BIOCON
Biocon Limited.
Historical option data for BIOCON
19 Mar 2026 04:10 PM IST
| BIOCON 30-MAR-2026 385 CE | ||||||||||||||||
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Delta: 0.23
Vega: 0.2
Theta: -0.29
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 19 Mar | 368.55 | 2.6 | -4.55 | 30.31 | 919 | 30 | 341 | |||||||||
| 18 Mar | 382.60 | 7.1 | 1.45 | 28.06 | 655 | -64 | 313 | |||||||||
| 17 Mar | 377.55 | 5.7 | -1.15 | 29.8 | 608 | 39 | 381 | |||||||||
| 16 Mar | 377.05 | 6.4 | -4.15 | 31.66 | 1,348 | 48 | 345 | |||||||||
| 13 Mar | 383.55 | 10.7 | -5.3 | 32.14 | 360 | 53 | 297 | |||||||||
| 12 Mar | 392.20 | 15.7 | -2.55 | 32.25 | 127 | -1 | 242 | |||||||||
| 11 Mar | 395.35 | 18 | -0.3 | 31.94 | 96 | -9 | 243 | |||||||||
| 10 Mar | 395.80 | 18.45 | 3.25 | 30.96 | 259 | -30 | 255 | |||||||||
| 9 Mar | 389.70 | 15.6 | 1.15 | 31.24 | 670 | 37 | 286 | |||||||||
| 6 Mar | 390.70 | 14.1 | 1.1 | 24.61 | 150 | -4 | 250 | |||||||||
| 5 Mar | 386.80 | 13.3 | 3.45 | 23.91 | 344 | 10 | 258 | |||||||||
| 4 Mar | 378.35 | 9.6 | -5.3 | 28.75 | 344 | 22 | 248 | |||||||||
| 2 Mar | 387.95 | 15.35 | -0.6 | 26.07 | 244 | 47 | 227 | |||||||||
| 27 Feb | 389.80 | 15.9 | -2.75 | 25.55 | 176 | 55 | 178 | |||||||||
| 26 Feb | 394.85 | 18.25 | -2 | 22.79 | 101 | 5 | 124 | |||||||||
| 25 Feb | 395.85 | 19.2 | 1.5 | 23.55 | 186 | 8 | 120 | |||||||||
| 24 Feb | 390.75 | 18.2 | 1.95 | 26.63 | 143 | 16 | 109 | |||||||||
| 23 Feb | 387.70 | 16.6 | 1.65 | 27.67 | 94 | 4 | 93 | |||||||||
| 20 Feb | 383.95 | 14.7 | 0.65 | 26.72 | 134 | 48 | 90 | |||||||||
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| 19 Feb | 382.65 | 13.15 | 0.15 | 26.54 | 112 | 37 | 42 | |||||||||
| 18 Feb | 378.95 | 13.2 | -2.5 | 28.43 | 5 | 4 | 4 | |||||||||
| 17 Feb | 379.35 | 15.7 | 0 | 0.55 | 0 | 0 | 0 | |||||||||
| 16 Feb | 380.35 | 15.7 | 0 | 0.12 | 0 | 0 | 0 | |||||||||
| 13 Feb | 377.95 | 15.7 | 0 | 0.72 | 0 | 0 | 0 | |||||||||
| 12 Feb | 375.05 | 15.7 | 0 | 1.02 | 0 | 0 | 0 | |||||||||
| 11 Feb | 375.20 | 15.7 | 0 | 1.03 | 0 | 0 | 0 | |||||||||
| 10 Feb | 371.05 | 15.7 | 0 | 2.22 | 0 | 0 | 0 | |||||||||
| 9 Feb | 373.95 | 15.7 | 0 | 1.78 | 0 | 0 | 0 | |||||||||
| 6 Feb | 365.40 | 15.7 | 0 | 3.27 | 0 | 0 | 0 | |||||||||
| 5 Feb | 367.80 | 15.7 | 0 | 2.56 | 0 | 0 | 0 | |||||||||
| 4 Feb | 368.55 | 15.7 | 0 | 2.47 | 0 | 0 | 0 | |||||||||
| 3 Feb | 372.30 | 15.7 | 0 | 1.47 | 0 | 0 | 0 | |||||||||
| 2 Feb | 370.15 | 15.7 | 0 | 1.71 | 0 | 0 | 0 | |||||||||
| 1 Feb | 368.20 | 15.7 | 0 | 2.5 | 0 | 0 | 0 | |||||||||
| 30 Jan | 366.80 | 15.7 | 0 | 2.41 | 0 | 0 | 0 | |||||||||
| 29 Jan | 365.30 | 15.7 | 0 | 2.85 | 0 | 0 | 0 | |||||||||
| 28 Jan | 370.50 | 15.7 | 0 | 1.74 | 0 | 0 | 0 | |||||||||
For Biocon Limited. - strike price 385 expiring on 30MAR2026
Delta for 385 CE is 0.23
Historical price for 385 CE is as follows
On 19 Mar BIOCON was trading at 368.55. The strike last trading price was 2.6, which was -4.55 lower than the previous day. The implied volatity was 30.31, the open interest changed by 30 which increased total open position to 341
On 18 Mar BIOCON was trading at 382.60. The strike last trading price was 7.1, which was 1.45 higher than the previous day. The implied volatity was 28.06, the open interest changed by -64 which decreased total open position to 313
On 17 Mar BIOCON was trading at 377.55. The strike last trading price was 5.7, which was -1.15 lower than the previous day. The implied volatity was 29.8, the open interest changed by 39 which increased total open position to 381
On 16 Mar BIOCON was trading at 377.05. The strike last trading price was 6.4, which was -4.15 lower than the previous day. The implied volatity was 31.66, the open interest changed by 48 which increased total open position to 345
On 13 Mar BIOCON was trading at 383.55. The strike last trading price was 10.7, which was -5.3 lower than the previous day. The implied volatity was 32.14, the open interest changed by 53 which increased total open position to 297
On 12 Mar BIOCON was trading at 392.20. The strike last trading price was 15.7, which was -2.55 lower than the previous day. The implied volatity was 32.25, the open interest changed by -1 which decreased total open position to 242
