BIOCON
Biocon Limited.
Historical option data for BIOCON
13 Mar 2025 04:11 PM IST
| BIOCON 27MAR2025 375 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.05
Theta: -0.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 323.05 | 0.3 | -0.1 | 39.19 | 55 | -7 | 93 | |||
| 12 Mar | 325.10 | 0.4 | -0.15 | 38.38 | 17 | -2 | 101 | |||
| 11 Mar | 328.90 | 0.55 | -0.05 | 35.85 | 4 | 0 | 102 | |||
| 10 Mar | 328.15 | 0.6 | -0.5 | 37.41 | 53 | -2 | 103 | |||
| 7 Mar | 333.70 | 1 | -0.1 | 34.62 | 121 | 43 | 105 | |||
| 6 Mar | 333.00 | 1.05 | 0.1 | 35.09 | 72 | 36 | 61 | |||
| 5 Mar | 324.85 | 0.95 | 0.6 | 37.72 | 15 | 10 | 25 | |||
| 4 Mar | 314.80 | 0.35 | 0 | 0.00 | 0 | -1 | 0 | |||
| 3 Mar | 305.05 | 0.35 | -0.65 | 40.03 | 3 | -1 | 15 | |||
| 28 Feb | 302.45 | 1 | 0 | 0.00 | 0 | 0 | 0 | |||
| 27 Feb | 311.85 | 1 | -0.8 | 41.41 | 8 | 0 | 10 | |||
| 26 Feb | 319.80 | 1.8 | -0.5 | 40.39 | 5 | 5 | 7 | |||
| 25 Feb | 321.20 | 1.8 | -0.5 | 40.39 | 5 | 2 | 7 | |||
| 24 Feb | 320.85 | 2.3 | 0 | 0.00 | 0 | 5 | 0 | |||
| 21 Feb | 322.50 | 2.3 | -15.95 | 39.82 | 17 | 2 | 2 | |||
| 20 Feb | 336.00 | 18.25 | 0 | 9.05 | 0 | 0 | 0 | |||
| 19 Feb | 336.80 | 18.25 | 0 | 8.78 | 0 | 0 | 0 | |||
| 18 Feb | 338.20 | 18.25 | 0 | 8.48 | 0 | 0 | 0 | |||
| 17 Feb | 347.55 | 18.25 | 0 | 5.94 | 0 | 0 | 0 | |||
| 14 Feb | 349.35 | 18.25 | 0 | 5.49 | 0 | 0 | 0 | |||
| 13 Feb | 359.30 | 18.25 | 0 | 2.79 | 0 | 0 | 0 | |||
| 12 Feb | 355.95 | 18.25 | 0 | 3.20 | 0 | 0 | 0 | |||
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| 11 Feb | 362.00 | 18.25 | 0 | 2.03 | 0 | 0 | 0 | |||
| 10 Feb | 377.15 | 18.25 | 0 | - | 0 | 0 | 0 | |||
| 6 Feb | 396.95 | 18.25 | 0 | - | 0 | 0 | 0 | |||
| 5 Feb | 390.25 | 18.25 | 0 | - | 0 | 0 | 0 | |||
| 4 Feb | 371.05 | 18.25 | 0 | - | 0 | 0 | 0 | |||
| 3 Feb | 364.45 | 18.25 | 0 | 1.39 | 0 | 0 | 0 | |||
| 1 Feb | 370.45 | 18.25 | 0 | - | 0 | 0 | 0 | |||
For Biocon Limited. - strike price 375 expiring on 27MAR2025
Delta for 375 CE is 0.03
Historical price for 375 CE is as follows
On 13 Mar BIOCON was trading at 323.05. The strike last trading price was 0.3, which was -0.1 lower than the previous day. The implied volatity was 39.19, the open interest changed by -7 which decreased total open position to 93
On 12 Mar BIOCON was trading at 325.10. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 38.38, the open interest changed by -2 which decreased total open position to 101
On 11 Mar BIOCON was trading at 328.90. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 35.85, the open interest changed by 0 which decreased total open position to 102
On 10 Mar BIOCON was trading at 328.15. The strike last trading price was 0.6, which was -0.5 lower than the previous day. The implied volatity was 37.41, the open interest changed by -2 which decreased total open position to 103
On 7 Mar BIOCON was trading at 333.70. The strike last trading price was 1, which was -0.1 lower than the previous day. The implied volatity was 34.62, the open interest changed by 43 which increased total open position to 105
On 6 Mar BIOCON was trading at 333.00. The strike last trading price was 1.05, which was 0.1 higher than the previous day. The implied volatity was 35.09, the open interest changed by 36 which increased total open position to 61
On 5 Mar BIOCON was trading at 324.85. The strike last trading price was 0.95, which was 0.6 higher than the previous day. The implied volatity was 37.72, the open interest changed by 10 which increased total open position to 25
On 4 Mar BIOCON was trading at 314.80. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 3 Mar BIOCON was trading at 305.05. The strike last trading price was 0.35, which was -0.65 lower than the previous day. The implied volatity was 40.03, the open interest changed by -1 which decreased total open position to 15
On 28 Feb BIOCON was trading at 302.45. The strike last trading price was 1, which was 0 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 Feb BIOCON was trading at 311.85. The strike last trading price was 1, which was -0.8 lower than the previous day. The implied volatity was 41.41, the open interest changed by 0 which decreased total open position to 10
On 26 Feb BIOCON was trading at 319.80. The strike last trading price was 1.8, which was -0.5 lower than the previous day. The implied volatity was 40.39, the open interest changed by 5 which increased total open position to 7
On 25 Feb BIOCON was trading at 321.20. The strike last trading price was 1.8, which was -0.5 lower than the previous day. The implied volatity was 40.39, the open interest changed by 2 which increased total open position to 7
