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[--[65.84.65.76]--]
BIOCON
Biocon Limited.

363 -4.85 (-1.32%)

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Historical option data for BIOCON

12 Dec 2024 10:01 AM IST
BIOCON 26DEC2024 370 CE
Delta: 0.41
Vega: 0.28
Theta: -0.32
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
12 Dec 363.30 5.8 -2.25 28.32 309 44 739
11 Dec 367.85 8.05 -1.75 29.50 804 48 697
10 Dec 369.20 9.8 -0.40 32.07 1,168 43 650
9 Dec 369.60 10.2 -6.00 31.00 1,618 107 607
6 Dec 380.05 16.2 1.50 26.96 272 -18 503
5 Dec 375.25 14.7 -3.35 28.83 299 -3 521
4 Dec 379.70 18.05 4.65 29.25 884 -11 525
3 Dec 373.85 13.4 -1.70 27.56 425 -8 536
2 Dec 375.35 15.1 4.70 29.78 2,835 8 545
29 Nov 365.15 10.4 -0.75 29.26 1,382 93 537
28 Nov 363.95 11.15 1.95 30.24 1,110 121 446
27 Nov 358.65 9.2 2.35 31.66 1,017 66 326
26 Nov 352.65 6.85 4.15 31.55 753 195 259
25 Nov 336.35 2.7 0.50 30.55 61 19 63
22 Nov 331.50 2.2 0.15 29.95 93 0 44
21 Nov 323.10 2.05 -0.05 34.45 353 10 44
20 Nov 327.05 2.1 0.00 31.49 32 10 34
19 Nov 327.05 2.1 0.10 31.49 32 10 34
18 Nov 325.35 2 -1.90 30.96 28 15 23
14 Nov 335.80 3.9 -0.10 29.21 91 4 8
13 Nov 331.55 4 -0.85 30.74 3 2 5
11 Nov 348.70 4.85 -30.05 22.83 3 2 2
29 Oct 327.00 34.9 0.00 - 0 0 0
28 Oct 323.75 34.9 0.00 - 0 0 0
24 Oct 322.65 34.9 0.00 - 0 0 0
23 Oct 325.20 34.9 0.00 - 0 0 0
22 Oct 325.80 34.9 0.00 - 0 0 0
21 Oct 337.40 34.9 0.00 - 0 0 0
18 Oct 339.95 34.9 0.00 - 0 0 0
17 Oct 339.05 34.9 0.00 - 0 0 0
16 Oct 346.65 34.9 0.00 - 0 0 0
15 Oct 352.20 34.9 0.00 - 0 0 0
14 Oct 346.50 34.9 0.00 - 0 0 0
11 Oct 346.15 34.9 0.00 - 0 0 0
10 Oct 345.80 34.9 34.90 - 0 0 0
9 Oct 347.05 0 0.00 - 0 0 0
8 Oct 342.70 0 0.00 - 0 0 0
7 Oct 340.00 0 0.00 - 0 0 0
4 Oct 346.35 0 0.00 - 0 0 0
3 Oct 356.55 0 0.00 - 0 0 0
1 Oct 370.65 0 0.00 - 0 0 0
30 Sept 363.10 0 - 0 0 0


For Biocon Limited. - strike price 370 expiring on 26DEC2024

Delta for 370 CE is 0.41

Historical price for 370 CE is as follows

On 12 Dec BIOCON was trading at 363.30. The strike last trading price was 5.8, which was -2.25 lower than the previous day. The implied volatity was 28.32, the open interest changed by 44 which increased total open position to 739


On 11 Dec BIOCON was trading at 367.85. The strike last trading price was 8.05, which was -1.75 lower than the previous day. The implied volatity was 29.50, the open interest changed by 48 which increased total open position to 697


On 10 Dec BIOCON was trading at 369.20. The strike last trading price was 9.8, which was -0.40 lower than the previous day. The implied volatity was 32.07, the open interest changed by 43 which increased total open position to 650


