BIOCON
Biocon Limited.
Historical option data for BIOCON
24 Apr 2026 01:35 PM IST
| BIOCON 28-Apr-2026 (4d) 345 CE | ||||||||||||||||
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Delta: 0.82
Vega: 0
Theta: -0.26
Gamma: 0.03021
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 351.80 | 8.6 | -4.950000000000001 | 22.05 | 25 | -17 | 207 | |||||||||
| 23 Apr | 358.00 | 13.55 | -0.5 | 34.11 | 60 | 20 | 225 | |||||||||
| 22 Apr | 357.80 | 13.95 | -3.650000000000002 | 23.47 | 94 | -41 | 203 | |||||||||
| 21 Apr | 361.50 | 17.35 | 1.3500000000000014 | 23.18 | 34 | -13 | 244 | |||||||||
| 20 Apr | 359.05 | 16 | -0.3999999999999986 | 29.85 | 30 | 0 | 259 | |||||||||
| 17 Apr | 358.10 | 16.35 | 5.000000000000002 | 31.11 | 213 | -58 | 259 | |||||||||
| 16 Apr | 350.75 | 11.35 | -1.5 | 31.41 | 454 | -130 | 318 | |||||||||
| 15 Apr | 350.35 | 12.7 | 1.3499999999999996 | 35.39 | 372 | -84 | 447 | |||||||||
| 13 Apr | 345.00 | 11.5 | -1.5 | 37.01 | 838 | 249 | 522 | |||||||||
| 10 Apr | 348.60 | 12.85 | 0.34999999999999964 | 34.79 | 194 | -18 | 269 | |||||||||
| 9 Apr | 345.70 | 12.25 | -3.1 | 35.93 | 279 | 99 | 286 | |||||||||
| 8 Apr | 349.80 | 15.85 | 3.5 | 36.42 | 680 | -19 | 188 | |||||||||
| 7 Apr | 340.05 | 12.2 | -8.05 | 41.44 | 731 | 173 | 205 | |||||||||
| 6 Apr | 355.00 | 20.95 | 1.55 | 40.86 | 186 | -12 | 33 | |||||||||
| 2 Apr | 352.55 | 19 | -6.5 | 37.24 | 495 | 43 | 45 | |||||||||
| 1 Apr | 365.20 | 25.5 | -10.15 | - | 0 | 0 | 2 | |||||||||
| 30 Mar | 360.90 | 25.5 | -10.15 | 38.01 | 2 | 0 | 4 | |||||||||
| 27 Mar | 370.10 | 35.65 | 0.45 | 41.46 | 3 | 2 | 3 | |||||||||
| 25 Mar | 379.65 | 35.2 | -19.7 | - | 0 | 0 | 1 | |||||||||
| 24 Mar | 369.05 | 35.2 | -19.7 | - | 0 | 0 | 1 | |||||||||
| 23 Mar | 367.15 | 35.2 | -19.7 | 47 | 1 | 0 | 0 | |||||||||
| 20 Mar | 380.95 | 54.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 368.55 | 54.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 382.60 | 54.9 | 0 | - | 0 | 0 | 0 | |||||||||
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| 17 Mar | 377.55 | 54.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 377.05 | 54.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 383.55 | - | - | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 392.20 | 54.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 395.35 | 54.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 395.80 | 54.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 389.70 | 54.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 390.70 | 54.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 386.80 | 54.9 | 0 | - | 0 | 0 | 0 | |||||||||
For Biocon Limited. - strike price 345 expiring on 28APR2026
Delta for 345 CE is 0.82
Historical price for 345 CE is as follows
On 24 Apr BIOCON was trading at 351.80. The strike last trading price was 8.6, which was -4.950000000000001 lower than the previous day. The implied volatity was 22.05, the open interest changed by -17 which decreased total open position to 207
On 23 Apr BIOCON was trading at 358.00. The strike last trading price was 13.55, which was -0.5 lower than the previous day. The implied volatity was 34.11, the open interest changed by 20 which increased total open position to 225
On 22 Apr BIOCON was trading at 357.80. The strike last trading price was 13.95, which was -3.650000000000002 lower than the previous day. The implied volatity was 23.47, the open interest changed by -41 which decreased total open position to 203
On 21 Apr BIOCON was trading at 361.50. The strike last trading price was 17.35, which was 1.3500000000000014 higher than the previous day. The implied volatity was 23.18, the open interest changed by -13 which decreased total open position to 244
On 20 Apr BIOCON was trading at 359.05. The strike last trading price was 16, which was -0.3999999999999986 lower than the previous day. The implied volatity was 29.85, the open interest changed by 0 which decreased total open position to 259
On 17 Apr BIOCON was trading at 358.10. The strike last trading price was 16.35, which was 5.000000000000002 higher than the previous day. The implied volatity was 31.11, the open interest changed by -58 which decreased total open position to 259
On 16 Apr BIOCON was trading at 350.75. The strike last trading price was 11.35, which was -1.5 lower than the previous day. The implied volatity was 31.41, the open interest changed by -130 which decreased total open position to 318
