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

323.1 -3.95 (-1.21%)

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Historical option data for BIOCON

21 Nov 2024 04:11 PM IST
BIOCON 28NOV2024 340 CE
Delta: 0.15
Vega: 0.10
Theta: -0.27
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Nov 323.10 1.2 -0.60 35.04 807 121 618
20 Nov 327.05 1.8 0.00 29.89 900 -23 503
19 Nov 327.05 1.8 -0.45 29.89 900 -17 503
18 Nov 325.35 2.25 -3.85 32.37 1,217 -19 524
14 Nov 335.80 6.1 0.70 27.53 3,022 32 538
13 Nov 331.55 5.4 -7.10 27.50 2,744 54 508
12 Nov 347.50 12.5 -1.75 27.77 658 -89 456
11 Nov 348.70 14.25 11.25 28.69 7,342 41 553
8 Nov 321.30 3 -2.15 30.06 822 10 512
7 Nov 328.00 5.15 1.55 29.39 1,741 55 509
6 Nov 322.85 3.6 0.60 27.48 608 -17 457
5 Nov 315.70 3 0.25 32.53 457 -17 475
4 Nov 310.90 2.75 -1.90 34.53 753 166 495
1 Nov 317.80 4.65 0.10 34.07 101 6 330
31 Oct 316.10 4.55 -3.45 - 1,103 108 324
30 Oct 320.70 8 -0.65 - 414 86 214
29 Oct 327.00 8.65 0.65 - 138 12 128
28 Oct 323.75 8 2.25 - 94 -6 113
25 Oct 312.00 5.75 -2.60 - 136 45 119
24 Oct 322.65 8.35 -1.25 - 45 20 74
23 Oct 325.20 9.6 -0.25 - 30 15 54
22 Oct 325.80 9.85 -5.85 - 33 18 40
21 Oct 337.40 15.7 -0.30 - 31 10 22
18 Oct 339.95 16 -0.65 - 11 2 11
17 Oct 339.05 16.65 -3.50 - 6 4 8
16 Oct 346.65 20.15 -1.85 - 2 1 5
15 Oct 352.20 22 -0.15 - 2 1 5
14 Oct 346.50 22.15 0.00 - 0 0 0
11 Oct 346.15 22.15 0.00 - 0 0 0
10 Oct 345.80 22.15 0.00 - 0 0 0
9 Oct 347.05 22.15 0.00 - 0 4 0
8 Oct 342.70 22.15 -17.95 - 6 4 4
7 Oct 340.00 40.1 0.00 - 0 0 0
4 Oct 346.35 40.1 0.00 - 0 0 0
3 Oct 356.55 40.1 40.10 - 0 0 0
13 Sept 378.95 0 0.00 - 0 0 0
12 Sept 376.60 0 0.00 - 0 0 0
11 Sept 385.30 0 0.00 - 0 0 0
10 Sept 386.60 0 0.00 - 0 0 0
4 Sept 379.40 0 0.00 - 0 0 0
3 Sept 361.90 0 0.00 - 0 0 0
2 Sept 363.40 0 - 0 0 0


For Biocon Limited. - strike price 340 expiring on 28NOV2024

Delta for 340 CE is 0.15

Historical price for 340 CE is as follows

On 21 Nov BIOCON was trading at 323.10. The strike last trading price was 1.2, which was -0.60 lower than the previous day. The implied volatity was 35.04, the open interest changed by 121 which increased total open position to 618


On 20 Nov BIOCON was trading at 327.05. The strike last trading price was 1.8, which was 0.00 lower than the previous day. The implied volatity was 29.89, the open interest changed by -23 which decreased total open position to 503


On 19 Nov BIOCON was trading at 327.05. The strike last trading price was 1.8, which was -0.45 lower than the previous day. The implied volatity was 29.89, the open interest changed by -17 which decreased total open position to 503


On 18 Nov BIOCON was trading at 325.35. The strike last trading price was 2.25, which was -3.85 lower than the previous day. The implied volatity was 32.37, the open interest changed by -19 which decreased total open position to 524


On 14 Nov BIOCON was trading at 335.80. The strike last trading price was 6.1, which was 0.70 higher than the previous day. The implied volatity was 27.53, the open interest changed by 32 which increased total open position to 538


On 13 Nov BIOCON was trading at 331.55. The strike last trading price was 5.4, which was -7.10 lower than the previous day. The implied volatity was 27.50, the open interest changed by 54 which increased total open position to 508


On 12 Nov BIOCON was trading at 347.50. The strike last trading price was 12.5, which was -1.75 lower than the previous day. The implied volatity was 27.77, the open interest changed by -89 which decreased total open position to 456


On 11 Nov BIOCON was trading at 348.70. The strike last trading price was 14.25, which was 11.25 higher than the previous day. The implied volatity was 28.69, the open interest changed by 41 which increased total open position to 553


