BIOCON
Biocon Limited.
Historical option data for BIOCON
09 Dec 2025 04:11 PM IST
| BIOCON 30-DEC-2025 385 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.53
Vega: 0.37
Theta: -0.28
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 383.65 | 9.9 | -0.75 | 25.52 | 919 | 21 | 181 | |||||||||
| 8 Dec | 383.80 | 9.85 | -7.35 | 27.75 | 605 | 58 | 161 | |||||||||
| 5 Dec | 392.65 | 17.2 | 2.65 | 29.03 | 307 | 10 | 102 | |||||||||
| 4 Dec | 388.35 | 14.1 | -7.25 | 26.90 | 326 | 50 | 92 | |||||||||
| 3 Dec | 410.00 | 23.2 | 5 | - | 0 | 14 | 0 | |||||||||
| 2 Dec | 399.00 | 23.2 | 5 | 26.11 | 56 | 14 | 42 | |||||||||
| 1 Dec | 394.50 | 18.05 | -3.4 | 25.20 | 6 | -1 | 29 | |||||||||
| 28 Nov | 398.35 | 21.45 | -0.7 | 23.75 | 10 | 2 | 30 | |||||||||
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| 27 Nov | 399.65 | 22.15 | 0.4 | 23.16 | 12 | 0 | 29 | |||||||||
| 26 Nov | 398.45 | 21.75 | 3.45 | 23.61 | 18 | 3 | 29 | |||||||||
| 25 Nov | 393.25 | 17.55 | -7.5 | 24.23 | 35 | 17 | 25 | |||||||||
| 24 Nov | 395.25 | 25.05 | 3.35 | - | 0 | 1 | 0 | |||||||||
| 21 Nov | 396.85 | 25.05 | 3.35 | 30.48 | 9 | 1 | 8 | |||||||||
| 20 Nov | 395.15 | 21.7 | 4.65 | 25.85 | 7 | 3 | 3 | |||||||||
| 19 Nov | 410.10 | 17.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 421.60 | 17.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 420.95 | 17.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 411.15 | 17.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 417.00 | 17.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 405.90 | 17.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 385.10 | 17.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 382.15 | 17.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 380.40 | 17.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 385.20 | 17.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 380.50 | 17.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 377.15 | 17.05 | 0 | 0.16 | 0 | 0 | 0 | |||||||||
| 31 Oct | 372.10 | 17.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 376.60 | 17.05 | 0 | 0.41 | 0 | 0 | 0 | |||||||||
| 29 Oct | 373.70 | 17.05 | 0 | 1.11 | 0 | 0 | 0 | |||||||||
For Biocon Limited. - strike price 385 expiring on 30DEC2025
Delta for 385 CE is 0.53
Historical price for 385 CE is as follows
On 9 Dec BIOCON was trading at 383.65. The strike last trading price was 9.9, which was -0.75 lower than the previous day. The implied volatity was 25.52, the open interest changed by 21 which increased total open position to 181
On 8 Dec BIOCON was trading at 383.80. The strike last trading price was 9.85, which was -7.35 lower than the previous day. The implied volatity was 27.75, the open interest changed by 58 which increased total open position to 161
On 5 Dec BIOCON was trading at 392.65. The strike last trading price was 17.2, which was 2.65 higher than the previous day. The implied volatity was 29.03, the open interest changed by 10 which increased total open position to 102
On 4 Dec BIOCON was trading at 388.35. The strike last trading price was 14.1, which was -7.25 lower than the previous day. The implied volatity was 26.90, the open interest changed by 50 which increased total open position to 92
On 3 Dec BIOCON was trading at 410.00. The strike last trading price was 23.2, which was 5 higher than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 0
On 2 Dec BIOCON was trading at 399.00. The strike last trading price was 23.2, which was 5 higher than the previous day. The implied volatity was 26.11, the open interest changed by 14 which increased total open position to 42
On 1 Dec BIOCON was trading at 394.50. The strike last trading price was 18.05, which was -3.4 lower than the previous day. The implied volatity was 25.20, the open interest changed by -1 which decreased total open position to 29
On 28 Nov BIOCON was trading at 398.35. The strike last trading price was 21.45, which was -0.7 lower than the previous day. The implied volatity was 23.75, the open interest changed by 2 which increased total open position to 30
On 27 Nov BIOCON was trading at 399.65. The strike last trading price was 22.15, which was 0.4 higher than the previous day. The implied volatity was 23.16, the open interest changed by 0 which decreased total open position to 29
On 26 Nov BIOCON was trading at 398.45. The strike last trading price was 21.75, which was 3.45 higher than the previous day. The implied volatity was 23.61, the open interest changed by 3 which increased total open position to 29
On 25 Nov BIOCON was trading at 393.25. The strike last trading price was 17.55, which was -7.5 lower than the previous day. The implied volatity was 24.23, the open interest changed by 17 which increased total open position to 25
On 24 Nov BIOCON was trading at 395.25. The strike last trading price was 25.05, which was 3.35 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 21 Nov BIOCON was trading at 396.85. The strike last trading price was 25.05, which was 3.35 higher than the previous day. The implied volatity was 30.48, the open interest changed by 1 which increased total open position to 8