On 15 Apr BIOCON was trading at 350.35. The strike last trading price was 12.7, which was 1.3499999999999996 higher than the previous day. The implied volatity was 35.39, the open interest changed by -84 which decreased total open position to 447
On 13 Apr BIOCON was trading at 345.00. The strike last trading price was 11.5, which was -1.5 lower than the previous day. The implied volatity was 37.01, the open interest changed by 249 which increased total open position to 522
On 10 Apr BIOCON was trading at 348.60. The strike last trading price was 12.85, which was 0.34999999999999964 higher than the previous day. The implied volatity was 34.79, the open interest changed by -18 which decreased total open position to 269
On 9 Apr BIOCON was trading at 345.70. The strike last trading price was 12.25, which was -3.1 lower than the previous day. The implied volatity was 35.93, the open interest changed by 99 which increased total open position to 286
On 8 Apr BIOCON was trading at 349.80. The strike last trading price was 15.85, which was 3.5 higher than the previous day. The implied volatity was 36.42, the open interest changed by -19 which decreased total open position to 188
On 7 Apr BIOCON was trading at 340.05. The strike last trading price was 12.2, which was -8.05 lower than the previous day. The implied volatity was 41.44, the open interest changed by 173 which increased total open position to 205
On 6 Apr BIOCON was trading at 355.00. The strike last trading price was 20.95, which was 1.55 higher than the previous day. The implied volatity was 40.86, the open interest changed by -12 which decreased total open position to 33
On 2 Apr BIOCON was trading at 352.55. The strike last trading price was 19, which was -6.5 lower than the previous day. The implied volatity was 37.24, the open interest changed by 43 which increased total open position to 45
On 1 Apr BIOCON was trading at 365.20. The strike last trading price was 25.5, which was -10.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 30 Mar BIOCON was trading at 360.90. The strike last trading price was 25.5, which was -10.15 lower than the previous day. The implied volatity was 38.01, the open interest changed by 0 which decreased total open position to 4
On 27 Mar BIOCON was trading at 370.10. The strike last trading price was 35.65, which was 0.45 higher than the previous day. The implied volatity was 41.46, the open interest changed by 2 which increased total open position to 3
On 25 Mar BIOCON was trading at 379.65. The strike last trading price was 35.2, which was -19.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 24 Mar BIOCON was trading at 369.05. The strike last trading price was 35.2, which was -19.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 23 Mar BIOCON was trading at 367.15. The strike last trading price was 35.2, which was -19.7 lower than the previous day. The implied volatity was 47, the open interest changed by 0 which decreased total open position to 0
On 20 Mar BIOCON was trading at 380.95. The strike last trading price was 54.9, 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 19 Mar BIOCON was trading at 368.55. The strike last trading price was 54.9, 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 54.9, 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 54.9, 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 54.9, 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 Mar BIOCON was trading at 383.55. 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 12 Mar BIOCON was trading at 392.20. The strike last trading price was 54.9, 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 Mar BIOCON was trading at 395.35. The strike last trading price was 54.9, 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 Mar BIOCON was trading at 395.80. The strike last trading price was 54.9, 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 9 Mar BIOCON was trading at 389.70. The strike last trading price was 54.9, 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 6 Mar BIOCON was trading at 390.70. The strike last trading price was 54.9, 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 Mar BIOCON was trading at 386.80. The strike last trading price was 54.9, 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) 345 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.22
Vega: 0
Theta: -0.29
Gamma: 0.03014
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 351.80 | 1.25 | 0.55 | 25.33 | 166 | -3 | 409 |
| 23 Apr | 358.00 | 0.7 | -0.44999999999999996 | 26.78 | 210 | 10 | 410 |