On 8 Nov BIOCON was trading at 321.30. The strike last trading price was 3, which was -2.15 lower than the previous day. The implied volatity was 30.06, the open interest changed by 10 which increased total open position to 512


On 7 Nov BIOCON was trading at 328.00. The strike last trading price was 5.15, which was 1.55 higher than the previous day. The implied volatity was 29.39, the open interest changed by 55 which increased total open position to 509


On 6 Nov BIOCON was trading at 322.85. The strike last trading price was 3.6, which was 0.60 higher than the previous day. The implied volatity was 27.48, the open interest changed by -17 which decreased total open position to 457


On 5 Nov BIOCON was trading at 315.70. The strike last trading price was 3, which was 0.25 higher than the previous day. The implied volatity was 32.53, the open interest changed by -17 which decreased total open position to 475


On 4 Nov BIOCON was trading at 310.90. The strike last trading price was 2.75, which was -1.90 lower than the previous day. The implied volatity was 34.53, the open interest changed by 166 which increased total open position to 495


On 1 Nov BIOCON was trading at 317.80. The strike last trading price was 4.65, which was 0.10 higher than the previous day. The implied volatity was 34.07, the open interest changed by 6 which increased total open position to 330


On 31 Oct BIOCON was trading at 316.10. The strike last trading price was 4.55, which was -3.45 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 8, which was -0.65 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 8.65, which was 0.65 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 8, which was 2.25 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 5.75, which was -2.60 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 8.35, which was -1.25 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 9.6, 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 9.85, which was -5.85 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 15.7, which was -0.30 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 16, which was -0.65 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 16.65, 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 16 Oct BIOCON was trading at 346.65. The strike last trading price was 20.15, which was -1.85 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 22, which was -0.15 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 22.15, 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 22.15, 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 22.15, 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 22.15, 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 22.15, which was -17.95 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 40.1, 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 40.1, 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 40.1, which was 40.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 13 Sept BIOCON was trading at 378.95. 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 which decreased total open position to


On 12 Sept BIOCON was trading at 376.60. 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 which decreased total open position to


On 11 Sept BIOCON was trading at 385.30. 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 which decreased total open position to


On 10 Sept BIOCON was trading at 386.60. 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 which decreased total open position to


On 4 Sept BIOCON was trading at 379.40. 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 which decreased total open position to


On 3 Sept BIOCON was trading at 361.90. 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 which decreased total open position to


On 2 Sept BIOCON was trading at 363.40. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


BIOCON 28NOV2024 340 PE
Delta: -0.97
Vega: 0.03
Theta: 0.05
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Nov 323.10 17.05 2.75 19.59 21 -5 275
20 Nov 327.05 14.3 0.00 27.37 211 -85 280
19 Nov 327.05 14.3 -1.85 27.37 211 -85 280
18 Nov 325.35 16.15 7.75 33.46 253 -22 365
14 Nov 335.80 8.4 -2.25 26.97 1,011 33 387
13 Nov 331.55 10.65 5.90 29.94 2,071 -207 358
12 Nov 347.50 4.75 -0.25 28.29 1,342 -43 563
11 Nov 348.70 5 -15.35 30.67 2,294 419 611
8 Nov 321.30 20.35 4.15 29.22 78 31 191
7 Nov 328.00 16.2 -1.75 32.47 125 5 161
6 Nov 322.85 17.95 -11.85 28.76 23 -2 155
5 Nov 315.70 29.8 0.00 0.00 0 1 0
4 Nov 310.90 29.8 3.45 36.69 9 1 157
1 Nov 317.80 26.35 0.00 0.00 0 76 0
31 Oct 316.10 26.35 0.75 - 107 76 156
30 Oct 320.70 25.6 5.60 - 28 19 80
29 Oct 327.00 20 -1.70 - 19 11 61
28 Oct 323.75 21.7 -9.80 - 6 11 48
25 Oct 312.00 31.5 7.35 - 21 6 37
24 Oct 322.65 24.15 4.75 - 8 2 30
23 Oct 325.20 19.4 -1.70 - 8 3 28
22 Oct 325.80 21.1 6.20 - 12 4 25
21 Oct 337.40 14.9 2.75 - 11 6 19
18 Oct 339.95 12.15 -0.90 - 9 7 12
17 Oct 339.05 13.05 4.05 - 4 2 5
16 Oct 346.65 9 0.00 - 0 0 0
15 Oct 352.20 9 -2.85 - 1 0 3
14 Oct 346.50 11.85 0.00 - 0 0 0
11 Oct 346.15 11.85 0.00 - 0 0 0
10 Oct 345.80 11.85 0.00 - 0 1 0
9 Oct 347.05 11.85 -2.15 - 3 1 3
8 Oct 342.70 14 9.00 - 1 0 1
7 Oct 340.00 5 0.00 - 0 0 0
4 Oct 346.35 5 0.00 - 0 0 0
3 Oct 356.55 5 -13.55 - 0 0 0
13 Sept 378.95 18.55 0.00 - 0 0 0
12 Sept 376.60 18.55 0.00 - 0 0 0
11 Sept 385.30 18.55 0.00 - 0 0 0
10 Sept 386.60 18.55 0.00 - 0 0 0
4 Sept 379.40 18.55 0.00 - 0 0 0
3 Sept 361.90 18.55 18.55 - 0 0 0
2 Sept 363.40 0 - 0 0 0


