[--[65.84.65.76]--]

BIOCON

Biocon Limited.
383.65 -0.15 (-0.04%)
L: 375.55 H: 386.9

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Historical option data for BIOCON

09 Dec 2025 04:11 PM IST
BIOCON 30-DEC-2025 375 CE
Delta: 0.69
Vega: 0.32
Theta: -0.26
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 383.65 15.7 -0.95 25.33 241 4 50
8 Dec 383.80 16.3 -8.05 30.67 82 26 46
5 Dec 392.65 24.45 3.15 30.65 14 0 21
4 Dec 388.35 21.25 -5.65 29.27 32 9 21
3 Dec 410.00 26.9 1.25 - 0 -1 0
2 Dec 399.00 26.9 1.25 - 5 0 13
1 Dec 394.50 25.65 -3.3 - 0 0 0
28 Nov 398.35 25.65 -3.3 - 0 0 0
27 Nov 399.65 25.65 -3.3 - 0 0 0
26 Nov 398.45 25.65 -3.3 - 0 7 0
25 Nov 393.25 25.65 -3.3 27.59 14 6 12
24 Nov 395.25 28.95 0.45 33.11 1 0 5
21 Nov 396.85 28.75 -22.1 - 0 2 0
20 Nov 395.15 28.75 -22.1 26.01 9 2 5
19 Nov 410.10 50.85 11.55 - 0 1 0
18 Nov 421.60 50.85 11.55 - 1 0 2
17 Nov 420.95 39.3 18.25 - 0 0 0
14 Nov 411.15 39.3 18.25 - 0 0 0
13 Nov 417.00 39.3 18.25 - 0 2 0
12 Nov 405.90 39.3 18.25 28.53 16 4 4
11 Nov 385.10 21.05 0 - 0 0 0
10 Nov 382.15 21.05 0 - 0 0 0
7 Nov 380.40 21.05 0 - 0 0 0
6 Nov 385.20 21.05 0 - 0 0 0
4 Nov 380.50 21.05 0 - 0 0 0
3 Nov 377.15 21.05 0 - 0 0 0
31 Oct 372.10 21.05 0 - 0 0 0
30 Oct 376.60 21.05 0 - 0 0 0
29 Oct 373.70 21.05 0 - 0 0 0


For Biocon Limited. - strike price 375 expiring on 30DEC2025

Delta for 375 CE is 0.69

Historical price for 375 CE is as follows

On 9 Dec BIOCON was trading at 383.65. The strike last trading price was 15.7, which was -0.95 lower than the previous day. The implied volatity was 25.33, the open interest changed by 4 which increased total open position to 50


On 8 Dec BIOCON was trading at 383.80. The strike last trading price was 16.3, which was -8.05 lower than the previous day. The implied volatity was 30.67, the open interest changed by 26 which increased total open position to 46


On 5 Dec BIOCON was trading at 392.65. The strike last trading price was 24.45, which was 3.15 higher than the previous day. The implied volatity was 30.65, the open interest changed by 0 which decreased total open position to 21


On 4 Dec BIOCON was trading at 388.35. The strike last trading price was 21.25, which was -5.65 lower than the previous day. The implied volatity was 29.27, the open interest changed by 9 which increased total open position to 21


On 3 Dec BIOCON was trading at 410.00. The strike last trading price was 26.9, which was 1.25 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 2 Dec BIOCON was trading at 399.00. The strike last trading price was 26.9, which was 1.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13


On 1 Dec BIOCON was trading at 394.50. The strike last trading price was 25.65, which was -3.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Nov BIOCON was trading at 398.35. The strike last trading price was 25.65, which was -3.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Nov BIOCON was trading at 399.65. The strike last trading price was 25.65, which was -3.3 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 25.65, which was -3.3 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 0


On 25 Nov BIOCON was trading at 393.25. The strike last trading price was 25.65, which was -3.3 lower than the previous day. The implied volatity was 27.59, the open interest changed by 6 which increased total open position to 12


