BIOCON
Biocon Limited.
Historical option data for BIOCON
28 Apr 2026 04:10 PM IST
| BIOCON 26-May-2026 (27d) 350 CE | ||||||||||||||||
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Delta: 0.67
Vega: 0
Theta: -0.25
Gamma: 0.01022
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 28 Apr | 362.80 | 21.7 | -0.5500000000000007 | 35.11 | 125 | 26 | 408 | |||||||||
| 27 Apr | 362.00 | 21.95 | 6.1 | 35.44 | 342 | 132 | 381 | |||||||||
| 24 Apr | 349.85 | 15.3 | -5.849999999999998 | 35.67 | 130 | 74 | 246 | |||||||||
| 23 Apr | 358.00 | 21.25 | 0.5500000000000007 | 35.37 | 123 | 101 | 172 | |||||||||
| 22 Apr | 357.80 | 20.5 | -3.8000000000000007 | 34.95 | 24 | 1 | 71 | |||||||||
| 21 Apr | 361.50 | 24.3 | 1.1500000000000021 | 34.91 | 4 | -1 | 70 | |||||||||
| 20 Apr | 359.05 | 23.15 | 0.75 | 35.71 | 21 | -4 | 72 | |||||||||
| 17 Apr | 358.10 | 22 | 4.5 | 35.32 | 50 | 12 | 76 | |||||||||
| 16 Apr | 350.75 | 17.5 | -1.3500000000000014 | 34.67 | 38 | 25 | 64 | |||||||||
| 15 Apr | 350.35 | 18.75 | 2.25 | 37.4 | 17 | 1 | 38 | |||||||||
| 13 Apr | 345.00 | 16.5 | -2.6999999999999993 | 38.34 | 53 | -24 | 36 | |||||||||
| 10 Apr | 348.60 | 19.2 | 0.14999999999999858 | 37.56 | 6 | 0 | 60 | |||||||||
| 9 Apr | 345.70 | 18.8 | -3.25 | 38.43 | 38 | 3 | 55 | |||||||||
| 8 Apr | 349.80 | 22 | 4.15 | 38.49 | 38 | 13 | 51 | |||||||||
| 7 Apr | 340.05 | 17.85 | -7.25 | 40.53 | 40 | 10 | 37 | |||||||||
| 6 Apr | 355.00 | 25.6 | 0.55 | 39.16 | 20 | 3 | 27 | |||||||||
| 2 Apr | 352.55 | 25.05 | -30.55 | 39.86 | 32 | 25 | 25 | |||||||||
| 1 Apr | 365.20 | 55.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Mar | 360.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Mar | 370.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Mar | 379.65 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Mar | 369.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Mar | 367.15 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Mar | 380.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 368.55 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 382.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 377.55 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 377.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 383.55 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 392.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 395.35 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 395.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 9 Mar | 389.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 390.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 386.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 378.35 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 387.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 389.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Biocon Limited. - strike price 350 expiring on 26MAY2026
Delta for 350 CE is 0.67
Historical price for 350 CE is as follows
On 28 Apr BIOCON was trading at 362.80. The strike last trading price was 21.7, which was -0.5500000000000007 lower than the previous day. The implied volatity was 35.11, the open interest changed by 26 which increased total open position to 408
On 27 Apr BIOCON was trading at 362.00. The strike last trading price was 21.95, which was 6.1 higher than the previous day. The implied volatity was 35.44, the open interest changed by 132 which increased total open position to 381
On 24 Apr BIOCON was trading at 349.85. The strike last trading price was 15.3, which was -5.849999999999998 lower than the previous day. The implied volatity was 35.67, the open interest changed by 74 which increased total open position to 246
On 23 Apr BIOCON was trading at 358.00. The strike last trading price was 21.25, which was 0.5500000000000007 higher than the previous day. The implied volatity was 35.37, the open interest changed by 101 which increased total open position to 172
On 22 Apr BIOCON was trading at 357.80. The strike last trading price was 20.5, which was -3.8000000000000007 lower than the previous day. The implied volatity was 34.95, the open interest changed by 1 which increased total open position to 71
On 21 Apr BIOCON was trading at 361.50. The strike last trading price was 24.3, which was 1.1500000000000021 higher than the previous day. The implied volatity was 34.91, the open interest changed by -1 which decreased total open position to 70
