BIOCON
Biocon Limited.
Historical option data for BIOCON
13 Mar 2025 04:11 PM IST
| BIOCON 27MAR2025 345 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.16
Vega: 0.15
Theta: -0.18
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 323.05 | 1.55 | -1.25 | 30.53 | 161 | 63 | 191 | |||
| 12 Mar | 325.10 | 2.8 | -1.3 | 34.33 | 138 | -18 | 124 | |||
| 11 Mar | 328.90 | 4.05 | 0.05 | 32.99 | 128 | 18 | 143 | |||
| 10 Mar | 328.15 | 3.7 | -2.75 | 33.54 | 217 | 7 | 128 | |||
| 7 Mar | 333.70 | 6.15 | -0.15 | 33.81 | 418 | 2 | 121 | |||
| 6 Mar | 333.00 | 5.45 | 1.3 | 32.17 | 349 | 8 | 119 | |||
| 5 Mar | 324.85 | 4.1 | 1.5 | 33.46 | 224 | 1 | 113 | |||
| 4 Mar | 314.80 | 2.45 | 0.75 | 35.42 | 145 | 4 | 109 | |||
| 3 Mar | 305.05 | 1.7 | 0.05 | 37.14 | 146 | 32 | 105 | |||
| 28 Feb | 302.45 | 1.65 | -1.7 | 35.95 | 87 | 32 | 73 | |||
| 27 Feb | 311.85 | 3.15 | -2.6 | 36.27 | 30 | 5 | 41 | |||
| 26 Feb | 319.80 | 5.5 | -1.3 | 36.80 | 70 | 5 | 35 | |||
| 25 Feb | 321.20 | 5.5 | -1.3 | 36.80 | 70 | 4 | 35 | |||
| 24 Feb | 320.85 | 6.8 | 0 | 39.50 | 17 | 7 | 31 | |||
| 21 Feb | 322.50 | 6.8 | -5.55 | 37.59 | 36 | 12 | 23 | |||
| 20 Feb | 336.00 | 12.35 | -1.45 | 35.82 | 11 | 9 | 10 | |||
| 19 Feb | 336.80 | 13.8 | 0 | 0.00 | 0 | 1 | 0 | |||
| 18 Feb | 338.20 | 13.8 | -18.5 | 36.49 | 1 | 0 | 0 | |||
| 17 Feb | 347.55 | 32.3 | 0 | - | 0 | 0 | 0 | |||
| 14 Feb | 349.35 | 32.3 | 0 | - | 0 | 0 | 0 | |||
| 13 Feb | 359.30 | 32.3 | 0 | - | 0 | 0 | 0 | |||
| 12 Feb | 355.95 | 32.3 | 0 | - | 0 | 0 | 0 | |||
| 11 Feb | 362.00 | 32.3 | 0 | - | 0 | 0 | 0 | |||
| 10 Feb | 377.15 | 32.3 | 0 | - | 0 | 0 | 0 | |||
| 5 Feb | 390.25 | 32.3 | 0 | - | 0 | 0 | 0 | |||
| 4 Feb | 371.05 | 32.3 | 0 | - | 0 | 0 | 0 | |||
| 3 Feb | 364.45 | 32.3 | 0 | - | 0 | 0 | 0 | |||
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| 1 Feb | 370.45 | 32.3 | 0 | - | 0 | 0 | 0 | |||
For Biocon Limited. - strike price 345 expiring on 27MAR2025
Delta for 345 CE is 0.16
Historical price for 345 CE is as follows
On 13 Mar BIOCON was trading at 323.05. The strike last trading price was 1.55, which was -1.25 lower than the previous day. The implied volatity was 30.53, the open interest changed by 63 which increased total open position to 191
On 12 Mar BIOCON was trading at 325.10. The strike last trading price was 2.8, which was -1.3 lower than the previous day. The implied volatity was 34.33, the open interest changed by -18 which decreased total open position to 124
On 11 Mar BIOCON was trading at 328.90. The strike last trading price was 4.05, which was 0.05 higher than the previous day. The implied volatity was 32.99, the open interest changed by 18 which increased total open position to 143
On 10 Mar BIOCON was trading at 328.15. The strike last trading price was 3.7, which was -2.75 lower than the previous day. The implied volatity was 33.54, the open interest changed by 7 which increased total open position to 128
On 7 Mar BIOCON was trading at 333.70. The strike last trading price was 6.15, which was -0.15 lower than the previous day. The implied volatity was 33.81, the open interest changed by 2 which increased total open position to 121
On 6 Mar BIOCON was trading at 333.00. The strike last trading price was 5.45, which was 1.3 higher than the previous day. The implied volatity was 32.17, the open interest changed by 8 which increased total open position to 119
On 5 Mar BIOCON was trading at 324.85. The strike last trading price was 4.1, which was 1.5 higher than the previous day. The implied volatity was 33.46, the open interest changed by 1 which increased total open position to 113
On 4 Mar BIOCON was trading at 314.80. The strike last trading price was 2.45, which was 0.75 higher than the previous day. The implied volatity was 35.42, the open interest changed by 4 which increased total open position to 109
On 3 Mar BIOCON was trading at 305.05. The strike last trading price was 1.7, which was 0.05 higher than the previous day. The implied volatity was 37.14, the open interest changed by 32 which increased total open position to 105
On 28 Feb BIOCON was trading at 302.45. The strike last trading price was 1.65, which was -1.7 lower than the previous day. The implied volatity was 35.95, the open interest changed by 32 which increased total open position to 73
On 27 Feb BIOCON was trading at 311.85. The strike last trading price was 3.15, which was -2.6 lower than the previous day. The implied volatity was 36.27, the open interest changed by 5 which increased total open position to 41