On 24 Nov BIOCON was trading at 395.25. The strike last trading price was 28.95, which was 0.45 higher than the previous day. The implied volatity was 33.11, the open interest changed by 0 which decreased total open position to 5


On 21 Nov BIOCON was trading at 396.85. The strike last trading price was 28.75, which was -22.1 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 20 Nov BIOCON was trading at 395.15. The strike last trading price was 28.75, which was -22.1 lower than the previous day. The implied volatity was 26.01, the open interest changed by 2 which increased total open position to 5


On 19 Nov BIOCON was trading at 410.10. The strike last trading price was 50.85, which was 11.55 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 18 Nov BIOCON was trading at 421.60. The strike last trading price was 50.85, which was 11.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 17 Nov BIOCON was trading at 420.95. The strike last trading price was 39.3, which was 18.25 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 39.3, which was 18.25 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 39.3, which was 18.25 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 12 Nov BIOCON was trading at 405.90. The strike last trading price was 39.3, which was 18.25 higher than the previous day. The implied volatity was 28.53, the open interest changed by 4 which increased total open position to 4


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 -, 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 -, 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 -, 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 -, 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 -, 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 -, 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 -, 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


BIOCON 30DEC2025 375 PE
Delta: -0.32
Vega: 0.33
Theta: -0.18
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 383.65 5.35 -0.3 27.33 649 48 376
8 Dec 383.80 5.75 1.9 25.80 545 -29 329
5 Dec 392.65 4 -1.95 28.01 431 13 358
4 Dec 388.35 6.05 4.65 30.44 809 194 332
3 Dec 410.00 1.3 -1.15 27.46 162 33 138
2 Dec 399.00 2.4 -1.1 26.96 54 7 103
1 Dec 394.50 3.55 0.7 26.24 52 14 102
28 Nov 398.35 2.7 -0.2 25.20 32 0 88
27 Nov 399.65 2.85 -0.3 25.91 43 2 88
26 Nov 398.45 3.1 -1.55 25.81 44 -5 87
25 Nov 393.25 4.45 -0.55 25.43 40 4 93
24 Nov 395.25 5 0.1 27.30 26 -5 88
21 Nov 396.85 4.65 -0.9 28.10 55 2 93
20 Nov 395.15 5.4 1.95 28.52 157 70 91
19 Nov 410.10 3.45 1.45 30.47 28 7 21
18 Nov 421.60 2 -0.35 30.11 11 1 14
17 Nov 420.95 2.35 -0.95 31.68 6 5 12
14 Nov 411.15 3.3 0 29.33 3 1 6
13 Nov 417.00 3.3 -10.4 31.01 5 0 1
12 Nov 405.90 13.7 -0.35 - 0 0 0
11 Nov 385.10 13.7 -0.35 - 0 0 0
10 Nov 382.15 13.7 -0.35 - 0 0 0
7 Nov 380.40 13.7 -0.35 - 0 0 0
6 Nov 385.20 13.7 -0.35 - 0 0 0
4 Nov 380.50 13.7 -0.35 - 0 0 0
3 Nov 377.15 13.7 -0.35 30.45 1 0 1
31 Oct 372.10 14.05 -12.3 - 2 1 1
30 Oct 376.60 26.35 0 1.67 0 0 0
29 Oct 373.70 26.35 0 1.08 0 0 0


For Biocon Limited. - strike price 375 expiring on 30DEC2025

Delta for 375 PE is -0.32

Historical price for 375 PE is as follows

On 9 Dec BIOCON was trading at 383.65. The strike last trading price was 5.35, which was -0.3 lower than the previous day. The implied volatity was 27.33, the open interest changed by 48 which increased total open position to 376


On 8 Dec BIOCON was trading at 383.80. The strike last trading price was 5.75, which was 1.9 higher than the previous day. The implied volatity was 25.80, the open interest changed by -29 which decreased total open position to 329


On 5 Dec BIOCON was trading at 392.65. The strike last trading price was 4, which was -1.95 lower than the previous day. The implied volatity was 28.01, the open interest changed by 13 which increased total open position to 358


