BIOCON
Biocon Limited.
Historical option data for BIOCON
21 Nov 2024 04:11 PM IST
BIOCON 28NOV2024 340 CE | ||||||||||
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Delta: 0.15
Vega: 0.10
Theta: -0.27
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
21 Nov | 323.10 | 1.2 | -0.60 | 35.04 | 807 | 121 | 618 | |||
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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 | |||||||
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Delta: -0.97
Vega: 0.03
Theta: 0.05
Gamma: 0.01
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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