BIOCON
Biocon Limited.
Historical option data for BIOCON
09 Dec 2025 04:11 PM IST
| BIOCON 30-DEC-2025 355 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.94
Vega: 0.12
Theta: -0.15
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 383.65 | 31.5 | -0.9 | 23.41 | 4 | -2 | 7 | |||||||||
| 8 Dec | 383.80 | 32.4 | -7.8 | 37.32 | 12 | 1 | 9 | |||||||||
| 5 Dec | 392.65 | 40.2 | -2.8 | 26.69 | 11 | 5 | 6 | |||||||||
| 4 Dec | 388.35 | 43 | 12.1 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 410.00 | 43 | 12.1 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 399.00 | 43 | 12.1 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 394.50 | 43 | 12.1 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 398.35 | 43 | 12.1 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 399.65 | 43 | 12.1 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 398.45 | 43 | 12.1 | - | 0 | 1 | 0 | |||||||||
| 25 Nov | 393.25 | 43 | 12.1 | 32.98 | 1 | 0 | 0 | |||||||||
| 24 Nov | 395.25 | 30.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 396.85 | 30.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 395.15 | 30.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 410.10 | 30.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 421.60 | 30.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 420.95 | 30.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 411.15 | 30.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 417.00 | 30.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 405.90 | 30.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 385.10 | 30.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 382.15 | 30.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 380.40 | 30.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 385.20 | 30.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 380.50 | 30.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 377.15 | 30.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 372.10 | 30.9 | 0 | - | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 30 Oct | 376.60 | 30.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 373.70 | 30.9 | 0 | - | 0 | 0 | 0 | |||||||||
For Biocon Limited. - strike price 355 expiring on 30DEC2025
Delta for 355 CE is 0.94
Historical price for 355 CE is as follows
On 9 Dec BIOCON was trading at 383.65. The strike last trading price was 31.5, which was -0.9 lower than the previous day. The implied volatity was 23.41, the open interest changed by -2 which decreased total open position to 7
On 8 Dec BIOCON was trading at 383.80. The strike last trading price was 32.4, which was -7.8 lower than the previous day. The implied volatity was 37.32, the open interest changed by 1 which increased total open position to 9
On 5 Dec BIOCON was trading at 392.65. The strike last trading price was 40.2, which was -2.8 lower than the previous day. The implied volatity was 26.69, the open interest changed by 5 which increased total open position to 6
On 4 Dec BIOCON was trading at 388.35. The strike last trading price was 43, which was 12.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec BIOCON was trading at 410.00. The strike last trading price was 43, which was 12.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec BIOCON was trading at 399.00. The strike last trading price was 43, which was 12.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Dec BIOCON was trading at 394.50. The strike last trading price was 43, which was 12.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov BIOCON was trading at 398.35. The strike last trading price was 43, which was 12.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Nov BIOCON was trading at 399.65. The strike last trading price was 43, which was 12.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov BIOCON was trading at 398.45. The strike last trading price was 43, which was 12.1 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 25 Nov BIOCON was trading at 393.25. The strike last trading price was 43, which was 12.1 higher than the previous day. The implied volatity was 32.98, the open interest changed by 0 which decreased total open position to 0
