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Related Pages for BIOCON
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BIOCON
Biocon Limited.
306.3 -16.00 (-4.96%)

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Historical option data for BIOCON

09 Apr 2025 04:11 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
BIOCON 24APR2025 340 CE
Delta: 0.17
Vega: 0.16
Theta: -0.28
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
9 Apr 306.30 2.7 -3.5 50.30 779 178 453
8 Apr 322.30 6.35 2.9 46.84 760 -23 277
7 Apr 307.50 3.55 -2.9 49.19 497 36 300
4 Apr 327.80 6.7 -7.95 35.50 1,032 122 278
3 Apr 345.75 15.05 1.45 32.61 300 -21 156
2 Apr 342.05 14 1.9 35.13 656 24 178
1 Apr 339.10 12.05 -2.75 34.57 687 -149 154
28 Mar 341.70 14.6 -2.55 34.86 774 230 303
27 Mar 345.55 17.95 -0.55 38.70 52 6 73
26 Mar 348.30 18.7 -0.35 31.00 24 3 67
25 Mar 348.15 19.05 -1.35 33.93 56 -28 63
24 Mar 349.30 20.5 4.35 33.62 91 52 90
21 Mar 344.10 16.15 -0.05 29.40 14 2 38
20 Mar 341.10 16.2 0.55 33.26 33 12 35
19 Mar 341.90 15.45 2.15 30.76 65 12 23
18 Mar 336.35 13.3 1.1 30.60 13 7 11
17 Mar 333.25 12.2 -29.05 31.64 4 2 2
13 Mar 323.05 41.25 0 3.54 0 0 0
12 Mar 325.10 41.25 0 2.97 0 0 0
11 Mar 328.90 41.25 0 1.74 0 0 0
10 Mar 328.15 41.25 0 2.27 0 0 0
7 Mar 333.70 41.25 0 0.89 0 0 0
6 Mar 333.00 41.25 0 1.25 0 0 0
5 Mar 324.85 41.25 0 2.73 0 0 0
4 Mar 314.80 41.25 0 5.26 0 0 0
3 Mar 305.05 41.25 0 7.11 0 0 0
28 Feb 302.45 41.25 0 7.52 0 0 0
14 Feb 349.35 0 0 - 0 0 0
13 Feb 359.30 0 0 - 0 0 0
12 Feb 355.95 0 0 - 0 0 0
11 Feb 362.00 0 0 - 0 0 0
10 Feb 377.15 0 0 - 0 0 0
7 Feb 386.80 0 0 - 0 0 0
4 Feb 371.05 0 0 - 0 0 0
3 Feb 364.45 0 0 - 0 0 0
1 Feb 370.45 0 0 - 0 0 0

For Biocon Limited. - strike price 340 expiring on 24APR2025

Delta for 340 CE is 0.17

Historical price for 340 CE is as follows

On 9 Apr BIOCON was trading at 306.30. The strike last trading price was 2.7, which was -3.5 lower than the previous day. The implied volatity was 50.30, the open interest changed by 178 which increased total open position to 453


On 8 Apr BIOCON was trading at 322.30. The strike last trading price was 6.35, which was 2.9 higher than the previous day. The implied volatity was 46.84, the open interest changed by -23 which decreased total open position to 277


On 7 Apr BIOCON was trading at 307.50. The strike last trading price was 3.55, which was -2.9 lower than the previous day. The implied volatity was 49.19, the open interest changed by 36 which increased total open position to 300


On 4 Apr BIOCON was trading at 327.80. The strike last trading price was 6.7, which was -7.95 lower than the previous day. The implied volatity was 35.50, the open interest changed by 122 which increased total open position to 278


On 3 Apr BIOCON was trading at 345.75. The strike last trading price was 15.05, which was 1.45 higher than the previous day. The implied volatity was 32.61, the open interest changed by -21 which decreased total open position to 156


On 2 Apr BIOCON was trading at 342.05. The strike last trading price was 14, which was 1.9 higher than the previous day. The implied volatity was 35.13, the open interest changed by 24 which increased total open position to 178


On 1 Apr BIOCON was trading at 339.10. The strike last trading price was 12.05, which was -2.75 lower than the previous day. The implied volatity was 34.57, the open interest changed by -149 which decreased total open position to 154


