BIOCON
Biocon Limited.
Historical option data for BIOCON
12 Dec 2024 10:31 AM IST
| BIOCON 26DEC2024 375 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.32
Vega: 0.25
Theta: -0.29
Gamma: 0.02
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 362.95 | 4.05 | -2.10 | 28.62 | 197 | 25 | 398 | |||
| 11 Dec | 367.85 | 6.15 | -1.40 | 30.11 | 363 | 31 | 372 | |||
| 10 Dec | 369.20 | 7.55 | -0.30 | 31.96 | 592 | 26 | 344 | |||
| 9 Dec | 369.60 | 7.85 | -5.35 | 30.78 | 1,003 | 97 | 319 | |||
| 6 Dec | 380.05 | 13.2 | 1.25 | 27.43 | 448 | -35 | 223 | |||
| 5 Dec | 375.25 | 11.95 | -2.95 | 29.06 | 464 | 39 | 263 | |||
| 4 Dec | 379.70 | 14.9 | 4.10 | 29.20 | 970 | -7 | 223 | |||
| 3 Dec | 373.85 | 10.8 | -1.45 | 27.75 | 384 | 36 | 232 | |||
| 2 Dec | 375.35 | 12.25 | 3.70 | 29.43 | 1,731 | 120 | 194 | |||
| 29 Nov | 365.15 | 8.55 | -0.45 | 29.82 | 245 | 46 | 72 | |||
|
|
||||||||||
| 28 Nov | 363.95 | 9 | 1.25 | 30.11 | 117 | 15 | 26 | |||
| 27 Nov | 358.65 | 7.75 | 2.10 | 32.47 | 28 | 8 | 10 | |||
| 26 Nov | 352.65 | 5.65 | 4.05 | 32.12 | 2 | 1 | 2 | |||
| 25 Nov | 336.35 | 1.6 | -2.85 | 28.48 | 1 | 0 | 0 | |||
| 22 Nov | 331.50 | 4.45 | 0.00 | 10.29 | 0 | 0 | 0 | |||
| 21 Nov | 323.10 | 4.45 | 0.00 | 12.88 | 0 | 0 | 0 | |||
| 20 Nov | 327.05 | 4.45 | 0.00 | 9.56 | 0 | 0 | 0 | |||
| 19 Nov | 327.05 | 4.45 | 0.00 | 9.56 | 0 | 0 | 0 | |||
| 18 Nov | 325.35 | 4.45 | 10.69 | 0 | 0 | 0 | ||||
For Biocon Limited. - strike price 375 expiring on 26DEC2024
Delta for 375 CE is 0.32
Historical price for 375 CE is as follows
On 12 Dec BIOCON was trading at 362.95. The strike last trading price was 4.05, which was -2.10 lower than the previous day. The implied volatity was 28.62, the open interest changed by 25 which increased total open position to 398
On 11 Dec BIOCON was trading at 367.85. The strike last trading price was 6.15, which was -1.40 lower than the previous day. The implied volatity was 30.11, the open interest changed by 31 which increased total open position to 372
On 10 Dec BIOCON was trading at 369.20. The strike last trading price was 7.55, which was -0.30 lower than the previous day. The implied volatity was 31.96, the open interest changed by 26 which increased total open position to 344
On 9 Dec BIOCON was trading at 369.60. The strike last trading price was 7.85, which was -5.35 lower than the previous day. The implied volatity was 30.78, the open interest changed by 97 which increased total open position to 319
On 6 Dec BIOCON was trading at 380.05. The strike last trading price was 13.2, which was 1.25 higher than the previous day. The implied volatity was 27.43, the open interest changed by -35 which decreased total open position to 223
On 5 Dec BIOCON was trading at 375.25. The strike last trading price was 11.95, which was -2.95 lower than the previous day. The implied volatity was 29.06, the open interest changed by 39 which increased total open position to 263
On 4 Dec BIOCON was trading at 379.70. The strike last trading price was 14.9, which was 4.10 higher than the previous day. The implied volatity was 29.20, the open interest changed by -7 which decreased total open position to 223
On 3 Dec BIOCON was trading at 373.85. The strike last trading price was 10.8, which was -1.45 lower than the previous day. The implied volatity was 27.75, the open interest changed by 36 which increased total open position to 232
On 2 Dec BIOCON was trading at 375.35. The strike last trading price was 12.25, which was 3.70 higher than the previous day. The implied volatity was 29.43, the open interest changed by 120 which increased total open position to 194
On 29 Nov BIOCON was trading at 365.15. The strike last trading price was 8.55, which was -0.45 lower than the previous day. The implied volatity was 29.82, the open interest changed by 46 which increased total open position to 72
On 28 Nov BIOCON was trading at 363.95. The strike last trading price was 9, which was 1.25 higher than the previous day. The implied volatity was 30.11, the open interest changed by 15 which increased total open position to 26
On 27 Nov BIOCON was trading at 358.65. The strike last trading price was 7.75, which was 2.10 higher than the previous day. The implied volatity was 32.47, the open interest changed by 8 which increased total open position to 10
On 26 Nov BIOCON was trading at 352.65. The strike last trading price was 5.65, which was 4.05 higher than the previous day. The implied volatity was 32.12, the open interest changed by 1 which increased total open position to 2
On 25 Nov BIOCON was trading at 336.35. The strike last trading price was 1.6, which was -2.85 lower than the previous day. The implied volatity was 28.48, 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 4.45, which was 0.00 lower than the previous day. The implied volatity was 10.29, 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 4.45, which was 0.00 lower than the previous day. The implied volatity was 12.88, 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 4.45, which was 0.00 lower than the previous day. The implied volatity was 9.56, 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 4.45, which was 0.00 lower than the previous day. The implied volatity was 9.56, the open interest changed by 0 which decreased total open position to 0