| 22 Apr | 357.80 | 1.05 | -0.25 | 28.26 | 144 | -29 | 400 |
| 21 Apr | 361.50 | 1.25 | -1.0499999999999998 | 32.54 | 218 | -37 | 429 |
| 20 Apr | 359.05 | 2.35 | -0.6000000000000001 | 34.02 | 322 | 125 | 471 |
| 17 Apr | 358.10 | 2.7 | -2.8999999999999995 | 31.41 | 538 | 28 | 346 |
| 16 Apr | 350.75 | 5.4 | -0.5999999999999996 | 32.18 | 240 | -22 | 316 |
| 15 Apr | 350.35 | 5.9 | -3.3499999999999996 | 32.5 | 225 | 39 | 338 |
| 13 Apr | 345.00 | 9.15 | 0.75 | 35.53 | 270 | -1 | 291 |
| 10 Apr | 348.60 | 8.4 | -2 | 33.22 | 298 | -9 | 290 |
| 9 Apr | 345.70 | 10.3 | 1.3 | 35.9 | 340 | 26 | 299 |
| 8 Apr | 349.80 | 8.2 | -7.2 | 35.58 | 655 | -3 | 275 |
| 7 Apr | 340.05 | 15.25 | 6.85 | 42.29 | 1,032 | 99 | 280 |
| 6 Apr | 355.00 | 7.65 | -2.8 | 37.65 | 376 | 63 | 179 |
| 2 Apr | 352.55 | 10.55 | 4.7 | 40.04 | 838 | 8 | 117 |
| 1 Apr | 365.20 | 5.85 | -3 | 37.23 | 84 | 30 | 108 |
| 30 Mar | 360.90 | 9.15 | 3.4 | 41.88 | 85 | 51 | 82 |
| 27 Mar | 370.10 | 5.75 | 1.75 | 38.92 | 11 | 4 | 32 |
| 25 Mar | 379.65 | 4 | -2.8 | 37.23 | 8 | 1 | 25 |
| 24 Mar | 369.05 | 6.6 | -0.3 | 39.02 | 31 | 11 | 24 |
| 23 Mar | 367.15 | 6.9 | 2.3 | 37.42 | 1 | 0 | 13 |
| 20 Mar | 380.95 | 4.6 | -2.65 | 37.4 | 1 | 0 | 12 |
| 19 Mar | 368.55 | 7.25 | 2.25 | 37.98 | 7 | 1 | 13 |
| 18 Mar | 382.60 | 5 | 2.45 | - | 0 | 0 | 12 |
| 17 Mar | 377.55 | 5 | 2.45 | 35.91 | 17 | 5 | 13 |
| 16 Mar | 377.05 | 2.55 | -0.9 | - | 0 | 0 | 0 |
| 13 Mar | 383.55 | - | - | - | 0 | 0 | 0 |
| 12 Mar | 392.20 | 2.55 | -0.9 | - | 0 | 0 | 8 |
| 11 Mar | 395.35 | 2.55 | -0.9 | - | 0 | 0 | 8 |
| 10 Mar | 395.80 | 2.55 | -0.9 | 34.04 | 2 | 1 | 8 |
| 9 Mar | 389.70 | 3.45 | -0.3 | 34.73 | 8 | -5 | 8 |
| 6 Mar | 390.70 | 3.75 | -1.45 | - | 0 | 0 | 13 |
| 5 Mar | 386.80 | 3.75 | -1.45 | 33.82 | 13 | 12 | 12 |
For Biocon Limited. - strike price 345 expiring on 28APR2026
Delta for 345 PE is -0.22
Historical price for 345 PE is as follows
On 24 Apr BIOCON was trading at 351.80. The strike last trading price was 1.25, which was 0.55 higher than the previous day. The implied volatity was 25.33, the open interest changed by -3 which decreased total open position to 409
On 23 Apr BIOCON was trading at 358.00. The strike last trading price was 0.7, which was -0.44999999999999996 lower than the previous day. The implied volatity was 26.78, the open interest changed by 10 which increased total open position to 410
On 22 Apr BIOCON was trading at 357.80. The strike last trading price was 1.05, which was -0.25 lower than the previous day. The implied volatity was 28.26, the open interest changed by -29 which decreased total open position to 400
On 21 Apr BIOCON was trading at 361.50. The strike last trading price was 1.25, which was -1.0499999999999998 lower than the previous day. The implied volatity was 32.54, the open interest changed by -37 which decreased total open position to 429
On 20 Apr BIOCON was trading at 359.05. The strike last trading price was 2.35, which was -0.6000000000000001 lower than the previous day. The implied volatity was 34.02, the open interest changed by 125 which increased total open position to 471
On 17 Apr BIOCON was trading at 358.10. The strike last trading price was 2.7, which was -2.8999999999999995 lower than the previous day. The implied volatity was 31.41, the open interest changed by 28 which increased total open position to 346
On 16 Apr BIOCON was trading at 350.75. The strike last trading price was 5.4, which was -0.5999999999999996 lower than the previous day. The implied volatity was 32.18, the open interest changed by -22 which decreased total open position to 316
On 15 Apr BIOCON was trading at 350.35. The strike last trading price was 5.9, which was -3.3499999999999996 lower than the previous day. The implied volatity was 32.5, the open interest changed by 39 which increased total open position to 338
On 13 Apr BIOCON was trading at 345.00. The strike last trading price was 9.15, which was 0.75 higher than the previous day. The implied volatity was 35.53, the open interest changed by -1 which decreased total open position to 291
On 10 Apr BIOCON was trading at 348.60. The strike last trading price was 8.4, which was -2 lower than the previous day. The implied volatity was 33.22, the open interest changed by -9 which decreased total open position to 290
On 9 Apr BIOCON was trading at 345.70. The strike last trading price was 10.3, which was 1.3 higher than the previous day. The implied volatity was 35.9, the open interest changed by 26 which increased total open position to 299