On 24 Nov BIOCON was trading at 395.25. The strike last trading price was 30.9, 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 21 Nov BIOCON was trading at 396.85. The strike last trading price was 30.9, 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 20 Nov BIOCON was trading at 395.15. The strike last trading price was 30.9, 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 Nov BIOCON was trading at 410.10. The strike last trading price was 30.9, 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 Nov BIOCON was trading at 421.60. The strike last trading price was 30.9, 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 Nov BIOCON was trading at 420.95. The strike last trading price was 30.9, 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 14 Nov BIOCON was trading at 411.15. The strike last trading price was 30.9, 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 Nov BIOCON was trading at 417.00. The strike last trading price was 30.9, 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 12 Nov BIOCON was trading at 405.90. The strike last trading price was 30.9, 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 Nov BIOCON was trading at 385.10. The strike last trading price was 30.9, 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 Nov BIOCON was trading at 382.15. The strike last trading price was 30.9, 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 7 Nov BIOCON was trading at 380.40. The strike last trading price was 30.9, 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 Nov BIOCON was trading at 385.20. The strike last trading price was 30.9, 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 4 Nov BIOCON was trading at 380.50. The strike last trading price was 30.9, 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 3 Nov BIOCON was trading at 377.15. The strike last trading price was 30.9, 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 31 Oct BIOCON was trading at 372.10. The strike last trading price was 30.9, 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 30 Oct BIOCON was trading at 376.60. The strike last trading price was 30.9, 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 29 Oct BIOCON was trading at 373.70. The strike last trading price was 30.9, 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 30DEC2025 355 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.11
Vega: 0.17
Theta: -0.10
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 383.65 | 1.4 | -0.25 | 28.89 | 386 | 195 | 304 |
| 8 Dec | 383.80 | 1.55 | 0.45 | 27.72 | 100 | 9 | 110 |
| 5 Dec | 392.65 | 1.15 | -0.85 | 29.75 | 152 | -65 | 101 |
| 4 Dec | 388.35 | 1.95 | 1.5 | 31.42 | 236 | 68 | 167 |
| 3 Dec | 410.00 | 0.45 | -0.3 | 31.06 | 29 | -4 | 101 |
| 2 Dec | 399.00 | 0.7 | -0.3 | 29.17 | 44 | 15 | 106 |
| 1 Dec | 394.50 | 1 | 0.1 | 27.82 | 24 | 13 | 90 |
| 28 Nov | 398.35 | 0.85 | -0.1 | 27.62 | 29 | -1 | 78 |
| 27 Nov | 399.65 | 0.95 | -0.1 | 28.34 | 33 | 8 | 77 |
| 26 Nov | 398.45 | 0.95 | -0.65 | 27.53 | 46 | 12 | 71 |
| 25 Nov | 393.25 | 1.5 | -0.35 | 27.36 | 32 | 5 | 58 |
| 24 Nov | 395.25 | 1.85 | 0.05 | 29.19 | 3 | 1 | 53 |
| 21 Nov | 396.85 | 1.8 | -0.5 | 29.91 | 8 | -3 | 52 |
| 20 Nov | 395.15 | 2.3 | 0.9 | 30.78 | 46 | 21 | 55 |
| 19 Nov | 410.10 | 1.4 | -15.05 | 32.26 | 79 | 34 | 34 |
| 18 Nov | 421.60 | 16.45 | 0 | 14.68 | 0 | 0 | 0 |
| 17 Nov | 420.95 | 16.45 | 0 | 14.73 | 0 | 0 | 0 |
| 14 Nov | 411.15 | 16.45 | 0 | 12.82 | 0 | 0 | 0 |
| 13 Nov | 417.00 | 16.45 | 0 | 13.40 | 0 | 0 | 0 |
| 12 Nov | 405.90 | 16.45 | 0 | 10.89 | 0 | 0 | 0 |
| 11 Nov | 385.10 | 16.45 | 0 | 7.79 | 0 | 0 | 0 |
| 10 Nov | 382.15 | 16.45 | 0 | 6.69 | 0 | 0 | 0 |
| 7 Nov | 380.40 | 16.45 | 0 | 6.34 | 0 | 0 | 0 |
| 6 Nov | 385.20 | 16.45 | 0 | 7.10 | 0 | 0 | 0 |
| 4 Nov | 380.50 | 16.45 | 0 | 6.42 | 0 | 0 | 0 |
| 3 Nov | 377.15 | 16.45 | 0 | 5.80 | 0 | 0 | 0 |
| 31 Oct | 372.10 | 16.45 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 376.60 | 16.45 | 0 | 5.56 | 0 | 0 | 0 |
| 29 Oct | 373.70 | 16.45 | 0 | - | 0 | 0 | 0 |
For Biocon Limited. - strike price 355 expiring on 30DEC2025
Delta for 355 PE is -0.11
Historical price for 355 PE is as follows
On 9 Dec BIOCON was trading at 383.65. The strike last trading price was 1.4, which was -0.25 lower than the previous day. The implied volatity was 28.89, the open interest changed by 195 which increased total open position to 304
On 8 Dec BIOCON was trading at 383.80. The strike last trading price was 1.55, which was 0.45 higher than the previous day. The implied volatity was 27.72, the open interest changed by 9 which increased total open position to 110
On 5 Dec BIOCON was trading at 392.65. The strike last trading price was 1.15, which was -0.85 lower than the previous day. The implied volatity was 29.75, the open interest changed by -65 which decreased total open position to 101
On 4 Dec BIOCON was trading at 388.35. The strike last trading price was 1.95, which was 1.5 higher than the previous day. The implied volatity was 31.42, the open interest changed by 68 which increased total open position to 167
On 3 Dec BIOCON was trading at 410.00. The strike last trading price was 0.45, which was -0.3 lower than the previous day. The implied volatity was 31.06, the open interest changed by -4 which decreased total open position to 101
On 2 Dec BIOCON was trading at 399.00. The strike last trading price was 0.7, which was -0.3 lower than the previous day. The implied volatity was 29.17, the open interest changed by 15 which increased total open position to 106
