[--[65.84.65.76]--]

BIOCON

Biocon Limited.
383.65 -0.15 (-0.04%)
L: 375.55 H: 386.9

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Historical option data for BIOCON

09 Dec 2025 04:11 PM IST
BIOCON 30-DEC-2025 365 CE
Delta: 0.87
Vega: 0.20
Theta: -0.19
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 383.65 22.3 -0.7 21.52 22 8 11
8 Dec 383.80 23 -19.65 30.68 2 0 5
5 Dec 392.65 42.65 5.05 - 0 0 0
4 Dec 388.35 42.65 5.05 - 0 1 0
3 Dec 410.00 42.65 5.05 - 1 0 4
2 Dec 399.00 37.6 4.1 - 0 0 0
1 Dec 394.50 37.6 4.1 - 0 1 0
28 Nov 398.35 37.6 4.1 22.44 1 0 3
27 Nov 399.65 33.5 -2.6 - 0 0 0
26 Nov 398.45 33.5 -2.6 - 0 1 0
25 Nov 393.25 33.5 -2.6 28.35 5 3 5
24 Nov 395.25 36.1 6.1 32.81 1 0 1
21 Nov 396.85 30 4.35 - 0 0 0
20 Nov 395.15 30 4.35 - 0 0 0
19 Nov 410.10 30 4.35 - 0 0 0
18 Nov 421.60 30 4.35 - 0 0 0
17 Nov 420.95 30 4.35 - 0 0 0
14 Nov 411.15 30 4.35 - 0 0 0
13 Nov 417.00 30 4.35 - 0 1 0
12 Nov 405.90 30 4.35 - 1 0 0
11 Nov 385.10 25.65 0 - 0 0 0
10 Nov 382.15 25.65 0 - 0 0 0
7 Nov 380.40 25.65 0 - 0 0 0
6 Nov 385.20 25.65 0 - 0 0 0
4 Nov 380.50 25.65 0 - 0 0 0
3 Nov 377.15 25.65 0 - 0 0 0
31 Oct 372.10 25.65 0 - 0 0 0
30 Oct 376.60 25.65 0 - 0 0 0
29 Oct 373.70 25.65 0 - 0 0 0


For Biocon Limited. - strike price 365 expiring on 30DEC2025

Delta for 365 CE is 0.87

Historical price for 365 CE is as follows

On 9 Dec BIOCON was trading at 383.65. The strike last trading price was 22.3, which was -0.7 lower than the previous day. The implied volatity was 21.52, the open interest changed by 8 which increased total open position to 11


On 8 Dec BIOCON was trading at 383.80. The strike last trading price was 23, which was -19.65 lower than the previous day. The implied volatity was 30.68, the open interest changed by 0 which decreased total open position to 5


On 5 Dec BIOCON was trading at 392.65. The strike last trading price was 42.65, which was 5.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Dec BIOCON was trading at 388.35. The strike last trading price was 42.65, which was 5.05 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 3 Dec BIOCON was trading at 410.00. The strike last trading price was 42.65, which was 5.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 2 Dec BIOCON was trading at 399.00. The strike last trading price was 37.6, which was 4.1 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 37.6, which was 4.1 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 28 Nov BIOCON was trading at 398.35. The strike last trading price was 37.6, which was 4.1 higher than the previous day. The implied volatity was 22.44, the open interest changed by 0 which decreased total open position to 3


On 27 Nov BIOCON was trading at 399.65. The strike last trading price was 33.5, which was -2.6 lower 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 33.5, which was -2.6 lower 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 33.5, which was -2.6 lower than the previous day. The implied volatity was 28.35, the open interest changed by 3 which increased total open position to 5


On 24 Nov BIOCON was trading at 395.25. The strike last trading price was 36.1, which was 6.1 higher than the previous day. The implied volatity was 32.81, the open interest changed by 0 which decreased total open position to 1


On 21 Nov BIOCON was trading at 396.85. The strike last trading price was 30, which was 4.35 higher 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, which was 4.35 higher 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, which was 4.35 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 421.60. The strike last trading price was 30, which was 4.35 higher 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, which was 4.35 higher 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, which was 4.35 higher 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, which was 4.35 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 12 Nov BIOCON was trading at 405.90. The strike last trading price was 30, which was 4.35 higher 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 25.65, 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 25.65, 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 25.65, 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 25.65, 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 25.65, 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 25.65, 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 25.65, 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 25.65, 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 25.65, 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 365 PE
Delta: -0.19
Vega: 0.25
Theta: -0.15
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 383.65 2.8 -0.4 27.89 754 -60 229
8 Dec 383.80 3.55 1.45 28.38 199 2 287
5 Dec 392.65 2.2 -1.35 28.83 282 47 287
4 Dec 388.35 3.65 2.8 31.53 502 127 237
3 Dec 410.00 0.85 -0.45 29.93 100 6 110
2 Dec 399.00 1.25 -0.55 27.65 34 1 112
1 Dec 394.50 1.9 0.3 26.84 28 11 110
28 Nov 398.35 1.6 -0.1 26.70 15 1 98
27 Nov 399.65 1.65 -0.2 27.04 43 -6 97
26 Nov 398.45 1.85 -0.9 27.08 49 -20 104
25 Nov 393.25 2.6 -0.3 26.26 25 9 124
24 Nov 395.25 2.9 -0.05 27.58 31 13 115
21 Nov 396.85 2.95 -0.4 29.03 69 37 101
20 Nov 395.15 3.25 1.15 28.66 118 47 63
19 Nov 410.10 2.1 0.05 30.84 28 16 16
18 Nov 421.60 2.05 0.4 - 0 0 0
17 Nov 420.95 2.05 0.4 - 0 -1 0
14 Nov 411.15 2.05 0.4 29.81 1 0 1
13 Nov 417.00 1.65 -19.4 29.54 2 1 1
12 Nov 405.90 21.05 0 9.11 0 0 0
11 Nov 385.10 21.05 0 5.79 0 0 0
10 Nov 382.15 21.05 0 4.63 0 0 0
7 Nov 380.40 21.05 0 4.32 0 0 0
6 Nov 385.20 21.05 0 5.15 0 0 0
4 Nov 380.50 21.05 0 4.46 0 0 0
3 Nov 377.15 21.05 0 3.95 0 0 0
31 Oct 372.10 21.05 0 - 0 0 0
30 Oct 376.60 21.05 0 3.64 0 0 0
29 Oct 373.70 21.05 0 - 0 0 0


