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[--[65.84.65.76]--]
BIOCON
Biocon Limited.

323.05 -2.05 (-0.63%)

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Historical option data for BIOCON

13 Mar 2025 04:11 PM IST
BIOCON 27MAR2025 340 CE
Delta: 0.22
Vega: 0.19
Theta: -0.22
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
13 Mar 323.05 2.4 -1.55 30.46 411 -5 842
12 Mar 325.10 3.85 -1.8 33.84 515 89 841
11 Mar 328.90 5.8 0.4 33.87 689 -20 763
10 Mar 328.15 4.9 -3.35 32.87 1,211 -33 785
7 Mar 333.70 7.95 0.05 33.78 3,565 409 818
6 Mar 333.00 7.1 1.6 32.00 1,023 -28 407
5 Mar 324.85 5.4 2.05 33.38 1,115 -89 447
4 Mar 314.80 3.25 1.05 35.24 607 -5 533
3 Mar 305.05 2.25 0.15 36.91 446 69 537
28 Feb 302.45 2.1 -2.2 35.85 677 137 466
27 Feb 311.85 4.2 -2.95 36.80 359 67 329
26 Feb 319.80 6.65 -1.4 36.29 339 51 261
25 Feb 321.20 6.65 -1.4 36.29 339 50 261
24 Feb 320.85 7.9 -0.95 38.55 202 45 212
21 Feb 322.50 8.5 -6.65 38.32 302 115 168
20 Feb 336.00 15.25 0.05 37.00 63 19 52
19 Feb 336.80 15.3 -1.5 36.00 38 25 32
18 Feb 338.20 16.6 -18.4 37.76 11 7 7
17 Feb 347.55 35 0 - 0 0 0
14 Feb 349.35 35 0 - 0 0 0
13 Feb 359.30 35 0 - 0 0 0
12 Feb 355.95 35 0 - 0 0 0
11 Feb 362.00 35 0 - 0 0 0
10 Feb 377.15 35 0 - 0 0 0
5 Feb 390.25 35 0 - 0 0 0
4 Feb 371.05 35 0 - 0 0 0
3 Feb 364.45 35 0 - 0 0 0
1 Feb 370.45 35 0 - 0 0 0
31 Jan 362.55 35 0 - 0 0 0
29 Jan 355.70 0 0 - 0 0 0
27 Jan 370.25 0 0 - 0 0 0
22 Jan 388.05 0 0.00 - 0 0 0
15 Jan 382.05 0 0.00 - 0 0 0
14 Jan 387.65 0 0.00 - 0 0 0
13 Jan 365.20 0 0.00 - 0 0 0
10 Jan 360.95 0 0.00 - 0 0 0
9 Jan 370.70 0 0.00 - 0 0 0
8 Jan 371.20 0 0.00 - 0 0 0
7 Jan 382.35 0 0.00 - 0 0 0
6 Jan 358.10 0 0.00 - 0 0 0
3 Jan 369.25 0 0.00 - 0 0 0
2 Jan 373.25 0 0.00 - 0 0 0
1 Jan 368.80 0 0.00 - 0 0 0
31 Dec 365.35 0 0.00 - 0 0 0
30 Dec 367.70 0 - 0 0 0


For Biocon Limited. - strike price 340 expiring on 27MAR2025

Delta for 340 CE is 0.22

Historical price for 340 CE is as follows

On 13 Mar BIOCON was trading at 323.05. The strike last trading price was 2.4, which was -1.55 lower than the previous day. The implied volatity was 30.46, the open interest changed by -5 which decreased total open position to 842


On 12 Mar BIOCON was trading at 325.10. The strike last trading price was 3.85, which was -1.8 lower than the previous day. The implied volatity was 33.84, the open interest changed by 89 which increased total open position to 841


On 11 Mar BIOCON was trading at 328.90. The strike last trading price was 5.8, which was 0.4 higher than the previous day. The implied volatity was 33.87, the open interest changed by -20 which decreased total open position to 763


On 10 Mar BIOCON was trading at 328.15. The strike last trading price was 4.9, which was -3.35 lower than the previous day. The implied volatity was 32.87, the open interest changed by -33 which decreased total open position to 785


