BIOCON
Biocon Limited.
Historical option data for BIOCON
12 Dec 2024 10:21 AM IST
| BIOCON 26DEC2024 365 CE | ||||||||||
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Delta: 0.50
Vega: 0.29
Theta: -0.33
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 363.15 | 7.8 | -2.85 | 28.19 | 132 | 41 | 150 | |||
| 11 Dec | 367.85 | 10.65 | -1.60 | 29.77 | 129 | -1 | 109 | |||
| 10 Dec | 369.20 | 12.25 | -0.85 | 31.53 | 253 | 17 | 110 | |||
| 9 Dec | 369.60 | 13.1 | -6.65 | 31.71 | 412 | 0 | 93 | |||
| 6 Dec | 380.05 | 19.75 | 1.95 | 27.00 | 24 | -8 | 94 | |||
| 5 Dec | 375.25 | 17.8 | -3.70 | 28.49 | 59 | -10 | 101 | |||
| 4 Dec | 379.70 | 21.5 | 4.95 | 29.18 | 160 | -4 | 112 | |||
| 3 Dec | 373.85 | 16.55 | -1.55 | 27.85 | 47 | 10 | 115 | |||
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| 2 Dec | 375.35 | 18.1 | 5.20 | 29.61 | 485 | -59 | 107 | |||
| 29 Nov | 365.15 | 12.9 | -0.45 | 29.52 | 472 | 36 | 166 | |||
| 28 Nov | 363.95 | 13.35 | 2.30 | 29.71 | 462 | 99 | 130 | |||
| 27 Nov | 358.65 | 11.05 | 2.60 | 31.19 | 91 | 27 | 33 | |||
| 26 Nov | 352.65 | 8.45 | 5.55 | 31.41 | 11 | 4 | 6 | |||
| 25 Nov | 336.35 | 2.9 | -3.10 | 28.22 | 4 | 2 | 2 | |||
| 22 Nov | 331.50 | 6 | 0.00 | 8.09 | 0 | 0 | 0 | |||
| 21 Nov | 323.10 | 6 | 0.00 | 10.16 | 0 | 0 | 0 | |||
| 20 Nov | 327.05 | 6 | 0.00 | 9.06 | 0 | 0 | 0 | |||
| 19 Nov | 327.05 | 6 | 0.00 | 9.06 | 0 | 0 | 0 | |||
| 18 Nov | 325.35 | 6 | 0.00 | 9.10 | 0 | 0 | 0 | |||
| 14 Nov | 335.80 | 6 | 0.00 | 6.10 | 0 | 0 | 0 | |||
| 13 Nov | 331.55 | 6 | 0.00 | 6.54 | 0 | 0 | 0 | |||
| 11 Nov | 348.70 | 6 | 3.02 | 0 | 0 | 0 | ||||
For Biocon Limited. - strike price 365 expiring on 26DEC2024
Delta for 365 CE is 0.50
Historical price for 365 CE is as follows
On 12 Dec BIOCON was trading at 363.15. The strike last trading price was 7.8, which was -2.85 lower than the previous day. The implied volatity was 28.19, the open interest changed by 41 which increased total open position to 150
On 11 Dec BIOCON was trading at 367.85. The strike last trading price was 10.65, which was -1.60 lower than the previous day. The implied volatity was 29.77, the open interest changed by -1 which decreased total open position to 109
On 10 Dec BIOCON was trading at 369.20. The strike last trading price was 12.25, which was -0.85 lower than the previous day. The implied volatity was 31.53, the open interest changed by 17 which increased total open position to 110
On 9 Dec BIOCON was trading at 369.60. The strike last trading price was 13.1, which was -6.65 lower than the previous day. The implied volatity was 31.71, the open interest changed by 0 which decreased total open position to 93
On 6 Dec BIOCON was trading at 380.05. The strike last trading price was 19.75, which was 1.95 higher than the previous day. The implied volatity was 27.00, the open interest changed by -8 which decreased total open position to 94
On 5 Dec BIOCON was trading at 375.25. The strike last trading price was 17.8, which was -3.70 lower than the previous day. The implied volatity was 28.49, the open interest changed by -10 which decreased total open position to 101
On 4 Dec BIOCON was trading at 379.70. The strike last trading price was 21.5, which was 4.95 higher than the previous day. The implied volatity was 29.18, the open interest changed by -4 which decreased total open position to 112
On 3 Dec BIOCON was trading at 373.85. The strike last trading price was 16.55, which was -1.55 lower than the previous day. The implied volatity was 27.85, the open interest changed by 10 which increased total open position to 115
On 2 Dec BIOCON was trading at 375.35. The strike last trading price was 18.1, which was 5.20 higher than the previous day. The implied volatity was 29.61, the open interest changed by -59 which decreased total open position to 107
On 29 Nov BIOCON was trading at 365.15. The strike last trading price was 12.9, which was -0.45 lower than the previous day. The implied volatity was 29.52, the open interest changed by 36 which increased total open position to 166