On 11 Mar BIOCON was trading at 395.35. The strike last trading price was 18, which was -0.3 lower than the previous day. The implied volatity was 31.94, the open interest changed by -9 which decreased total open position to 243
On 10 Mar BIOCON was trading at 395.80. The strike last trading price was 18.45, which was 3.25 higher than the previous day. The implied volatity was 30.96, the open interest changed by -30 which decreased total open position to 255
On 9 Mar BIOCON was trading at 389.70. The strike last trading price was 15.6, which was 1.15 higher than the previous day. The implied volatity was 31.24, the open interest changed by 37 which increased total open position to 286
On 6 Mar BIOCON was trading at 390.70. The strike last trading price was 14.1, which was 1.1 higher than the previous day. The implied volatity was 24.61, the open interest changed by -4 which decreased total open position to 250
On 5 Mar BIOCON was trading at 386.80. The strike last trading price was 13.3, which was 3.45 higher than the previous day. The implied volatity was 23.91, the open interest changed by 10 which increased total open position to 258
On 4 Mar BIOCON was trading at 378.35. The strike last trading price was 9.6, which was -5.3 lower than the previous day. The implied volatity was 28.75, the open interest changed by 22 which increased total open position to 248
On 2 Mar BIOCON was trading at 387.95. The strike last trading price was 15.35, which was -0.6 lower than the previous day. The implied volatity was 26.07, the open interest changed by 47 which increased total open position to 227
On 27 Feb BIOCON was trading at 389.80. The strike last trading price was 15.9, which was -2.75 lower than the previous day. The implied volatity was 25.55, the open interest changed by 55 which increased total open position to 178
On 26 Feb BIOCON was trading at 394.85. The strike last trading price was 18.25, which was -2 lower than the previous day. The implied volatity was 22.79, the open interest changed by 5 which increased total open position to 124
On 25 Feb BIOCON was trading at 395.85. The strike last trading price was 19.2, which was 1.5 higher than the previous day. The implied volatity was 23.55, the open interest changed by 8 which increased total open position to 120
On 24 Feb BIOCON was trading at 390.75. The strike last trading price was 18.2, which was 1.95 higher than the previous day. The implied volatity was 26.63, the open interest changed by 16 which increased total open position to 109
On 23 Feb BIOCON was trading at 387.70. The strike last trading price was 16.6, which was 1.65 higher than the previous day. The implied volatity was 27.67, the open interest changed by 4 which increased total open position to 93
On 20 Feb BIOCON was trading at 383.95. The strike last trading price was 14.7, which was 0.65 higher than the previous day. The implied volatity was 26.72, the open interest changed by 48 which increased total open position to 90
On 19 Feb BIOCON was trading at 382.65. The strike last trading price was 13.15, which was 0.15 higher than the previous day. The implied volatity was 26.54, the open interest changed by 37 which increased total open position to 42
On 18 Feb BIOCON was trading at 378.95. The strike last trading price was 13.2, which was -2.5 lower than the previous day. The implied volatity was 28.43, the open interest changed by 4 which increased total open position to 4
On 17 Feb BIOCON was trading at 379.35. The strike last trading price was 15.7, which was 0 lower than the previous day. The implied volatity was 0.55, the open interest changed by 0 which decreased total open position to 0
On 16 Feb BIOCON was trading at 380.35. The strike last trading price was 15.7, which was 0 lower than the previous day. The implied volatity was 0.12, the open interest changed by 0 which decreased total open position to 0
On 13 Feb BIOCON was trading at 377.95. The strike last trading price was 15.7, which was 0 lower than the previous day. The implied volatity was 0.72, the open interest changed by 0 which decreased total open position to 0
