BIOCON
Biocon Limited.
Historical option data for BIOCON
24 Apr 2026 01:37 PM IST
| BIOCON 28-Apr-2026 (4d) 365 CE | ||||||||||||||||
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Delta: 0.09
Vega: 0
Theta: -0.18
Gamma: 0.01838
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 351.95 | 0.4 | -1.5 | 23.61 | 946 | -62 | 701 | |||||||||
| 23 Apr | 358.00 | 1.55 | -0.55 | 25.79 | 4,335 | 200 | 763 | |||||||||
| 22 Apr | 357.80 | 2.05 | -2.05 | 25.22 | 830 | 132 | 572 | |||||||||
| 21 Apr | 361.50 | 3.95 | -0.14999999999999947 | 27.13 | 939 | 17 | 441 | |||||||||
| 20 Apr | 359.05 | 3.8 | -1.0499999999999998 | 31.6 | 716 | -18 | 423 | |||||||||
| 17 Apr | 358.10 | 4.85 | 1.8499999999999996 | 29.05 | 1,314 | -18 | 446 | |||||||||
| 16 Apr | 350.75 | 2.9 | -0.8999999999999999 | 30.63 | 645 | 109 | 446 | |||||||||
| 15 Apr | 350.35 | 3.6 | 0.10000000000000009 | 32.96 | 423 | -10 | 337 | |||||||||
| 13 Apr | 345.00 | 3.6 | -0.9499999999999997 | 35.52 | 324 | 6 | 348 | |||||||||
| 10 Apr | 348.60 | 4.55 | -0.04999999999999982 | 33.57 | 239 | 15 | 342 | |||||||||
| 9 Apr | 345.70 | 4.4 | -1.9 | 34.62 | 294 | 30 | 328 | |||||||||
| 8 Apr | 349.80 | 6.5 | 1.55 | 35.15 | 544 | 8 | 299 | |||||||||
| 7 Apr | 340.05 | 4.85 | -4 | 39.26 | 495 | 56 | 290 | |||||||||
| 6 Apr | 355.00 | 9 | 0.2 | 35.38 | 258 | -18 | 237 | |||||||||
| 2 Apr | 352.55 | 8.65 | -5.7 | 34.74 | 564 | 169 | 255 | |||||||||
| 1 Apr | 365.20 | 14.6 | 2.3 | 34.05 | 230 | 16 | 86 | |||||||||
| 30 Mar | 360.90 | 12.6 | -6.6 | 33.58 | 130 | 56 | 71 | |||||||||
| 27 Mar | 370.10 | 19.2 | -4.9 | 32.37 | 24 | 6 | 15 | |||||||||
| 25 Mar | 379.65 | 24.1 | 4.15 | 30.01 | 4 | 0 | 11 | |||||||||
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| 24 Mar | 369.05 | 19.6 | -20.6 | 33.3 | 15 | 11 | 11 | |||||||||
| 23 Mar | 367.15 | 40.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Mar | 380.95 | 40.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 368.55 | 40.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 382.60 | 40.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 377.55 | 40.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 377.05 | 40.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 383.55 | 40.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 392.20 | 40.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 395.35 | 40.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 395.80 | 40.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 389.70 | 40.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 390.70 | 40.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 386.80 | 40.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 378.35 | 40.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 387.95 | 40.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 389.80 | 40.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 394.85 | 40.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 395.85 | 40.2 | 0 | - | 0 | 0 | 0 | |||||||||
For Biocon Limited. - strike price 365 expiring on 28APR2026
Delta for 365 CE is 0.09
Historical price for 365 CE is as follows
On 24 Apr BIOCON was trading at 351.95. The strike last trading price was 0.4, which was -1.5 lower than the previous day. The implied volatity was 23.61, the open interest changed by -62 which decreased total open position to 701
On 23 Apr BIOCON was trading at 358.00. The strike last trading price was 1.55, which was -0.55 lower than the previous day. The implied volatity was 25.79, the open interest changed by 200 which increased total open position to 763
On 22 Apr BIOCON was trading at 357.80. The strike last trading price was 2.05, which was -2.05 lower than the previous day. The implied volatity was 25.22, the open interest changed by 132 which increased total open position to 572
On 21 Apr BIOCON was trading at 361.50. The strike last trading price was 3.95, which was -0.14999999999999947 lower than the previous day. The implied volatity was 27.13, the open interest changed by 17 which increased total open position to 441
On 20 Apr BIOCON was trading at 359.05. The strike last trading price was 3.8, which was -1.0499999999999998 lower than the previous day. The implied volatity was 31.6, the open interest changed by -18 which decreased total open position to 423