On 4 Dec BIOCON was trading at 388.35. The strike last trading price was 6.05, which was 4.65 higher than the previous day. The implied volatity was 30.44, the open interest changed by 194 which increased total open position to 332


On 3 Dec BIOCON was trading at 410.00. The strike last trading price was 1.3, which was -1.15 lower than the previous day. The implied volatity was 27.46, the open interest changed by 33 which increased total open position to 138


On 2 Dec BIOCON was trading at 399.00. The strike last trading price was 2.4, which was -1.1 lower than the previous day. The implied volatity was 26.96, the open interest changed by 7 which increased total open position to 103


On 1 Dec BIOCON was trading at 394.50. The strike last trading price was 3.55, which was 0.7 higher than the previous day. The implied volatity was 26.24, the open interest changed by 14 which increased total open position to 102


On 28 Nov BIOCON was trading at 398.35. The strike last trading price was 2.7, which was -0.2 lower than the previous day. The implied volatity was 25.20, the open interest changed by 0 which decreased total open position to 88


On 27 Nov BIOCON was trading at 399.65. The strike last trading price was 2.85, which was -0.3 lower than the previous day. The implied volatity was 25.91, the open interest changed by 2 which increased total open position to 88


On 26 Nov BIOCON was trading at 398.45. The strike last trading price was 3.1, which was -1.55 lower than the previous day. The implied volatity was 25.81, the open interest changed by -5 which decreased total open position to 87


On 25 Nov BIOCON was trading at 393.25. The strike last trading price was 4.45, which was -0.55 lower than the previous day. The implied volatity was 25.43, the open interest changed by 4 which increased total open position to 93


On 24 Nov BIOCON was trading at 395.25. The strike last trading price was 5, which was 0.1 higher than the previous day. The implied volatity was 27.30, the open interest changed by -5 which decreased total open position to 88


On 21 Nov BIOCON was trading at 396.85. The strike last trading price was 4.65, which was -0.9 lower than the previous day. The implied volatity was 28.10, the open interest changed by 2 which increased total open position to 93


On 20 Nov BIOCON was trading at 395.15. The strike last trading price was 5.4, which was 1.95 higher than the previous day. The implied volatity was 28.52, the open interest changed by 70 which increased total open position to 91


On 19 Nov BIOCON was trading at 410.10. The strike last trading price was 3.45, which was 1.45 higher than the previous day. The implied volatity was 30.47, the open interest changed by 7 which increased total open position to 21


On 18 Nov BIOCON was trading at 421.60. The strike last trading price was 2, which was -0.35 lower than the previous day. The implied volatity was 30.11, the open interest changed by 1 which increased total open position to 14


On 17 Nov BIOCON was trading at 420.95. The strike last trading price was 2.35, which was -0.95 lower than the previous day. The implied volatity was 31.68, the open interest changed by 5 which increased total open position to 12


On 14 Nov BIOCON was trading at 411.15. The strike last trading price was 3.3, which was 0 lower than the previous day. The implied volatity was 29.33, the open interest changed by 1 which increased total open position to 6


On 13 Nov BIOCON was trading at 417.00. The strike last trading price was 3.3, which was -10.4 lower than the previous day. The implied volatity was 31.01, the open interest changed by 0 which decreased total open position to 1


On 12 Nov BIOCON was trading at 405.90. The strike last trading price was 13.7, which was -0.35 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 385.10. The strike last trading price was 13.7, which was -0.35 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 13.7, which was -0.35 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 13.7, which was -0.35 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 13.7, which was -0.35 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 13.7, which was -0.35 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 13.7, which was -0.35 lower than the previous day. The implied volatity was 30.45, the open interest changed by 0 which decreased total open position to 1


On 31 Oct BIOCON was trading at 372.10. The strike last trading price was 14.05, which was -12.3 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


On 30 Oct BIOCON was trading at 376.60. The strike last trading price was 26.35, which was 0 lower than the previous day. The implied volatity was 1.67, 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 26.35, which was 0 lower than the previous day. The implied volatity was 1.08, the open interest changed by 0 which decreased total open position to 0