On 26 Feb BIOCON was trading at 319.80. The strike last trading price was 5.5, which was -1.3 lower than the previous day. The implied volatity was 36.80, the open interest changed by 5 which increased total open position to 35
On 25 Feb BIOCON was trading at 321.20. The strike last trading price was 5.5, which was -1.3 lower than the previous day. The implied volatity was 36.80, the open interest changed by 4 which increased total open position to 35
On 24 Feb BIOCON was trading at 320.85. The strike last trading price was 6.8, which was 0 lower than the previous day. The implied volatity was 39.50, the open interest changed by 7 which increased total open position to 31
On 21 Feb BIOCON was trading at 322.50. The strike last trading price was 6.8, which was -5.55 lower than the previous day. The implied volatity was 37.59, the open interest changed by 12 which increased total open position to 23
On 20 Feb BIOCON was trading at 336.00. The strike last trading price was 12.35, which was -1.45 lower than the previous day. The implied volatity was 35.82, the open interest changed by 9 which increased total open position to 10
On 19 Feb BIOCON was trading at 336.80. The strike last trading price was 13.8, which was 0 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 18 Feb BIOCON was trading at 338.20. The strike last trading price was 13.8, which was -18.5 lower than the previous day. The implied volatity was 36.49, the open interest changed by 0 which decreased total open position to 0
On 17 Feb BIOCON was trading at 347.55. The strike last trading price was 32.3, 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 32.3, 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 32.3, 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 32.3, 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 32.3, 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 32.3, 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 32.3, 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 32.3, 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 32.3, 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 32.3, 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 27MAR2025 345 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 323.05 | 22.9 | 0 | 0.00 | 0 | -1 | 0 |
| 12 Mar | 325.10 | 22.9 | 3.9 | 41.63 | 1 | 0 | 15 |
| 11 Mar | 328.90 | 18.9 | -1.15 | 38.58 | 9 | 1 | 12 |
| 10 Mar | 328.15 | 19.9 | 4.35 | 34.20 | 47 | 11 | 21 |
| 7 Mar | 333.70 | 15.55 | -1.2 | 29.24 | 1 | 0 | 10 |
| 6 Mar | 333.00 | 17.5 | -5.9 | 32.27 | 38 | 0 | 13 |
| 5 Mar | 324.85 | 23.4 | -7.9 | 36.75 | 12 | 2 | 12 |
| 4 Mar | 314.80 | 31.3 | -1.15 | 34.49 | 6 | -2 | 10 |
| 3 Mar | 305.05 | 32.45 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Feb | 302.45 | 32.45 | 0 | 0.00 | 0 | 0 | 0 |
| 27 Feb | 311.85 | 32.45 | 5.2 | 30.82 | 2 | 0 | 11 |
| 26 Feb | 319.80 | 27.85 | 0.25 | 36.72 | 17 | 7 | 11 |
| 25 Feb | 321.20 | 27.85 | 0.25 | 36.72 | 17 | 7 | 11 |
| 24 Feb | 320.85 | 27.6 | 11.15 | 38.22 | 6 | 5 | 5 |
| 21 Feb | 322.50 | 16.45 | 0 | - | 0 | 0 | 0 |
| 20 Feb | 336.00 | 16.45 | 0 | - | 0 | 0 | 0 |
| 19 Feb | 336.80 | 16.45 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 338.20 | 16.45 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 347.55 | 16.45 | 0 | 1.92 | 0 | 0 | 0 |
| 14 Feb | 349.35 | 16.45 | 0 | 1.95 | 0 | 0 | 0 |
| 13 Feb | 359.30 | 16.45 | 0 | 4.53 | 0 | 0 | 0 |
| 12 Feb | 355.95 | 16.45 | 0 | 4.02 | 0 | 0 | 0 |
| 11 Feb | 362.00 | 16.45 | 0 | 5.15 | 0 | 0 | 0 |
| 10 Feb | 377.15 | 16.45 | 0 | 8.18 | 0 | 0 | 0 |
| 5 Feb | 390.25 | 16.45 | 0 | 10.17 | 0 | 0 | 0 |
| 4 Feb | 371.05 | 16.45 | 0 | 6.55 | 0 | 0 | 0 |
| 3 Feb | 364.45 | 16.45 | 0 | 5.34 | 0 | 0 | 0 |
| 1 Feb | 370.45 | 16.45 | 0 | 6.54 | 0 | 0 | 0 |
For Biocon Limited. - strike price 345 expiring on 27MAR2025
Delta for 345 PE is 0.00
Historical price for 345 PE is as follows
On 13 Mar BIOCON was trading at 323.05. The strike last trading price was 22.9, which was 0 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 12 Mar BIOCON was trading at 325.10. The strike last trading price was 22.9, which was 3.9 higher than the previous day. The implied volatity was 41.63, the open interest changed by 0 which decreased total open position to 15
