BIOCON
Biocon Limited.
Historical option data for BIOCON
24 Apr 2026 04:10 PM IST
| BIOCON 28-Apr-2026 (4d) 375 CE | ||||||||||||||||
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Delta: 0.02
Vega: 0
Theta: -0.08
Gamma: 0.00452
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 349.85 | 0.1 | -0.4 | 31.27 | 433 | 2 | 668 | |||||||||
| 23 Apr | 358.00 | 0.45 | -0.14999999999999997 | 27.88 | 1,023 | 5 | 666 | |||||||||
| 22 Apr | 357.80 | 0.6 | -0.9 | 26.74 | 947 | 299 | 720 | |||||||||
| 21 Apr | 361.50 | 1.5 | -0.1499999999999999 | 27.81 | 511 | -10 | 429 | |||||||||
| 20 Apr | 359.05 | 1.5 | -0.75 | 31.9 | 573 | 58 | 439 | |||||||||
| 17 Apr | 358.10 | 2.25 | 0.8500000000000001 | 29.88 | 406 | 30 | 381 | |||||||||
| 16 Apr | 350.75 | 1.35 | -0.5499999999999998 | 31.46 | 178 | 34 | 352 | |||||||||
| 15 Apr | 350.35 | 1.8 | -0.09999999999999987 | 33.47 | 178 | 55 | 318 | |||||||||
| 13 Apr | 345.00 | 1.85 | -0.6499999999999999 | 35.04 | 127 | 9 | 265 | |||||||||
| 10 Apr | 348.60 | 2.4 | -0.30000000000000027 | 33.13 | 109 | -9 | 255 | |||||||||
| 9 Apr | 345.70 | 2.65 | -1.1 | 35.69 | 229 | -14 | 264 | |||||||||
| 8 Apr | 349.80 | 3.8 | 0.75 | 34.88 | 362 | -34 | 278 | |||||||||
| 7 Apr | 340.05 | 3 | -2.3 | 39.51 | 626 | 44 | 311 | |||||||||
| 6 Apr | 355.00 | 5.65 | 0.2 | 35.12 | 188 | 10 | 271 | |||||||||
| 2 Apr | 352.55 | 5.3 | -4.15 | 33.78 | 383 | -10 | 261 | |||||||||
| 1 Apr | 365.20 | 9.45 | 1.6 | 32.31 | 334 | 1 | 270 | |||||||||
| 30 Mar | 360.90 | 8.1 | -5.55 | 32.22 | 200 | 98 | 268 | |||||||||
| 27 Mar | 370.10 | 13.6 | -5.8 | 31.6 | 483 | 149 | 171 | |||||||||
| 25 Mar | 379.65 | 19 | 4.85 | 32.5 | 16 | -1 | 22 | |||||||||
| 24 Mar | 369.05 | 14.15 | -2.55 | 32.55 | 39 | 1 | 22 | |||||||||
| 23 Mar | 367.15 | 14.35 | -4.35 | 35.52 | 33 | 21 | 22 | |||||||||
| 20 Mar | 380.95 | 18.7 | -0.4 | 28.08 | 1 | 0 | 0 | |||||||||
| 19 Mar | 368.55 | 19.1 | 2.35 | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 382.60 | 19.1 | 2.35 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 377.55 | 19.1 | 2.35 | 30.92 | 1 | 0 | 1 | |||||||||
| 16 Mar | 377.05 | 16.75 | -17.1 | 26.31 | 1 | 0 | 0 | |||||||||
| 13 Mar | 383.55 | 33.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 392.20 | 33.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 395.35 | 33.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 395.80 | 33.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 389.70 | 33.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 390.70 | 33.85 | 0 | - | 0 | 0 | 0 | |||||||||
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| 5 Mar | 386.80 | 33.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 378.35 | 33.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 387.95 | 33.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 389.80 | 33.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 394.85 | 33.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 395.85 | 33.85 | 0 | - | 0 | 0 | 0 | |||||||||
For Biocon Limited. - strike price 375 expiring on 28APR2026
Delta for 375 CE is 0.02
Historical price for 375 CE is as follows
On 24 Apr BIOCON was trading at 349.85. The strike last trading price was 0.1, which was -0.4 lower than the previous day. The implied volatity was 31.27, the open interest changed by 2 which increased total open position to 668
On 23 Apr BIOCON was trading at 358.00. The strike last trading price was 0.45, which was -0.14999999999999997 lower than the previous day. The implied volatity was 27.88, the open interest changed by 5 which increased total open position to 666
On 22 Apr BIOCON was trading at 357.80. The strike last trading price was 0.6, which was -0.9 lower than the previous day. The implied volatity was 26.74, the open interest changed by 299 which increased total open position to 720