On 7 Mar BIOCON was trading at 333.70. The strike last trading price was 7.95, which was 0.05 higher than the previous day. The implied volatity was 33.78, the open interest changed by 409 which increased total open position to 818


On 6 Mar BIOCON was trading at 333.00. The strike last trading price was 7.1, which was 1.6 higher than the previous day. The implied volatity was 32.00, the open interest changed by -28 which decreased total open position to 407


On 5 Mar BIOCON was trading at 324.85. The strike last trading price was 5.4, which was 2.05 higher than the previous day. The implied volatity was 33.38, the open interest changed by -89 which decreased total open position to 447


On 4 Mar BIOCON was trading at 314.80. The strike last trading price was 3.25, which was 1.05 higher than the previous day. The implied volatity was 35.24, the open interest changed by -5 which decreased total open position to 533


On 3 Mar BIOCON was trading at 305.05. The strike last trading price was 2.25, which was 0.15 higher than the previous day. The implied volatity was 36.91, the open interest changed by 69 which increased total open position to 537


On 28 Feb BIOCON was trading at 302.45. The strike last trading price was 2.1, which was -2.2 lower than the previous day. The implied volatity was 35.85, the open interest changed by 137 which increased total open position to 466


On 27 Feb BIOCON was trading at 311.85. The strike last trading price was 4.2, which was -2.95 lower than the previous day. The implied volatity was 36.80, the open interest changed by 67 which increased total open position to 329


On 26 Feb BIOCON was trading at 319.80. The strike last trading price was 6.65, which was -1.4 lower than the previous day. The implied volatity was 36.29, the open interest changed by 51 which increased total open position to 261


On 25 Feb BIOCON was trading at 321.20. The strike last trading price was 6.65, which was -1.4 lower than the previous day. The implied volatity was 36.29, the open interest changed by 50 which increased total open position to 261


On 24 Feb BIOCON was trading at 320.85. The strike last trading price was 7.9, which was -0.95 lower than the previous day. The implied volatity was 38.55, the open interest changed by 45 which increased total open position to 212


On 21 Feb BIOCON was trading at 322.50. The strike last trading price was 8.5, which was -6.65 lower than the previous day. The implied volatity was 38.32, the open interest changed by 115 which increased total open position to 168


On 20 Feb BIOCON was trading at 336.00. The strike last trading price was 15.25, which was 0.05 higher than the previous day. The implied volatity was 37.00, the open interest changed by 19 which increased total open position to 52


On 19 Feb BIOCON was trading at 336.80. The strike last trading price was 15.3, which was -1.5 lower than the previous day. The implied volatity was 36.00, the open interest changed by 25 which increased total open position to 32


On 18 Feb BIOCON was trading at 338.20. The strike last trading price was 16.6, which was -18.4 lower than the previous day. The implied volatity was 37.76, the open interest changed by 7 which increased total open position to 7


On 17 Feb BIOCON was trading at 347.55. The strike last trading price was 35, 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 14 Feb BIOCON was trading at 349.35. The strike last trading price was 35, 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 35, 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 35, 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 35, 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 35, 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 390.25. The strike last trading price was 35, 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 35, 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 35, 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 35, 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 31 Jan BIOCON was trading at 362.55. The strike last trading price was 35, 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 355.70. 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 27 Jan BIOCON was trading at 370.25. 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 22 Jan BIOCON was trading at 388.05. 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 0 which decreased total open position to 0


On 15 Jan BIOCON was trading at 382.05. 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 0 which decreased total open position to 0


On 14 Jan BIOCON was trading at 387.65. 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 0 which decreased total open position to 0


On 13 Jan BIOCON was trading at 365.20. 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 0 which decreased total open position to 0


On 10 Jan BIOCON was trading at 360.95. 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 0 which decreased total open position to 0


On 9 Jan BIOCON was trading at 370.70. 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 0 which decreased total open position to 0


On 8 Jan BIOCON was trading at 371.20. 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 0 which decreased total open position to 0


On 7 Jan BIOCON was trading at 382.35. 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 0 which decreased total open position to 0