On 12 Feb BIOCON was trading at 375.05. The strike last trading price was 15.7, which was 0 lower than the previous day. The implied volatity was 1.02, the open interest changed by 0 which decreased total open position to 0
On 11 Feb BIOCON was trading at 375.20. The strike last trading price was 15.7, which was 0 lower than the previous day. The implied volatity was 1.03, the open interest changed by 0 which decreased total open position to 0
On 10 Feb BIOCON was trading at 371.05. The strike last trading price was 15.7, which was 0 lower than the previous day. The implied volatity was 2.22, the open interest changed by 0 which decreased total open position to 0
On 9 Feb BIOCON was trading at 373.95. The strike last trading price was 15.7, which was 0 lower than the previous day. The implied volatity was 1.78, the open interest changed by 0 which decreased total open position to 0
On 6 Feb BIOCON was trading at 365.40. The strike last trading price was 15.7, which was 0 lower than the previous day. The implied volatity was 3.27, the open interest changed by 0 which decreased total open position to 0
On 5 Feb BIOCON was trading at 367.80. The strike last trading price was 15.7, which was 0 lower than the previous day. The implied volatity was 2.56, the open interest changed by 0 which decreased total open position to 0
On 4 Feb BIOCON was trading at 368.55. The strike last trading price was 15.7, which was 0 lower than the previous day. The implied volatity was 2.47, the open interest changed by 0 which decreased total open position to 0
On 3 Feb BIOCON was trading at 372.30. The strike last trading price was 15.7, which was 0 lower than the previous day. The implied volatity was 1.47, the open interest changed by 0 which decreased total open position to 0
On 2 Feb BIOCON was trading at 370.15. The strike last trading price was 15.7, which was 0 lower than the previous day. The implied volatity was 1.71, the open interest changed by 0 which decreased total open position to 0
On 1 Feb BIOCON was trading at 368.20. The strike last trading price was 15.7, which was 0 lower than the previous day. The implied volatity was 2.5, the open interest changed by 0 which decreased total open position to 0
On 30 Jan BIOCON was trading at 366.80. The strike last trading price was 15.7, which was 0 lower than the previous day. The implied volatity was 2.41, the open interest changed by 0 which decreased total open position to 0
On 29 Jan BIOCON was trading at 365.30. The strike last trading price was 15.7, which was 0 lower than the previous day. The implied volatity was 2.85, the open interest changed by 0 which decreased total open position to 0
On 28 Jan BIOCON was trading at 370.50. The strike last trading price was 15.7, which was 0 lower than the previous day. The implied volatity was 1.74, the open interest changed by 0 which decreased total open position to 0
| BIOCON 30MAR2026 385 PE | |||||||
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Delta: -0.71
Vega: 0.22
Theta: -0.31
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 19 Mar | 368.55 | 19.2 | 10.35 | 38.72 | 117 | -10 | 224 |
| 18 Mar | 382.60 | 8.65 | -4.1 | 28.65 | 550 | 151 | 236 |
| 17 Mar | 377.55 | 12.45 | -1.7 | 30.96 | 173 | -3 | 85 |
| 16 Mar | 377.05 | 15.2 | 3.85 | 38.72 | 1,053 | -22 | 89 |
| 13 Mar | 383.55 | 10.9 | 3.65 | 33.32 | 1,074 | -27 | 114 |
| 12 Mar | 392.20 | 7.65 | 0.95 | 32.99 | 412 | 0 | 152 |
| 11 Mar | 395.35 | 6.95 | 1.15 | 33.47 | 387 | 4 | 151 |
| 10 Mar | 395.80 | 5.65 | -3.45 | 29.45 | 422 | 45 | 146 |
| 9 Mar | 389.70 | 8.65 | 0.05 | 32.38 | 420 | -13 | 105 |
| 6 Mar | 390.70 | 8.65 | -0.5 | 30.73 | 242 | 9 | 119 |
| 5 Mar | 386.80 | 9.2 | -6.5 | 30.38 | 239 | 23 | 109 |
| 4 Mar | 378.35 | 15.8 | 5.65 | 33.45 | 198 | -17 | 86 |
| 2 Mar | 387.95 | 9.75 | 0.55 | 31.02 | 281 | 16 | 104 |
| 27 Feb | 389.80 | 9.2 | 1.45 | 28.57 | 308 | 17 | 88 |
| 26 Feb | 394.85 | 7.9 | 0.85 | 29.31 | 189 | -13 | 73 |
| 25 Feb | 395.85 | 7.3 | -2.25 | 28.01 | 190 | 5 | 88 |
| 24 Feb | 390.75 | 9.35 | -2.35 | 29.35 | 149 | 21 | 83 |
| 23 Feb | 387.70 | 11.55 | -2.1 | 30.61 | 50 | 10 | 61 |