On 9 Dec BIOCON was trading at 369.60. The strike last trading price was 10.2, which was -6.00 lower than the previous day. The implied volatity was 31.00, the open interest changed by 107 which increased total open position to 607


On 6 Dec BIOCON was trading at 380.05. The strike last trading price was 16.2, which was 1.50 higher than the previous day. The implied volatity was 26.96, the open interest changed by -18 which decreased total open position to 503


On 5 Dec BIOCON was trading at 375.25. The strike last trading price was 14.7, which was -3.35 lower than the previous day. The implied volatity was 28.83, the open interest changed by -3 which decreased total open position to 521


On 4 Dec BIOCON was trading at 379.70. The strike last trading price was 18.05, which was 4.65 higher than the previous day. The implied volatity was 29.25, the open interest changed by -11 which decreased total open position to 525


On 3 Dec BIOCON was trading at 373.85. The strike last trading price was 13.4, which was -1.70 lower than the previous day. The implied volatity was 27.56, the open interest changed by -8 which decreased total open position to 536


On 2 Dec BIOCON was trading at 375.35. The strike last trading price was 15.1, which was 4.70 higher than the previous day. The implied volatity was 29.78, the open interest changed by 8 which increased total open position to 545


On 29 Nov BIOCON was trading at 365.15. The strike last trading price was 10.4, which was -0.75 lower than the previous day. The implied volatity was 29.26, the open interest changed by 93 which increased total open position to 537


On 28 Nov BIOCON was trading at 363.95. The strike last trading price was 11.15, which was 1.95 higher than the previous day. The implied volatity was 30.24, the open interest changed by 121 which increased total open position to 446


On 27 Nov BIOCON was trading at 358.65. The strike last trading price was 9.2, which was 2.35 higher than the previous day. The implied volatity was 31.66, the open interest changed by 66 which increased total open position to 326


On 26 Nov BIOCON was trading at 352.65. The strike last trading price was 6.85, which was 4.15 higher than the previous day. The implied volatity was 31.55, the open interest changed by 195 which increased total open position to 259


On 25 Nov BIOCON was trading at 336.35. The strike last trading price was 2.7, which was 0.50 higher than the previous day. The implied volatity was 30.55, the open interest changed by 19 which increased total open position to 63


On 22 Nov BIOCON was trading at 331.50. The strike last trading price was 2.2, which was 0.15 higher than the previous day. The implied volatity was 29.95, the open interest changed by 0 which decreased total open position to 44


On 21 Nov BIOCON was trading at 323.10. The strike last trading price was 2.05, which was -0.05 lower than the previous day. The implied volatity was 34.45, the open interest changed by 10 which increased total open position to 44


On 20 Nov BIOCON was trading at 327.05. The strike last trading price was 2.1, which was 0.00 lower than the previous day. The implied volatity was 31.49, the open interest changed by 10 which increased total open position to 34


On 19 Nov BIOCON was trading at 327.05. The strike last trading price was 2.1, which was 0.10 higher than the previous day. The implied volatity was 31.49, the open interest changed by 10 which increased total open position to 34


On 18 Nov BIOCON was trading at 325.35. The strike last trading price was 2, which was -1.90 lower than the previous day. The implied volatity was 30.96, the open interest changed by 15 which increased total open position to 23


On 14 Nov BIOCON was trading at 335.80. The strike last trading price was 3.9, which was -0.10 lower than the previous day. The implied volatity was 29.21, the open interest changed by 4 which increased total open position to 8


On 13 Nov BIOCON was trading at 331.55. The strike last trading price was 4, which was -0.85 lower than the previous day. The implied volatity was 30.74, the open interest changed by 2 which increased total open position to 5


On 11 Nov BIOCON was trading at 348.70. The strike last trading price was 4.85, which was -30.05 lower than the previous day. The implied volatity was 22.83, the open interest changed by 2 which increased total open position to 2


