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

363 -4.85 (-1.32%)

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Historical option data for BIOCON

12 Dec 2024 10:11 AM IST
BIOCON 26DEC2024 360 CE
Delta: 0.60
Vega: 0.28
Theta: -0.33
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
12 Dec 362.95 10.2 -3.50 27.58 95 10 222
11 Dec 367.85 13.7 -1.75 30.07 107 -1 211
10 Dec 369.20 15.45 -0.75 32.17 151 -16 212
9 Dec 369.60 16.2 -7.30 31.84 206 -21 228
6 Dec 380.05 23.5 2.00 26.40 16 -9 249
5 Dec 375.25 21.5 -4.05 28.97 31 -2 258
4 Dec 379.70 25.55 3.65 30.21 87 7 260
3 Dec 373.85 21.9 0.00 34.06 40 -6 253
2 Dec 375.35 21.9 6.20 30.90 532 -48 259
29 Nov 365.15 15.7 -0.70 29.68 413 -6 307
28 Nov 363.95 16.4 3.10 30.50 1,150 -126 313
27 Nov 358.65 13.3 2.90 30.96 1,626 45 437
26 Nov 352.65 10.4 6.05 31.44 1,036 207 390
25 Nov 336.35 4.35 0.80 29.73 139 106 182
22 Nov 331.50 3.55 0.30 29.13 112 39 115
21 Nov 323.10 3.25 0.00 34.10 141 -5 78
20 Nov 327.05 3.25 0.00 30.41 192 22 82
19 Nov 327.05 3.25 -0.15 30.41 192 21 82
18 Nov 325.35 3.4 -2.55 31.10 34 4 61
14 Nov 335.80 5.95 0.05 28.99 567 34 57
13 Nov 331.55 5.9 -3.60 30.12 566 8 23
12 Nov 347.50 9.5 -1.00 28.07 5 1 15
11 Nov 348.70 10.5 6.00 28.18 25 12 15
7 Nov 328.00 4.5 -4.00 28.38 2 0 2
30 Oct 320.70 8.5 0.40 - 1 0 1
29 Oct 327.00 8.1 0.00 - 0 0 0
28 Oct 323.75 8.1 0.00 - 0 0 0
25 Oct 312.00 8.1 0.00 - 0 0 0
24 Oct 322.65 8.1 0.00 - 0 1 0
23 Oct 325.20 8.1 -32.05 - 1 0 0
22 Oct 325.80 40.15 0.00 - 0 0 0
21 Oct 337.40 40.15 0.00 - 0 0 0
18 Oct 339.95 40.15 0.00 - 0 0 0
17 Oct 339.05 40.15 0.00 - 0 0 0
16 Oct 346.65 40.15 0.00 - 0 0 0
15 Oct 352.20 40.15 0.00 - 0 0 0
14 Oct 346.50 40.15 0.00 - 0 0 0
11 Oct 346.15 40.15 0.00 - 0 0 0
10 Oct 345.80 40.15 40.15 - 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 360 expiring on 26DEC2024

Delta for 360 CE is 0.60

Historical price for 360 CE is as follows

On 12 Dec BIOCON was trading at 362.95. The strike last trading price was 10.2, which was -3.50 lower than the previous day. The implied volatity was 27.58, the open interest changed by 10 which increased total open position to 222


On 11 Dec BIOCON was trading at 367.85. The strike last trading price was 13.7, which was -1.75 lower than the previous day. The implied volatity was 30.07, the open interest changed by -1 which decreased total open position to 211


On 10 Dec BIOCON was trading at 369.20. The strike last trading price was 15.45, which was -0.75 lower than the previous day. The implied volatity was 32.17, the open interest changed by -16 which decreased total open position to 212


On 9 Dec BIOCON was trading at 369.60. The strike last trading price was 16.2, which was -7.30 lower than the previous day. The implied volatity was 31.84, the open interest changed by -21 which decreased total open position to 228