| 20 Feb | 383.95 | 13.8 | -0.7 | 30.98 | 58 | 21 | 50 |
| 19 Feb | 382.65 | 15.55 | -1.75 | 31.26 | 45 | 16 | 28 |
| 18 Feb | 378.95 | 17.3 | -2.65 | - | 0 | 0 | 12 |
| 17 Feb | 379.35 | 17.3 | -2.65 | - | 0 | 0 | 12 |
| 16 Feb | 380.35 | 17.3 | -2.65 | - | 0 | 0 | 12 |
| 13 Feb | 377.95 | 17.3 | -2.65 | 29.92 | 1 | 0 | 11 |
| 12 Feb | 375.05 | 19.95 | -11.45 | - | 0 | 0 | 11 |
| 11 Feb | 375.20 | 19.95 | -11.45 | - | 0 | 0 | 11 |
| 10 Feb | 371.05 | 19.95 | -11.45 | - | 0 | 0 | 11 |
| 9 Feb | 373.95 | 19.95 | -11.45 | - | 0 | 0 | 11 |
| 6 Feb | 365.40 | 19.95 | -11.45 | - | 0 | 0 | 11 |
| 5 Feb | 367.80 | 19.95 | -11.45 | - | 0 | 0 | 11 |
| 4 Feb | 368.55 | 19.95 | -11.45 | - | 0 | 0 | 11 |
| 3 Feb | 372.30 | 19.95 | -11.45 | 27.98 | 14 | 10 | 10 |
| 2 Feb | 370.15 | 31.4 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 368.20 | 31.4 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 366.80 | 31.4 | 0 | - | 0 | 0 | 0 |
| 29 Jan | 365.30 | 31.4 | 0 | - | 0 | 0 | 0 |
| 28 Jan | 370.50 | 31.4 | 0 | 0 | 0 | 0 | 0 |
For Biocon Limited. - strike price 385 expiring on 30MAR2026
Delta for 385 PE is -0.71
Historical price for 385 PE is as follows
On 19 Mar BIOCON was trading at 368.55. The strike last trading price was 19.2, which was 10.35 higher than the previous day. The implied volatity was 38.72, the open interest changed by -10 which decreased total open position to 224
On 18 Mar BIOCON was trading at 382.60. The strike last trading price was 8.65, which was -4.1 lower than the previous day. The implied volatity was 28.65, the open interest changed by 151 which increased total open position to 236
On 17 Mar BIOCON was trading at 377.55. The strike last trading price was 12.45, which was -1.7 lower than the previous day. The implied volatity was 30.96, the open interest changed by -3 which decreased total open position to 85
On 16 Mar BIOCON was trading at 377.05. The strike last trading price was 15.2, which was 3.85 higher than the previous day. The implied volatity was 38.72, the open interest changed by -22 which decreased total open position to 89
On 13 Mar BIOCON was trading at 383.55. The strike last trading price was 10.9, which was 3.65 higher than the previous day. The implied volatity was 33.32, the open interest changed by -27 which decreased total open position to 114
On 12 Mar BIOCON was trading at 392.20. The strike last trading price was 7.65, which was 0.95 higher than the previous day. The implied volatity was 32.99, the open interest changed by 0 which decreased total open position to 152
On 11 Mar BIOCON was trading at 395.35. The strike last trading price was 6.95, which was 1.15 higher than the previous day. The implied volatity was 33.47, the open interest changed by 4 which increased total open position to 151
On 10 Mar BIOCON was trading at 395.80. The strike last trading price was 5.65, which was -3.45 lower than the previous day. The implied volatity was 29.45, the open interest changed by 45 which increased total open position to 146
On 9 Mar BIOCON was trading at 389.70. The strike last trading price was 8.65, which was 0.05 higher than the previous day. The implied volatity was 32.38, the open interest changed by -13 which decreased total open position to 105
On 6 Mar BIOCON was trading at 390.70. The strike last trading price was 8.65, which was -0.5 lower than the previous day. The implied volatity was 30.73, the open interest changed by 9 which increased total open position to 119
On 5 Mar BIOCON was trading at 386.80. The strike last trading price was 9.2, which was -6.5 lower than the previous day. The implied volatity was 30.38, the open interest changed by 23 which increased total open position to 109
On 4 Mar BIOCON was trading at 378.35. The strike last trading price was 15.8, which was 5.65 higher than the previous day. The implied volatity was 33.45, the open interest changed by -17 which decreased total open position to 86
On 2 Mar BIOCON was trading at 387.95. The strike last trading price was 9.75, which was 0.55 higher than the previous day. The implied volatity was 31.02, the open interest changed by 16 which increased total open position to 104