On 20 Nov BIOCON was trading at 395.15. The strike last trading price was 21.7, which was 4.65 higher than the previous day. The implied volatity was 25.85, the open interest changed by 3 which increased total open position to 3
On 19 Nov BIOCON was trading at 410.10. The strike last trading price was 17.05, 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 18 Nov BIOCON was trading at 421.60. The strike last trading price was 17.05, 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 Nov BIOCON was trading at 420.95. The strike last trading price was 17.05, 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 Nov BIOCON was trading at 411.15. The strike last trading price was 17.05, 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 Nov BIOCON was trading at 417.00. The strike last trading price was 17.05, 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 Nov BIOCON was trading at 405.90. The strike last trading price was 17.05, 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 Nov BIOCON was trading at 385.10. The strike last trading price was 17.05, 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 17.05, 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 17.05, 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 17.05, 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 17.05, 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 17.05, 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
On 31 Oct BIOCON was trading at 372.10. The strike last trading price was 17.05, 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 17.05, which was 0 lower than the previous day. The implied volatity was 0.41, 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 17.05, which was 0 lower than the previous day. The implied volatity was 1.11, the open interest changed by 0 which decreased total open position to 0
| BIOCON 30DEC2025 385 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.47
Vega: 0.37
Theta: -0.18
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 383.65 | 9.4 | -0.6 | 27.05 | 755 | -85 | 236 |
| 8 Dec | 383.80 | 10.85 | 4 | 27.52 | 1,164 | 18 | 323 |
| 5 Dec | 392.65 | 6.8 | -2.8 | 27.13 | 462 | 20 | 309 |
| 4 Dec | 388.35 | 9.85 | 7.2 | 30.46 | 1,124 | 66 | 290 |
| 3 Dec | 410.00 | 2.5 | -2.25 | 26.83 | 532 | 30 | 226 |
| 2 Dec | 399.00 | 4.3 | -2 | 26.23 | 205 | 13 | 196 |
| 1 Dec | 394.50 | 6.45 | 1.25 | 26.33 | 150 | -4 | 182 |
| 28 Nov | 398.35 | 5.05 | -0.1 | 25.21 | 204 | 7 | 187 |
| 27 Nov | 399.65 | 4.95 | -0.3 | 25.29 | 238 | -2 | 181 |
| 26 Nov | 398.45 | 5.3 | -2.25 | 25.17 | 96 | 0 | 183 |
| 25 Nov | 393.25 | 7.65 | -0.35 | 25.51 | 114 | 2 | 182 |
| 24 Nov | 395.25 | 8.05 | 0.45 | 26.99 | 63 | 12 | 182 |
| 21 Nov | 396.85 | 7.6 | -0.95 | 28.29 | 39 | 8 | 170 |
| 20 Nov | 395.15 | 8.35 | 3.3 | 28.19 | 209 | 119 | 162 |
| 19 Nov | 410.10 | 5.05 | 1.95 | 29.22 | 34 | 2 | 44 |
| 18 Nov | 421.60 | 3.1 | -0.75 | 29.20 | 16 | 3 | 41 |
| 17 Nov | 420.95 | 3.85 | -1.15 | 31.72 | 42 | 15 | 23 |
| 14 Nov | 411.15 | 4.9 | 0.9 | 28.36 | 12 | 3 | 6 |
| 13 Nov | 417.00 | 4 | -2.15 | 28.00 | 3 | 1 | 1 |
| 12 Nov | 405.90 | 6.15 | -26.1 | 27.54 | 2 | 1 | 1 |
| 11 Nov | 385.10 | 32.25 | 0 | 1.57 | 0 | 0 | 0 |
| 10 Nov | 382.15 | 32.25 | 0 | 0.41 | 0 | 0 | 0 |
| 7 Nov | 380.40 | 32.25 | 0 | 0.15 | 0 | 0 | 0 |
| 6 Nov | 385.20 | 32.25 | 0 | 1.18 | 0 | 0 | 0 |
| 4 Nov | 380.50 | 32.25 | 0 | 0.43 | 0 | 0 | 0 |
| 3 Nov | 377.15 | 32.25 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 372.10 | 32.25 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 376.60 | 32.25 | 0 | - | 0 | 0 | 0 |
| 29 Oct | 373.70 | 32.25 | 0 | - | 0 | 0 | 0 |
For Biocon Limited. - strike price 385 expiring on 30DEC2025
Delta for 385 PE is -0.47
Historical price for 385 PE is as follows
On 9 Dec BIOCON was trading at 383.65. The strike last trading price was 9.4, which was -0.6 lower than the previous day. The implied volatity was 27.05, the open interest changed by -85 which decreased total open position to 236
On 8 Dec BIOCON was trading at 383.80. The strike last trading price was 10.85, which was 4 higher than the previous day. The implied volatity was 27.52, the open interest changed by 18 which increased total open position to 323
On 5 Dec BIOCON was trading at 392.65. The strike last trading price was 6.8, which was -2.8 lower than the previous day. The implied volatity was 27.13, the open interest changed by 20 which increased total open position to 309
On 4 Dec BIOCON was trading at 388.35. The strike last trading price was 9.85, which was 7.2 higher than the previous day. The implied volatity was 30.46, the open interest changed by 66 which increased total open position to 290
On 3 Dec BIOCON was trading at 410.00. The strike last trading price was 2.5, which was -2.25 lower than the previous day. The implied volatity was 26.83, the open interest changed by 30 which increased total open position to 226
