BIOCON
Biocon Limited.
Historical option data for BIOCON
21 Nov 2024 04:11 PM IST
| BIOCON 28NOV2024 355 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 0.05
Theta: -0.15
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 323.10 | 0.4 | -0.10 | 41.34 | 172 | 1 | 177 | |||
| 20 Nov | 327.05 | 0.5 | 0.00 | 34.10 | 119 | -6 | 176 | |||
| 19 Nov | 327.05 | 0.5 | -0.05 | 34.10 | 119 | -6 | 176 | |||
| 18 Nov | 325.35 | 0.55 | -1.20 | 33.89 | 344 | -27 | 186 | |||
| 14 Nov | 335.80 | 1.75 | 0.05 | 27.53 | 371 | 2 | 214 | |||
| 13 Nov | 331.55 | 1.7 | -3.30 | 28.48 | 720 | -4 | 214 | |||
| 12 Nov | 347.50 | 5 | -1.30 | 27.50 | 1,562 | -18 | 217 | |||
| 11 Nov | 348.70 | 6.3 | 5.20 | 28.59 | 2,140 | 133 | 243 | |||
| 8 Nov | 321.30 | 1.1 | -0.85 | 31.43 | 146 | -10 | 109 | |||
| 7 Nov | 328.00 | 1.95 | 0.65 | 30.01 | 288 | 23 | 118 | |||
| 6 Nov | 322.85 | 1.3 | 0.05 | 28.70 | 44 | -5 | 95 | |||
| 5 Nov | 315.70 | 1.25 | -0.05 | 33.81 | 66 | 14 | 99 | |||
| 4 Nov | 310.90 | 1.3 | -0.80 | 36.47 | 81 | 3 | 85 | |||
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| 1 Nov | 317.80 | 2.1 | -0.20 | 34.47 | 18 | 1 | 82 | |||
| 31 Oct | 316.10 | 2.3 | -2.50 | - | 76 | 12 | 79 | |||
| 30 Oct | 320.70 | 4.8 | 0.10 | - | 57 | 47 | 64 | |||
| 29 Oct | 327.00 | 4.7 | 0.10 | - | 11 | 3 | 16 | |||
| 28 Oct | 323.75 | 4.6 | 1.60 | - | 7 | 4 | 13 | |||
| 25 Oct | 312.00 | 3 | -6.25 | - | 4 | -1 | 9 | |||
| 24 Oct | 322.65 | 9.25 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 325.20 | 9.25 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 325.80 | 9.25 | 0.00 | - | 0 | 3 | 0 | |||
| 21 Oct | 337.40 | 9.25 | -0.75 | - | 9 | 3 | 10 | |||
| 18 Oct | 339.95 | 10 | -27.20 | - | 14 | 6 | 6 | |||
| 17 Oct | 339.05 | 37.2 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 346.65 | 37.2 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 352.20 | 37.2 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 346.50 | 37.2 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 346.15 | 37.2 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 345.80 | 37.2 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 347.05 | 37.2 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 342.70 | 37.2 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 340.00 | 37.2 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 346.35 | 37.2 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 356.55 | 37.2 | - | 0 | 0 | 0 | ||||
For Biocon Limited. - strike price 355 expiring on 28NOV2024
Delta for 355 CE is 0.05
Historical price for 355 CE is as follows
On 21 Nov BIOCON was trading at 323.10. The strike last trading price was 0.4, which was -0.10 lower than the previous day. The implied volatity was 41.34, the open interest changed by 1 which increased total open position to 177
On 20 Nov BIOCON was trading at 327.05. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 34.10, the open interest changed by -6 which decreased total open position to 176
On 19 Nov BIOCON was trading at 327.05. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 34.10, the open interest changed by -6 which decreased total open position to 176
On 18 Nov BIOCON was trading at 325.35. The strike last trading price was 0.55, which was -1.20 lower than the previous day. The implied volatity was 33.89, the open interest changed by -27 which decreased total open position to 186
On 14 Nov BIOCON was trading at 335.80. The strike last trading price was 1.75, which was 0.05 higher than the previous day. The implied volatity was 27.53, the open interest changed by 2 which increased total open position to 214
On 13 Nov BIOCON was trading at 331.55. The strike last trading price was 1.7, which was -3.30 lower than the previous day. The implied volatity was 28.48, the open interest changed by -4 which decreased total open position to 214
On 12 Nov BIOCON was trading at 347.50. The strike last trading price was 5, which was -1.30 lower than the previous day. The implied volatity was 27.50, the open interest changed by -18 which decreased total open position to 217
On 11 Nov BIOCON was trading at 348.70. The strike last trading price was 6.3, which was 5.20 higher than the previous day. The implied volatity was 28.59, the open interest changed by 133 which increased total open position to 243
On 8 Nov BIOCON was trading at 321.30. The strike last trading price was 1.1, which was -0.85 lower than the previous day. The implied volatity was 31.43, the open interest changed by -10 which decreased total open position to 109
