BIOCON
Biocon Limited.
Historical option data for BIOCON
12 Dec 2024 10:11 AM IST
| BIOCON 26DEC2024 380 CE | ||||||||||
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Delta: 0.24
Vega: 0.22
Theta: -0.25
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 362.95 | 2.9 | -1.65 | 29.18 | 472 | 114 | 1,281 | |||
| 11 Dec | 367.85 | 4.55 | -1.25 | 30.38 | 891 | 54 | 1,166 | |||
| 10 Dec | 369.20 | 5.8 | -0.40 | 32.24 | 1,216 | 7 | 1,112 | |||
| 9 Dec | 369.60 | 6.2 | -4.35 | 31.58 | 2,909 | 371 | 1,105 | |||
| 6 Dec | 380.05 | 10.55 | 1.00 | 27.70 | 1,336 | -11 | 725 | |||
| 5 Dec | 375.25 | 9.55 | -2.60 | 29.21 | 1,094 | 0 | 740 | |||
| 4 Dec | 379.70 | 12.15 | 3.50 | 29.27 | 2,642 | 172 | 744 | |||
| 3 Dec | 373.85 | 8.65 | -1.35 | 28.14 | 774 | 29 | 569 | |||
| 2 Dec | 375.35 | 10 | 3.10 | 29.75 | 3,738 | 211 | 540 | |||
| 29 Nov | 365.15 | 6.9 | -0.70 | 30.12 | 647 | 49 | 333 | |||
| 28 Nov | 363.95 | 7.6 | 1.35 | 31.15 | 858 | 69 | 287 | |||
| 27 Nov | 358.65 | 6.25 | 1.65 | 32.49 | 597 | 116 | 217 | |||
| 26 Nov | 352.65 | 4.6 | 2.85 | 32.53 | 403 | 95 | 101 | |||
| 25 Nov | 336.35 | 1.75 | 0.35 | 31.86 | 12 | -2 | 6 | |||
| 22 Nov | 331.50 | 1.4 | 0.05 | 31.05 | 129 | -2 | 6 | |||
| 21 Nov | 323.10 | 1.35 | -28.80 | 35.32 | 558 | 8 | 8 | |||
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| 20 Nov | 327.05 | 30.15 | 0.00 | 12.71 | 0 | 0 | 0 | |||
| 19 Nov | 327.05 | 30.15 | 0.00 | 12.71 | 0 | 0 | 0 | |||
| 18 Nov | 325.35 | 30.15 | 0.00 | 12.76 | 0 | 0 | 0 | |||
| 21 Oct | 337.40 | 30.15 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 339.95 | 30.15 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 339.05 | 30.15 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 346.65 | 30.15 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 352.20 | 30.15 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 346.50 | 30.15 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 346.15 | 30.15 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 345.80 | 30.15 | 30.15 | - | 0 | 0 | 0 | |||
| 9 Oct | 347.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 342.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 340.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 346.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 356.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 370.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 363.10 | 0 | - | 0 | 0 | 0 | ||||
For Biocon Limited. - strike price 380 expiring on 26DEC2024
Delta for 380 CE is 0.24
Historical price for 380 CE is as follows
On 12 Dec BIOCON was trading at 362.95. The strike last trading price was 2.9, which was -1.65 lower than the previous day. The implied volatity was 29.18, the open interest changed by 114 which increased total open position to 1281
On 11 Dec BIOCON was trading at 367.85. The strike last trading price was 4.55, which was -1.25 lower than the previous day. The implied volatity was 30.38, the open interest changed by 54 which increased total open position to 1166
On 10 Dec BIOCON was trading at 369.20. The strike last trading price was 5.8, which was -0.40 lower than the previous day. The implied volatity was 32.24, the open interest changed by 7 which increased total open position to 1112
On 9 Dec BIOCON was trading at 369.60. The strike last trading price was 6.2, which was -4.35 lower than the previous day. The implied volatity was 31.58, the open interest changed by 371 which increased total open position to 1105
On 6 Dec BIOCON was trading at 380.05. The strike last trading price was 10.55, which was 1.00 higher than the previous day. The implied volatity was 27.70, the open interest changed by -11 which decreased total open position to 725
On 5 Dec BIOCON was trading at 375.25. The strike last trading price was 9.55, which was -2.60 lower than the previous day. The implied volatity was 29.21, the open interest changed by 0 which decreased total open position to 740
On 4 Dec BIOCON was trading at 379.70. The strike last trading price was 12.15, which was 3.50 higher than the previous day. The implied volatity was 29.27, the open interest changed by 172 which increased total open position to 744
On 3 Dec BIOCON was trading at 373.85. The strike last trading price was 8.65, which was -1.35 lower than the previous day. The implied volatity was 28.14, the open interest changed by 29 which increased total open position to 569
On 2 Dec BIOCON was trading at 375.35. The strike last trading price was 10, which was 3.10 higher than the previous day. The implied volatity was 29.75, the open interest changed by 211 which increased total open position to 540
On 29 Nov BIOCON was trading at 365.15. The strike last trading price was 6.9, which was -0.70 lower than the previous day. The implied volatity was 30.12, the open interest changed by 49 which increased total open position to 333
On 28 Nov BIOCON was trading at 363.95. The strike last trading price was 7.6, which was 1.35 higher than the previous day. The implied volatity was 31.15, the open interest changed by 69 which increased total open position to 287
On 27 Nov BIOCON was trading at 358.65. The strike last trading price was 6.25, which was 1.65 higher than the previous day. The implied volatity was 32.49, the open interest changed by 116 which increased total open position to 217