On 24 Feb BIOCON was trading at 320.85. The strike last trading price was 2.3, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 21 Feb BIOCON was trading at 322.50. The strike last trading price was 2.3, which was -15.95 lower than the previous day. The implied volatity was 39.82, the open interest changed by 2 which increased total open position to 2
On 20 Feb BIOCON was trading at 336.00. The strike last trading price was 18.25, which was 0 lower than the previous day. The implied volatity was 9.05, the open interest changed by 0 which decreased total open position to 0
On 19 Feb BIOCON was trading at 336.80. The strike last trading price was 18.25, which was 0 lower than the previous day. The implied volatity was 8.78, the open interest changed by 0 which decreased total open position to 0
On 18 Feb BIOCON was trading at 338.20. The strike last trading price was 18.25, which was 0 lower than the previous day. The implied volatity was 8.48, the open interest changed by 0 which decreased total open position to 0
On 17 Feb BIOCON was trading at 347.55. The strike last trading price was 18.25, which was 0 lower than the previous day. The implied volatity was 5.94, the open interest changed by 0 which decreased total open position to 0
On 14 Feb BIOCON was trading at 349.35. The strike last trading price was 18.25, which was 0 lower than the previous day. The implied volatity was 5.49, the open interest changed by 0 which decreased total open position to 0
On 13 Feb BIOCON was trading at 359.30. The strike last trading price was 18.25, which was 0 lower than the previous day. The implied volatity was 2.79, the open interest changed by 0 which decreased total open position to 0
On 12 Feb BIOCON was trading at 355.95. The strike last trading price was 18.25, which was 0 lower than the previous day. The implied volatity was 3.20, the open interest changed by 0 which decreased total open position to 0
On 11 Feb BIOCON was trading at 362.00. The strike last trading price was 18.25, which was 0 lower than the previous day. The implied volatity was 2.03, the open interest changed by 0 which decreased total open position to 0
On 10 Feb BIOCON was trading at 377.15. The strike last trading price was 18.25, 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 Feb BIOCON was trading at 396.95. The strike last trading price was 18.25, 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 Feb BIOCON was trading at 390.25. The strike last trading price was 18.25, 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 Feb BIOCON was trading at 371.05. The strike last trading price was 18.25, 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 Feb BIOCON was trading at 364.45. The strike last trading price was 18.25, which was 0 lower than the previous day. The implied volatity was 1.39, the open interest changed by 0 which decreased total open position to 0
On 1 Feb BIOCON was trading at 370.45. The strike last trading price was 18.25, 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 27MAR2025 375 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 323.05 | 45.1 | -0.2 | 0.00 | 0 | 0 | 0 |
| 12 Mar | 325.10 | 45.1 | -0.2 | 0.00 | 0 | 3 | 0 |
| 11 Mar | 328.90 | 45.1 | 4.2 | 47.08 | 3 | 0 | 2 |
| 10 Mar | 328.15 | 40.9 | 0 | 0.00 | 0 | 1 | 0 |
| 7 Mar | 333.70 | 40.9 | 1.9 | 27.74 | 5 | 2 | 3 |
| 6 Mar | 333.00 | 39 | 0 | 0.00 | 0 | 0 | 0 |
| 5 Mar | 324.85 | 39 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Mar | 314.80 | 39 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Mar | 305.05 | 39 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Feb | 302.45 | 39 | 0 | 0.00 | 0 | 0 | 0 |
| 27 Feb | 311.85 | 39 | 0 | 0.00 | 0 | 0 | 0 |
| 26 Feb | 319.80 | 39 | 0 | 0.00 | 0 | 0 | 0 |
| 25 Feb | 321.20 | 39 | 0 | 0.00 | 0 | 0 | 0 |
| 24 Feb | 320.85 | 39 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Feb | 322.50 | 39 | 0 | 0.00 | 0 | 0 | 0 |
| 20 Feb | 336.00 | 39 | 0 | 0.00 | 0 | 1 | 0 |
| 19 Feb | 336.80 | 39 | 6.95 | 36.87 | 1 | 0 | 0 |
| 18 Feb | 338.20 | 32.05 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 347.55 | 32.05 | 0 | - | 0 | 0 | 0 |
| 14 Feb | 349.35 | 32.05 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 359.30 | 32.05 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 355.95 | 32.05 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 362.00 | 32.05 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 377.15 | 32.05 | 0 | 1.65 | 0 | 0 | 0 |
| 6 Feb | 396.95 | 32.05 | 0 | 5.89 | 0 | 0 | 0 |
| 5 Feb | 390.25 | 32.05 | 0 | 4.35 | 0 | 0 | 0 |
| 4 Feb | 371.05 | 32.05 | 0 | 0.20 | 0 | 0 | 0 |
| 3 Feb | 364.45 | 32.05 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 370.45 | 32.05 | 0 | 0.16 | 0 | 0 | 0 |
For Biocon Limited. - strike price 375 expiring on 27MAR2025
Delta for 375 PE is 0.00
