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

363.2 -4.65 (-1.26%)

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Historical option data for BIOCON

12 Dec 2024 10:21 AM IST
BIOCON 26DEC2024 350 CE
Delta: 0.78
Vega: 0.21
Theta: -0.28
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 363.15 17 -4.45 27.70 9 -1 222
11 Dec 367.85 21.45 -1.15 32.94 7 -1 223
10 Dec 369.20 22.6 -1.40 32.26 36 5 223
9 Dec 369.60 24 -5.85 34.54 45 5 218
6 Dec 380.05 29.85 -0.05 - 42 -27 213
5 Dec 375.25 29.9 -3.75 30.97 145 -66 239
4 Dec 379.70 33.65 5.85 29.18 136 -20 307
3 Dec 373.85 27.8 -2.20 28.22 30 -1 327
2 Dec 375.35 30 7.75 33.05 129 -17 330
29 Nov 365.15 22.25 -0.20 29.99 214 -15 347
28 Nov 363.95 22.45 4.05 29.40 298 3 362
27 Nov 358.65 18.4 3.40 29.53 955 -13 359
26 Nov 352.65 15 8.00 30.99 1,573 112 375
25 Nov 336.35 7 1.30 29.28 259 135 244
22 Nov 331.50 5.7 0.80 28.48 76 27 136
21 Nov 323.10 4.9 -0.30 33.32 107 1 108
20 Nov 327.05 5.2 0.00 30.08 76 11 107
19 Nov 327.05 5.2 -0.60 30.08 76 11 107
18 Nov 325.35 5.8 -2.85 32.05 41 6 96
14 Nov 335.80 8.65 0.30 28.05 74 32 90
13 Nov 331.55 8.35 -4.80 28.96 68 33 58
12 Nov 347.50 13.15 -1.30 26.82 21 -6 24
11 Nov 348.70 14.45 8.45 27.11 75 22 28
8 Nov 321.30 6 -2.50 31.83 1 0 5
7 Nov 328.00 8.5 -37.45 31.94 6 4 5
29 Oct 327.00 45.95 0.00 - 0 0 0
28 Oct 323.75 45.95 0.00 - 0 0 0
25 Oct 312.00 45.95 0.00 - 0 0 0
24 Oct 322.65 45.95 0.00 - 0 0 0
23 Oct 325.20 45.95 0.00 - 0 0 0
22 Oct 325.80 45.95 0.00 - 0 0 0
21 Oct 337.40 45.95 0.00 - 0 0 0
18 Oct 339.95 45.95 45.95 - 0 0 0
17 Oct 339.05 0 0.00 - 0 0 0
16 Oct 346.65 0 0.00 - 0 0 0
15 Oct 352.20 0 0.00 - 0 0 0
14 Oct 346.50 0 0.00 - 0 0 0
11 Oct 346.15 0 0.00 - 0 0 0
10 Oct 345.80 0 0.00 - 0 0 0
9 Oct 347.05 0 0.00 - 0 0 0
8 Oct 342.70 0 0.00 - 0 0 0
7 Oct 340.00 0 0.00 - 0 0 0
4 Oct 346.35 0 0.00 - 0 0 0
3 Oct 356.55 0 0.00 - 0 0 0
1 Oct 370.65 0 0.00 - 0 0 0
30 Sept 363.10 0 - 0 0 0


For Biocon Limited. - strike price 350 expiring on 26DEC2024

Delta for 350 CE is 0.78

Historical price for 350 CE is as follows

On 12 Dec BIOCON was trading at 363.15. The strike last trading price was 17, which was -4.45 lower than the previous day. The implied volatity was 27.70, the open interest changed by -1 which decreased total open position to 222


On 11 Dec BIOCON was trading at 367.85. The strike last trading price was 21.45, which was -1.15 lower than the previous day. The implied volatity was 32.94, the open interest changed by -1 which decreased total open position to 223


On 10 Dec BIOCON was trading at 369.20. The strike last trading price was 22.6, which was -1.40 lower than the previous day. The implied volatity was 32.26, the open interest changed by 5 which increased total open position to 223


On 9 Dec BIOCON was trading at 369.60. The strike last trading price was 24, which was -5.85 lower than the previous day. The implied volatity was 34.54, the open interest changed by 5 which increased total open position to 218


On 6 Dec BIOCON was trading at 380.05. The strike last trading price was 29.85, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -27 which decreased total open position to 213


On 5 Dec BIOCON was trading at 375.25. The strike last trading price was 29.9, which was -3.75 lower than the previous day. The implied volatity was 30.97, the open interest changed by -66 which decreased total open position to 239


On 4 Dec BIOCON was trading at 379.70. The strike last trading price was 33.65, which was 5.85 higher than the previous day. The implied volatity was 29.18, the open interest changed by -20 which decreased total open position to 307


