BIOCON
Biocon Limited.
Historical option data for BIOCON
30 Jan 2026 04:11 PM IST
| BIOCON 24-FEB-2026 375 CE | ||||||||||||||||
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Delta: 0.44
Vega: 0.38
Theta: -0.27
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 30 Jan | 366.80 | 9.3 | 0.95 | 30.63 | 164 | 17 | 152 | |||||||||
| 29 Jan | 365.30 | 7.95 | -2.95 | 29.02 | 251 | 36 | 133 | |||||||||
| 28 Jan | 370.50 | 10.15 | 0.85 | 27.9 | 304 | 24 | 96 | |||||||||
| 27 Jan | 365.25 | 8.8 | -1.55 | 31.3 | 307 | 5 | 70 | |||||||||
| 23 Jan | 366.20 | 10.55 | -3.3 | 29.02 | 102 | 46 | 64 | |||||||||
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| 22 Jan | 373.00 | 13.85 | 2.85 | 29.99 | 33 | 17 | 18 | |||||||||
| 21 Jan | 364.85 | 11 | -22.2 | - | 0 | 0 | 1 | |||||||||
| 20 Jan | 366.85 | 11 | -22.2 | 30.74 | 1 | 0 | 0 | |||||||||
| 19 Jan | 376.05 | 33.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Jan | 377.65 | 33.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Jan | 379.00 | 33.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Jan | 377.30 | 33.2 | 0 | 0.29 | 0 | 0 | 0 | |||||||||
| 12 Jan | 371.80 | 33.2 | 0 | 0.38 | 0 | 0 | 0 | |||||||||
| 9 Jan | 379.60 | 33.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jan | 377.95 | 33.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Jan | 387.05 | 33.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Jan | 385.15 | 33.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jan | 391.35 | 33.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jan | 392.95 | 33.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jan | 387.75 | 33.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Dec | 393.90 | 33.2 | - | - | 0 | 0 | 0 | |||||||||
For Biocon Limited. - strike price 375 expiring on 24FEB2026
Delta for 375 CE is 0.44
Historical price for 375 CE is as follows
On 30 Jan BIOCON was trading at 366.80. The strike last trading price was 9.3, which was 0.95 higher than the previous day. The implied volatity was 30.63, the open interest changed by 17 which increased total open position to 152
On 29 Jan BIOCON was trading at 365.30. The strike last trading price was 7.95, which was -2.95 lower than the previous day. The implied volatity was 29.02, the open interest changed by 36 which increased total open position to 133
On 28 Jan BIOCON was trading at 370.50. The strike last trading price was 10.15, which was 0.85 higher than the previous day. The implied volatity was 27.9, the open interest changed by 24 which increased total open position to 96
On 27 Jan BIOCON was trading at 365.25. The strike last trading price was 8.8, which was -1.55 lower than the previous day. The implied volatity was 31.3, the open interest changed by 5 which increased total open position to 70
On 23 Jan BIOCON was trading at 366.20. The strike last trading price was 10.55, which was -3.3 lower than the previous day. The implied volatity was 29.02, the open interest changed by 46 which increased total open position to 64
On 22 Jan BIOCON was trading at 373.00. The strike last trading price was 13.85, which was 2.85 higher than the previous day. The implied volatity was 29.99, the open interest changed by 17 which increased total open position to 18
On 21 Jan BIOCON was trading at 364.85. The strike last trading price was 11, which was -22.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 20 Jan BIOCON was trading at 366.85. The strike last trading price was 11, which was -22.2 lower than the previous day. The implied volatity was 30.74, the open interest changed by 0 which decreased total open position to 0
On 19 Jan BIOCON was trading at 376.05. The strike last trading price was 33.2, 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 16 Jan BIOCON was trading at 377.65. The strike last trading price was 33.2, 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 14 Jan BIOCON was trading at 379.00. The strike last trading price was 33.2, 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 13 Jan BIOCON was trading at 377.30. The strike last trading price was 33.2, which was 0 lower than the previous day. The implied volatity was 0.29, the open interest changed by 0 which decreased total open position to 0
On 12 Jan BIOCON was trading at 371.80. The strike last trading price was 33.2, which was 0 lower than the previous day. The implied volatity was 0.38, the open interest changed by 0 which decreased total open position to 0
On 9 Jan BIOCON was trading at 379.60. The strike last trading price was 33.2, 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 8 Jan BIOCON was trading at 377.95. The strike last trading price was 33.2, 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 Jan BIOCON was trading at 387.05. The strike last trading price was 33.2, 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 Jan BIOCON was trading at 385.15. The strike last trading price was 33.2, 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 Jan BIOCON was trading at 391.35. The strike last trading price was 33.2, 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 Jan BIOCON was trading at 392.95. The strike last trading price was 33.2, 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 1 Jan BIOCON was trading at 387.75. The strike last trading price was 33.2, 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 Dec BIOCON was trading at 393.90. The strike last trading price was 33.2, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| BIOCON 24FEB2026 375 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 30 Jan | 366.80 | 17.95 | 4.05 | - | 0 | 0 | 79 |