On 21 Apr BIOCON was trading at 361.50. The strike last trading price was 1.5, which was -0.1499999999999999 lower than the previous day. The implied volatity was 27.81, the open interest changed by -10 which decreased total open position to 429
On 20 Apr BIOCON was trading at 359.05. The strike last trading price was 1.5, which was -0.75 lower than the previous day. The implied volatity was 31.9, the open interest changed by 58 which increased total open position to 439
On 17 Apr BIOCON was trading at 358.10. The strike last trading price was 2.25, which was 0.8500000000000001 higher than the previous day. The implied volatity was 29.88, the open interest changed by 30 which increased total open position to 381
On 16 Apr BIOCON was trading at 350.75. The strike last trading price was 1.35, which was -0.5499999999999998 lower than the previous day. The implied volatity was 31.46, the open interest changed by 34 which increased total open position to 352
On 15 Apr BIOCON was trading at 350.35. The strike last trading price was 1.8, which was -0.09999999999999987 lower than the previous day. The implied volatity was 33.47, the open interest changed by 55 which increased total open position to 318
On 13 Apr BIOCON was trading at 345.00. The strike last trading price was 1.85, which was -0.6499999999999999 lower than the previous day. The implied volatity was 35.04, the open interest changed by 9 which increased total open position to 265
On 10 Apr BIOCON was trading at 348.60. The strike last trading price was 2.4, which was -0.30000000000000027 lower than the previous day. The implied volatity was 33.13, the open interest changed by -9 which decreased total open position to 255
On 9 Apr BIOCON was trading at 345.70. The strike last trading price was 2.65, which was -1.1 lower than the previous day. The implied volatity was 35.69, the open interest changed by -14 which decreased total open position to 264
On 8 Apr BIOCON was trading at 349.80. The strike last trading price was 3.8, which was 0.75 higher than the previous day. The implied volatity was 34.88, the open interest changed by -34 which decreased total open position to 278
On 7 Apr BIOCON was trading at 340.05. The strike last trading price was 3, which was -2.3 lower than the previous day. The implied volatity was 39.51, the open interest changed by 44 which increased total open position to 311
On 6 Apr BIOCON was trading at 355.00. The strike last trading price was 5.65, which was 0.2 higher than the previous day. The implied volatity was 35.12, the open interest changed by 10 which increased total open position to 271
On 2 Apr BIOCON was trading at 352.55. The strike last trading price was 5.3, which was -4.15 lower than the previous day. The implied volatity was 33.78, the open interest changed by -10 which decreased total open position to 261
On 1 Apr BIOCON was trading at 365.20. The strike last trading price was 9.45, which was 1.6 higher than the previous day. The implied volatity was 32.31, the open interest changed by 1 which increased total open position to 270
On 30 Mar BIOCON was trading at 360.90. The strike last trading price was 8.1, which was -5.55 lower than the previous day. The implied volatity was 32.22, the open interest changed by 98 which increased total open position to 268
On 27 Mar BIOCON was trading at 370.10. The strike last trading price was 13.6, which was -5.8 lower than the previous day. The implied volatity was 31.6, the open interest changed by 149 which increased total open position to 171
On 25 Mar BIOCON was trading at 379.65. The strike last trading price was 19, which was 4.85 higher than the previous day. The implied volatity was 32.5, the open interest changed by -1 which decreased total open position to 22
On 24 Mar BIOCON was trading at 369.05. The strike last trading price was 14.15, which was -2.55 lower than the previous day. The implied volatity was 32.55, the open interest changed by 1 which increased total open position to 22