On 20 Apr BIOCON was trading at 359.05. The strike last trading price was 23.15, which was 0.75 higher than the previous day. The implied volatity was 35.71, the open interest changed by -4 which decreased total open position to 72
On 17 Apr BIOCON was trading at 358.10. The strike last trading price was 22, which was 4.5 higher than the previous day. The implied volatity was 35.32, the open interest changed by 12 which increased total open position to 76
On 16 Apr BIOCON was trading at 350.75. The strike last trading price was 17.5, which was -1.3500000000000014 lower than the previous day. The implied volatity was 34.67, the open interest changed by 25 which increased total open position to 64
On 15 Apr BIOCON was trading at 350.35. The strike last trading price was 18.75, which was 2.25 higher than the previous day. The implied volatity was 37.4, the open interest changed by 1 which increased total open position to 38
On 13 Apr BIOCON was trading at 345.00. The strike last trading price was 16.5, which was -2.6999999999999993 lower than the previous day. The implied volatity was 38.34, the open interest changed by -24 which decreased total open position to 36
On 10 Apr BIOCON was trading at 348.60. The strike last trading price was 19.2, which was 0.14999999999999858 higher than the previous day. The implied volatity was 37.56, the open interest changed by 0 which decreased total open position to 60
On 9 Apr BIOCON was trading at 345.70. The strike last trading price was 18.8, which was -3.25 lower than the previous day. The implied volatity was 38.43, the open interest changed by 3 which increased total open position to 55
On 8 Apr BIOCON was trading at 349.80. The strike last trading price was 22, which was 4.15 higher than the previous day. The implied volatity was 38.49, the open interest changed by 13 which increased total open position to 51
On 7 Apr BIOCON was trading at 340.05. The strike last trading price was 17.85, which was -7.25 lower than the previous day. The implied volatity was 40.53, the open interest changed by 10 which increased total open position to 37
On 6 Apr BIOCON was trading at 355.00. The strike last trading price was 25.6, which was 0.55 higher than the previous day. The implied volatity was 39.16, the open interest changed by 3 which increased total open position to 27
On 2 Apr BIOCON was trading at 352.55. The strike last trading price was 25.05, which was -30.55 lower than the previous day. The implied volatity was 39.86, the open interest changed by 25 which increased total open position to 25
On 1 Apr BIOCON was trading at 365.20. The strike last trading price was 55.6, 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 30 Mar BIOCON was trading at 360.90. The strike last trading price was 0, 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 27 Mar BIOCON was trading at 370.10. The strike last trading price was 0, 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 25 Mar BIOCON was trading at 379.65. The strike last trading price was 0, 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 24 Mar BIOCON was trading at 369.05. The strike last trading price was 0, 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 23 Mar BIOCON was trading at 367.15. The strike last trading price was 0, 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 Mar BIOCON was trading at 380.95. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 Mar BIOCON was trading at 392.20. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 Mar BIOCON was trading at 378.35. The strike last trading price was 0, 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 2 Mar BIOCON was trading at 387.95. The strike last trading price was 0, 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 27 Feb BIOCON was trading at 389.80. The strike last trading price was 0, 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 26-May-2026 (27d) 350 PE | |||||||
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Delta: -0.32
Vega: 0
Theta: -0.18
Gamma: 0.01069
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 28 Apr | 362.80 | 7.45 | -1.7000000000000002 | 33.3 | 194 | 25 | 259 |
| 27 Apr | 362.00 | 9.25 | -4.15 | 37.38 | 263 | 59 | 233 |
| 24 Apr | 349.85 | 13.55 | 3.75 | 33.99 | 153 | 63 | 179 |
| 23 Apr | 358.00 | 10.1 | 0.15000000000000036 | 33.51 | 70 | 19 | 116 |
| 22 Apr | 357.80 | 10 | 0.8000000000000007 | 33.01 | 40 | 10 | 96 |
| 21 Apr | 361.50 | 9.2 | -1.6500000000000004 | 34.14 | 31 | 3 | 84 |
| 20 Apr | 359.05 | 11.05 | -0.29999999999999893 | 35.26 | 38 | 4 | 80 |