On 26 Nov BIOCON was trading at 352.65. The strike last trading price was 4.6, which was 2.85 higher than the previous day. The implied volatity was 32.53, the open interest changed by 95 which increased total open position to 101
On 25 Nov BIOCON was trading at 336.35. The strike last trading price was 1.75, which was 0.35 higher than the previous day. The implied volatity was 31.86, the open interest changed by -2 which decreased total open position to 6
On 22 Nov BIOCON was trading at 331.50. The strike last trading price was 1.4, which was 0.05 higher than the previous day. The implied volatity was 31.05, the open interest changed by -2 which decreased total open position to 6
On 21 Nov BIOCON was trading at 323.10. The strike last trading price was 1.35, which was -28.80 lower than the previous day. The implied volatity was 35.32, the open interest changed by 8 which increased total open position to 8
On 20 Nov BIOCON was trading at 327.05. The strike last trading price was 30.15, which was 0.00 lower than the previous day. The implied volatity was 12.71, 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 30.15, which was 0.00 lower than the previous day. The implied volatity was 12.71, 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 30.15, which was 0.00 lower than the previous day. The implied volatity was 12.76, the open interest changed by 0 which decreased total open position to 0
On 21 Oct BIOCON was trading at 337.40. The strike last trading price was 30.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct BIOCON was trading at 339.95. The strike last trading price was 30.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct BIOCON was trading at 339.05. The strike last trading price was 30.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct BIOCON was trading at 346.65. The strike last trading price was 30.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct BIOCON was trading at 352.20. The strike last trading price was 30.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct BIOCON was trading at 346.50. The strike last trading price was 30.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct BIOCON was trading at 346.15. The strike last trading price was 30.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct BIOCON was trading at 345.80. The strike last trading price was 30.15, which was 30.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct BIOCON was trading at 347.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct BIOCON was trading at 342.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct BIOCON was trading at 340.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct BIOCON was trading at 346.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct BIOCON was trading at 356.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct BIOCON was trading at 370.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept BIOCON was trading at 363.10. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BIOCON 26DEC2024 380 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.76
Vega: 0.22
Theta: -0.15
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 362.95 | 18.45 | 2.75 | 29.08 | 6 | -1 | 521 |
| 11 Dec | 367.85 | 15.7 | 0.00 | 29.28 | 60 | 0 | 522 |
| 10 Dec | 369.20 | 15.7 | -0.30 | 31.58 | 132 | 7 | 522 |
| 9 Dec | 369.60 | 16 | 6.05 | 33.45 | 769 | 224 | 516 |
| 6 Dec | 380.05 | 9.95 | -1.30 | 30.19 | 379 | 21 | 293 |
| 5 Dec | 375.25 | 11.25 | 1.00 | 28.32 | 503 | 2 | 272 |
| 4 Dec | 379.70 | 10.25 | -2.90 | 30.85 | 649 | 41 | 269 |
| 3 Dec | 373.85 | 13.15 | 0.10 | 29.18 | 234 | 45 | 228 |
| 2 Dec | 375.35 | 13.05 | -6.50 | 29.86 | 852 | 160 | 181 |
| 29 Nov | 365.15 | 19.55 | -0.95 | 30.67 | 24 | 3 | 20 |
| 28 Nov | 363.95 | 20.5 | -7.50 | 33.12 | 10 | 7 | 16 |
| 27 Nov | 358.65 | 28 | -2.95 | 42.12 | 4 | 1 | 8 |
| 26 Nov | 352.65 | 30.95 | -12.05 | 37.12 | 2 | 1 | 7 |
| 25 Nov | 336.35 | 43 | -5.00 | 35.04 | 2 | 1 | 5 |
| 22 Nov | 331.50 | 48 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 323.10 | 48 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 327.05 | 48 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 327.05 | 48 | 0.00 | 0.00 | 0 | 4 | 0 |
| 18 Nov | 325.35 | 48 | 48.00 | - | 4 | 2 | 2 |
| 21 Oct | 337.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 339.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 339.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 346.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 352.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 346.50 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 346.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 345.80 | 0 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 347.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 342.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 340.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 346.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 356.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 370.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 363.10 | 0 | - | 0 | 0 | 0 | |