On 3 Dec BIOCON was trading at 373.85. The strike last trading price was 27.8, which was -2.20 lower than the previous day. The implied volatity was 28.22, the open interest changed by -1 which decreased total open position to 327


On 2 Dec BIOCON was trading at 375.35. The strike last trading price was 30, which was 7.75 higher than the previous day. The implied volatity was 33.05, the open interest changed by -17 which decreased total open position to 330


On 29 Nov BIOCON was trading at 365.15. The strike last trading price was 22.25, which was -0.20 lower than the previous day. The implied volatity was 29.99, the open interest changed by -15 which decreased total open position to 347


On 28 Nov BIOCON was trading at 363.95. The strike last trading price was 22.45, which was 4.05 higher than the previous day. The implied volatity was 29.40, the open interest changed by 3 which increased total open position to 362


On 27 Nov BIOCON was trading at 358.65. The strike last trading price was 18.4, which was 3.40 higher than the previous day. The implied volatity was 29.53, the open interest changed by -13 which decreased total open position to 359


On 26 Nov BIOCON was trading at 352.65. The strike last trading price was 15, which was 8.00 higher than the previous day. The implied volatity was 30.99, the open interest changed by 112 which increased total open position to 375


On 25 Nov BIOCON was trading at 336.35. The strike last trading price was 7, which was 1.30 higher than the previous day. The implied volatity was 29.28, the open interest changed by 135 which increased total open position to 244


On 22 Nov BIOCON was trading at 331.50. The strike last trading price was 5.7, which was 0.80 higher than the previous day. The implied volatity was 28.48, the open interest changed by 27 which increased total open position to 136


On 21 Nov BIOCON was trading at 323.10. The strike last trading price was 4.9, which was -0.30 lower than the previous day. The implied volatity was 33.32, the open interest changed by 1 which increased total open position to 108


On 20 Nov BIOCON was trading at 327.05. The strike last trading price was 5.2, which was 0.00 lower than the previous day. The implied volatity was 30.08, the open interest changed by 11 which increased total open position to 107


On 19 Nov BIOCON was trading at 327.05. The strike last trading price was 5.2, which was -0.60 lower than the previous day. The implied volatity was 30.08, the open interest changed by 11 which increased total open position to 107


On 18 Nov BIOCON was trading at 325.35. The strike last trading price was 5.8, which was -2.85 lower than the previous day. The implied volatity was 32.05, the open interest changed by 6 which increased total open position to 96


On 14 Nov BIOCON was trading at 335.80. The strike last trading price was 8.65, which was 0.30 higher than the previous day. The implied volatity was 28.05, the open interest changed by 32 which increased total open position to 90


On 13 Nov BIOCON was trading at 331.55. The strike last trading price was 8.35, which was -4.80 lower than the previous day. The implied volatity was 28.96, the open interest changed by 33 which increased total open position to 58


On 12 Nov BIOCON was trading at 347.50. The strike last trading price was 13.15, which was -1.30 lower than the previous day. The implied volatity was 26.82, the open interest changed by -6 which decreased total open position to 24


On 11 Nov BIOCON was trading at 348.70. The strike last trading price was 14.45, which was 8.45 higher than the previous day. The implied volatity was 27.11, the open interest changed by 22 which increased total open position to 28


On 8 Nov BIOCON was trading at 321.30. The strike last trading price was 6, which was -2.50 lower than the previous day. The implied volatity was 31.83, the open interest changed by 0 which decreased total open position to 5


On 7 Nov BIOCON was trading at 328.00. The strike last trading price was 8.5, which was -37.45 lower than the previous day. The implied volatity was 31.94, the open interest changed by 4 which increased total open position to 5


