[--[65.84.65.76]--]
BIOCON
BIOCON LIMITED.

370.2 8.90 (2.46%)

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Historical option data for BIOCON

05 Jul 2024 04:11 PM IST
Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
5 Jul 370.20 11.1 2.65 - 1,05,37,500 35,000 15,42,500
4 Jul 361.30 8.45 - 52,82,500 2,07,500 15,07,500
3 Jul 361.45 8.8 - 48,62,500 2,90,000 13,00,000
2 Jul 356.70 7.85 - 26,40,000 15,000 10,12,500
1 Jul 357.65 9.2 - 48,77,500 1,82,500 9,97,500
28 Jun 351.10 8.1 - 36,30,000 1,37,500 8,15,000
27 Jun 346.15 6.55 - 10,47,500 1,25,000 6,77,500
26 Jun 352.15 10.3 - 10,00,000 2,35,000 5,50,000
25 Jun 339.25 5.25 - 3,00,000 37,500 3,15,000
24 Jun 342.20 7 - 2,25,000 40,000 2,80,000
21 Jun 345.70 8.20 - 3,65,000 97,500 2,42,500
20 Jun 342.80 7.70 - 1,45,000 75,000 1,55,000
19 Jun 332.25 6.00 - 82,500 42,500 80,000
18 Jun 328.35 4.00 - 45,000 2,500 37,500
14 Jun 334.80 6.00 - 7,500 2,500 35,000
13 Jun 338.15 11.00 - 0 0 0
12 Jun 338.90 11.00 - 0 2,500 0
11 Jun 344.45 11.00 - 20,000 0 30,000
10 Jun 339.90 10.75 - 22,500 12,500 27,500
7 Jun 336.00 10.30 - 20,000 15,000 15,000


For BIOCON LIMITED. - strike price 370 expiring on 25JUL2024

Delta for 370 CE is -

Historical price for 370 CE is as follows

On 5 Jul BIOCON was trading at 370.20. The strike last trading price was 11.1, which was 2.65 higher than the previous day. The implied volatity was -, the open interest changed by 35000 which increased total open position to 1542500


On 4 Jul BIOCON was trading at 361.30. The strike last trading price was 8.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 207500 which increased total open position to 1507500


On 3 Jul BIOCON was trading at 361.45. The strike last trading price was 8.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 290000 which increased total open position to 1300000


On 2 Jul BIOCON was trading at 356.70. The strike last trading price was 7.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 15000 which increased total open position to 1012500


On 1 Jul BIOCON was trading at 357.65. The strike last trading price was 9.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 182500 which increased total open position to 997500


On 28 Jun BIOCON was trading at 351.10. The strike last trading price was 8.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 137500 which increased total open position to 815000


On 27 Jun BIOCON was trading at 346.15. The strike last trading price was 6.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 125000 which increased total open position to 677500


On 26 Jun BIOCON was trading at 352.15. The strike last trading price was 10.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 235000 which increased total open position to 550000


On 25 Jun BIOCON was trading at 339.25. The strike last trading price was 5.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 37500 which increased total open position to 315000


On 24 Jun BIOCON was trading at 342.20. The strike last trading price was 7, which was lower than the previous day. The implied volatity was -, the open interest changed by 40000 which increased total open position to 280000


On 21 Jun BIOCON was trading at 345.70. The strike last trading price was 8.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 97500 which increased total open position to 242500


On 20 Jun BIOCON was trading at 342.80. The strike last trading price was 7.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 75000 which increased total open position to 155000


On 19 Jun BIOCON was trading at 332.25. The strike last trading price was 6.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 42500 which increased total open position to 80000


On 18 Jun BIOCON was trading at 328.35. The strike last trading price was 4.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2500 which increased total open position to 37500


On 14 Jun BIOCON was trading at 334.80. The strike last trading price was 6.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2500 which increased total open position to 35000


On 13 Jun BIOCON was trading at 338.15. The strike last trading price was 11.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Jun BIOCON was trading at 338.90. The strike last trading price was 11.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2500 which increased total open position to 0