On 28 Mar BIOCON was trading at 341.70. The strike last trading price was 14.6, which was -2.55 lower than the previous day. The implied volatity was 34.86, the open interest changed by 230 which increased total open position to 303


On 27 Mar BIOCON was trading at 345.55. The strike last trading price was 17.95, which was -0.55 lower than the previous day. The implied volatity was 38.70, the open interest changed by 6 which increased total open position to 73


On 26 Mar BIOCON was trading at 348.30. The strike last trading price was 18.7, which was -0.35 lower than the previous day. The implied volatity was 31.00, the open interest changed by 3 which increased total open position to 67


On 25 Mar BIOCON was trading at 348.15. The strike last trading price was 19.05, which was -1.35 lower than the previous day. The implied volatity was 33.93, the open interest changed by -28 which decreased total open position to 63


On 24 Mar BIOCON was trading at 349.30. The strike last trading price was 20.5, which was 4.35 higher than the previous day. The implied volatity was 33.62, the open interest changed by 52 which increased total open position to 90


On 21 Mar BIOCON was trading at 344.10. The strike last trading price was 16.15, which was -0.05 lower than the previous day. The implied volatity was 29.40, the open interest changed by 2 which increased total open position to 38


On 20 Mar BIOCON was trading at 341.10. The strike last trading price was 16.2, which was 0.55 higher than the previous day. The implied volatity was 33.26, the open interest changed by 12 which increased total open position to 35


On 19 Mar BIOCON was trading at 341.90. The strike last trading price was 15.45, which was 2.15 higher than the previous day. The implied volatity was 30.76, the open interest changed by 12 which increased total open position to 23


On 18 Mar BIOCON was trading at 336.35. The strike last trading price was 13.3, which was 1.1 higher than the previous day. The implied volatity was 30.60, the open interest changed by 7 which increased total open position to 11


On 17 Mar BIOCON was trading at 333.25. The strike last trading price was 12.2, which was -29.05 lower than the previous day. The implied volatity was 31.64, the open interest changed by 2 which increased total open position to 2


On 13 Mar BIOCON was trading at 323.05. The strike last trading price was 41.25, which was 0 lower than the previous day. The implied volatity was 3.54, the open interest changed by 0 which decreased total open position to 0


On 12 Mar BIOCON was trading at 325.10. The strike last trading price was 41.25, which was 0 lower than the previous day. The implied volatity was 2.97, the open interest changed by 0 which decreased total open position to 0


On 11 Mar BIOCON was trading at 328.90. The strike last trading price was 41.25, which was 0 lower than the previous day. The implied volatity was 1.74, the open interest changed by 0 which decreased total open position to 0


On 10 Mar BIOCON was trading at 328.15. The strike last trading price was 41.25, which was 0 lower than the previous day. The implied volatity was 2.27, the open interest changed by 0 which decreased total open position to 0


On 7 Mar BIOCON was trading at 333.70. The strike last trading price was 41.25, which was 0 lower than the previous day. The implied volatity was 0.89, the open interest changed by 0 which decreased total open position to 0


On 6 Mar BIOCON was trading at 333.00. The strike last trading price was 41.25, which was 0 lower than the previous day. The implied volatity was 1.25, the open interest changed by 0 which decreased total open position to 0


On 5 Mar BIOCON was trading at 324.85. The strike last trading price was 41.25, which was 0 lower than the previous day. The implied volatity was 2.73, the open interest changed by 0 which decreased total open position to 0


On 4 Mar BIOCON was trading at 314.80. The strike last trading price was 41.25, which was 0 lower than the previous day. The implied volatity was 5.26, the open interest changed by 0 which decreased total open position to 0


On 3 Mar BIOCON was trading at 305.05. The strike last trading price was 41.25, which was 0 lower than the previous day. The implied volatity was 7.11, the open interest changed by 0 which decreased total open position to 0


On 28 Feb BIOCON was trading at 302.45. The strike last trading price was 41.25, which was 0 lower than the previous day. The implied volatity was 7.52, the open interest changed by 0 which decreased total open position to 0