On 29 Oct BIOCON was trading at 327.00. The strike last trading price was 45.95, 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 28 Oct BIOCON was trading at 323.75. The strike last trading price was 45.95, 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 25 Oct BIOCON was trading at 312.00. The strike last trading price was 45.95, 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 24 Oct BIOCON was trading at 322.65. The strike last trading price was 45.95, 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 23 Oct BIOCON was trading at 325.20. The strike last trading price was 45.95, 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 22 Oct BIOCON was trading at 325.80. The strike last trading price was 45.95, 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 21 Oct BIOCON was trading at 337.40. The strike last trading price was 45.95, 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 18 Oct BIOCON was trading at 339.95. The strike last trading price was 45.95, which was 45.95 higher 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 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 16 Oct BIOCON was trading at 346.65. 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 15 Oct BIOCON was trading at 352.20. 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 14 Oct BIOCON was trading at 346.50. 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 Oct BIOCON was trading at 346.15. 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 Oct BIOCON was trading at 345.80. 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 9 Oct BIOCON was trading at 347.05. 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 8 Oct BIOCON was trading at 342.70. 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 7 Oct BIOCON was trading at 340.00. 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 Oct BIOCON was trading at 346.35. 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 Oct BIOCON was trading at 356.55. 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 1 Oct BIOCON was trading at 370.65. 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 30 Sept BIOCON was trading at 363.10. 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 26DEC2024 350 PE
Delta: -0.23
Vega: 0.22
Theta: -0.20
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 363.15 2.95 0.50 29.37 205 13 634
11 Dec 367.85 2.45 -0.45 30.24 445 20 622
10 Dec 369.20 2.9 -0.65 32.64 457 -61 602
9 Dec 369.60 3.55 1.75 35.30 1,093 -2 665
6 Dec 380.05 1.8 -0.35 32.62 364 33 667
5 Dec 375.25 2.15 -0.05 31.25 676 -77 638
4 Dec 379.70 2.2 -0.60 33.82 888 -59 720
3 Dec 373.85 2.8 -0.20 31.28 295 56 779
2 Dec 375.35 3 -2.10 32.22 1,440 149 742
29 Nov 365.15 5.1 -1.35 30.54 559 117 599
28 Nov 363.95 6.45 -1.95 34.24 1,048 171 476
27 Nov 358.65 8.4 -1.85 33.77 658 125 305
26 Nov 352.65 10.25 -7.55 31.41 437 75 180
25 Nov 336.35 17.8 -4.20 29.17 88 88 105
22 Nov 331.50 22 -6.65 31.61 11 8 25
21 Nov 323.10 28.65 5.15 31.72 6 5 16
20 Nov 327.05 23.5 0.00 23.77 6 4 10
19 Nov 327.05 23.5 0.50 23.77 6 3 10
18 Nov 325.35 23 6.70 19.14 6 5 6
14 Nov 335.80 16.3 0.00 0.00 0 1 0
13 Nov 331.55 16.3 -0.50 19.65 1 0 0
12 Nov 347.50 16.8 0.00 0.19 0 0 0
11 Nov 348.70 16.8 0.00 0.76 0 0 0
8 Nov 321.30 16.8 0.00 - 0 0 0
7 Nov 328.00 16.8 0.00 - 0 0 0
29 Oct 327.00 16.8 0.00 - 0 0 0
28 Oct 323.75 16.8 0.00 - 0 0 0
25 Oct 312.00 16.8 0.00 - 0 0 0
24 Oct 322.65 16.8 0.00 - 0 0 0
23 Oct 325.20 16.8 0.00 - 0 0 0
22 Oct 325.80 16.8 0.00 - 0 0 0
21 Oct 337.40 16.8 0.00 - 0 0 0
18 Oct 339.95 16.8 16.80 - 0 0 0
17 Oct 339.05 0 0.00 - 0 0 0
16 Oct 346.65 0 0.00 - 0 0 0
15 Oct 352.20 0 0.00 - 0 0 0
14 Oct 346.50 0 0.00 - 0 0 0
11 Oct 346.15 0 0.00 - 0 0 0
10 Oct 345.80 0 0.00 - 0 0 0
9 Oct 347.05 0 0.00 - 0 0 0
8 Oct 342.70 0 0.00 - 0 0 0
7 Oct 340.00 0 0.00 - 0 0 0
4 Oct 346.35 0 0.00 - 0 0 0
3 Oct 356.55 0 0.00 - 0 0 0
1 Oct 370.65 0 0.00 - 0 0 0
30 Sept 363.10 0 - 0 0 0


For Biocon Limited. - strike price 350 expiring on 26DEC2024

Delta for 350 PE is -0.23

Historical price for 350 PE is as follows

On 12 Dec BIOCON was trading at 363.15. The strike last trading price was 2.95, which was 0.50 higher than the previous day. The implied volatity was 29.37, the open interest changed by 13 which increased total open position to 634


On 11 Dec BIOCON was trading at 367.85. The strike last trading price was 2.45, which was -0.45 lower than the previous day. The implied volatity was 30.24, the open interest changed by 20 which increased total open position to 622


On 10 Dec BIOCON was trading at 369.20. The strike last trading price was 2.9, which was -0.65 lower than the previous day. The implied volatity was 32.64, the open interest changed by -61 which decreased total open position to 602


On 9 Dec BIOCON was trading at 369.60. The strike last trading price was 3.55, which was 1.75 higher than the previous day. The implied volatity was 35.30, the open interest changed by -2 which decreased total open position to 665


On 6 Dec BIOCON was trading at 380.05. The strike last trading price was 1.8, which was -0.35 lower than the previous day. The implied volatity was 32.62, the open interest changed by 33 which increased total open position to 667