On 11 Mar BIOCON was trading at 328.90. The strike last trading price was 18.9, which was -1.15 lower than the previous day. The implied volatity was 38.58, the open interest changed by 1 which increased total open position to 12
On 10 Mar BIOCON was trading at 328.15. The strike last trading price was 19.9, which was 4.35 higher than the previous day. The implied volatity was 34.20, the open interest changed by 11 which increased total open position to 21
On 7 Mar BIOCON was trading at 333.70. The strike last trading price was 15.55, which was -1.2 lower than the previous day. The implied volatity was 29.24, the open interest changed by 0 which decreased total open position to 10
On 6 Mar BIOCON was trading at 333.00. The strike last trading price was 17.5, which was -5.9 lower than the previous day. The implied volatity was 32.27, the open interest changed by 0 which decreased total open position to 13
On 5 Mar BIOCON was trading at 324.85. The strike last trading price was 23.4, which was -7.9 lower than the previous day. The implied volatity was 36.75, the open interest changed by 2 which increased total open position to 12
On 4 Mar BIOCON was trading at 314.80. The strike last trading price was 31.3, which was -1.15 lower than the previous day. The implied volatity was 34.49, the open interest changed by -2 which decreased total open position to 10
On 3 Mar BIOCON was trading at 305.05. The strike last trading price was 32.45, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 28 Feb BIOCON was trading at 302.45. The strike last trading price was 32.45, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 27 Feb BIOCON was trading at 311.85. The strike last trading price was 32.45, which was 5.2 higher than the previous day. The implied volatity was 30.82, the open interest changed by 0 which decreased total open position to 11
On 26 Feb BIOCON was trading at 319.80. The strike last trading price was 27.85, which was 0.25 higher than the previous day. The implied volatity was 36.72, the open interest changed by 7 which increased total open position to 11
On 25 Feb BIOCON was trading at 321.20. The strike last trading price was 27.85, which was 0.25 higher than the previous day. The implied volatity was 36.72, the open interest changed by 7 which increased total open position to 11
On 24 Feb BIOCON was trading at 320.85. The strike last trading price was 27.6, which was 11.15 higher than the previous day. The implied volatity was 38.22, the open interest changed by 5 which increased total open position to 5
On 21 Feb BIOCON was trading at 322.50. The strike last trading price was 16.45, 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 20 Feb BIOCON was trading at 336.00. The strike last trading price was 16.45, 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 Feb BIOCON was trading at 336.80. The strike last trading price was 16.45, 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 Feb BIOCON was trading at 338.20. The strike last trading price was 16.45, 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 Feb BIOCON was trading at 347.55. The strike last trading price was 16.45, which was 0 lower than the previous day. The implied volatity was 1.92, 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 16.45, which was 0 lower than the previous day. The implied volatity was 1.95, 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 16.45, which was 0 lower than the previous day. The implied volatity was 4.53, 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 16.45, which was 0 lower than the previous day. The implied volatity was 4.02, 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 16.45, which was 0 lower than the previous day. The implied volatity was 5.15, 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 16.45, which was 0 lower than the previous day. The implied volatity was 8.18, 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 16.45, which was 0 lower than the previous day. The implied volatity was 10.17, 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 16.45, which was 0 lower than the previous day. The implied volatity was 6.55, 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 16.45, which was 0 lower than the previous day. The implied volatity was 5.34, 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 16.45, which was 0 lower than the previous day. The implied volatity was 6.54, the open interest changed by 0 which decreased total open position to 0