On 23 Mar BIOCON was trading at 367.15. The strike last trading price was 14.35, which was -4.35 lower than the previous day. The implied volatity was 35.52, the open interest changed by 21 which increased total open position to 22
On 20 Mar BIOCON was trading at 380.95. The strike last trading price was 18.7, which was -0.4 lower than the previous day. The implied volatity was 28.08, 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 19.1, which was 2.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Mar BIOCON was trading at 382.60. The strike last trading price was 19.1, which was 2.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Mar BIOCON was trading at 377.55. The strike last trading price was 19.1, which was 2.35 higher than the previous day. The implied volatity was 30.92, the open interest changed by 0 which decreased total open position to 1
On 16 Mar BIOCON was trading at 377.05. The strike last trading price was 16.75, which was -17.1 lower than the previous day. The implied volatity was 26.31, 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 33.85, 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 33.85, 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 33.85, 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 33.85, 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 33.85, 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 33.85, 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 33.85, 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 33.85, 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 33.85, 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 33.85, 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 33.85, 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 33.85, 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) 375 PE | |||||||
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Delta: -0.81
Vega: 0
Theta: -0.39
Gamma: 0.01629
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 349.85 | 17.05 | 17.05 | 38.59 | 0 | 0 | 141 |
| 23 Apr | 358.00 | 17.05 | 2.450000000000001 | 38.59 | 20 | -2 | 141 |
| 22 Apr | 357.80 | 14.6 | 14.6 | 32.02 | 0 | 0 | 143 |
| 21 Apr | 361.50 | 14.6 | -0.9000000000000004 | 32.02 | 11 | -3 | 144 |
| 20 Apr | 359.05 | 15.5 | -3.3999999999999986 | 33.09 | 14 | -7 | 147 |
| 17 Apr | 358.10 | 18.45 | -6.75 | 32.21 | 17 | 2 | 152 |
| 16 Apr | 350.75 | 25.2 | 25.2 | 30.38 | 0 | 0 | 150 |
| 15 Apr | 350.35 | 25.2 | -2.6999999999999993 | 30.38 | 2 | 0 | 151 |
| 13 Apr | 345.00 | 27.9 | 27.9 | 31.73 | 0 | 0 | 151 |
| 10 Apr | 348.60 | 27.9 | 1.4499999999999993 | 32.21 | 8 | 0 | 150 |
| 9 Apr | 345.70 | 26.45 | -9 | - | 0 | 0 | 150 |
| 8 Apr | 349.80 | 26.45 | -9 | 36.82 | 23 | -9 | 149 |
| 7 Apr | 340.05 | 35.45 | 12.55 | 38.81 | 90 | 4 | 159 |
| 6 Apr | 355.00 | 22.15 | -4.1 | 31.63 | 14 | 1 | 156 |
| 2 Apr | 352.55 | 26.75 | 9.4 | 37.23 | 48 | -11 | 153 |
| 1 Apr | 365.20 | 16.9 | -4.15 | 31.83 | 194 | 17 | 164 |
| 30 Mar | 360.90 | 21.7 | 4.7 | 36.26 | 33 | 0 | 146 |
| 27 Mar | 370.10 | 17 | 5.25 | 38.16 | 391 | 130 | 147 |
| 25 Mar | 379.65 | 12 | -4.45 | 34.01 | 14 | 6 | 17 |
| 24 Mar | 369.05 | 16.45 | 3.5 | 34.25 | 11 | 5 | 9 |
| 23 Mar | 367.15 | 12.95 | -5.05 | - | 0 | 0 | 4 |
| 20 Mar | 380.95 | 12.95 | -5.05 | 34.88 | 1 | 0 | 3 |
| 19 Mar | 368.55 | 18 | 4.2 | - | 0 | 0 | 3 |
| 18 Mar | 382.60 | 18 | 4.2 | - | 0 | 0 | 3 |
| 17 Mar | 377.55 | 18 | 4.2 | - | 3 | 0 | 3 |
| 16 Mar | 377.05 | 18 | 4.2 | 40.93 | 3 | 1 | 1 |
| 13 Mar | 383.55 | 13.8 | 0 | 2.99 | 0 | 0 | 0 |
| 12 Mar | 392.20 | 13.8 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 395.35 | 13.8 | 0 | 5.24 | 0 | 0 | 0 |
| 10 Mar | 395.80 | 13.8 | 0 | 5.39 | 0 | 0 | 0 |
| 9 Mar | 389.70 | 13.8 | 0 | 4.33 | 0 | 0 | 0 |