On 27 Feb BIOCON was trading at 389.80. The strike last trading price was 9.2, which was 1.45 higher than the previous day. The implied volatity was 28.57, the open interest changed by 17 which increased total open position to 88
On 26 Feb BIOCON was trading at 394.85. The strike last trading price was 7.9, which was 0.85 higher than the previous day. The implied volatity was 29.31, the open interest changed by -13 which decreased total open position to 73
On 25 Feb BIOCON was trading at 395.85. The strike last trading price was 7.3, which was -2.25 lower than the previous day. The implied volatity was 28.01, the open interest changed by 5 which increased total open position to 88
On 24 Feb BIOCON was trading at 390.75. The strike last trading price was 9.35, which was -2.35 lower than the previous day. The implied volatity was 29.35, the open interest changed by 21 which increased total open position to 83
On 23 Feb BIOCON was trading at 387.70. The strike last trading price was 11.55, which was -2.1 lower than the previous day. The implied volatity was 30.61, the open interest changed by 10 which increased total open position to 61
On 20 Feb BIOCON was trading at 383.95. The strike last trading price was 13.8, which was -0.7 lower than the previous day. The implied volatity was 30.98, the open interest changed by 21 which increased total open position to 50
On 19 Feb BIOCON was trading at 382.65. The strike last trading price was 15.55, which was -1.75 lower than the previous day. The implied volatity was 31.26, the open interest changed by 16 which increased total open position to 28
On 18 Feb BIOCON was trading at 378.95. The strike last trading price was 17.3, which was -2.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 17 Feb BIOCON was trading at 379.35. The strike last trading price was 17.3, which was -2.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 16 Feb BIOCON was trading at 380.35. The strike last trading price was 17.3, which was -2.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 13 Feb BIOCON was trading at 377.95. The strike last trading price was 17.3, which was -2.65 lower than the previous day. The implied volatity was 29.92, the open interest changed by 0 which decreased total open position to 11
On 12 Feb BIOCON was trading at 375.05. The strike last trading price was 19.95, which was -11.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 11 Feb BIOCON was trading at 375.20. The strike last trading price was 19.95, which was -11.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 10 Feb BIOCON was trading at 371.05. The strike last trading price was 19.95, which was -11.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 9 Feb BIOCON was trading at 373.95. The strike last trading price was 19.95, which was -11.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 6 Feb BIOCON was trading at 365.40. The strike last trading price was 19.95, which was -11.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 5 Feb BIOCON was trading at 367.80. The strike last trading price was 19.95, which was -11.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 4 Feb BIOCON was trading at 368.55. The strike last trading price was 19.95, which was -11.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 3 Feb BIOCON was trading at 372.30. The strike last trading price was 19.95, which was -11.45 lower than the previous day. The implied volatity was 27.98, the open interest changed by 10 which increased total open position to 10
On 2 Feb BIOCON was trading at 370.15. The strike last trading price was 31.4, 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 368.20. The strike last trading price was 31.4, 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 Jan BIOCON was trading at 366.80. The strike last trading price was 31.4, 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 Jan BIOCON was trading at 365.30. The strike last trading price was 31.4, 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 28 Jan BIOCON was trading at 370.50. The strike last trading price was 31.4, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
