BIOCON
Biocon Limited.
Historical option data for BIOCON
12 Dec 2024 10:21 AM IST
| BIOCON 26DEC2024 355 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.69
Vega: 0.25
Theta: -0.32
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 363.15 | 13.55 | -4.20 | 28.23 | 10 | -1 | 17 | |||
| 11 Dec | 367.85 | 17.75 | -1.25 | 32.79 | 4 | 1 | 19 | |||
| 10 Dec | 369.20 | 19 | -1.10 | 32.81 | 14 | 2 | 18 | |||
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| 9 Dec | 369.60 | 20.1 | -8.20 | 33.67 | 30 | -8 | 18 | |||
| 6 Dec | 380.05 | 28.3 | 3.65 | 29.59 | 13 | 0 | 25 | |||
| 5 Dec | 375.25 | 24.65 | -4.75 | 25.72 | 8 | -1 | 25 | |||
| 4 Dec | 379.70 | 29.4 | 3.45 | 29.41 | 15 | -1 | 26 | |||
| 3 Dec | 373.85 | 25.95 | -2.10 | 35.90 | 11 | -2 | 28 | |||
| 2 Dec | 375.35 | 28.05 | 9.35 | 39.33 | 24 | -5 | 30 | |||
| 29 Nov | 365.15 | 18.7 | -0.40 | 29.50 | 112 | -17 | 35 | |||
| 28 Nov | 363.95 | 19.1 | 3.20 | 29.52 | 150 | -9 | 54 | |||
| 27 Nov | 358.65 | 15.9 | 3.20 | 30.82 | 417 | -8 | 64 | |||
| 26 Nov | 352.65 | 12.7 | 7.70 | 31.60 | 174 | 68 | 72 | |||
| 25 Nov | 336.35 | 5 | -3.05 | 27.66 | 5 | 3 | 3 | |||
| 22 Nov | 331.50 | 8.05 | 0.00 | 5.69 | 0 | 0 | 0 | |||
| 21 Nov | 323.10 | 8.05 | 0.00 | 7.99 | 0 | 0 | 0 | |||
| 20 Nov | 327.05 | 8.05 | 0.00 | 6.85 | 0 | 0 | 0 | |||
| 19 Nov | 327.05 | 8.05 | 0.00 | 6.85 | 0 | 0 | 0 | |||
| 18 Nov | 325.35 | 8.05 | 0.00 | 6.91 | 0 | 0 | 0 | |||
| 14 Nov | 335.80 | 8.05 | 0.00 | 3.81 | 0 | 0 | 0 | |||
| 13 Nov | 331.55 | 8.05 | 0.00 | 4.31 | 0 | 0 | 0 | |||
| 12 Nov | 347.50 | 8.05 | 0.00 | 1.23 | 0 | 0 | 0 | |||
| 11 Nov | 348.70 | 8.05 | 0.00 | 0.69 | 0 | 0 | 0 | |||
| 7 Nov | 328.00 | 8.05 | 5.34 | 0 | 0 | 0 | ||||
For Biocon Limited. - strike price 355 expiring on 26DEC2024
Delta for 355 CE is 0.69
Historical price for 355 CE is as follows
On 12 Dec BIOCON was trading at 363.15. The strike last trading price was 13.55, which was -4.20 lower than the previous day. The implied volatity was 28.23, the open interest changed by -1 which decreased total open position to 17
On 11 Dec BIOCON was trading at 367.85. The strike last trading price was 17.75, which was -1.25 lower than the previous day. The implied volatity was 32.79, the open interest changed by 1 which increased total open position to 19
On 10 Dec BIOCON was trading at 369.20. The strike last trading price was 19, which was -1.10 lower than the previous day. The implied volatity was 32.81, the open interest changed by 2 which increased total open position to 18
On 9 Dec BIOCON was trading at 369.60. The strike last trading price was 20.1, which was -8.20 lower than the previous day. The implied volatity was 33.67, the open interest changed by -8 which decreased total open position to 18
On 6 Dec BIOCON was trading at 380.05. The strike last trading price was 28.3, which was 3.65 higher than the previous day. The implied volatity was 29.59, the open interest changed by 0 which decreased total open position to 25
On 5 Dec BIOCON was trading at 375.25. The strike last trading price was 24.65, which was -4.75 lower than the previous day. The implied volatity was 25.72, the open interest changed by -1 which decreased total open position to 25
On 4 Dec BIOCON was trading at 379.70. The strike last trading price was 29.4, which was 3.45 higher than the previous day. The implied volatity was 29.41, the open interest changed by -1 which decreased total open position to 26
On 3 Dec BIOCON was trading at 373.85. The strike last trading price was 25.95, which was -2.10 lower than the previous day. The implied volatity was 35.90, the open interest changed by -2 which decreased total open position to 28
On 2 Dec BIOCON was trading at 375.35. The strike last trading price was 28.05, which was 9.35 higher than the previous day. The implied volatity was 39.33, the open interest changed by -5 which decreased total open position to 30