| 6 Mar | 390.70 | 13.8 | 0 | 4.08 | 0 | 0 | 0 |
| 5 Mar | 386.80 | 13.8 | 0 | 3.92 | 0 | 0 | 0 |
| 4 Mar | 378.35 | 13.8 | 0 | 1.82 | 0 | 0 | 0 |
| 2 Mar | 387.95 | 13.8 | 0 | 3.88 | 0 | 0 | 0 |
| 27 Feb | 389.80 | 13.8 | 0 | 4.18 | 0 | 0 | 0 |
| 26 Feb | 394.85 | 13.8 | 0 | 4.95 | 0 | 0 | 0 |
| 25 Feb | 395.85 | 13.8 | 0 | 5.04 | 0 | 0 | 0 |
For Biocon Limited. - strike price 375 expiring on 28APR2026
Delta for 375 PE is -0.81
Historical price for 375 PE is as follows
On 24 Apr BIOCON was trading at 349.85. The strike last trading price was 17.05, which was 17.05 higher than the previous day. The implied volatity was 38.59, the open interest changed by 0 which decreased total open position to 141
On 23 Apr BIOCON was trading at 358.00. The strike last trading price was 17.05, which was 2.450000000000001 higher than the previous day. The implied volatity was 38.59, the open interest changed by -2 which decreased total open position to 141
On 22 Apr BIOCON was trading at 357.80. The strike last trading price was 14.6, which was 14.6 higher than the previous day. The implied volatity was 32.02, the open interest changed by 0 which decreased total open position to 143
On 21 Apr BIOCON was trading at 361.50. The strike last trading price was 14.6, which was -0.9000000000000004 lower than the previous day. The implied volatity was 32.02, the open interest changed by -3 which decreased total open position to 144
On 20 Apr BIOCON was trading at 359.05. The strike last trading price was 15.5, which was -3.3999999999999986 lower than the previous day. The implied volatity was 33.09, the open interest changed by -7 which decreased total open position to 147
On 17 Apr BIOCON was trading at 358.10. The strike last trading price was 18.45, which was -6.75 lower than the previous day. The implied volatity was 32.21, the open interest changed by 2 which increased total open position to 152
On 16 Apr BIOCON was trading at 350.75. The strike last trading price was 25.2, which was 25.2 higher than the previous day. The implied volatity was 30.38, the open interest changed by 0 which decreased total open position to 150
On 15 Apr BIOCON was trading at 350.35. The strike last trading price was 25.2, which was -2.6999999999999993 lower than the previous day. The implied volatity was 30.38, the open interest changed by 0 which decreased total open position to 151
On 13 Apr BIOCON was trading at 345.00. The strike last trading price was 27.9, which was 27.9 higher than the previous day. The implied volatity was 31.73, the open interest changed by 0 which decreased total open position to 151
On 10 Apr BIOCON was trading at 348.60. The strike last trading price was 27.9, which was 1.4499999999999993 higher than the previous day. The implied volatity was 32.21, the open interest changed by 0 which decreased total open position to 150
On 9 Apr BIOCON was trading at 345.70. The strike last trading price was 26.45, which was -9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 150
On 8 Apr BIOCON was trading at 349.80. The strike last trading price was 26.45, which was -9 lower than the previous day. The implied volatity was 36.82, the open interest changed by -9 which decreased total open position to 149
On 7 Apr BIOCON was trading at 340.05. The strike last trading price was 35.45, which was 12.55 higher than the previous day. The implied volatity was 38.81, the open interest changed by 4 which increased total open position to 159
On 6 Apr BIOCON was trading at 355.00. The strike last trading price was 22.15, which was -4.1 lower than the previous day. The implied volatity was 31.63, the open interest changed by 1 which increased total open position to 156
On 2 Apr BIOCON was trading at 352.55. The strike last trading price was 26.75, which was 9.4 higher than the previous day. The implied volatity was 37.23, the open interest changed by -11 which decreased total open position to 153
