BIOCON
Biocon Limited.
Historical option data for BIOCON
12 Dec 2024 10:21 AM IST
| BIOCON 26DEC2024 345 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.85
Vega: 0.17
Theta: -0.24
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 363.15 | 21 | -7.95 | 27.78 | 2 | -1 | 15 | |||
| 11 Dec | 367.85 | 28.95 | 2.15 | 49.79 | 2 | -1 | 15 | |||
| 10 Dec | 369.20 | 26.8 | -0.85 | 33.13 | 3 | 0 | 17 | |||
| 9 Dec | 369.60 | 27.65 | -6.65 | 32.86 | 8 | -2 | 17 | |||
| 6 Dec | 380.05 | 34.3 | 1.20 | - | 2 | 1 | 19 | |||
| 5 Dec | 375.25 | 33.1 | 1.75 | 21.98 | 9 | -1 | 18 | |||
| 4 Dec | 379.70 | 31.35 | -1.75 | - | 3 | 1 | 19 | |||
| 3 Dec | 373.85 | 33.1 | 6.85 | 33.57 | 2 | 0 | 19 | |||
| 2 Dec | 375.35 | 26.25 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 29 Nov | 365.15 | 26.25 | 0.45 | 31.13 | 4 | -1 | 19 | |||
| 28 Nov | 363.95 | 25.8 | 4.75 | 28.20 | 4 | -3 | 21 | |||
|
|
||||||||||
| 27 Nov | 358.65 | 21.05 | 2.75 | 27.51 | 22 | -3 | 24 | |||
| 26 Nov | 352.65 | 18.3 | 9.75 | 32.15 | 114 | 18 | 28 | |||
| 25 Nov | 336.35 | 8.55 | 1.75 | 28.54 | 15 | 10 | 10 | |||
| 22 Nov | 331.50 | 6.8 | -3.75 | 27.35 | 1 | 0 | 0 | |||
| 21 Nov | 323.10 | 10.55 | 0.00 | 5.56 | 0 | 0 | 0 | |||
| 20 Nov | 327.05 | 10.55 | 0.00 | 4.39 | 0 | 0 | 0 | |||
| 19 Nov | 327.05 | 10.55 | 0.00 | 4.39 | 0 | 0 | 0 | |||
| 18 Nov | 325.35 | 10.55 | 0.00 | 4.48 | 0 | 0 | 0 | |||
| 14 Nov | 335.80 | 10.55 | 0.00 | 1.32 | 0 | 0 | 0 | |||
| 13 Nov | 331.55 | 10.55 | 0.00 | 1.86 | 0 | 0 | 0 | |||
| 12 Nov | 347.50 | 10.55 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 348.70 | 10.55 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 321.30 | 10.55 | 0.00 | 5.01 | 0 | 0 | 0 | |||
| 7 Nov | 328.00 | 10.55 | 3.11 | 0 | 0 | 0 | ||||
For Biocon Limited. - strike price 345 expiring on 26DEC2024
Delta for 345 CE is 0.85
Historical price for 345 CE is as follows
On 12 Dec BIOCON was trading at 363.15. The strike last trading price was 21, which was -7.95 lower than the previous day. The implied volatity was 27.78, the open interest changed by -1 which decreased total open position to 15
On 11 Dec BIOCON was trading at 367.85. The strike last trading price was 28.95, which was 2.15 higher than the previous day. The implied volatity was 49.79, the open interest changed by -1 which decreased total open position to 15
On 10 Dec BIOCON was trading at 369.20. The strike last trading price was 26.8, which was -0.85 lower than the previous day. The implied volatity was 33.13, the open interest changed by 0 which decreased total open position to 17
On 9 Dec BIOCON was trading at 369.60. The strike last trading price was 27.65, which was -6.65 lower than the previous day. The implied volatity was 32.86, the open interest changed by -2 which decreased total open position to 17
On 6 Dec BIOCON was trading at 380.05. The strike last trading price was 34.3, which was 1.20 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 19
On 5 Dec BIOCON was trading at 375.25. The strike last trading price was 33.1, which was 1.75 higher than the previous day. The implied volatity was 21.98, the open interest changed by -1 which decreased total open position to 18
On 4 Dec BIOCON was trading at 379.70. The strike last trading price was 31.35, which was -1.75 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 19
On 3 Dec BIOCON was trading at 373.85. The strike last trading price was 33.1, which was 6.85 higher than the previous day. The implied volatity was 33.57, the open interest changed by 0 which decreased total open position to 19
On 2 Dec BIOCON was trading at 375.35. The strike last trading price was 26.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 29 Nov BIOCON was trading at 365.15. The strike last trading price was 26.25, which was 0.45 higher than the previous day. The implied volatity was 31.13, the open interest changed by -1 which decreased total open position to 19
On 28 Nov BIOCON was trading at 363.95. The strike last trading price was 25.8, which was 4.75 higher than the previous day. The implied volatity was 28.20, the open interest changed by -3 which decreased total open position to 21
On 27 Nov BIOCON was trading at 358.65. The strike last trading price was 21.05, which was 2.75 higher than the previous day. The implied volatity was 27.51, the open interest changed by -3 which decreased total open position to 24
On 26 Nov BIOCON was trading at 352.65. The strike last trading price was 18.3, which was 9.75 higher than the previous day. The implied volatity was 32.15, the open interest changed by 18 which increased total open position to 28