On 14 Feb BIOCON was trading at 349.35. 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 Feb BIOCON was trading at 359.30. 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 12 Feb BIOCON was trading at 355.95. 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 11 Feb BIOCON was trading at 362.00. 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 10 Feb BIOCON was trading at 377.15. 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 7 Feb BIOCON was trading at 386.80. 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 4 Feb BIOCON was trading at 371.05. 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 364.45. 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 370.45. 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 24APR2025 340 PE
Delta: -0.81
Vega: 0.17
Theta: -0.24
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
9 Apr 306.30 36.5 12.6 55.15 47 -19 194
8 Apr 322.30 23.9 -10.85 51.68 41 -11 214
7 Apr 307.50 33.55 15.25 47.73 185 -64 226
4 Apr 327.80 17.7 9.75 38.44 631 -110 290
3 Apr 345.75 7.75 -2.2 34.36 639 -28 403
2 Apr 342.05 9.9 -1.25 35.87 684 22 435
1 Apr 339.10 11.3 0.4 34.38 1,067 -170 396
28 Mar 341.70 11.15 2.25 34.74 1,601 298 566
27 Mar 345.55 8.9 0.9 31.38 412 119 267
26 Mar 348.30 8.2 -0.9 34.31 133 14 148
25 Mar 348.15 9.25 1.25 35.22 167 60 128
24 Mar 349.30 8.1 -1.1 33.56 66 16 68
21 Mar 344.10 9.55 -1.45 31.02 25 9 51
20 Mar 341.10 11 -0.45 31.20 20 8 45
19 Mar 341.90 10.85 -3.25 30.61 28 19 37
18 Mar 336.35 14.1 -1.9 33.48 1 0 18
17 Mar 333.25 16 0 0.00 0 0 0
13 Mar 323.05 16 0 0.00 0 0 0
12 Mar 325.10 16 0 0.00 0 0 0
11 Mar 328.90 16 0 0.00 0 0 0
10 Mar 328.15 16 0 0.00 0 1 0
7 Mar 333.70 16 -2 29.75 1 0 17
6 Mar 333.00 18 -12.9 32.18 17 14 16
5 Mar 324.85 30.9 0 0.00 0 1 0
4 Mar 314.80 30.9 -9.1 37.60 1 0 1
3 Mar 305.05 40 0 0.00 0 1 0
28 Feb 302.45 40 21.4 40.51 1 0 0
14 Feb 349.35 18.6 0 3.42 0 0 0
13 Feb 359.30 18.6 0 5.05 0 0 0
12 Feb 355.95 18.6 0 4.19 0 0 0
11 Feb 362.00 18.6 0 5.64 0 0 0
10 Feb 377.15 18.6 0 7.90 0 0 0
7 Feb 386.80 18.6 0 9.19 0 0 0
4 Feb 371.05 18.6 0 6.92 0 0 0
3 Feb 364.45 18.6 0 5.54 0 0 0
1 Feb 370.45 0 0 6.73 0 0 0

For Biocon Limited. - strike price 340 expiring on 24APR2025

Delta for 340 PE is -0.81

Historical price for 340 PE is as follows

On 9 Apr BIOCON was trading at 306.30. The strike last trading price was 36.5, which was 12.6 higher than the previous day. The implied volatity was 55.15, the open interest changed by -19 which decreased total open position to 194


On 8 Apr BIOCON was trading at 322.30. The strike last trading price was 23.9, which was -10.85 lower than the previous day. The implied volatity was 51.68, the open interest changed by -11 which decreased total open position to 214


On 7 Apr BIOCON was trading at 307.50. The strike last trading price was 33.55, which was 15.25 higher than the previous day. The implied volatity was 47.73, the open interest changed by -64 which decreased total open position to 226


On 4 Apr BIOCON was trading at 327.80. The strike last trading price was 17.7, which was 9.75 higher than the previous day. The implied volatity was 38.44, the open interest changed by -110 which decreased total open position to 290


On 3 Apr BIOCON was trading at 345.75. The strike last trading price was 7.75, which was -2.2 lower than the previous day. The implied volatity was 34.36, the open interest changed by -28 which decreased total open position to 403


On 2 Apr BIOCON was trading at 342.05. The strike last trading price was 9.9, which was -1.25 lower than the previous day. The implied volatity was 35.87, the open interest changed by 22 which increased total open position to 435


On 1 Apr BIOCON was trading at 339.10. The strike last trading price was 11.3, which was 0.4 higher than the previous day. The implied volatity was 34.38, the open interest changed by -170 which decreased total open position to 396