On 28 Nov BIOCON was trading at 363.95. The strike last trading price was 13.35, which was 2.30 higher than the previous day. The implied volatity was 29.71, the open interest changed by 99 which increased total open position to 130
On 27 Nov BIOCON was trading at 358.65. The strike last trading price was 11.05, which was 2.60 higher than the previous day. The implied volatity was 31.19, the open interest changed by 27 which increased total open position to 33
On 26 Nov BIOCON was trading at 352.65. The strike last trading price was 8.45, which was 5.55 higher than the previous day. The implied volatity was 31.41, the open interest changed by 4 which increased total open position to 6
On 25 Nov BIOCON was trading at 336.35. The strike last trading price was 2.9, which was -3.10 lower than the previous day. The implied volatity was 28.22, the open interest changed by 2 which increased total open position to 2
On 22 Nov BIOCON was trading at 331.50. The strike last trading price was 6, which was 0.00 lower than the previous day. The implied volatity was 8.09, the open interest changed by 0 which decreased total open position to 0
On 21 Nov BIOCON was trading at 323.10. The strike last trading price was 6, which was 0.00 lower than the previous day. The implied volatity was 10.16, the open interest changed by 0 which decreased total open position to 0
On 20 Nov BIOCON was trading at 327.05. The strike last trading price was 6, which was 0.00 lower than the previous day. The implied volatity was 9.06, the open interest changed by 0 which decreased total open position to 0
On 19 Nov BIOCON was trading at 327.05. The strike last trading price was 6, which was 0.00 lower than the previous day. The implied volatity was 9.06, 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 6, which was 0.00 lower than the previous day. The implied volatity was 9.10, 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 6, which was 0.00 lower than the previous day. The implied volatity was 6.10, 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 6, which was 0.00 lower than the previous day. The implied volatity was 6.54, 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 6, which was lower than the previous day. The implied volatity was 3.02, the open interest changed by 0 which decreased total open position to 0
| BIOCON 26DEC2024 365 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.50
Vega: 0.29
Theta: -0.24
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 363.15 | 8.5 | 1.65 | 28.78 | 144 | 3 | 379 |
| 11 Dec | 367.85 | 6.85 | -0.30 | 28.73 | 154 | 9 | 376 |
| 10 Dec | 369.20 | 7.15 | -0.70 | 30.69 | 329 | -8 | 367 |
| 9 Dec | 369.60 | 7.85 | 3.65 | 33.16 | 704 | 16 | 375 |
| 6 Dec | 380.05 | 4.2 | -0.75 | 30.03 | 273 | 29 | 360 |
| 5 Dec | 375.25 | 4.95 | 0.25 | 28.63 | 377 | -11 | 332 |
| 4 Dec | 379.70 | 4.7 | -1.55 | 31.17 | 460 | 20 | 344 |
| 3 Dec | 373.85 | 6.25 | -0.05 | 29.31 | 243 | -3 | 325 |
| 2 Dec | 375.35 | 6.3 | -4.25 | 29.88 | 735 | 161 | 329 |
| 29 Nov | 365.15 | 10.55 | -1.15 | 29.75 | 298 | 58 | 169 |
| 28 Nov | 363.95 | 11.7 | -39.15 | 32.43 | 210 | 110 | 110 |
| 27 Nov | 358.65 | 50.85 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 352.65 | 50.85 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 336.35 | 50.85 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 331.50 | 50.85 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 323.10 | 50.85 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 327.05 | 50.85 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 327.05 | 50.85 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 325.35 | 50.85 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 335.80 | 50.85 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 331.55 | 50.85 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 348.70 | 50.85 | - | 0 | 0 | 0 | |