For Biocon Limited. - strike price 340 expiring on 28NOV2024

Delta for 340 PE is -0.97

Historical price for 340 PE is as follows

On 21 Nov BIOCON was trading at 323.10. The strike last trading price was 17.05, which was 2.75 higher than the previous day. The implied volatity was 19.59, the open interest changed by -5 which decreased total open position to 275


On 20 Nov BIOCON was trading at 327.05. The strike last trading price was 14.3, which was 0.00 lower than the previous day. The implied volatity was 27.37, the open interest changed by -85 which decreased total open position to 280


On 19 Nov BIOCON was trading at 327.05. The strike last trading price was 14.3, which was -1.85 lower than the previous day. The implied volatity was 27.37, the open interest changed by -85 which decreased total open position to 280


On 18 Nov BIOCON was trading at 325.35. The strike last trading price was 16.15, which was 7.75 higher than the previous day. The implied volatity was 33.46, the open interest changed by -22 which decreased total open position to 365


On 14 Nov BIOCON was trading at 335.80. The strike last trading price was 8.4, which was -2.25 lower than the previous day. The implied volatity was 26.97, the open interest changed by 33 which increased total open position to 387


On 13 Nov BIOCON was trading at 331.55. The strike last trading price was 10.65, which was 5.90 higher than the previous day. The implied volatity was 29.94, the open interest changed by -207 which decreased total open position to 358


On 12 Nov BIOCON was trading at 347.50. The strike last trading price was 4.75, which was -0.25 lower than the previous day. The implied volatity was 28.29, the open interest changed by -43 which decreased total open position to 563


On 11 Nov BIOCON was trading at 348.70. The strike last trading price was 5, which was -15.35 lower than the previous day. The implied volatity was 30.67, the open interest changed by 419 which increased total open position to 611


On 8 Nov BIOCON was trading at 321.30. The strike last trading price was 20.35, which was 4.15 higher than the previous day. The implied volatity was 29.22, the open interest changed by 31 which increased total open position to 191


On 7 Nov BIOCON was trading at 328.00. The strike last trading price was 16.2, which was -1.75 lower than the previous day. The implied volatity was 32.47, the open interest changed by 5 which increased total open position to 161


On 6 Nov BIOCON was trading at 322.85. The strike last trading price was 17.95, which was -11.85 lower than the previous day. The implied volatity was 28.76, the open interest changed by -2 which decreased total open position to 155


On 5 Nov BIOCON was trading at 315.70. The strike last trading price was 29.8, 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 4 Nov BIOCON was trading at 310.90. The strike last trading price was 29.8, which was 3.45 higher than the previous day. The implied volatity was 36.69, the open interest changed by 1 which increased total open position to 157


On 1 Nov BIOCON was trading at 317.80. The strike last trading price was 26.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 76 which increased total open position to 0


On 31 Oct BIOCON was trading at 316.10. The strike last trading price was 26.35, which was 0.75 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 25.6, which was 5.60 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 20, which was -1.70 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 21.7, which was -9.80 lower 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 31.5, which was 7.35 higher 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 24.15, which was 4.75 higher 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 19.4, which was -1.70 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 21.1, which was 6.20 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 14.9, which was 2.75 higher 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 12.15, which was -0.90 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 13.05, which was 4.05 higher 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, 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, which was -2.85 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 11.85, 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 11.85, 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 11.85, 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 11.85, which was -2.15 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 14, which was 9.00 higher 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 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 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 5, which was -13.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 13 Sept BIOCON was trading at 378.95. The strike last trading price was 18.55, 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 12 Sept BIOCON was trading at 376.60. The strike last trading price was 18.55, 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 Sept BIOCON was trading at 385.30. The strike last trading price was 18.55, 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 Sept BIOCON was trading at 386.60. The strike last trading price was 18.55, 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 Sept BIOCON was trading at 379.40. The strike last trading price was 18.55, 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 Sept BIOCON was trading at 361.90. The strike last trading price was 18.55, which was 18.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 2 Sept BIOCON was trading at 363.40. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to