For Biocon Limited. - strike price 365 expiring on 30DEC2025

Delta for 365 PE is -0.19

Historical price for 365 PE is as follows

On 9 Dec BIOCON was trading at 383.65. The strike last trading price was 2.8, which was -0.4 lower than the previous day. The implied volatity was 27.89, the open interest changed by -60 which decreased total open position to 229


On 8 Dec BIOCON was trading at 383.80. The strike last trading price was 3.55, which was 1.45 higher than the previous day. The implied volatity was 28.38, the open interest changed by 2 which increased total open position to 287


On 5 Dec BIOCON was trading at 392.65. The strike last trading price was 2.2, which was -1.35 lower than the previous day. The implied volatity was 28.83, the open interest changed by 47 which increased total open position to 287


On 4 Dec BIOCON was trading at 388.35. The strike last trading price was 3.65, which was 2.8 higher than the previous day. The implied volatity was 31.53, the open interest changed by 127 which increased total open position to 237


On 3 Dec BIOCON was trading at 410.00. The strike last trading price was 0.85, which was -0.45 lower than the previous day. The implied volatity was 29.93, the open interest changed by 6 which increased total open position to 110


On 2 Dec BIOCON was trading at 399.00. The strike last trading price was 1.25, which was -0.55 lower than the previous day. The implied volatity was 27.65, the open interest changed by 1 which increased total open position to 112


On 1 Dec BIOCON was trading at 394.50. The strike last trading price was 1.9, which was 0.3 higher than the previous day. The implied volatity was 26.84, the open interest changed by 11 which increased total open position to 110


On 28 Nov BIOCON was trading at 398.35. The strike last trading price was 1.6, which was -0.1 lower than the previous day. The implied volatity was 26.70, the open interest changed by 1 which increased total open position to 98


On 27 Nov BIOCON was trading at 399.65. The strike last trading price was 1.65, which was -0.2 lower than the previous day. The implied volatity was 27.04, the open interest changed by -6 which decreased total open position to 97


On 26 Nov BIOCON was trading at 398.45. The strike last trading price was 1.85, which was -0.9 lower than the previous day. The implied volatity was 27.08, the open interest changed by -20 which decreased total open position to 104


On 25 Nov BIOCON was trading at 393.25. The strike last trading price was 2.6, which was -0.3 lower than the previous day. The implied volatity was 26.26, the open interest changed by 9 which increased total open position to 124


On 24 Nov BIOCON was trading at 395.25. The strike last trading price was 2.9, which was -0.05 lower than the previous day. The implied volatity was 27.58, the open interest changed by 13 which increased total open position to 115


On 21 Nov BIOCON was trading at 396.85. The strike last trading price was 2.95, which was -0.4 lower than the previous day. The implied volatity was 29.03, the open interest changed by 37 which increased total open position to 101


On 20 Nov BIOCON was trading at 395.15. The strike last trading price was 3.25, which was 1.15 higher than the previous day. The implied volatity was 28.66, the open interest changed by 47 which increased total open position to 63


On 19 Nov BIOCON was trading at 410.10. The strike last trading price was 2.1, which was 0.05 higher than the previous day. The implied volatity was 30.84, the open interest changed by 16 which increased total open position to 16


On 18 Nov BIOCON was trading at 421.60. The strike last trading price was 2.05, which was 0.4 higher 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 2.05, which was 0.4 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 14 Nov BIOCON was trading at 411.15. The strike last trading price was 2.05, which was 0.4 higher than the previous day. The implied volatity was 29.81, the open interest changed by 0 which decreased total open position to 1


On 13 Nov BIOCON was trading at 417.00. The strike last trading price was 1.65, which was -19.4 lower than the previous day. The implied volatity was 29.54, the open interest changed by 1 which increased total open position to 1


On 12 Nov BIOCON was trading at 405.90. The strike last trading price was 21.05, which was 0 lower than the previous day. The implied volatity was 9.11, 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 21.05, which was 0 lower than the previous day. The implied volatity was 5.79, 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 21.05, which was 0 lower than the previous day. The implied volatity was 4.63, 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 21.05, which was 0 lower than the previous day. The implied volatity was 4.32, 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 21.05, which was 0 lower than the previous day. The implied volatity was 5.15, 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 21.05, which was 0 lower than the previous day. The implied volatity was 4.46, 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 21.05, which was 0 lower than the previous day. The implied volatity was 3.95, 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 21.05, 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 21.05, which was 0 lower than the previous day. The implied volatity was 3.64, 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 21.05, 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