On 17 Apr BIOCON was trading at 358.10. The strike last trading price was 4.85, which was 1.8499999999999996 higher than the previous day. The implied volatity was 29.05, the open interest changed by -18 which decreased total open position to 446
On 16 Apr BIOCON was trading at 350.75. The strike last trading price was 2.9, which was -0.8999999999999999 lower than the previous day. The implied volatity was 30.63, the open interest changed by 109 which increased total open position to 446
On 15 Apr BIOCON was trading at 350.35. The strike last trading price was 3.6, which was 0.10000000000000009 higher than the previous day. The implied volatity was 32.96, the open interest changed by -10 which decreased total open position to 337
On 13 Apr BIOCON was trading at 345.00. The strike last trading price was 3.6, which was -0.9499999999999997 lower than the previous day. The implied volatity was 35.52, the open interest changed by 6 which increased total open position to 348
On 10 Apr BIOCON was trading at 348.60. The strike last trading price was 4.55, which was -0.04999999999999982 lower than the previous day. The implied volatity was 33.57, the open interest changed by 15 which increased total open position to 342
On 9 Apr BIOCON was trading at 345.70. The strike last trading price was 4.4, which was -1.9 lower than the previous day. The implied volatity was 34.62, the open interest changed by 30 which increased total open position to 328
On 8 Apr BIOCON was trading at 349.80. The strike last trading price was 6.5, which was 1.55 higher than the previous day. The implied volatity was 35.15, the open interest changed by 8 which increased total open position to 299
On 7 Apr BIOCON was trading at 340.05. The strike last trading price was 4.85, which was -4 lower than the previous day. The implied volatity was 39.26, the open interest changed by 56 which increased total open position to 290
On 6 Apr BIOCON was trading at 355.00. The strike last trading price was 9, which was 0.2 higher than the previous day. The implied volatity was 35.38, the open interest changed by -18 which decreased total open position to 237
On 2 Apr BIOCON was trading at 352.55. The strike last trading price was 8.65, which was -5.7 lower than the previous day. The implied volatity was 34.74, the open interest changed by 169 which increased total open position to 255
On 1 Apr BIOCON was trading at 365.20. The strike last trading price was 14.6, which was 2.3 higher than the previous day. The implied volatity was 34.05, the open interest changed by 16 which increased total open position to 86
On 30 Mar BIOCON was trading at 360.90. The strike last trading price was 12.6, which was -6.6 lower than the previous day. The implied volatity was 33.58, the open interest changed by 56 which increased total open position to 71
On 27 Mar BIOCON was trading at 370.10. The strike last trading price was 19.2, which was -4.9 lower than the previous day. The implied volatity was 32.37, the open interest changed by 6 which increased total open position to 15
On 25 Mar BIOCON was trading at 379.65. The strike last trading price was 24.1, which was 4.15 higher than the previous day. The implied volatity was 30.01, the open interest changed by 0 which decreased total open position to 11
On 24 Mar BIOCON was trading at 369.05. The strike last trading price was 19.6, which was -20.6 lower than the previous day. The implied volatity was 33.3, the open interest changed by 11 which increased total open position to 11