On 25 Nov BIOCON was trading at 336.35. The strike last trading price was 8.55, which was 1.75 higher than the previous day. The implied volatity was 28.54, the open interest changed by 10 which increased total open position to 10
On 22 Nov BIOCON was trading at 331.50. The strike last trading price was 6.8, which was -3.75 lower than the previous day. The implied volatity was 27.35, the open interest changed by 0 which decreased total open position to 0
On 21 Nov BIOCON was trading at 323.10. The strike last trading price was 10.55, which was 0.00 lower than the previous day. The implied volatity was 5.56, the open interest changed by 0 which decreased total open position to 0
On 20 Nov BIOCON was trading at 327.05. The strike last trading price was 10.55, which was 0.00 lower than the previous day. The implied volatity was 4.39, the open interest changed by 0 which decreased total open position to 0
On 19 Nov BIOCON was trading at 327.05. The strike last trading price was 10.55, which was 0.00 lower than the previous day. The implied volatity was 4.39, the open interest changed by 0 which decreased total open position to 0
On 18 Nov BIOCON was trading at 325.35. The strike last trading price was 10.55, which was 0.00 lower than the previous day. The implied volatity was 4.48, the open interest changed by 0 which decreased total open position to 0
On 14 Nov BIOCON was trading at 335.80. The strike last trading price was 10.55, which was 0.00 lower than the previous day. The implied volatity was 1.32, the open interest changed by 0 which decreased total open position to 0
On 13 Nov BIOCON was trading at 331.55. The strike last trading price was 10.55, which was 0.00 lower than the previous day. The implied volatity was 1.86, the open interest changed by 0 which decreased total open position to 0
On 12 Nov BIOCON was trading at 347.50. The strike last trading price was 10.55, 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 11 Nov BIOCON was trading at 348.70. The strike last trading price was 10.55, 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 Nov BIOCON was trading at 321.30. The strike last trading price was 10.55, which was 0.00 lower than the previous day. The implied volatity was 5.01, the open interest changed by 0 which decreased total open position to 0
On 7 Nov BIOCON was trading at 328.00. The strike last trading price was 10.55, which was lower than the previous day. The implied volatity was 3.11, the open interest changed by 0 which decreased total open position to 0
| BIOCON 26DEC2024 345 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.17
Vega: 0.18
Theta: -0.18
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 363.15 | 2.1 | 0.40 | 30.57 | 77 | 33 | 182 |
| 11 Dec | 367.85 | 1.7 | -0.50 | 31.05 | 166 | 59 | 144 |
| 10 Dec | 369.20 | 2.2 | -0.45 | 34.00 | 79 | -15 | 84 |
| 9 Dec | 369.60 | 2.65 | 1.30 | 36.01 | 178 | 13 | 99 |
| 6 Dec | 380.05 | 1.35 | -0.45 | 33.59 | 49 | -24 | 87 |
| 5 Dec | 375.25 | 1.8 | 0.10 | 33.26 | 77 | -3 | 110 |
| 4 Dec | 379.70 | 1.7 | -0.40 | 34.78 | 275 | -3 | 113 |
| 3 Dec | 373.85 | 2.1 | -0.20 | 31.97 | 87 | -10 | 116 |
| 2 Dec | 375.35 | 2.3 | -1.70 | 32.98 | 326 | 36 | 128 |
| 29 Nov | 365.15 | 4 | -1.00 | 31.27 | 160 | 18 | 92 |
| 28 Nov | 363.95 | 5 | -1.80 | 34.23 | 82 | 20 | 74 |
| 27 Nov | 358.65 | 6.8 | -1.50 | 34.23 | 65 | 23 | 52 |
| 26 Nov | 352.65 | 8.3 | -27.35 | 31.82 | 61 | 29 | 29 |
| 25 Nov | 336.35 | 35.65 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 331.50 | 35.65 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 323.10 | 35.65 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 327.05 | 35.65 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 327.05 | 35.65 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 325.35 | 35.65 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 335.80 | 35.65 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 331.55 | 35.65 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 347.50 | 35.65 | 0.00 | 1.58 | 0 | 0 | 0 |
| 11 Nov | 348.70 | 35.65 | 0.00 | 2.14 | 0 | 0 | 0 |
| 8 Nov | 321.30 | 35.65 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 328.00 | 35.65 | - | 0 | 0 | 0 | |
For Biocon Limited. - strike price 345 expiring on 26DEC2024
Delta for 345 PE is -0.17
Historical price for 345 PE is as follows
On 12 Dec BIOCON was trading at 363.15. The strike last trading price was 2.1, which was 0.40 higher than the previous day. The implied volatity was 30.57, the open interest changed by 33 which increased total open position to 182