On 28 Mar BIOCON was trading at 341.70. The strike last trading price was 11.15, which was 2.25 higher than the previous day. The implied volatity was 34.74, the open interest changed by 298 which increased total open position to 566


On 27 Mar BIOCON was trading at 345.55. The strike last trading price was 8.9, which was 0.9 higher than the previous day. The implied volatity was 31.38, the open interest changed by 119 which increased total open position to 267


On 26 Mar BIOCON was trading at 348.30. The strike last trading price was 8.2, which was -0.9 lower than the previous day. The implied volatity was 34.31, the open interest changed by 14 which increased total open position to 148


On 25 Mar BIOCON was trading at 348.15. The strike last trading price was 9.25, which was 1.25 higher than the previous day. The implied volatity was 35.22, the open interest changed by 60 which increased total open position to 128


On 24 Mar BIOCON was trading at 349.30. The strike last trading price was 8.1, which was -1.1 lower than the previous day. The implied volatity was 33.56, the open interest changed by 16 which increased total open position to 68


On 21 Mar BIOCON was trading at 344.10. The strike last trading price was 9.55, which was -1.45 lower than the previous day. The implied volatity was 31.02, the open interest changed by 9 which increased total open position to 51


On 20 Mar BIOCON was trading at 341.10. The strike last trading price was 11, which was -0.45 lower than the previous day. The implied volatity was 31.20, the open interest changed by 8 which increased total open position to 45


On 19 Mar BIOCON was trading at 341.90. The strike last trading price was 10.85, which was -3.25 lower than the previous day. The implied volatity was 30.61, the open interest changed by 19 which increased total open position to 37


On 18 Mar BIOCON was trading at 336.35. The strike last trading price was 14.1, which was -1.9 lower than the previous day. The implied volatity was 33.48, the open interest changed by 0 which decreased total open position to 18


On 17 Mar BIOCON was trading at 333.25. The strike last trading price was 16, 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 13 Mar BIOCON was trading at 323.05. The strike last trading price was 16, 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 Mar BIOCON was trading at 325.10. The strike last trading price was 16, 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 Mar BIOCON was trading at 328.90. The strike last trading price was 16, 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 Mar BIOCON was trading at 328.15. The strike last trading price was 16, 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 7 Mar BIOCON was trading at 333.70. The strike last trading price was 16, which was -2 lower than the previous day. The implied volatity was 29.75, the open interest changed by 0 which decreased total open position to 17


On 6 Mar BIOCON was trading at 333.00. The strike last trading price was 18, which was -12.9 lower than the previous day. The implied volatity was 32.18, the open interest changed by 14 which increased total open position to 16


On 5 Mar BIOCON was trading at 324.85. The strike last trading price was 30.9, 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 4 Mar BIOCON was trading at 314.80. The strike last trading price was 30.9, which was -9.1 lower than the previous day. The implied volatity was 37.60, the open interest changed by 0 which decreased total open position to 1


On 3 Mar BIOCON was trading at 305.05. The strike last trading price was 40, 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 28 Feb BIOCON was trading at 302.45. The strike last trading price was 40, which was 21.4 higher than the previous day. The implied volatity was 40.51, the open interest changed by 0 which decreased total open position to 0


On 14 Feb BIOCON was trading at 349.35. The strike last trading price was 18.6, which was 0 lower than the previous day. The implied volatity was 3.42, the open interest changed by 0 which decreased total open position to 0


On 13 Feb BIOCON was trading at 359.30. The strike last trading price was 18.6, which was 0 lower than the previous day. The implied volatity was 5.05, 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 18.6, which was 0 lower than the previous day. The implied volatity was 4.19, 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 18.6, which was 0 lower than the previous day. The implied volatity was 5.64, 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 18.6, which was 0 lower than the previous day. The implied volatity was 7.90, the open interest changed by 0 which decreased total open position to 0


On 7 Feb BIOCON was trading at 386.80. The strike last trading price was 18.6, which was 0 lower than the previous day. The implied volatity was 9.19, 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 18.6, which was 0 lower than the previous day. The implied volatity was 6.92, 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 18.6, which was 0 lower than the previous day. The implied volatity was 5.54, 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 0, which was 0 lower than the previous day. The implied volatity was 6.73, the open interest changed by 0 which decreased total open position to 0