| 17 Apr | 358.10 | 11.45 | -2.9000000000000004 | 35.02 | 66 | 30 | 74 |
| 16 Apr | 350.75 | 14.5 | -0.25 | 34.37 | 18 | 1 | 43 |
| 15 Apr | 350.35 | 14.95 | -3.150000000000002 | 34.25 | 22 | 9 | 41 |
| 13 Apr | 345.00 | 18.1 | 0.25 | 35.63 | 48 | -6 | 33 |
| 10 Apr | 348.60 | 17.85 | -1.8999999999999986 | 36.75 | 7 | 2 | 39 |
| 9 Apr | 345.70 | 19.9 | 1.9 | 39.91 | 28 | -1 | 34 |
| 8 Apr | 349.80 | 18 | -7.65 | 40.98 | 20 | 5 | 34 |
| 7 Apr | 340.05 | 25.65 | 10.15 | 46 | 31 | 16 | 29 |
| 6 Apr | 355.00 | 15.45 | -8.55 | 38.79 | 13 | 11 | 12 |
| 2 Apr | 352.55 | 24 | 17.7 | 51.37 | 1 | 0 | 1 |
| 1 Apr | 365.20 | 6.3 | -2.8 | - | 0 | 0 | 1 |
| 30 Mar | 360.90 | 6.3 | -2.8 | - | 0 | 0 | 1 |
| 27 Mar | 370.10 | 6.3 | -2.8 | - | 0 | 0 | 1 |
| 25 Mar | 379.65 | 6.3 | -2.8 | 31.8 | 1 | 0 | 0 |
| 24 Mar | 369.05 | 9.1 | 0 | 4.86 | 0 | 0 | 0 |
| 23 Mar | 367.15 | 9.1 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 380.95 | 9.1 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 368.55 | 9.1 | 0 | 4.65 | 0 | 0 | 0 |
| 18 Mar | 382.60 | 9.1 | 0 | 7.13 | 0 | 0 | 0 |
| 17 Mar | 377.55 | 9.1 | 0 | 6.21 | 0 | 0 | 0 |
| 16 Mar | 377.05 | 9.1 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 383.55 | 9.1 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 392.20 | 9.1 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 395.35 | 9.1 | 0 | 8.98 | 0 | 0 | 0 |
| 10 Mar | 395.80 | 9.1 | 0 | 8.78 | 0 | 0 | 0 |
| 9 Mar | 389.70 | 9.1 | 0 | 7.98 | 0 | 0 | 0 |
| 6 Mar | 390.70 | 9.1 | 0 | 8.09 | 0 | 0 | 0 |
| 5 Mar | 386.80 | 9.1 | 0 | 7.43 | 0 | 0 | 0 |
| 4 Mar | 378.35 | 9.1 | 0 | 6.22 | 0 | 0 | 0 |
| 2 Mar | 387.95 | 9.1 | 0 | 7.21 | 0 | 0 | 0 |
| 27 Feb | 389.80 | 0 | 0 | 7.7 | 0 | 0 | 0 |
For Biocon Limited. - strike price 350 expiring on 26MAY2026
Delta for 350 PE is -0.32
Historical price for 350 PE is as follows
On 28 Apr BIOCON was trading at 362.80. The strike last trading price was 7.45, which was -1.7000000000000002 lower than the previous day. The implied volatity was 33.3, the open interest changed by 25 which increased total open position to 259
On 27 Apr BIOCON was trading at 362.00. The strike last trading price was 9.25, which was -4.15 lower than the previous day. The implied volatity was 37.38, the open interest changed by 59 which increased total open position to 233
On 24 Apr BIOCON was trading at 349.85. The strike last trading price was 13.55, which was 3.75 higher than the previous day. The implied volatity was 33.99, the open interest changed by 63 which increased total open position to 179
On 23 Apr BIOCON was trading at 358.00. The strike last trading price was 10.1, which was 0.15000000000000036 higher than the previous day. The implied volatity was 33.51, the open interest changed by 19 which increased total open position to 116
On 22 Apr BIOCON was trading at 357.80. The strike last trading price was 10, which was 0.8000000000000007 higher than the previous day. The implied volatity was 33.01, the open interest changed by 10 which increased total open position to 96
On 21 Apr BIOCON was trading at 361.50. The strike last trading price was 9.2, which was -1.6500000000000004 lower than the previous day. The implied volatity was 34.14, the open interest changed by 3 which increased total open position to 84
On 20 Apr BIOCON was trading at 359.05. The strike last trading price was 11.05, which was -0.29999999999999893 lower than the previous day. The implied volatity was 35.26, the open interest changed by 4 which increased total open position to 80
On 17 Apr BIOCON was trading at 358.10. The strike last trading price was 11.45, which was -2.9000000000000004 lower than the previous day. The implied volatity was 35.02, the open interest changed by 30 which increased total open position to 74
On 16 Apr BIOCON was trading at 350.75. The strike last trading price was 14.5, which was -0.25 lower than the previous day. The implied volatity was 34.37, the open interest changed by 1 which increased total open position to 43
On 15 Apr BIOCON was trading at 350.35. The strike last trading price was 14.95, which was -3.150000000000002 lower than the previous day. The implied volatity was 34.25, the open interest changed by 9 which increased total open position to 41
On 13 Apr BIOCON was trading at 345.00. The strike last trading price was 18.1, which was 0.25 higher than the previous day. The implied volatity was 35.63, the open interest changed by -6 which decreased total open position to 33