On 6 Jan BIOCON was trading at 358.10. 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 0 which decreased total open position to 0


On 3 Jan BIOCON was trading at 369.25. 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 0 which decreased total open position to 0


On 2 Jan BIOCON was trading at 373.25. 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 0 which decreased total open position to 0


On 1 Jan BIOCON was trading at 368.80. 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 0 which decreased total open position to 0


On 31 Dec BIOCON was trading at 365.35. 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 0 which decreased total open position to 0


On 30 Dec BIOCON was trading at 367.70. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


BIOCON 27MAR2025 340 PE
Delta: -0.73
Vega: 0.21
Theta: -0.21
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
13 Mar 323.05 19.5 2.2 37.70 17 -8 139
12 Mar 325.10 17.25 2 32.91 27 -6 147
11 Mar 328.90 14.9 -2.05 36.10 50 -7 154
10 Mar 328.15 17 3.35 36.84 245 9 142
7 Mar 333.70 14.15 0.55 35.28 341 35 133
6 Mar 333.00 14.4 -5.5 32.81 130 -8 98
5 Mar 324.85 19.8 -7.8 36.63 35 1 106
4 Mar 314.80 27.6 -9.85 36.47 10 -3 106
3 Mar 305.05 37.45 -1.45 50.35 11 -1 109
28 Feb 302.45 38.9 8.9 48.18 13 -1 111
27 Feb 311.85 30 6.95 38.27 18 10 112
26 Feb 319.80 23.1 -1.45 33.32 61 37 102
25 Feb 321.20 23.1 -1.45 33.32 61 37 102
24 Feb 320.85 24.55 -0.45 38.77 11 1 65
21 Feb 322.50 25 8.85 38.60 52 19 63
20 Feb 336.00 16.15 0.1 38.55 11 3 44
19 Feb 336.80 16.05 -0.2 38.34 21 5 38
18 Feb 338.20 16.25 4.35 39.01 46 24 33
17 Feb 347.55 11.9 1.8 38.46 8 4 8
14 Feb 349.35 10.1 0 0.00 0 4 0
13 Feb 359.30 10.1 -12.3 41.38 4 3 3
12 Feb 355.95 22.4 0 5.22 0 0 0
11 Feb 362.00 22.4 0 6.30 0 0 0
10 Feb 377.15 22.4 0 9.22 0 0 0
5 Feb 390.25 22.4 0 11.11 0 0 0
4 Feb 371.05 22.4 0 7.65 0 0 0
3 Feb 364.45 22.4 0 6.40 0 0 0
1 Feb 370.45 22.4 0 7.63 0 0 0
31 Jan 362.55 22.4 0 5.83 0 0 0
29 Jan 355.70 22.4 0 4.66 0 0 0
27 Jan 370.25 22.4 0 7.29 0 0 0
22 Jan 388.05 22.4 0.00 9.93 0 0 0
15 Jan 382.05 22.4 0.00 8.69 0 0 0
14 Jan 387.65 22.4 0.00 9.40 0 0 0
13 Jan 365.20 22.4 0.00 5.90 0 0 0
10 Jan 360.95 22.4 0.00 4.80 0 0 0
9 Jan 370.70 22.4 0.00 6.73 0 0 0
8 Jan 371.20 22.4 0.00 6.81 0 0 0
7 Jan 382.35 22.4 0.00 8.57 0 0 0
6 Jan 358.10 22.4 0.00 4.85 0 0 0
3 Jan 369.25 22.4 0.00 6.47 0 0 0
2 Jan 373.25 22.4 0.00 7.02 0 0 0
1 Jan 368.80 22.4 0.00 6.41 0 0 0
31 Dec 365.35 22.4 0.00 5.79 0 0 0
30 Dec 367.70 22.4 6.11 0 0 0


For Biocon Limited. - strike price 340 expiring on 27MAR2025

Delta for 340 PE is -0.73

Historical price for 340 PE is as follows

On 13 Mar BIOCON was trading at 323.05. The strike last trading price was 19.5, which was 2.2 higher than the previous day. The implied volatity was 37.70, the open interest changed by -8 which decreased total open position to 139