On 6 Dec BIOCON was trading at 380.05. The strike last trading price was 23.5, which was 2.00 higher than the previous day. The implied volatity was 26.40, the open interest changed by -9 which decreased total open position to 249


On 5 Dec BIOCON was trading at 375.25. The strike last trading price was 21.5, which was -4.05 lower than the previous day. The implied volatity was 28.97, the open interest changed by -2 which decreased total open position to 258


On 4 Dec BIOCON was trading at 379.70. The strike last trading price was 25.55, which was 3.65 higher than the previous day. The implied volatity was 30.21, the open interest changed by 7 which increased total open position to 260


On 3 Dec BIOCON was trading at 373.85. The strike last trading price was 21.9, which was 0.00 lower than the previous day. The implied volatity was 34.06, the open interest changed by -6 which decreased total open position to 253


On 2 Dec BIOCON was trading at 375.35. The strike last trading price was 21.9, which was 6.20 higher than the previous day. The implied volatity was 30.90, the open interest changed by -48 which decreased total open position to 259


On 29 Nov BIOCON was trading at 365.15. The strike last trading price was 15.7, which was -0.70 lower than the previous day. The implied volatity was 29.68, the open interest changed by -6 which decreased total open position to 307


On 28 Nov BIOCON was trading at 363.95. The strike last trading price was 16.4, which was 3.10 higher than the previous day. The implied volatity was 30.50, the open interest changed by -126 which decreased total open position to 313


On 27 Nov BIOCON was trading at 358.65. The strike last trading price was 13.3, which was 2.90 higher than the previous day. The implied volatity was 30.96, the open interest changed by 45 which increased total open position to 437


On 26 Nov BIOCON was trading at 352.65. The strike last trading price was 10.4, which was 6.05 higher than the previous day. The implied volatity was 31.44, the open interest changed by 207 which increased total open position to 390


On 25 Nov BIOCON was trading at 336.35. The strike last trading price was 4.35, which was 0.80 higher than the previous day. The implied volatity was 29.73, the open interest changed by 106 which increased total open position to 182


On 22 Nov BIOCON was trading at 331.50. The strike last trading price was 3.55, which was 0.30 higher than the previous day. The implied volatity was 29.13, the open interest changed by 39 which increased total open position to 115


On 21 Nov BIOCON was trading at 323.10. The strike last trading price was 3.25, which was 0.00 lower than the previous day. The implied volatity was 34.10, the open interest changed by -5 which decreased total open position to 78


On 20 Nov BIOCON was trading at 327.05. The strike last trading price was 3.25, which was 0.00 lower than the previous day. The implied volatity was 30.41, the open interest changed by 22 which increased total open position to 82


On 19 Nov BIOCON was trading at 327.05. The strike last trading price was 3.25, which was -0.15 lower than the previous day. The implied volatity was 30.41, the open interest changed by 21 which increased total open position to 82


On 18 Nov BIOCON was trading at 325.35. The strike last trading price was 3.4, which was -2.55 lower than the previous day. The implied volatity was 31.10, the open interest changed by 4 which increased total open position to 61


On 14 Nov BIOCON was trading at 335.80. The strike last trading price was 5.95, which was 0.05 higher than the previous day. The implied volatity was 28.99, the open interest changed by 34 which increased total open position to 57


On 13 Nov BIOCON was trading at 331.55. The strike last trading price was 5.9, which was -3.60 lower than the previous day. The implied volatity was 30.12, the open interest changed by 8 which increased total open position to 23


On 12 Nov BIOCON was trading at 347.50. The strike last trading price was 9.5, which was -1.00 lower than the previous day. The implied volatity was 28.07, the open interest changed by 1 which increased total open position to 15


On 11 Nov BIOCON was trading at 348.70. The strike last trading price was 10.5, which was 6.00 higher than the previous day. The implied volatity was 28.18, the open interest changed by 12 which increased total open position to 15