On 23 Mar BIOCON was trading at 367.15. The strike last trading price was 40.2, 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 Mar BIOCON was trading at 380.95. The strike last trading price was 40.2, 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 Mar BIOCON was trading at 368.55. The strike last trading price was 40.2, 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 Mar BIOCON was trading at 382.60. The strike last trading price was 40.2, 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 Mar BIOCON was trading at 377.55. The strike last trading price was 40.2, 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 16 Mar BIOCON was trading at 377.05. The strike last trading price was 40.2, 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 Mar BIOCON was trading at 383.55. The strike last trading price was 40.2, 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 Mar BIOCON was trading at 392.20. The strike last trading price was 40.2, 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 Mar BIOCON was trading at 395.35. The strike last trading price was 40.2, 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 Mar BIOCON was trading at 395.80. The strike last trading price was 40.2, 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 9 Mar BIOCON was trading at 389.70. The strike last trading price was 40.2, 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 Mar BIOCON was trading at 390.70. The strike last trading price was 40.2, 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 5 Mar BIOCON was trading at 386.80. The strike last trading price was 40.2, 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 Mar BIOCON was trading at 378.35. The strike last trading price was 40.2, 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 2 Mar BIOCON was trading at 387.95. The strike last trading price was 40.2, 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 27 Feb BIOCON was trading at 389.80. The strike last trading price was 40.2, 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 26 Feb BIOCON was trading at 394.85. The strike last trading price was 40.2, 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 25 Feb BIOCON was trading at 395.85. The strike last trading price was 40.2, 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 28-Apr-2026 (4d) 365 PE | |||||||
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Delta: -0.89
Vega: 0
Theta: -0.17
Gamma: 0.0191
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 351.95 | 13.05 | 4.550000000000001 | 25.84 | 45 | -5 | 80 |
| 23 Apr | 358.00 | 8.4 | -0.6999999999999993 | 14.43 | 246 | -36 | 85 |
| 22 Apr | 357.80 | 9.15 | 1.25 | 27.16 | 93 | -13 | 130 |
| 21 Apr | 361.50 | 8 | -2.1999999999999993 | 31.41 | 178 | 1 | 140 |
| 20 Apr | 359.05 | 10.55 | -0.8499999999999996 | 34.17 | 71 | 22 | 137 |
| 17 Apr | 358.10 | 11.2 | -5.900000000000002 | 30.91 | 88 | 14 | 112 |
| 16 Apr | 350.75 | 17.1 | 0.10000000000000142 | 32.6 | 64 | -6 | 98 |
| 15 Apr | 350.35 | 17.1 | -6.5 | 29.84 | 5 | 0 | 104 |
| 13 Apr | 345.00 | 23.6 | 0.9000000000000021 | 33.41 | 1 | 0 | 104 |
| 10 Apr | 348.60 | 22.7 | 22.7 | - | 0 | 0 | 104 |
| 9 Apr | 345.70 | 22.7 | 3.45 | 35.93 | 12 | 4 | 105 |
| 8 Apr | 349.80 | 19.05 | -8.65 | 35.3 | 73 | 20 | 100 |
| 7 Apr | 340.05 | 28.35 | 11.6 | 42.38 | 211 | -3 | 81 |
| 6 Apr | 355.00 | 15.8 | -3.6 | 33.01 | 195 | -10 | 85 |
| 2 Apr | 352.55 | 20.05 | 8 | 37.47 | 286 | 17 | 96 |
| 1 Apr | 365.20 | 12.25 | -3.5 | 33.9 | 248 | 1 | 78 |
| 30 Mar | 360.90 | 16.3 | 3.95 | 37.51 | 99 | 36 | 78 |
| 27 Mar | 370.10 | 12.5 | 3.9 | 38.78 | 52 | 15 | 42 |
| 25 Mar | 379.65 | 8.6 | -4.45 | 35.2 | 11 | 3 | 27 |
| 24 Mar | 369.05 | 12.65 | -0.1 | 36.55 | 16 | 5 | 24 |
| 23 Mar | 367.15 | 12.75 | 2.8 | 33.72 | 6 | 0 | 16 |
| 20 Mar | 380.95 | 9.95 | -4.15 | 36.91 | 3 | -1 | 15 |
| 19 Mar | 368.55 | 14.1 | 3.25 | 36.96 | 12 | 7 | 11 |
| 18 Mar | 382.60 | 10.6 | 0.3 | - | 0 | 0 | 4 |
| 17 Mar | 377.55 | 10.6 | 0.3 | - | 4 | 0 | 4 |
| 16 Mar | 377.05 | 10.6 | 0.3 | 34.6 | 4 | 2 | 2 |
| 13 Mar | 383.55 | 10.3 | 0 | 5.17 | 0 | 0 | 0 |
| 12 Mar | 392.20 | 10.3 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 395.35 | 10.3 | 0 | 7.24 | 0 | 0 | 0 |
| 10 Mar | 395.80 | 10.3 | 0 | 7.37 | 0 | 0 | 0 |
| 9 Mar | 389.70 | 10.3 | 0 | 6.35 | 0 | 0 | 0 |
| 6 Mar | 390.70 | 10.3 | 0 | 6.18 | 0 | 0 | 0 |
| 5 Mar | 386.80 | 10.3 | 0 | 5.89 | 0 | 0 | 0 |
| 4 Mar | 378.35 | 10.3 | 0 | 3.8 | 0 | 0 | 0 |
| 2 Mar | 387.95 | 10.3 | 0 | 5.8 | 0 | 0 | 0 |
| 27 Feb | 389.80 | 10.3 | 0 | 6 | 0 | 0 | 0 |
| 26 Feb | 394.85 | 10.3 | 0 | 6.69 | 0 | 0 | 0 |
| 25 Feb | 395.85 | 10.3 | 0 | 6.82 | 0 | 0 | 0 |
For Biocon Limited. - strike price 365 expiring on 28APR2026