On 5 Dec BIOCON was trading at 375.25. The strike last trading price was 2.15, which was -0.05 lower than the previous day. The implied volatity was 31.25, the open interest changed by -77 which decreased total open position to 638


On 4 Dec BIOCON was trading at 379.70. The strike last trading price was 2.2, which was -0.60 lower than the previous day. The implied volatity was 33.82, the open interest changed by -59 which decreased total open position to 720


On 3 Dec BIOCON was trading at 373.85. The strike last trading price was 2.8, which was -0.20 lower than the previous day. The implied volatity was 31.28, the open interest changed by 56 which increased total open position to 779


On 2 Dec BIOCON was trading at 375.35. The strike last trading price was 3, which was -2.10 lower than the previous day. The implied volatity was 32.22, the open interest changed by 149 which increased total open position to 742


On 29 Nov BIOCON was trading at 365.15. The strike last trading price was 5.1, which was -1.35 lower than the previous day. The implied volatity was 30.54, the open interest changed by 117 which increased total open position to 599


On 28 Nov BIOCON was trading at 363.95. The strike last trading price was 6.45, which was -1.95 lower than the previous day. The implied volatity was 34.24, the open interest changed by 171 which increased total open position to 476


On 27 Nov BIOCON was trading at 358.65. The strike last trading price was 8.4, which was -1.85 lower than the previous day. The implied volatity was 33.77, the open interest changed by 125 which increased total open position to 305


On 26 Nov BIOCON was trading at 352.65. The strike last trading price was 10.25, which was -7.55 lower than the previous day. The implied volatity was 31.41, the open interest changed by 75 which increased total open position to 180


On 25 Nov BIOCON was trading at 336.35. The strike last trading price was 17.8, which was -4.20 lower than the previous day. The implied volatity was 29.17, the open interest changed by 88 which increased total open position to 105


On 22 Nov BIOCON was trading at 331.50. The strike last trading price was 22, which was -6.65 lower than the previous day. The implied volatity was 31.61, the open interest changed by 8 which increased total open position to 25


On 21 Nov BIOCON was trading at 323.10. The strike last trading price was 28.65, which was 5.15 higher than the previous day. The implied volatity was 31.72, the open interest changed by 5 which increased total open position to 16


On 20 Nov BIOCON was trading at 327.05. The strike last trading price was 23.5, which was 0.00 lower than the previous day. The implied volatity was 23.77, the open interest changed by 4 which increased total open position to 10


On 19 Nov BIOCON was trading at 327.05. The strike last trading price was 23.5, which was 0.50 higher than the previous day. The implied volatity was 23.77, the open interest changed by 3 which increased total open position to 10


On 18 Nov BIOCON was trading at 325.35. The strike last trading price was 23, which was 6.70 higher than the previous day. The implied volatity was 19.14, the open interest changed by 5 which increased total open position to 6


On 14 Nov BIOCON was trading at 335.80. The strike last trading price was 16.3, 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 13 Nov BIOCON was trading at 331.55. The strike last trading price was 16.3, which was -0.50 lower than the previous day. The implied volatity was 19.65, 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 16.8, which was 0.00 lower than the previous day. The implied volatity was 0.19, 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 16.8, which was 0.00 lower than the previous day. The implied volatity was 0.76, 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 16.8, 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 16.8, 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 29 Oct BIOCON was trading at 327.00. The strike last trading price was 16.8, 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 28 Oct BIOCON was trading at 323.75. The strike last trading price was 16.8, 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 25 Oct BIOCON was trading at 312.00. The strike last trading price was 16.8, 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 24 Oct BIOCON was trading at 322.65. The strike last trading price was 16.8, 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 23 Oct BIOCON was trading at 325.20. The strike last trading price was 16.8, 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 22 Oct BIOCON was trading at 325.80. The strike last trading price was 16.8, 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 21 Oct BIOCON was trading at 337.40. The strike last trading price was 16.8, 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 18 Oct BIOCON was trading at 339.95. The strike last trading price was 16.8, which was 16.80 higher 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 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 16 Oct BIOCON was trading at 346.65. 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 15 Oct BIOCON was trading at 352.20. 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 14 Oct BIOCON was trading at 346.50. 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 Oct BIOCON was trading at 346.15. 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 Oct BIOCON was trading at 345.80. 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 9 Oct BIOCON was trading at 347.05. 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 8 Oct BIOCON was trading at 342.70. 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 7 Oct BIOCON was trading at 340.00. 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 Oct BIOCON was trading at 346.35. 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 Oct BIOCON was trading at 356.55. 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 1 Oct BIOCON was trading at 370.65. 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 30 Sept BIOCON was trading at 363.10. 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