BIOCON
Biocon Limited.
Historical option data for BIOCON
09 Dec 2025 04:11 PM IST
| BIOCON 30-DEC-2025 365 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.87
Vega: 0.20
Theta: -0.19
Gamma: 0.01
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| 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 | |||||||||
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| 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
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| 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































































































































































































