On 29 Oct BIOCON was trading at 327.00. The strike last trading price was 34.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct BIOCON was trading at 323.75. The strike last trading price was 34.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct BIOCON was trading at 322.65. The strike last trading price was 34.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct BIOCON was trading at 325.20. The strike last trading price was 34.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct BIOCON was trading at 325.80. The strike last trading price was 34.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct BIOCON was trading at 337.40. The strike last trading price was 34.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct BIOCON was trading at 339.95. The strike last trading price was 34.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct BIOCON was trading at 339.05. The strike last trading price was 34.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct BIOCON was trading at 346.65. The strike last trading price was 34.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct BIOCON was trading at 352.20. The strike last trading price was 34.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct BIOCON was trading at 346.50. The strike last trading price was 34.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct BIOCON was trading at 346.15. The strike last trading price was 34.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct BIOCON was trading at 345.80. The strike last trading price was 34.9, which was 34.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Oct BIOCON was trading at 347.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct BIOCON was trading at 342.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct BIOCON was trading at 340.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct BIOCON was trading at 346.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Oct BIOCON was trading at 356.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 1 Oct BIOCON was trading at 370.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Sept BIOCON was trading at 363.10. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


BIOCON 26DEC2024 370 PE
Delta: -0.59
Vega: 0.28
Theta: -0.22
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
12 Dec 363.30 11.3 2.00 29.18 62 -7 420
11 Dec 367.85 9.3 -0.10 28.71 273 14 428
10 Dec 369.20 9.4 -0.50 30.35 558 -6 416
9 Dec 369.60 9.9 4.20 32.32 1,173 -54 423
6 Dec 380.05 5.7 -0.95 29.90 685 7 476
5 Dec 375.25 6.65 0.45 28.45 568 42 461
4 Dec 379.70 6.2 -2.00 30.99 1,254 -14 418
3 Dec 373.85 8.2 0.05 29.28 386 58 431
2 Dec 375.35 8.15 -5.00 29.72 1,553 265 375
29 Nov 365.15 13.15 -1.55 29.84 252 19 108
28 Nov 363.95 14.7 -3.30 33.54 131 63 89
27 Nov 358.65 18 -4.00 33.00 3 1 25
26 Nov 352.65 22 -19.00 32.17 24 23 24
25 Nov 336.35 41 0.00 0.00 0 0 0
22 Nov 331.50 41 0.00 0.00 0 0 0
21 Nov 323.10 41 0.00 0.00 0 0 0
20 Nov 327.05 41 0.00 0.00 0 0 0
19 Nov 327.05 41 0.00 0.00 0 1 0
18 Nov 325.35 41 15.65 - 1 0 0
14 Nov 335.80 25.35 0.00 - 0 0 0
13 Nov 331.55 25.35 0.00 - 0 0 0
11 Nov 348.70 25.35 25.35 - 0 0 0
29 Oct 327.00 0 0.00 - 0 0 0
28 Oct 323.75 0 0.00 - 0 0 0
24 Oct 322.65 0 0.00 - 0 0 0
23 Oct 325.20 0 0.00 - 0 0 0
22 Oct 325.80 0 0.00 - 0 0 0
21 Oct 337.40 0 0.00 - 0 0 0
18 Oct 339.95 0 0.00 - 0 0 0
17 Oct 339.05 0 0.00 - 0 0 0
16 Oct 346.65 0 0.00 - 0 0 0
15 Oct 352.20 0 0.00 - 0 0 0
14 Oct 346.50 0 0.00 - 0 0 0
11 Oct 346.15 0 0.00 - 0 0 0
10 Oct 345.80 0 0.00 - 0 0 0
9 Oct 347.05 0 0.00 - 0 0 0
8 Oct 342.70 0 0.00 - 0 0 0
7 Oct 340.00 0 0.00 - 0 0 0
4 Oct 346.35 0 0.00 - 0 0 0
3 Oct 356.55 0 0.00 - 0 0 0
1 Oct 370.65 0 0.00 - 0 0 0
30 Sept 363.10 0 - 0 0 0