On 1 Dec BIOCON was trading at 394.50. The strike last trading price was 1, which was 0.1 higher than the previous day. The implied volatity was 27.82, the open interest changed by 13 which increased total open position to 90
On 28 Nov BIOCON was trading at 398.35. The strike last trading price was 0.85, which was -0.1 lower than the previous day. The implied volatity was 27.62, the open interest changed by -1 which decreased total open position to 78
On 27 Nov BIOCON was trading at 399.65. The strike last trading price was 0.95, which was -0.1 lower than the previous day. The implied volatity was 28.34, the open interest changed by 8 which increased total open position to 77
On 26 Nov BIOCON was trading at 398.45. The strike last trading price was 0.95, which was -0.65 lower than the previous day. The implied volatity was 27.53, the open interest changed by 12 which increased total open position to 71
On 25 Nov BIOCON was trading at 393.25. The strike last trading price was 1.5, which was -0.35 lower than the previous day. The implied volatity was 27.36, the open interest changed by 5 which increased total open position to 58
On 24 Nov BIOCON was trading at 395.25. The strike last trading price was 1.85, which was 0.05 higher than the previous day. The implied volatity was 29.19, the open interest changed by 1 which increased total open position to 53
On 21 Nov BIOCON was trading at 396.85. The strike last trading price was 1.8, which was -0.5 lower than the previous day. The implied volatity was 29.91, the open interest changed by -3 which decreased total open position to 52
On 20 Nov BIOCON was trading at 395.15. The strike last trading price was 2.3, which was 0.9 higher than the previous day. The implied volatity was 30.78, the open interest changed by 21 which increased total open position to 55
On 19 Nov BIOCON was trading at 410.10. The strike last trading price was 1.4, which was -15.05 lower than the previous day. The implied volatity was 32.26, the open interest changed by 34 which increased total open position to 34
On 18 Nov BIOCON was trading at 421.60. The strike last trading price was 16.45, which was 0 lower than the previous day. The implied volatity was 14.68, the open interest changed by 0 which decreased total open position to 0
On 17 Nov BIOCON was trading at 420.95. The strike last trading price was 16.45, which was 0 lower than the previous day. The implied volatity was 14.73, the open interest changed by 0 which decreased total open position to 0
On 14 Nov BIOCON was trading at 411.15. The strike last trading price was 16.45, which was 0 lower than the previous day. The implied volatity was 12.82, the open interest changed by 0 which decreased total open position to 0
On 13 Nov BIOCON was trading at 417.00. The strike last trading price was 16.45, which was 0 lower than the previous day. The implied volatity was 13.40, the open interest changed by 0 which decreased total open position to 0
On 12 Nov BIOCON was trading at 405.90. The strike last trading price was 16.45, which was 0 lower than the previous day. The implied volatity was 10.89, the open interest changed by 0 which decreased total open position to 0
On 11 Nov BIOCON was trading at 385.10. The strike last trading price was 16.45, which was 0 lower than the previous day. The implied volatity was 7.79, the open interest changed by 0 which decreased total open position to 0
On 10 Nov BIOCON was trading at 382.15. The strike last trading price was 16.45, which was 0 lower than the previous day. The implied volatity was 6.69, the open interest changed by 0 which decreased total open position to 0
On 7 Nov BIOCON was trading at 380.40. The strike last trading price was 16.45, which was 0 lower than the previous day. The implied volatity was 6.34, the open interest changed by 0 which decreased total open position to 0
On 6 Nov BIOCON was trading at 385.20. The strike last trading price was 16.45, which was 0 lower than the previous day. The implied volatity was 7.10, the open interest changed by 0 which decreased total open position to 0
On 4 Nov BIOCON was trading at 380.50. The strike last trading price was 16.45, which was 0 lower than the previous day. The implied volatity was 6.42, the open interest changed by 0 which decreased total open position to 0
On 3 Nov 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 5.80, the open interest changed by 0 which decreased total open position to 0
On 31 Oct BIOCON was trading at 372.10. 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 30 Oct BIOCON was trading at 376.60. The strike last trading price was 16.45, which was 0 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 29 Oct BIOCON was trading at 373.70. 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































































































































































































