On 7 Nov BIOCON was trading at 328.00. The strike last trading price was 1.95, which was 0.65 higher than the previous day. The implied volatity was 30.01, the open interest changed by 23 which increased total open position to 118
On 6 Nov BIOCON was trading at 322.85. The strike last trading price was 1.3, which was 0.05 higher than the previous day. The implied volatity was 28.70, the open interest changed by -5 which decreased total open position to 95
On 5 Nov BIOCON was trading at 315.70. The strike last trading price was 1.25, which was -0.05 lower than the previous day. The implied volatity was 33.81, the open interest changed by 14 which increased total open position to 99
On 4 Nov BIOCON was trading at 310.90. The strike last trading price was 1.3, which was -0.80 lower than the previous day. The implied volatity was 36.47, the open interest changed by 3 which increased total open position to 85
On 1 Nov BIOCON was trading at 317.80. The strike last trading price was 2.1, which was -0.20 lower than the previous day. The implied volatity was 34.47, the open interest changed by 1 which increased total open position to 82
On 31 Oct BIOCON was trading at 316.10. The strike last trading price was 2.3, which was -2.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct BIOCON was trading at 320.70. The strike last trading price was 4.8, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct BIOCON was trading at 327.00. The strike last trading price was 4.7, which was 0.10 higher 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 4.6, which was 1.60 higher 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 3, which was -6.25 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 9.25, 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 9.25, 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 9.25, 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 9.25, which was -0.75 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 10, which was -27.20 lower 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 37.2, 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 37.2, 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 37.2, 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 37.2, 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 37.2, 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 37.2, 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 37.2, 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 37.2, 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 37.2, 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 37.2, 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 37.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BIOCON 28NOV2024 355 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 |
| 21 Nov | 323.10 | 24.6 | 0.00 | 0.00 | 0 | 1 | 0 |
| 20 Nov | 327.05 | 24.6 | 0.00 | - | 5 | 1 | 65 |
| 19 Nov | 327.05 | 24.6 | -0.80 | - | 5 | 1 | 65 |
| 18 Nov | 325.35 | 25.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 335.80 | 25.4 | 0.00 | 0.00 | 0 | -5 | 0 |
| 13 Nov | 331.55 | 25.4 | 13.20 | 48.32 | 69 | -6 | 63 |
| 12 Nov | 347.50 | 12.2 | 0.25 | 28.06 | 464 | 33 | 71 |
| 11 Nov | 348.70 | 11.95 | -16.95 | 30.29 | 97 | 22 | 37 |
| 8 Nov | 321.30 | 28.9 | 1.35 | - | 1 | 0 | 16 |
| 7 Nov | 328.00 | 27.55 | -4.60 | 32.67 | 6 | 4 | 17 |
| 6 Nov | 322.85 | 32.15 | -9.60 | 38.74 | 1 | 0 | 13 |
| 5 Nov | 315.70 | 41.75 | 10.60 | 51.06 | 1 | 0 | 13 |
| 4 Nov | 310.90 | 31.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 317.80 | 31.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 316.10 | 31.15 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 320.70 | 31.15 | 0.00 | - | 0 | 1 | 0 |
| 29 Oct | 327.00 | 31.15 | 12.10 | - | 2 | 1 | 13 |
| 28 Oct | 323.75 | 19.05 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 312.00 | 19.05 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 322.65 | 19.05 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 325.20 | 19.05 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 325.80 | 19.05 | 0.00 | - | 0 | 12 | 0 |
| 21 Oct | 337.40 | 19.05 | 4.15 | - | 23 | 11 | 11 |
| 18 Oct | 339.95 | 14.9 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 339.05 | 14.9 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 346.65 | 14.9 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 352.20 | 14.9 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 346.50 | 14.9 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 346.15 | 14.9 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 345.80 | 14.9 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 347.05 | 14.9 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 342.70 | 14.9 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 340.00 | 14.9 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 346.35 | 14.9 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 356.55 | 14.9 | - | 0 | 0 | 0 | |