On 11 Jun BIOCON was trading at 344.45. The strike last trading price was 11.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 30000


On 10 Jun BIOCON was trading at 339.90. The strike last trading price was 10.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 12500 which increased total open position to 27500


On 7 Jun BIOCON was trading at 336.00. The strike last trading price was 10.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 15000 which increased total open position to 15000


Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
5 Jul 370.20 10.15 -5.05 - 16,00,000 4,15,000 6,52,500
4 Jul 361.30 15.2 - 2,85,000 17,500 2,37,500
3 Jul 361.45 16.6 - 2,90,000 97,500 2,20,000
2 Jul 356.70 19.8 - 52,500 10,000 1,20,000
1 Jul 357.65 19.45 - 2,75,000 25,000 1,10,000
28 Jun 351.10 25 - 1,20,000 40,000 85,000
27 Jun 346.15 28.05 - 47,500 30,000 45,000
26 Jun 352.15 24.65 - 22,500 5,000 12,500
25 Jun 339.25 38.15 - 2,500 0 7,500
24 Jun 342.20 30 - 5,000 0 2,500
21 Jun 345.70 21.70 - 0 0 0
20 Jun 342.80 21.70 - 0 0 0
19 Jun 332.25 21.70 - 0 0 0
18 Jun 328.35 21.70 - 0 0 0
14 Jun 334.80 21.70 - 0 0 0
13 Jun 338.15 21.70 - 0 0 0
12 Jun 338.90 21.70 - 0 0 0
11 Jun 344.45 21.70 - 0 2,500 0
10 Jun 339.90 21.70 - 2,500 0 0
7 Jun 336.00 75.90 - 0 0 0


For BIOCON LIMITED. - strike price 370 expiring on 25JUL2024

Delta for 370 PE is -

Historical price for 370 PE is as follows

On 5 Jul BIOCON was trading at 370.20. The strike last trading price was 10.15, which was -5.05 lower than the previous day. The implied volatity was -, the open interest changed by 415000 which increased total open position to 652500


On 4 Jul BIOCON was trading at 361.30. The strike last trading price was 15.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 17500 which increased total open position to 237500


On 3 Jul BIOCON was trading at 361.45. The strike last trading price was 16.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 97500 which increased total open position to 220000


On 2 Jul BIOCON was trading at 356.70. The strike last trading price was 19.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 10000 which increased total open position to 120000


On 1 Jul BIOCON was trading at 357.65. The strike last trading price was 19.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 25000 which increased total open position to 110000


On 28 Jun BIOCON was trading at 351.10. The strike last trading price was 25, which was lower than the previous day. The implied volatity was -, the open interest changed by 40000 which increased total open position to 85000


On 27 Jun BIOCON was trading at 346.15. The strike last trading price was 28.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 30000 which increased total open position to 45000


On 26 Jun BIOCON was trading at 352.15. The strike last trading price was 24.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 5000 which increased total open position to 12500


On 25 Jun BIOCON was trading at 339.25. The strike last trading price was 38.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7500


On 24 Jun BIOCON was trading at 342.20. The strike last trading price was 30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2500


On 21 Jun BIOCON was trading at 345.70. The strike last trading price was 21.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Jun BIOCON was trading at 342.80. The strike last trading price was 21.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Jun BIOCON was trading at 332.25. The strike last trading price was 21.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Jun BIOCON was trading at 328.35. The strike last trading price was 21.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Jun BIOCON was trading at 334.80. The strike last trading price was 21.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Jun BIOCON was trading at 338.15. The strike last trading price was 21.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Jun BIOCON was trading at 338.90. The strike last trading price was 21.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Jun BIOCON was trading at 344.45. The strike last trading price was 21.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 2500 which increased total open position to 0


On 10 Jun BIOCON was trading at 339.90. The strike last trading price was 21.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Jun BIOCON was trading at 336.00. The strike last trading price was 75.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0