On 8 Apr BIOCON was trading at 349.80. The strike last trading price was 8.2, which was -7.2 lower than the previous day. The implied volatity was 35.58, the open interest changed by -3 which decreased total open position to 275
On 7 Apr BIOCON was trading at 340.05. The strike last trading price was 15.25, which was 6.85 higher than the previous day. The implied volatity was 42.29, the open interest changed by 99 which increased total open position to 280
On 6 Apr BIOCON was trading at 355.00. The strike last trading price was 7.65, which was -2.8 lower than the previous day. The implied volatity was 37.65, the open interest changed by 63 which increased total open position to 179
On 2 Apr BIOCON was trading at 352.55. The strike last trading price was 10.55, which was 4.7 higher than the previous day. The implied volatity was 40.04, the open interest changed by 8 which increased total open position to 117
On 1 Apr BIOCON was trading at 365.20. The strike last trading price was 5.85, which was -3 lower than the previous day. The implied volatity was 37.23, the open interest changed by 30 which increased total open position to 108
On 30 Mar BIOCON was trading at 360.90. The strike last trading price was 9.15, which was 3.4 higher than the previous day. The implied volatity was 41.88, the open interest changed by 51 which increased total open position to 82
On 27 Mar BIOCON was trading at 370.10. The strike last trading price was 5.75, which was 1.75 higher than the previous day. The implied volatity was 38.92, the open interest changed by 4 which increased total open position to 32
On 25 Mar BIOCON was trading at 379.65. The strike last trading price was 4, which was -2.8 lower than the previous day. The implied volatity was 37.23, the open interest changed by 1 which increased total open position to 25
On 24 Mar BIOCON was trading at 369.05. The strike last trading price was 6.6, which was -0.3 lower than the previous day. The implied volatity was 39.02, the open interest changed by 11 which increased total open position to 24
On 23 Mar BIOCON was trading at 367.15. The strike last trading price was 6.9, which was 2.3 higher than the previous day. The implied volatity was 37.42, the open interest changed by 0 which decreased total open position to 13
On 20 Mar BIOCON was trading at 380.95. The strike last trading price was 4.6, which was -2.65 lower than the previous day. The implied volatity was 37.4, the open interest changed by 0 which decreased total open position to 12
On 19 Mar BIOCON was trading at 368.55. The strike last trading price was 7.25, which was 2.25 higher than the previous day. The implied volatity was 37.98, the open interest changed by 1 which increased total open position to 13
On 18 Mar BIOCON was trading at 382.60. The strike last trading price was 5, which was 2.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 17 Mar BIOCON was trading at 377.55. The strike last trading price was 5, which was 2.45 higher than the previous day. The implied volatity was 35.91, the open interest changed by 5 which increased total open position to 13
On 16 Mar BIOCON was trading at 377.05. The strike last trading price was 2.55, which was -0.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar BIOCON was trading at 383.55. 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 12 Mar BIOCON was trading at 392.20. The strike last trading price was 2.55, which was -0.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 11 Mar BIOCON was trading at 395.35. The strike last trading price was 2.55, which was -0.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 10 Mar BIOCON was trading at 395.80. The strike last trading price was 2.55, which was -0.9 lower than the previous day. The implied volatity was 34.04, the open interest changed by 1 which increased total open position to 8
On 9 Mar BIOCON was trading at 389.70. The strike last trading price was 3.45, which was -0.3 lower than the previous day. The implied volatity was 34.73, the open interest changed by -5 which decreased total open position to 8
On 6 Mar BIOCON was trading at 390.70. The strike last trading price was 3.75, which was -1.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 5 Mar BIOCON was trading at 386.80. The strike last trading price was 3.75, which was -1.45 lower than the previous day. The implied volatity was 33.82, the open interest changed by 12 which increased total open position to 12
