total open position to 1371
On 6 Apr BIOCON was trading at 355.00. The strike last trading price was 6.6, which was -2.2 lower than the previous day. The implied volatity was 39.82, the open interest changed by 7 which increased total open position to 1009
On 2 Apr BIOCON was trading at 352.55. The strike last trading price was 8.7, which was 3.7 higher than the previous day. The implied volatity was 40.35, the open interest changed by 207 which increased total open position to 1012
On 1 Apr BIOCON was trading at 365.20. The strike last trading price was 4.9, which was -2.95 lower than the previous day. The implied volatity was 38.44, the open interest changed by 26 which increased total open position to 804
On 30 Mar BIOCON was trading at 360.90. The strike last trading price was 8.25, which was 3.05 higher than the previous day. The implied volatity was 44.11, the open interest changed by 735 which increased total open position to 778
On 27 Mar BIOCON was trading at 370.10. The strike last trading price was 5.15, which was 1.75 higher than the previous day. The implied volatity was 40.84, the open interest changed by 28 which increased total open position to 44
On 25 Mar BIOCON was trading at 379.65. The strike last trading price was 3.3, which was -2.55 lower than the previous day. The implied volatity was 37.95, the open interest changed by 5 which increased total open position to 15
On 24 Mar BIOCON was trading at 369.05. The strike last trading price was 5.85, which was -0.45 lower than the previous day. The implied volatity was 40.61, the open interest changed by 4 which increased total open position to 9
On 23 Mar BIOCON was trading at 367.15. The strike last trading price was 6.3, which was 3.1 higher than the previous day. The implied volatity was 39.58, the open interest changed by 0 which decreased total open position to 5
On 20 Mar BIOCON was trading at 380.95. The strike last trading price was 3.2, which was -10.15 lower than the previous day. The implied volatity was 35.75, the open interest changed by 5 which increased total open position to 5
On 19 Mar BIOCON was trading at 368.55. The strike last trading price was 13.35, which was 0 lower than the previous day. The implied volatity was 7.91, the open interest changed by 0 which decreased total open position to 0
On 18 Mar BIOCON was trading at 382.60. The strike last trading price was 13.35, which was 0 lower than the previous day. The implied volatity was 10.49, the open interest changed by 0 which decreased total open position to 0
On 17 Mar BIOCON was trading at 377.55. The strike last trading price was 13.35, which was 0 lower than the previous day. The implied volatity was 9.31, the open interest changed by 0 which decreased total open position to 0
On 16 Mar BIOCON was trading at 377.05. The strike last trading price was 13.35, which was 0 lower than the previous day. The implied volatity was 9.31, the open interest changed by 0 which decreased total open position to 0
On 5 Feb BIOCON was trading at 367.80. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Feb BIOCON was trading at 368.55. 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 3 Feb BIOCON was trading at 372.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.84, the open interest changed by 0 which decreased total open position to 0
On 2 Feb BIOCON was trading at 370.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.27, the open interest changed by 0 which decreased total open position to 0
On 1 Feb BIOCON was trading at 368.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 7.02, the open interest changed by 0 which decreased total open position to 0
On 30 Jan BIOCON was trading at 366.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.94, the open interest changed by 0 which decreased total open position to 0
On 29 Jan BIOCON was trading at 365.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.74, the open interest changed by 0 which decreased total open position to 0