On 2 Dec BIOCON was trading at 399.00. The strike last trading price was 4.3, which was -2 lower than the previous day. The implied volatity was 26.23, the open interest changed by 13 which increased total open position to 196
On 1 Dec BIOCON was trading at 394.50. The strike last trading price was 6.45, which was 1.25 higher than the previous day. The implied volatity was 26.33, the open interest changed by -4 which decreased total open position to 182
On 28 Nov BIOCON was trading at 398.35. The strike last trading price was 5.05, which was -0.1 lower than the previous day. The implied volatity was 25.21, the open interest changed by 7 which increased total open position to 187
On 27 Nov BIOCON was trading at 399.65. The strike last trading price was 4.95, which was -0.3 lower than the previous day. The implied volatity was 25.29, the open interest changed by -2 which decreased total open position to 181
On 26 Nov BIOCON was trading at 398.45. The strike last trading price was 5.3, which was -2.25 lower than the previous day. The implied volatity was 25.17, the open interest changed by 0 which decreased total open position to 183
On 25 Nov BIOCON was trading at 393.25. The strike last trading price was 7.65, which was -0.35 lower than the previous day. The implied volatity was 25.51, the open interest changed by 2 which increased total open position to 182
On 24 Nov BIOCON was trading at 395.25. The strike last trading price was 8.05, which was 0.45 higher than the previous day. The implied volatity was 26.99, the open interest changed by 12 which increased total open position to 182
On 21 Nov BIOCON was trading at 396.85. The strike last trading price was 7.6, which was -0.95 lower than the previous day. The implied volatity was 28.29, the open interest changed by 8 which increased total open position to 170
On 20 Nov BIOCON was trading at 395.15. The strike last trading price was 8.35, which was 3.3 higher than the previous day. The implied volatity was 28.19, the open interest changed by 119 which increased total open position to 162
On 19 Nov BIOCON was trading at 410.10. The strike last trading price was 5.05, which was 1.95 higher than the previous day. The implied volatity was 29.22, the open interest changed by 2 which increased total open position to 44
On 18 Nov BIOCON was trading at 421.60. The strike last trading price was 3.1, which was -0.75 lower than the previous day. The implied volatity was 29.20, the open interest changed by 3 which increased total open position to 41
On 17 Nov BIOCON was trading at 420.95. The strike last trading price was 3.85, which was -1.15 lower than the previous day. The implied volatity was 31.72, the open interest changed by 15 which increased total open position to 23
On 14 Nov BIOCON was trading at 411.15. The strike last trading price was 4.9, which was 0.9 higher than the previous day. The implied volatity was 28.36, the open interest changed by 3 which increased total open position to 6
On 13 Nov BIOCON was trading at 417.00. The strike last trading price was 4, which was -2.15 lower than the previous day. The implied volatity was 28.00, the open interest changed by 1 which increased total open position to 1
On 12 Nov BIOCON was trading at 405.90. The strike last trading price was 6.15, which was -26.1 lower than the previous day. The implied volatity was 27.54, the open interest changed by 1 which increased total open position to 1
On 11 Nov BIOCON was trading at 385.10. The strike last trading price was 32.25, 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 10 Nov BIOCON was trading at 382.15. The strike last trading price was 32.25, which was 0 lower than the previous day. The implied volatity was 0.41, 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 32.25, which was 0 lower than the previous day. The implied volatity was 0.15, 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 32.25, which was 0 lower than the previous day. The implied volatity was 1.18, 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 32.25, which was 0 lower than the previous day. The implied volatity was 0.43, 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 32.25, 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 31 Oct BIOCON was trading at 372.10. The strike last trading price was 32.25, 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 30 Oct BIOCON was trading at 376.60. The strike last trading price was 32.25, 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 29 Oct BIOCON was trading at 373.70. The strike last trading price was 32.25, 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































































































































































































