On 7 Nov BIOCON was trading at 328.00. The strike last trading price was 4.5, which was -4.00 lower than the previous day. The implied volatity was 28.38, the open interest changed by 0 which decreased total open position to 2


On 30 Oct BIOCON was trading at 320.70. The strike last trading price was 8.5, which was 0.40 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 8.1, 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 8.1, 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 8.1, 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 8.1, 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 8.1, which was -32.05 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 40.15, 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 21 Oct BIOCON was trading at 337.40. The strike last trading price was 40.15, 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 18 Oct BIOCON was trading at 339.95. The strike last trading price was 40.15, 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 17 Oct BIOCON was trading at 339.05. The strike last trading price was 40.15, 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 16 Oct BIOCON was trading at 346.65. The strike last trading price was 40.15, 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 15 Oct BIOCON was trading at 352.20. The strike last trading price was 40.15, 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 14 Oct BIOCON was trading at 346.50. The strike last trading price was 40.15, 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 11 Oct BIOCON was trading at 346.15. The strike last trading price was 40.15, 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 10 Oct BIOCON was trading at 345.80. The strike last trading price was 40.15, which was 40.15 higher 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 360 PE
Delta: -0.41
Vega: 0.28
Theta: -0.25
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
12 Dec 362.95 6.45 1.55 29.74 192 17 438
11 Dec 367.85 4.9 -0.40 28.89 357 19 429
10 Dec 369.20 5.3 -0.65 31.01 615 -1 409
9 Dec 369.60 5.95 2.80 33.32 1,208 37 411
6 Dec 380.05 3.15 -0.55 30.72 298 -6 375
5 Dec 375.25 3.7 0.10 29.21 547 -55 386
4 Dec 379.70 3.6 -1.20 31.78 737 23 450
3 Dec 373.85 4.8 -0.10 29.83 362 15 430
2 Dec 375.35 4.9 -3.35 30.46 1,219 76 414
29 Nov 365.15 8.25 -0.85 29.56 627 91 338
28 Nov 363.95 9.1 -3.80 31.54 794 86 244
27 Nov 358.65 12.9 -3.25 34.07 115 51 157
26 Nov 352.65 16.15 -8.85 33.31 82 53 108
25 Nov 336.35 25 -5.40 29.40 27 49 52
22 Nov 331.50 30.4 -4.60 34.46 25 24 27
21 Nov 323.10 35 7.00 27.63 2 0 1
20 Nov 327.05 28 0.00 - 1 1 0
19 Nov 327.05 28 7.20 - 1 0 0
18 Nov 325.35 20.8 0.00 - 0 0 0
14 Nov 335.80 20.8 0.00 - 0 0 0
13 Nov 331.55 20.8 0.00 - 0 0 0
12 Nov 347.50 20.8 0.00 - 0 0 0
11 Nov 348.70 20.8 0.00 - 0 0 0
7 Nov 328.00 20.8 20.80 - 0 0 0
30 Oct 320.70 0 0.00 - 0 0 0
29 Oct 327.00 0 0.00 - 0 0 0
28 Oct 323.75 0 0.00 - 0 0 0
25 Oct 312.00 0 0.00 - 0 0 0
24 Oct 322.65 0 0.00 - 0 0 0
23 Oct 325.20 0 0.00 - 0 0 0
22 Oct 325.80 0 0.00 - 0 0 0
21 Oct 337.40 0 0.00 - 0 0 0
18 Oct 339.95 0 0.00 - 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 360 expiring on 26DEC2024

Delta for 360 PE is -0.41

Historical price for 360 PE is as follows

On 12 Dec BIOCON was trading at 362.95. The strike last trading price was 6.45, which was 1.55 higher than the previous day. The implied volatity was 29.74, the open interest changed by 17 which increased total open position to 438


On 11 Dec BIOCON was trading at 367.85. The strike last trading price was 4.9, which was -0.40 lower than the previous day. The implied volatity was 28.89, the open interest changed by 19 which increased total open position to 429