Historical price for 375 PE is as follows
On 13 Mar BIOCON was trading at 323.05. The strike last trading price was 45.1, which was -0.2 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 12 Mar BIOCON was trading at 325.10. The strike last trading price was 45.1, which was -0.2 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 11 Mar BIOCON was trading at 328.90. The strike last trading price was 45.1, which was 4.2 higher than the previous day. The implied volatity was 47.08, the open interest changed by 0 which decreased total open position to 2
On 10 Mar BIOCON was trading at 328.15. The strike last trading price was 40.9, which was 0 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 7 Mar BIOCON was trading at 333.70. The strike last trading price was 40.9, which was 1.9 higher than the previous day. The implied volatity was 27.74, the open interest changed by 2 which increased total open position to 3
On 6 Mar BIOCON was trading at 333.00. The strike last trading price was 39, which was 0 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 5 Mar BIOCON was trading at 324.85. The strike last trading price was 39, which was 0 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 4 Mar BIOCON was trading at 314.80. The strike last trading price was 39, which was 0 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 3 Mar BIOCON was trading at 305.05. The strike last trading price was 39, which was 0 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 28 Feb BIOCON was trading at 302.45. The strike last trading price was 39, which was 0 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 Feb BIOCON was trading at 311.85. The strike last trading price was 39, which was 0 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 26 Feb BIOCON was trading at 319.80. The strike last trading price was 39, which was 0 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 25 Feb BIOCON was trading at 321.20. The strike last trading price was 39, which was 0 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 24 Feb BIOCON was trading at 320.85. The strike last trading price was 39, which was 0 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 21 Feb BIOCON was trading at 322.50. The strike last trading price was 39, which was 0 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 20 Feb BIOCON was trading at 336.00. The strike last trading price was 39, which was 0 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 19 Feb BIOCON was trading at 336.80. The strike last trading price was 39, which was 6.95 higher than the previous day. The implied volatity was 36.87, the open interest changed by 0 which decreased total open position to 0
On 18 Feb BIOCON was trading at 338.20. The strike last trading price was 32.05, 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 17 Feb BIOCON was trading at 347.55. The strike last trading price was 32.05, 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 14 Feb BIOCON was trading at 349.35. The strike last trading price was 32.05, 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 13 Feb BIOCON was trading at 359.30. The strike last trading price was 32.05, 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 12 Feb BIOCON was trading at 355.95. The strike last trading price was 32.05, 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 11 Feb BIOCON was trading at 362.00. The strike last trading price was 32.05, 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 Feb BIOCON was trading at 377.15. The strike last trading price was 32.05, which was 0 lower than the previous day. The implied volatity was 1.65, the open interest changed by 0 which decreased total open position to 0
On 6 Feb BIOCON was trading at 396.95. The strike last trading price was 32.05, which was 0 lower than the previous day. The implied volatity was 5.89, the open interest changed by 0 which decreased total open position to 0
On 5 Feb BIOCON was trading at 390.25. The strike last trading price was 32.05, which was 0 lower than the previous day. The implied volatity was 4.35, the open interest changed by 0 which decreased total open position to 0
On 4 Feb BIOCON was trading at 371.05. The strike last trading price was 32.05, which was 0 lower than the previous day. The implied volatity was 0.20, the open interest changed by 0 which decreased total open position to 0
On 3 Feb BIOCON was trading at 364.45. The strike last trading price was 32.05, 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 1 Feb BIOCON was trading at 370.45. The strike last trading price was 32.05, which was 0 lower than the previous day. The implied volatity was 0.16, the open interest changed by 0 which decreased total open position to 0