Delta for 365 PE is -0.89
Historical price for 365 PE is as follows
On 24 Apr BIOCON was trading at 351.95. The strike last trading price was 13.05, which was 4.550000000000001 higher than the previous day. The implied volatity was 25.84, the open interest changed by -5 which decreased total open position to 80
On 23 Apr BIOCON was trading at 358.00. The strike last trading price was 8.4, which was -0.6999999999999993 lower than the previous day. The implied volatity was 14.43, the open interest changed by -36 which decreased total open position to 85
On 22 Apr BIOCON was trading at 357.80. The strike last trading price was 9.15, which was 1.25 higher than the previous day. The implied volatity was 27.16, the open interest changed by -13 which decreased total open position to 130
On 21 Apr BIOCON was trading at 361.50. The strike last trading price was 8, which was -2.1999999999999993 lower than the previous day. The implied volatity was 31.41, the open interest changed by 1 which increased total open position to 140
On 20 Apr BIOCON was trading at 359.05. The strike last trading price was 10.55, which was -0.8499999999999996 lower than the previous day. The implied volatity was 34.17, the open interest changed by 22 which increased total open position to 137
On 17 Apr BIOCON was trading at 358.10. The strike last trading price was 11.2, which was -5.900000000000002 lower than the previous day. The implied volatity was 30.91, the open interest changed by 14 which increased total open position to 112
On 16 Apr BIOCON was trading at 350.75. The strike last trading price was 17.1, which was 0.10000000000000142 higher than the previous day. The implied volatity was 32.6, the open interest changed by -6 which decreased total open position to 98
On 15 Apr BIOCON was trading at 350.35. The strike last trading price was 17.1, which was -6.5 lower than the previous day. The implied volatity was 29.84, the open interest changed by 0 which decreased total open position to 104
On 13 Apr BIOCON was trading at 345.00. The strike last trading price was 23.6, which was 0.9000000000000021 higher than the previous day. The implied volatity was 33.41, the open interest changed by 0 which decreased total open position to 104
On 10 Apr BIOCON was trading at 348.60. The strike last trading price was 22.7, which was 22.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 104
On 9 Apr BIOCON was trading at 345.70. The strike last trading price was 22.7, which was 3.45 higher than the previous day. The implied volatity was 35.93, the open interest changed by 4 which increased total open position to 105
On 8 Apr BIOCON was trading at 349.80. The strike last trading price was 19.05, which was -8.65 lower than the previous day. The implied volatity was 35.3, the open interest changed by 20 which increased total open position to 100
On 7 Apr BIOCON was trading at 340.05. The strike last trading price was 28.35, which was 11.6 higher than the previous day. The implied volatity was 42.38, the open interest changed by -3 which decreased total open position to 81
On 6 Apr BIOCON was trading at 355.00. The strike last trading price was 15.8, which was -3.6 lower than the previous day. The implied volatity was 33.01, the open interest changed by -10 which decreased total open position to 85
On 2 Apr BIOCON was trading at 352.55. The strike last trading price was 20.05, which was 8 higher than the previous day. The implied volatity was 37.47, the open interest changed by 17 which increased total open position to 96
On 1 Apr BIOCON was trading at 365.20. The strike last trading price was 12.25, which was -3.5 lower than the previous day. The implied volatity was 33.9, the open interest changed by 1 which increased total open position to 78
On 30 Mar BIOCON was trading at 360.90. The strike last trading price was 16.3, which was 3.95 higher than the previous day. The implied volatity was 37.51, the open interest changed by 36 which increased total open position to 78
On 27 Mar BIOCON was trading at 370.10. The strike last trading price was 12.5, which was 3.9 higher than the previous day. The implied volatity was 38.78, the open interest changed by 15 which increased total open position to 42