On 11 Dec BIOCON was trading at 367.85. The strike last trading price was 1.7, which was -0.50 lower than the previous day. The implied volatity was 31.05, the open interest changed by 59 which increased total open position to 144
On 10 Dec BIOCON was trading at 369.20. The strike last trading price was 2.2, which was -0.45 lower than the previous day. The implied volatity was 34.00, the open interest changed by -15 which decreased total open position to 84
On 9 Dec BIOCON was trading at 369.60. The strike last trading price was 2.65, which was 1.30 higher than the previous day. The implied volatity was 36.01, the open interest changed by 13 which increased total open position to 99
On 6 Dec BIOCON was trading at 380.05. The strike last trading price was 1.35, which was -0.45 lower than the previous day. The implied volatity was 33.59, the open interest changed by -24 which decreased total open position to 87
On 5 Dec BIOCON was trading at 375.25. The strike last trading price was 1.8, which was 0.10 higher than the previous day. The implied volatity was 33.26, the open interest changed by -3 which decreased total open position to 110
On 4 Dec BIOCON was trading at 379.70. The strike last trading price was 1.7, which was -0.40 lower than the previous day. The implied volatity was 34.78, the open interest changed by -3 which decreased total open position to 113
On 3 Dec BIOCON was trading at 373.85. The strike last trading price was 2.1, which was -0.20 lower than the previous day. The implied volatity was 31.97, the open interest changed by -10 which decreased total open position to 116
On 2 Dec BIOCON was trading at 375.35. The strike last trading price was 2.3, which was -1.70 lower than the previous day. The implied volatity was 32.98, the open interest changed by 36 which increased total open position to 128
On 29 Nov BIOCON was trading at 365.15. The strike last trading price was 4, which was -1.00 lower than the previous day. The implied volatity was 31.27, the open interest changed by 18 which increased total open position to 92
On 28 Nov BIOCON was trading at 363.95. The strike last trading price was 5, which was -1.80 lower than the previous day. The implied volatity was 34.23, the open interest changed by 20 which increased total open position to 74
On 27 Nov BIOCON was trading at 358.65. The strike last trading price was 6.8, which was -1.50 lower than the previous day. The implied volatity was 34.23, the open interest changed by 23 which increased total open position to 52
On 26 Nov BIOCON was trading at 352.65. The strike last trading price was 8.3, which was -27.35 lower than the previous day. The implied volatity was 31.82, the open interest changed by 29 which increased total open position to 29
On 25 Nov BIOCON was trading at 336.35. The strike last trading price was 35.65, 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 22 Nov BIOCON was trading at 331.50. The strike last trading price was 35.65, 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 21 Nov BIOCON was trading at 323.10. The strike last trading price was 35.65, 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 20 Nov BIOCON was trading at 327.05. The strike last trading price was 35.65, 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 19 Nov BIOCON was trading at 327.05. The strike last trading price was 35.65, 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 18 Nov BIOCON was trading at 325.35. The strike last trading price was 35.65, 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 Nov BIOCON was trading at 335.80. The strike last trading price was 35.65, 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 Nov BIOCON was trading at 331.55. The strike last trading price was 35.65, 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 12 Nov BIOCON was trading at 347.50. The strike last trading price was 35.65, which was 0.00 lower than the previous day. The implied volatity was 1.58, the open interest changed by 0 which decreased total open position to 0
On 11 Nov BIOCON was trading at 348.70. The strike last trading price was 35.65, which was 0.00 lower than the previous day. The implied volatity was 2.14, the open interest changed by 0 which decreased total open position to 0
On 8 Nov BIOCON was trading at 321.30. The strike last trading price was 35.65, 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 Nov BIOCON was trading at 328.00. The strike last trading price was 35.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