For Biocon Limited. - strike price 370 expiring on 26DEC2024

Delta for 370 PE is -0.59

Historical price for 370 PE is as follows

On 12 Dec BIOCON was trading at 363.30. The strike last trading price was 11.3, which was 2.00 higher than the previous day. The implied volatity was 29.18, the open interest changed by -7 which decreased total open position to 420


On 11 Dec BIOCON was trading at 367.85. The strike last trading price was 9.3, which was -0.10 lower than the previous day. The implied volatity was 28.71, the open interest changed by 14 which increased total open position to 428


On 10 Dec BIOCON was trading at 369.20. The strike last trading price was 9.4, which was -0.50 lower than the previous day. The implied volatity was 30.35, the open interest changed by -6 which decreased total open position to 416


On 9 Dec BIOCON was trading at 369.60. The strike last trading price was 9.9, which was 4.20 higher than the previous day. The implied volatity was 32.32, the open interest changed by -54 which decreased total open position to 423


On 6 Dec BIOCON was trading at 380.05. The strike last trading price was 5.7, which was -0.95 lower than the previous day. The implied volatity was 29.90, the open interest changed by 7 which increased total open position to 476


On 5 Dec BIOCON was trading at 375.25. The strike last trading price was 6.65, which was 0.45 higher than the previous day. The implied volatity was 28.45, the open interest changed by 42 which increased total open position to 461


On 4 Dec BIOCON was trading at 379.70. The strike last trading price was 6.2, which was -2.00 lower than the previous day. The implied volatity was 30.99, the open interest changed by -14 which decreased total open position to 418


On 3 Dec BIOCON was trading at 373.85. The strike last trading price was 8.2, which was 0.05 higher than the previous day. The implied volatity was 29.28, the open interest changed by 58 which increased total open position to 431


On 2 Dec BIOCON was trading at 375.35. The strike last trading price was 8.15, which was -5.00 lower than the previous day. The implied volatity was 29.72, the open interest changed by 265 which increased total open position to 375


On 29 Nov BIOCON was trading at 365.15. The strike last trading price was 13.15, which was -1.55 lower than the previous day. The implied volatity was 29.84, the open interest changed by 19 which increased total open position to 108


On 28 Nov BIOCON was trading at 363.95. The strike last trading price was 14.7, which was -3.30 lower than the previous day. The implied volatity was 33.54, the open interest changed by 63 which increased total open position to 89


On 27 Nov BIOCON was trading at 358.65. The strike last trading price was 18, which was -4.00 lower than the previous day. The implied volatity was 33.00, the open interest changed by 1 which increased total open position to 25


On 26 Nov BIOCON was trading at 352.65. The strike last trading price was 22, which was -19.00 lower than the previous day. The implied volatity was 32.17, the open interest changed by 23 which increased total open position to 24


On 25 Nov BIOCON was trading at 336.35. The strike last trading price was 41, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 41, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 41, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 41, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 41, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 18 Nov BIOCON was trading at 325.35. The strike last trading price was 41, which was 15.65 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 335.80. The strike last trading price was 25.35, 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 25.35, 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 25.35, which was 25.35 higher 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 327.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct BIOCON was trading at 323.75. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct BIOCON was trading at 322.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct BIOCON was trading at 325.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct BIOCON was trading at 325.80. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct BIOCON was trading at 337.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct BIOCON was trading at 339.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct BIOCON was trading at 339.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct BIOCON was trading at 346.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct BIOCON was trading at 352.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct BIOCON was trading at 346.50. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct BIOCON was trading at 346.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct BIOCON was trading at 345.80. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Oct BIOCON was trading at 347.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct BIOCON was trading at 342.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct BIOCON was trading at 340.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct BIOCON was trading at 346.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Oct BIOCON was trading at 356.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 1 Oct BIOCON was trading at 370.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Sept BIOCON was trading at 363.10. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to