| 29 Jan | 365.30 | 17.95 | 4.05 | 35.1 | 34 | 5 | 81 |
| 28 Jan | 370.50 | 14.3 | -2.45 | 32.67 | 36 | 1 | 73 |
| 27 Jan | 365.25 | 18.25 | 1.95 | 33 | 72 | 12 | 73 |
| 23 Jan | 366.20 | 16.3 | 2.95 | 31.97 | 64 | 38 | 62 |
| 22 Jan | 373.00 | 13.15 | -3.95 | 30.5 | 41 | 20 | 23 |
| 21 Jan | 364.85 | 17.1 | 6.65 | - | 0 | 0 | 3 |
| 20 Jan | 366.85 | 17.1 | 6.65 | 30.02 | 1 | 0 | 2 |
| 19 Jan | 376.05 | 10.45 | -4.55 | - | 0 | 0 | 2 |
| 16 Jan | 377.65 | 10.45 | -4.55 | 26.7 | 1 | 0 | 1 |
| 14 Jan | 379.00 | 15 | 0.7 | - | 0 | 0 | 1 |
| 13 Jan | 377.30 | 15 | 0.7 | - | 0 | 0 | 0 |
| 12 Jan | 371.80 | 15 | 0.7 | 29.85 | 1 | 0 | 0 |
| 9 Jan | 379.60 | 14.3 | 0 | 2.23 | 0 | 0 | 0 |
| 8 Jan | 377.95 | 14.3 | 0 | 1.57 | 0 | 0 | 0 |
| 7 Jan | 387.05 | 14.3 | 0 | 3.69 | 0 | 0 | 0 |
| 6 Jan | 385.15 | 14.3 | 0 | 3.63 | 0 | 0 | 0 |
| 5 Jan | 391.35 | 14.3 | 0 | 4.43 | 0 | 0 | 0 |
| 2 Jan | 392.95 | 14.3 | 0 | 4.9 | 0 | 0 | 0 |
| 1 Jan | 387.75 | 14.3 | 0 | 3.89 | 0 | 0 | 0 |
| 31 Dec | 393.90 | 14.3 | - | - | 0 | 0 | 0 |
For Biocon Limited. - strike price 375 expiring on 24FEB2026
Delta for 375 PE is -
Historical price for 375 PE is as follows
On 30 Jan BIOCON was trading at 366.80. The strike last trading price was 17.95, which was 4.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 79
On 29 Jan BIOCON was trading at 365.30. The strike last trading price was 17.95, which was 4.05 higher than the previous day. The implied volatity was 35.1, the open interest changed by 5 which increased total open position to 81
On 28 Jan BIOCON was trading at 370.50. The strike last trading price was 14.3, which was -2.45 lower than the previous day. The implied volatity was 32.67, the open interest changed by 1 which increased total open position to 73
On 27 Jan BIOCON was trading at 365.25. The strike last trading price was 18.25, which was 1.95 higher than the previous day. The implied volatity was 33, the open interest changed by 12 which increased total open position to 73
On 23 Jan BIOCON was trading at 366.20. The strike last trading price was 16.3, which was 2.95 higher than the previous day. The implied volatity was 31.97, the open interest changed by 38 which increased total open position to 62
On 22 Jan BIOCON was trading at 373.00. The strike last trading price was 13.15, which was -3.95 lower than the previous day. The implied volatity was 30.5, the open interest changed by 20 which increased total open position to 23
On 21 Jan BIOCON was trading at 364.85. The strike last trading price was 17.1, which was 6.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 20 Jan BIOCON was trading at 366.85. The strike last trading price was 17.1, which was 6.65 higher than the previous day. The implied volatity was 30.02, the open interest changed by 0 which decreased total open position to 2
On 19 Jan BIOCON was trading at 376.05. The strike last trading price was 10.45, which was -4.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 16 Jan BIOCON was trading at 377.65. The strike last trading price was 10.45, which was -4.55 lower than the previous day. The implied volatity was 26.7, the open interest changed by 0 which decreased total open position to 1
On 14 Jan BIOCON was trading at 379.00. The strike last trading price was 15, which was 0.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 13 Jan BIOCON was trading at 377.30. The strike last trading price was 15, which was 0.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Jan BIOCON was trading at 371.80. The strike last trading price was 15, which was 0.7 higher than the previous day. The implied volatity was 29.85, the open interest changed by 0 which decreased total open position to 0
On 9 Jan BIOCON was trading at 379.60. The strike last trading price was 14.3, which was 0 lower than the previous day. The implied volatity was 2.23, the open interest changed by 0 which decreased total open position to 0
On 8 Jan BIOCON was trading at 377.95. The strike last trading price was 14.3, which was 0 lower than the previous day. The implied volatity was 1.57, the open interest changed by 0 which decreased total open position to 0
On 7 Jan BIOCON was trading at 387.05. The strike last trading price was 14.3, which was 0 lower than the previous day. The implied volatity was 3.69, the open interest changed by 0 which decreased total open position to 0
On 6 Jan BIOCON was trading at 385.15. The strike last trading price was 14.3, which was 0 lower than the previous day. The implied volatity was 3.63, the open interest changed by 0 which decreased total open position to 0
On 5 Jan BIOCON was trading at 391.35. The strike last trading price was 14.3, which was 0 lower than the previous day. The implied volatity was 4.43, the open interest changed by 0 which decreased total open position to 0
On 2 Jan BIOCON was trading at 392.95. The strike last trading price was 14.3, which was 0 lower than the previous day. The implied volatity was 4.9, the open interest changed by 0 which decreased total open position to 0
On 1 Jan BIOCON was trading at 387.75. The strike last trading price was 14.3, which was 0 lower than the previous day. The implied volatity was 3.89, the open interest changed by 0 which decreased total open position to 0
On 31 Dec BIOCON was trading at 393.90. The strike last trading price was 14.3, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0






























































































































































































