On 29 Nov BIOCON was trading at 365.15. The strike last trading price was 18.7, which was -0.40 lower than the previous day. The implied volatity was 29.50, the open interest changed by -17 which decreased total open position to 35
On 28 Nov BIOCON was trading at 363.95. The strike last trading price was 19.1, which was 3.20 higher than the previous day. The implied volatity was 29.52, the open interest changed by -9 which decreased total open position to 54
On 27 Nov BIOCON was trading at 358.65. The strike last trading price was 15.9, which was 3.20 higher than the previous day. The implied volatity was 30.82, the open interest changed by -8 which decreased total open position to 64
On 26 Nov BIOCON was trading at 352.65. The strike last trading price was 12.7, which was 7.70 higher than the previous day. The implied volatity was 31.60, the open interest changed by 68 which increased total open position to 72
On 25 Nov BIOCON was trading at 336.35. The strike last trading price was 5, which was -3.05 lower than the previous day. The implied volatity was 27.66, the open interest changed by 3 which increased total open position to 3
On 22 Nov BIOCON was trading at 331.50. The strike last trading price was 8.05, which was 0.00 lower than the previous day. The implied volatity was 5.69, 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 8.05, which was 0.00 lower than the previous day. The implied volatity was 7.99, 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 8.05, which was 0.00 lower than the previous day. The implied volatity was 6.85, 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 8.05, which was 0.00 lower than the previous day. The implied volatity was 6.85, 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 8.05, which was 0.00 lower than the previous day. The implied volatity was 6.91, 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 8.05, which was 0.00 lower than the previous day. The implied volatity was 3.81, 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 8.05, which was 0.00 lower than the previous day. The implied volatity was 4.31, 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 8.05, which was 0.00 lower than the previous day. The implied volatity was 1.23, 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 8.05, which was 0.00 lower than the previous day. The implied volatity was 0.69, 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 8.05, which was lower than the previous day. The implied volatity was 5.34, the open interest changed by 0 which decreased total open position to 0
| BIOCON 26DEC2024 355 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.32
Vega: 0.25
Theta: -0.23
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 363.15 | 4.5 | 1.00 | 29.73 | 62 | 8 | 244 |
| 11 Dec | 367.85 | 3.5 | -0.50 | 29.55 | 121 | 31 | 236 |
| 10 Dec | 369.20 | 4 | -0.50 | 32.02 | 292 | 61 | 206 |
| 9 Dec | 369.60 | 4.5 | 2.20 | 33.86 | 479 | 48 | 144 |
| 6 Dec | 380.05 | 2.3 | -0.45 | 31.25 | 164 | 4 | 99 |
| 5 Dec | 375.25 | 2.75 | 0.00 | 29.90 | 221 | 0 | 105 |
| 4 Dec | 379.70 | 2.75 | -0.85 | 32.50 | 418 | -5 | 107 |
| 3 Dec | 373.85 | 3.6 | -0.20 | 30.24 | 172 | 27 | 114 |
| 2 Dec | 375.35 | 3.8 | -2.75 | 31.17 | 433 | -3 | 89 |
| 29 Nov | 365.15 | 6.55 | -1.70 | 30.11 | 249 | 38 | 91 |
| 28 Nov | 363.95 | 8.25 | -1.95 | 34.48 | 159 | 8 | 52 |
| 27 Nov | 358.65 | 10.2 | -32.80 | 33.14 | 77 | 44 | 44 |
| 26 Nov | 352.65 | 43 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 336.35 | 43 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 331.50 | 43 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 323.10 | 43 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 327.05 | 43 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 327.05 | 43 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 325.35 | 43 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 335.80 | 43 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 331.55 | 43 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 347.50 | 43 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 348.70 | 43 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 328.00 | 43 | - | 0 | 0 | 0 | |