On 1 Apr BIOCON was trading at 365.20. The strike last trading price was 16.9, which was -4.15 lower than the previous day. The implied volatity was 31.83, the open interest changed by 17 which increased total open position to 164
On 30 Mar BIOCON was trading at 360.90. The strike last trading price was 21.7, which was 4.7 higher than the previous day. The implied volatity was 36.26, the open interest changed by 0 which decreased total open position to 146
On 27 Mar BIOCON was trading at 370.10. The strike last trading price was 17, which was 5.25 higher than the previous day. The implied volatity was 38.16, the open interest changed by 130 which increased total open position to 147
On 25 Mar BIOCON was trading at 379.65. The strike last trading price was 12, which was -4.45 lower than the previous day. The implied volatity was 34.01, the open interest changed by 6 which increased total open position to 17
On 24 Mar BIOCON was trading at 369.05. The strike last trading price was 16.45, which was 3.5 higher than the previous day. The implied volatity was 34.25, the open interest changed by 5 which increased total open position to 9
On 23 Mar BIOCON was trading at 367.15. The strike last trading price was 12.95, which was -5.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 20 Mar BIOCON was trading at 380.95. The strike last trading price was 12.95, which was -5.05 lower than the previous day. The implied volatity was 34.88, the open interest changed by 0 which decreased total open position to 3
On 19 Mar BIOCON was trading at 368.55. The strike last trading price was 18, which was 4.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 18 Mar BIOCON was trading at 382.60. The strike last trading price was 18, which was 4.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 17 Mar BIOCON was trading at 377.55. The strike last trading price was 18, which was 4.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 16 Mar BIOCON was trading at 377.05. The strike last trading price was 18, which was 4.2 higher than the previous day. The implied volatity was 40.93, the open interest changed by 1 which increased total open position to 1
On 13 Mar BIOCON was trading at 383.55. The strike last trading price was 13.8, which was 0 lower than the previous day. The implied volatity was 2.99, 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 13.8, 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 13.8, which was 0 lower than the previous day. The implied volatity was 5.24, 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 13.8, which was 0 lower than the previous day. The implied volatity was 5.39, 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 13.8, which was 0 lower than the previous day. The implied volatity was 4.33, 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 13.8, which was 0 lower than the previous day. The implied volatity was 4.08, 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 13.8, which was 0 lower than the previous day. The implied volatity was 3.92, 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 13.8, which was 0 lower than the previous day. The implied volatity was 1.82, 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 13.8, which was 0 lower than the previous day. The implied volatity was 3.88, 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 13.8, which was 0 lower than the previous day. The implied volatity was 4.18, 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 13.8, which was 0 lower than the previous day. The implied volatity was 4.95, 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 13.8, which was 0 lower than the previous day. The implied volatity was 5.04, the open interest changed by 0 which decreased total open position to 0