For Biocon Limited. - strike price 365 expiring on 26DEC2024
Delta for 365 PE is -0.50
Historical price for 365 PE is as follows
On 12 Dec BIOCON was trading at 363.15. The strike last trading price was 8.5, which was 1.65 higher than the previous day. The implied volatity was 28.78, the open interest changed by 3 which increased total open position to 379
On 11 Dec BIOCON was trading at 367.85. The strike last trading price was 6.85, which was -0.30 lower than the previous day. The implied volatity was 28.73, the open interest changed by 9 which increased total open position to 376
On 10 Dec BIOCON was trading at 369.20. The strike last trading price was 7.15, which was -0.70 lower than the previous day. The implied volatity was 30.69, the open interest changed by -8 which decreased total open position to 367
On 9 Dec BIOCON was trading at 369.60. The strike last trading price was 7.85, which was 3.65 higher than the previous day. The implied volatity was 33.16, the open interest changed by 16 which increased total open position to 375
On 6 Dec BIOCON was trading at 380.05. The strike last trading price was 4.2, which was -0.75 lower than the previous day. The implied volatity was 30.03, the open interest changed by 29 which increased total open position to 360
On 5 Dec BIOCON was trading at 375.25. The strike last trading price was 4.95, which was 0.25 higher than the previous day. The implied volatity was 28.63, the open interest changed by -11 which decreased total open position to 332
On 4 Dec BIOCON was trading at 379.70. The strike last trading price was 4.7, which was -1.55 lower than the previous day. The implied volatity was 31.17, the open interest changed by 20 which increased total open position to 344
On 3 Dec BIOCON was trading at 373.85. The strike last trading price was 6.25, which was -0.05 lower than the previous day. The implied volatity was 29.31, the open interest changed by -3 which decreased total open position to 325
On 2 Dec BIOCON was trading at 375.35. The strike last trading price was 6.3, which was -4.25 lower than the previous day. The implied volatity was 29.88, the open interest changed by 161 which increased total open position to 329
On 29 Nov BIOCON was trading at 365.15. The strike last trading price was 10.55, which was -1.15 lower than the previous day. The implied volatity was 29.75, the open interest changed by 58 which increased total open position to 169
On 28 Nov BIOCON was trading at 363.95. The strike last trading price was 11.7, which was -39.15 lower than the previous day. The implied volatity was 32.43, the open interest changed by 110 which increased total open position to 110
On 27 Nov BIOCON was trading at 358.65. The strike last trading price was 50.85, 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 26 Nov BIOCON was trading at 352.65. The strike last trading price was 50.85, 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 25 Nov BIOCON was trading at 336.35. The strike last trading price was 50.85, 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 22 Nov BIOCON was trading at 331.50. The strike last trading price was 50.85, 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 21 Nov BIOCON was trading at 323.10. The strike last trading price was 50.85, 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 20 Nov BIOCON was trading at 327.05. The strike last trading price was 50.85, 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 19 Nov BIOCON was trading at 327.05. The strike last trading price was 50.85, 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 18 Nov BIOCON was trading at 325.35. The strike last trading price was 50.85, 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 50.85, 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 50.85, 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 50.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