On 12 Mar BIOCON was trading at 325.10. The strike last trading price was 17.25, which was 2 higher than the previous day. The implied volatity was 32.91, the open interest changed by -6 which decreased total open position to 147


On 11 Mar BIOCON was trading at 328.90. The strike last trading price was 14.9, which was -2.05 lower than the previous day. The implied volatity was 36.10, the open interest changed by -7 which decreased total open position to 154


On 10 Mar BIOCON was trading at 328.15. The strike last trading price was 17, which was 3.35 higher than the previous day. The implied volatity was 36.84, the open interest changed by 9 which increased total open position to 142


On 7 Mar BIOCON was trading at 333.70. The strike last trading price was 14.15, which was 0.55 higher than the previous day. The implied volatity was 35.28, the open interest changed by 35 which increased total open position to 133


On 6 Mar BIOCON was trading at 333.00. The strike last trading price was 14.4, which was -5.5 lower than the previous day. The implied volatity was 32.81, the open interest changed by -8 which decreased total open position to 98


On 5 Mar BIOCON was trading at 324.85. The strike last trading price was 19.8, which was -7.8 lower than the previous day. The implied volatity was 36.63, the open interest changed by 1 which increased total open position to 106


On 4 Mar BIOCON was trading at 314.80. The strike last trading price was 27.6, which was -9.85 lower than the previous day. The implied volatity was 36.47, the open interest changed by -3 which decreased total open position to 106


On 3 Mar BIOCON was trading at 305.05. The strike last trading price was 37.45, which was -1.45 lower than the previous day. The implied volatity was 50.35, the open interest changed by -1 which decreased total open position to 109


On 28 Feb BIOCON was trading at 302.45. The strike last trading price was 38.9, which was 8.9 higher than the previous day. The implied volatity was 48.18, the open interest changed by -1 which decreased total open position to 111


On 27 Feb BIOCON was trading at 311.85. The strike last trading price was 30, which was 6.95 higher than the previous day. The implied volatity was 38.27, the open interest changed by 10 which increased total open position to 112


On 26 Feb BIOCON was trading at 319.80. The strike last trading price was 23.1, which was -1.45 lower than the previous day. The implied volatity was 33.32, the open interest changed by 37 which increased total open position to 102


On 25 Feb BIOCON was trading at 321.20. The strike last trading price was 23.1, which was -1.45 lower than the previous day. The implied volatity was 33.32, the open interest changed by 37 which increased total open position to 102


On 24 Feb BIOCON was trading at 320.85. The strike last trading price was 24.55, which was -0.45 lower than the previous day. The implied volatity was 38.77, the open interest changed by 1 which increased total open position to 65


On 21 Feb BIOCON was trading at 322.50. The strike last trading price was 25, which was 8.85 higher than the previous day. The implied volatity was 38.60, the open interest changed by 19 which increased total open position to 63


On 20 Feb BIOCON was trading at 336.00. The strike last trading price was 16.15, which was 0.1 higher than the previous day. The implied volatity was 38.55, the open interest changed by 3 which increased total open position to 44


On 19 Feb BIOCON was trading at 336.80. The strike last trading price was 16.05, which was -0.2 lower than the previous day. The implied volatity was 38.34, the open interest changed by 5 which increased total open position to 38


On 18 Feb BIOCON was trading at 338.20. The strike last trading price was 16.25, which was 4.35 higher than the previous day. The implied volatity was 39.01, the open interest changed by 24 which increased total open position to 33


On 17 Feb BIOCON was trading at 347.55. The strike last trading price was 11.9, which was 1.8 higher than the previous day. The implied volatity was 38.46, the open interest changed by 4 which increased total open position to 8


On 14 Feb BIOCON was trading at 349.35. The strike last trading price was 10.1, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0


On 13 Feb BIOCON was trading at 359.30. The strike last trading price was 10.1, which was -12.3 lower than the previous day. The implied volatity was 41.38, the open interest changed by 3 which increased total open position to 3