For Biocon Limited. - strike price 355 expiring on 26DEC2024
Delta for 355 PE is -0.32
Historical price for 355 PE is as follows
On 12 Dec BIOCON was trading at 363.15. The strike last trading price was 4.5, which was 1.00 higher than the previous day. The implied volatity was 29.73, the open interest changed by 8 which increased total open position to 244
On 11 Dec BIOCON was trading at 367.85. The strike last trading price was 3.5, which was -0.50 lower than the previous day. The implied volatity was 29.55, the open interest changed by 31 which increased total open position to 236
On 10 Dec BIOCON was trading at 369.20. The strike last trading price was 4, which was -0.50 lower than the previous day. The implied volatity was 32.02, the open interest changed by 61 which increased total open position to 206
On 9 Dec BIOCON was trading at 369.60. The strike last trading price was 4.5, which was 2.20 higher than the previous day. The implied volatity was 33.86, the open interest changed by 48 which increased total open position to 144
On 6 Dec BIOCON was trading at 380.05. The strike last trading price was 2.3, which was -0.45 lower than the previous day. The implied volatity was 31.25, the open interest changed by 4 which increased total open position to 99
On 5 Dec BIOCON was trading at 375.25. The strike last trading price was 2.75, which was 0.00 lower than the previous day. The implied volatity was 29.90, the open interest changed by 0 which decreased total open position to 105
On 4 Dec BIOCON was trading at 379.70. The strike last trading price was 2.75, which was -0.85 lower than the previous day. The implied volatity was 32.50, the open interest changed by -5 which decreased total open position to 107
On 3 Dec BIOCON was trading at 373.85. The strike last trading price was 3.6, which was -0.20 lower than the previous day. The implied volatity was 30.24, the open interest changed by 27 which increased total open position to 114
On 2 Dec BIOCON was trading at 375.35. The strike last trading price was 3.8, which was -2.75 lower than the previous day. The implied volatity was 31.17, the open interest changed by -3 which decreased total open position to 89
On 29 Nov BIOCON was trading at 365.15. The strike last trading price was 6.55, which was -1.70 lower than the previous day. The implied volatity was 30.11, the open interest changed by 38 which increased total open position to 91
On 28 Nov BIOCON was trading at 363.95. The strike last trading price was 8.25, which was -1.95 lower than the previous day. The implied volatity was 34.48, the open interest changed by 8 which increased total open position to 52
On 27 Nov BIOCON was trading at 358.65. The strike last trading price was 10.2, which was -32.80 lower than the previous day. The implied volatity was 33.14, the open interest changed by 44 which increased total open position to 44
On 26 Nov BIOCON was trading at 352.65. The strike last trading price was 43, 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 25 Nov BIOCON was trading at 336.35. The strike last trading price was 43, 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 43, 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 43, 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 43, 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 43, 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 43, 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 43, 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 43, 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 43, 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 43, 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 43, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