On 25 Mar BIOCON was trading at 379.65. The strike last trading price was 8.6, which was -4.45 lower than the previous day. The implied volatity was 35.2, the open interest changed by 3 which increased total open position to 27
On 24 Mar BIOCON was trading at 369.05. The strike last trading price was 12.65, which was -0.1 lower than the previous day. The implied volatity was 36.55, the open interest changed by 5 which increased total open position to 24
On 23 Mar BIOCON was trading at 367.15. The strike last trading price was 12.75, which was 2.8 higher than the previous day. The implied volatity was 33.72, the open interest changed by 0 which decreased total open position to 16
On 20 Mar BIOCON was trading at 380.95. The strike last trading price was 9.95, which was -4.15 lower than the previous day. The implied volatity was 36.91, the open interest changed by -1 which decreased total open position to 15
On 19 Mar BIOCON was trading at 368.55. The strike last trading price was 14.1, which was 3.25 higher than the previous day. The implied volatity was 36.96, the open interest changed by 7 which increased total open position to 11
On 18 Mar BIOCON was trading at 382.60. The strike last trading price was 10.6, which was 0.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 17 Mar BIOCON was trading at 377.55. The strike last trading price was 10.6, which was 0.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 16 Mar BIOCON was trading at 377.05. The strike last trading price was 10.6, which was 0.3 higher than the previous day. The implied volatity was 34.6, the open interest changed by 2 which increased total open position to 2
On 13 Mar BIOCON was trading at 383.55. The strike last trading price was 10.3, which was 0 lower than the previous day. The implied volatity was 5.17, the open interest changed by 0 which decreased total open position to 0
On 12 Mar BIOCON was trading at 392.20. The strike last trading price was 10.3, 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 Mar BIOCON was trading at 395.35. The strike last trading price was 10.3, which was 0 lower than the previous day. The implied volatity was 7.24, the open interest changed by 0 which decreased total open position to 0
On 10 Mar BIOCON was trading at 395.80. The strike last trading price was 10.3, which was 0 lower than the previous day. The implied volatity was 7.37, the open interest changed by 0 which decreased total open position to 0
On 9 Mar BIOCON was trading at 389.70. The strike last trading price was 10.3, which was 0 lower than the previous day. The implied volatity was 6.35, the open interest changed by 0 which decreased total open position to 0
On 6 Mar BIOCON was trading at 390.70. The strike last trading price was 10.3, which was 0 lower than the previous day. The implied volatity was 6.18, the open interest changed by 0 which decreased total open position to 0
On 5 Mar BIOCON was trading at 386.80. The strike last trading price was 10.3, which was 0 lower than the previous day. The implied volatity was 5.89, the open interest changed by 0 which decreased total open position to 0
On 4 Mar BIOCON was trading at 378.35. The strike last trading price was 10.3, which was 0 lower than the previous day. The implied volatity was 3.8, the open interest changed by 0 which decreased total open position to 0
On 2 Mar BIOCON was trading at 387.95. The strike last trading price was 10.3, which was 0 lower than the previous day. The implied volatity was 5.8, the open interest changed by 0 which decreased total open position to 0
On 27 Feb BIOCON was trading at 389.80. The strike last trading price was 10.3, which was 0 lower than the previous day. The implied volatity was 6, the open interest changed by 0 which decreased total open position to 0
On 26 Feb BIOCON was trading at 394.85. The strike last trading price was 10.3, 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 25 Feb BIOCON was trading at 395.85. The strike last trading price was 10.3, which was 0 lower than the previous day. The implied volatity was 6.82, the open interest changed by 0 which decreased total open position to 0
