BIOCON
Biocon Limited.
Historical option data for BIOCON
09 Dec 2025 04:11 PM IST
| BIOCON 30-DEC-2025 375 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.69
Vega: 0.32
Theta: -0.26
Gamma: 0.02
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| 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 | |||||||||
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| 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
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| 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































































































































































































