On 10 Apr BIOCON was trading at 348.60. The strike last trading price was 17.85, which was -1.8999999999999986 lower than the previous day. The implied volatity was 36.75, the open interest changed by 2 which increased total open position to 39
On 9 Apr BIOCON was trading at 345.70. The strike last trading price was 19.9, which was 1.9 higher than the previous day. The implied volatity was 39.91, the open interest changed by -1 which decreased total open position to 34
On 8 Apr BIOCON was trading at 349.80. The strike last trading price was 18, which was -7.65 lower than the previous day. The implied volatity was 40.98, the open interest changed by 5 which increased total open position to 34
On 7 Apr BIOCON was trading at 340.05. The strike last trading price was 25.65, which was 10.15 higher than the previous day. The implied volatity was 46, the open interest changed by 16 which increased total open position to 29
On 6 Apr BIOCON was trading at 355.00. The strike last trading price was 15.45, which was -8.55 lower than the previous day. The implied volatity was 38.79, the open interest changed by 11 which increased total open position to 12
On 2 Apr BIOCON was trading at 352.55. The strike last trading price was 24, which was 17.7 higher than the previous day. The implied volatity was 51.37, the open interest changed by 0 which decreased total open position to 1
On 1 Apr BIOCON was trading at 365.20. The strike last trading price was 6.3, which was -2.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 30 Mar BIOCON was trading at 360.90. The strike last trading price was 6.3, which was -2.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 27 Mar BIOCON was trading at 370.10. The strike last trading price was 6.3, which was -2.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 25 Mar BIOCON was trading at 379.65. The strike last trading price was 6.3, which was -2.8 lower than the previous day. The implied volatity was 31.8, the open interest changed by 0 which decreased total open position to 0
On 24 Mar BIOCON was trading at 369.05. The strike last trading price was 9.1, which was 0 lower than the previous day. The implied volatity was 4.86, the open interest changed by 0 which decreased total open position to 0
On 23 Mar BIOCON was trading at 367.15. The strike last trading price was 9.1, 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 Mar BIOCON was trading at 380.95. The strike last trading price was 9.1, 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 9.1, which was 0 lower than the previous day. The implied volatity was 4.65, 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 9.1, which was 0 lower than the previous day. The implied volatity was 7.13, 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 9.1, which was 0 lower than the previous day. The implied volatity was 6.21, 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 9.1, 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 9.1, 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 Mar BIOCON was trading at 392.20. The strike last trading price was 9.1, 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 9.1, which was 0 lower than the previous day. The implied volatity was 8.98, 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 9.1, which was 0 lower than the previous day. The implied volatity was 8.78, 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 9.1, which was 0 lower than the previous day. The implied volatity was 7.98, 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 9.1, which was 0 lower than the previous day. The implied volatity was 8.09, 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 9.1, which was 0 lower than the previous day. The implied volatity was 7.43, the open interest changed by 0 which decreased total open position to 0
On 4 Mar BIOCON was trading at 378.35. The strike last trading price was 9.1, which was 0 lower than the previous day. The implied volatity was 6.22, the open interest changed by 0 which decreased total open position to 0
On 2 Mar BIOCON was trading at 387.95. The strike last trading price was 9.1, which was 0 lower than the previous day. The implied volatity was 7.21, the open interest changed by 0 which decreased total open position to 0
On 27 Feb BIOCON was trading at 389.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 7.7, the open interest changed by 0 which decreased total open position to 0