For Biocon Limited. - strike price 355 expiring on 28NOV2024
Delta for 355 PE is 0.00
Historical price for 355 PE is as follows
On 21 Nov BIOCON was trading at 323.10. The strike last trading price was 24.6, 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 20 Nov BIOCON was trading at 327.05. The strike last trading price was 24.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 65
On 19 Nov BIOCON was trading at 327.05. The strike last trading price was 24.6, which was -0.80 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 65
On 18 Nov BIOCON was trading at 325.35. The strike last trading price was 25.4, which was 0.00 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 14 Nov BIOCON was trading at 335.80. The strike last trading price was 25.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -5 which decreased total open position to 0
On 13 Nov BIOCON was trading at 331.55. The strike last trading price was 25.4, which was 13.20 higher than the previous day. The implied volatity was 48.32, the open interest changed by -6 which decreased total open position to 63
On 12 Nov BIOCON was trading at 347.50. The strike last trading price was 12.2, which was 0.25 higher than the previous day. The implied volatity was 28.06, the open interest changed by 33 which increased total open position to 71
On 11 Nov BIOCON was trading at 348.70. The strike last trading price was 11.95, which was -16.95 lower than the previous day. The implied volatity was 30.29, the open interest changed by 22 which increased total open position to 37
On 8 Nov BIOCON was trading at 321.30. The strike last trading price was 28.9, which was 1.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 7 Nov BIOCON was trading at 328.00. The strike last trading price was 27.55, which was -4.60 lower than the previous day. The implied volatity was 32.67, the open interest changed by 4 which increased total open position to 17
On 6 Nov BIOCON was trading at 322.85. The strike last trading price was 32.15, which was -9.60 lower than the previous day. The implied volatity was 38.74, the open interest changed by 0 which decreased total open position to 13
On 5 Nov BIOCON was trading at 315.70. The strike last trading price was 41.75, which was 10.60 higher than the previous day. The implied volatity was 51.06, the open interest changed by 0 which decreased total open position to 13
On 4 Nov BIOCON was trading at 310.90. The strike last trading price was 31.15, which was 0.00 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 1 Nov BIOCON was trading at 317.80. The strike last trading price was 31.15, which was 0.00 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 31 Oct BIOCON was trading at 316.10. The strike last trading price was 31.15, 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 Oct BIOCON was trading at 320.70. The strike last trading price was 31.15, 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 29 Oct BIOCON was trading at 327.00. The strike last trading price was 31.15, which was 12.10 higher 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 19.05, 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 19.05, 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 19.05, 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 19.05, 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 19.05, 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 19.05, which was 4.15 higher 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 14.9, 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 17 Oct BIOCON was trading at 339.05. The strike last trading price was 14.9, 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 14.9, 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 14.9, 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 14.9, 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 14.9, 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 14.9, 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 14.9, 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 14.9, 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 14.9, 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 14.9, 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 14.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