On 12 Feb BIOCON was trading at 355.95. The strike last trading price was 22.4, which was 0 lower than the previous day. The implied volatity was 5.22, 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 22.4, which was 0 lower than the previous day. The implied volatity was 6.30, 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 22.4, which was 0 lower than the previous day. The implied volatity was 9.22, the open interest changed by 0 which decreased total open position to 0


On 5 Feb BIOCON was trading at 390.25. The strike last trading price was 22.4, which was 0 lower than the previous day. The implied volatity was 11.11, 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 22.4, which was 0 lower than the previous day. The implied volatity was 7.65, 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 22.4, which was 0 lower than the previous day. The implied volatity was 6.40, 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 22.4, which was 0 lower than the previous day. The implied volatity was 7.63, the open interest changed by 0 which decreased total open position to 0


On 31 Jan BIOCON was trading at 362.55. The strike last trading price was 22.4, which was 0 lower than the previous day. The implied volatity was 5.83, the open interest changed by 0 which decreased total open position to 0


On 29 Jan BIOCON was trading at 355.70. The strike last trading price was 22.4, which was 0 lower than the previous day. The implied volatity was 4.66, the open interest changed by 0 which decreased total open position to 0


On 27 Jan BIOCON was trading at 370.25. The strike last trading price was 22.4, which was 0 lower than the previous day. The implied volatity was 7.29, the open interest changed by 0 which decreased total open position to 0


On 22 Jan BIOCON was trading at 388.05. The strike last trading price was 22.4, which was 0.00 lower than the previous day. The implied volatity was 9.93, the open interest changed by 0 which decreased total open position to 0


On 15 Jan BIOCON was trading at 382.05. The strike last trading price was 22.4, which was 0.00 lower than the previous day. The implied volatity was 8.69, the open interest changed by 0 which decreased total open position to 0


On 14 Jan BIOCON was trading at 387.65. The strike last trading price was 22.4, which was 0.00 lower than the previous day. The implied volatity was 9.40, the open interest changed by 0 which decreased total open position to 0


On 13 Jan BIOCON was trading at 365.20. The strike last trading price was 22.4, which was 0.00 lower than the previous day. The implied volatity was 5.90, the open interest changed by 0 which decreased total open position to 0


On 10 Jan BIOCON was trading at 360.95. The strike last trading price was 22.4, which was 0.00 lower than the previous day. The implied volatity was 4.80, the open interest changed by 0 which decreased total open position to 0


On 9 Jan BIOCON was trading at 370.70. The strike last trading price was 22.4, which was 0.00 lower than the previous day. The implied volatity was 6.73, the open interest changed by 0 which decreased total open position to 0


On 8 Jan BIOCON was trading at 371.20. The strike last trading price was 22.4, which was 0.00 lower than the previous day. The implied volatity was 6.81, the open interest changed by 0 which decreased total open position to 0


On 7 Jan BIOCON was trading at 382.35. The strike last trading price was 22.4, which was 0.00 lower than the previous day. The implied volatity was 8.57, the open interest changed by 0 which decreased total open position to 0


On 6 Jan BIOCON was trading at 358.10. The strike last trading price was 22.4, which was 0.00 lower than the previous day. The implied volatity was 4.85, the open interest changed by 0 which decreased total open position to 0


On 3 Jan BIOCON was trading at 369.25. The strike last trading price was 22.4, which was 0.00 lower than the previous day. The implied volatity was 6.47, the open interest changed by 0 which decreased total open position to 0


On 2 Jan BIOCON was trading at 373.25. The strike last trading price was 22.4, which was 0.00 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 1 Jan BIOCON was trading at 368.80. The strike last trading price was 22.4, which was 0.00 lower than the previous day. The implied volatity was 6.41, the open interest changed by 0 which decreased total open position to 0


On 31 Dec BIOCON was trading at 365.35. The strike last trading price was 22.4, which was 0.00 lower than the previous day. The implied volatity was 5.79, the open interest changed by 0 which decreased total open position to 0


On 30 Dec BIOCON was trading at 367.70. The strike last trading price was 22.4, which was lower than the previous day. The implied volatity was 6.11, the open interest changed by 0 which decreased total open position to 0