On 10 Dec BIOCON was trading at 369.20. The strike last trading price was 5.3, which was -0.65 lower than the previous day. The implied volatity was 31.01, the open interest changed by -1 which decreased total open position to 409


On 9 Dec BIOCON was trading at 369.60. The strike last trading price was 5.95, which was 2.80 higher than the previous day. The implied volatity was 33.32, the open interest changed by 37 which increased total open position to 411


On 6 Dec BIOCON was trading at 380.05. The strike last trading price was 3.15, which was -0.55 lower than the previous day. The implied volatity was 30.72, the open interest changed by -6 which decreased total open position to 375


On 5 Dec BIOCON was trading at 375.25. The strike last trading price was 3.7, which was 0.10 higher than the previous day. The implied volatity was 29.21, the open interest changed by -55 which decreased total open position to 386


On 4 Dec BIOCON was trading at 379.70. The strike last trading price was 3.6, which was -1.20 lower than the previous day. The implied volatity was 31.78, the open interest changed by 23 which increased total open position to 450


On 3 Dec BIOCON was trading at 373.85. The strike last trading price was 4.8, which was -0.10 lower than the previous day. The implied volatity was 29.83, the open interest changed by 15 which increased total open position to 430


On 2 Dec BIOCON was trading at 375.35. The strike last trading price was 4.9, which was -3.35 lower than the previous day. The implied volatity was 30.46, the open interest changed by 76 which increased total open position to 414


On 29 Nov BIOCON was trading at 365.15. The strike last trading price was 8.25, which was -0.85 lower than the previous day. The implied volatity was 29.56, the open interest changed by 91 which increased total open position to 338


On 28 Nov BIOCON was trading at 363.95. The strike last trading price was 9.1, which was -3.80 lower than the previous day. The implied volatity was 31.54, the open interest changed by 86 which increased total open position to 244


On 27 Nov BIOCON was trading at 358.65. The strike last trading price was 12.9, which was -3.25 lower than the previous day. The implied volatity was 34.07, the open interest changed by 51 which increased total open position to 157


On 26 Nov BIOCON was trading at 352.65. The strike last trading price was 16.15, which was -8.85 lower than the previous day. The implied volatity was 33.31, the open interest changed by 53 which increased total open position to 108


On 25 Nov BIOCON was trading at 336.35. The strike last trading price was 25, which was -5.40 lower than the previous day. The implied volatity was 29.40, the open interest changed by 49 which increased total open position to 52


On 22 Nov BIOCON was trading at 331.50. The strike last trading price was 30.4, which was -4.60 lower than the previous day. The implied volatity was 34.46, the open interest changed by 24 which increased total open position to 27


On 21 Nov BIOCON was trading at 323.10. The strike last trading price was 35, which was 7.00 higher than the previous day. The implied volatity was 27.63, the open interest changed by 0 which decreased total open position to 1


On 20 Nov BIOCON was trading at 327.05. The strike last trading price was 28, 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 0


On 19 Nov BIOCON was trading at 327.05. The strike last trading price was 28, which was 7.20 higher 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 20.8, 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 14 Nov BIOCON was trading at 335.80. The strike last trading price was 20.8, 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 13 Nov BIOCON was trading at 331.55. The strike last trading price was 20.8, 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 12 Nov BIOCON was trading at 347.50. The strike last trading price was 20.8, 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 11 Nov BIOCON was trading at 348.70. The strike last trading price was 20.8, 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 20.8, which was 20.80 higher 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 320.70. 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 29 Oct BIOCON was trading at 327.00. 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 28 Oct BIOCON was trading at 323.75. 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 25 Oct BIOCON was trading at 312.00. 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 24 Oct BIOCON was trading at 322.65. 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 23 Oct BIOCON was trading at 325.20. 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 22 Oct BIOCON was trading at 325.80. 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 21 Oct BIOCON was trading at 337.40. 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 18 Oct BIOCON was trading at 339.95. 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 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