On 18 Nov BIOCON was trading at 325.35. The strike last trading price was 4.45, which was lower than the previous day. The implied volatity was 10.69, the open interest changed by 0 which decreased total open position to 0
| BIOCON 26DEC2024 375 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.70
Vega: 0.25
Theta: -0.16
Gamma: 0.02
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 362.95 | 14.2 | 2.00 | 26.86 | 11 | 5 | 147 |
| 11 Dec | 367.85 | 12.2 | -0.15 | 28.68 | 103 | 1 | 145 |
| 10 Dec | 369.20 | 12.35 | -0.30 | 30.93 | 173 | 9 | 143 |
| 9 Dec | 369.60 | 12.65 | 5.15 | 32.50 | 572 | -2 | 134 |
| 6 Dec | 380.05 | 7.5 | -1.30 | 29.64 | 326 | 18 | 140 |
| 5 Dec | 375.25 | 8.8 | 0.80 | 28.50 | 351 | 8 | 121 |
| 4 Dec | 379.70 | 8 | -2.45 | 30.76 | 623 | 22 | 112 |
| 3 Dec | 373.85 | 10.45 | 0.15 | 29.11 | 314 | 25 | 88 |
| 2 Dec | 375.35 | 10.3 | -6.05 | 29.45 | 778 | 52 | 69 |
| 29 Nov | 365.15 | 16.35 | -9.00 | 30.63 | 41 | 17 | 18 |
| 28 Nov | 363.95 | 25.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 358.65 | 25.35 | 0.00 | 0.00 | 0 | 1 | 0 |
| 26 Nov | 352.65 | 25.35 | -33.85 | 31.60 | 2 | 0 | 0 |
| 25 Nov | 336.35 | 59.2 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 331.50 | 59.2 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 323.10 | 59.2 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 327.05 | 59.2 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 327.05 | 59.2 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 325.35 | 59.2 | - | 0 | 0 | 0 | |
For Biocon Limited. - strike price 375 expiring on 26DEC2024
Delta for 375 PE is -0.70
Historical price for 375 PE is as follows
On 12 Dec BIOCON was trading at 362.95. The strike last trading price was 14.2, which was 2.00 higher than the previous day. The implied volatity was 26.86, the open interest changed by 5 which increased total open position to 147
On 11 Dec BIOCON was trading at 367.85. The strike last trading price was 12.2, which was -0.15 lower than the previous day. The implied volatity was 28.68, the open interest changed by 1 which increased total open position to 145
On 10 Dec BIOCON was trading at 369.20. The strike last trading price was 12.35, which was -0.30 lower than the previous day. The implied volatity was 30.93, the open interest changed by 9 which increased total open position to 143
On 9 Dec BIOCON was trading at 369.60. The strike last trading price was 12.65, which was 5.15 higher than the previous day. The implied volatity was 32.50, the open interest changed by -2 which decreased total open position to 134
On 6 Dec BIOCON was trading at 380.05. The strike last trading price was 7.5, which was -1.30 lower than the previous day. The implied volatity was 29.64, the open interest changed by 18 which increased total open position to 140
On 5 Dec BIOCON was trading at 375.25. The strike last trading price was 8.8, which was 0.80 higher than the previous day. The implied volatity was 28.50, the open interest changed by 8 which increased total open position to 121
On 4 Dec BIOCON was trading at 379.70. The strike last trading price was 8, which was -2.45 lower than the previous day. The implied volatity was 30.76, the open interest changed by 22 which increased total open position to 112
On 3 Dec BIOCON was trading at 373.85. The strike last trading price was 10.45, which was 0.15 higher than the previous day. The implied volatity was 29.11, the open interest changed by 25 which increased total open position to 88
On 2 Dec BIOCON was trading at 375.35. The strike last trading price was 10.3, which was -6.05 lower than the previous day. The implied volatity was 29.45, the open interest changed by 52 which increased total open position to 69
On 29 Nov BIOCON was trading at 365.15. The strike last trading price was 16.35, which was -9.00 lower than the previous day. The implied volatity was 30.63, the open interest changed by 17 which increased total open position to 18
On 28 Nov BIOCON was trading at 363.95. The strike last trading price was 25.35, 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 27 Nov BIOCON was trading at 358.65. The strike last trading price was 25.35, 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 26 Nov BIOCON was trading at 352.65. The strike last trading price was 25.35, which was -33.85 lower than the previous day. The implied volatity was 31.60, the open interest changed by 0 which decreased total open position to 0
On 25 Nov BIOCON was trading at 336.35. The strike last trading price was 59.2, 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 22 Nov BIOCON was trading at 331.50. The strike last trading price was 59.2, 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 21 Nov BIOCON was trading at 323.10. The strike last trading price was 59.2, 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 20 Nov BIOCON was trading at 327.05. The strike last trading price was 59.2, 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 19 Nov BIOCON was trading at 327.05. The strike last trading price was 59.2, 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 18 Nov BIOCON was trading at 325.35. The strike last trading price was 59.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