For Biocon Limited. - strike price 380 expiring on 26DEC2024
Delta for 380 PE is -0.76
Historical price for 380 PE is as follows
On 12 Dec BIOCON was trading at 362.95. The strike last trading price was 18.45, which was 2.75 higher than the previous day. The implied volatity was 29.08, the open interest changed by -1 which decreased total open position to 521
On 11 Dec BIOCON was trading at 367.85. The strike last trading price was 15.7, which was 0.00 lower than the previous day. The implied volatity was 29.28, the open interest changed by 0 which decreased total open position to 522
On 10 Dec BIOCON was trading at 369.20. The strike last trading price was 15.7, which was -0.30 lower than the previous day. The implied volatity was 31.58, the open interest changed by 7 which increased total open position to 522
On 9 Dec BIOCON was trading at 369.60. The strike last trading price was 16, which was 6.05 higher than the previous day. The implied volatity was 33.45, the open interest changed by 224 which increased total open position to 516
On 6 Dec BIOCON was trading at 380.05. The strike last trading price was 9.95, which was -1.30 lower than the previous day. The implied volatity was 30.19, the open interest changed by 21 which increased total open position to 293
On 5 Dec BIOCON was trading at 375.25. The strike last trading price was 11.25, which was 1.00 higher than the previous day. The implied volatity was 28.32, the open interest changed by 2 which increased total open position to 272
On 4 Dec BIOCON was trading at 379.70. The strike last trading price was 10.25, which was -2.90 lower than the previous day. The implied volatity was 30.85, the open interest changed by 41 which increased total open position to 269
On 3 Dec BIOCON was trading at 373.85. The strike last trading price was 13.15, which was 0.10 higher than the previous day. The implied volatity was 29.18, the open interest changed by 45 which increased total open position to 228
On 2 Dec BIOCON was trading at 375.35. The strike last trading price was 13.05, which was -6.50 lower than the previous day. The implied volatity was 29.86, the open interest changed by 160 which increased total open position to 181
On 29 Nov BIOCON was trading at 365.15. The strike last trading price was 19.55, which was -0.95 lower than the previous day. The implied volatity was 30.67, the open interest changed by 3 which increased total open position to 20
On 28 Nov BIOCON was trading at 363.95. The strike last trading price was 20.5, which was -7.50 lower than the previous day. The implied volatity was 33.12, the open interest changed by 7 which increased total open position to 16
On 27 Nov BIOCON was trading at 358.65. The strike last trading price was 28, which was -2.95 lower than the previous day. The implied volatity was 42.12, the open interest changed by 1 which increased total open position to 8
On 26 Nov BIOCON was trading at 352.65. The strike last trading price was 30.95, which was -12.05 lower than the previous day. The implied volatity was 37.12, the open interest changed by 1 which increased total open position to 7
On 25 Nov BIOCON was trading at 336.35. The strike last trading price was 43, which was -5.00 lower than the previous day. The implied volatity was 35.04, the open interest changed by 1 which increased total open position to 5
On 22 Nov BIOCON was trading at 331.50. The strike last trading price was 48, 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 21 Nov BIOCON was trading at 323.10. The strike last trading price was 48, 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 20 Nov BIOCON was trading at 327.05. The strike last trading price was 48, 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 19 Nov BIOCON was trading at 327.05. The strike last trading price was 48, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 18 Nov BIOCON was trading at 325.35. The strike last trading price was 48, which was 48.00 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 21 Oct BIOCON was trading at 337.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct BIOCON was trading at 339.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct BIOCON was trading at 339.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct BIOCON was trading at 346.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct BIOCON was trading at 352.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct BIOCON was trading at 346.50. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct BIOCON was trading at 346.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct BIOCON was trading at 345.80. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct BIOCON was trading at 347.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct BIOCON was trading at 342.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct BIOCON was trading at 340.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct BIOCON was trading at 346.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct BIOCON was trading at 356.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct BIOCON was trading at 370.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept BIOCON was trading at 363.10. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
