BIOCON
Biocon Limited.
Historical option data for BIOCON
12 Dec 2024 10:21 AM IST
| BIOCON 26DEC2024 385 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.18
Vega: 0.19
Theta: -0.22
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
|
|
||||||||||
| 12 Dec | 363.15 | 2.05 | -1.40 | 29.66 | 197 | 37 | 500 | |||
| 11 Dec | 367.85 | 3.45 | -0.95 | 31.26 | 287 | 16 | 463 | |||
| 10 Dec | 369.20 | 4.4 | -0.35 | 32.55 | 432 | 26 | 448 | |||
| 9 Dec | 369.60 | 4.75 | -3.60 | 31.94 | 836 | 120 | 425 | |||
| 6 Dec | 380.05 | 8.35 | 0.75 | 28.10 | 454 | 8 | 309 | |||
| 5 Dec | 375.25 | 7.6 | -2.15 | 29.59 | 388 | 28 | 301 | |||
| 4 Dec | 379.70 | 9.75 | 3.00 | 29.31 | 595 | -8 | 277 | |||
| 3 Dec | 373.85 | 6.75 | -1.40 | 28.22 | 266 | 28 | 285 | |||
| 2 Dec | 375.35 | 8.15 | 2.55 | 30.25 | 1,100 | 174 | 276 | |||
| 29 Nov | 365.15 | 5.6 | -0.50 | 30.65 | 148 | 37 | 104 | |||
| 28 Nov | 363.95 | 6.1 | 0.80 | 31.24 | 125 | 42 | 67 | |||
| 27 Nov | 358.65 | 5.3 | 1.50 | 33.44 | 25 | 16 | 25 | |||
| 26 Nov | 352.65 | 3.8 | 0.55 | 33.17 | 16 | 8 | 8 | |||
| 25 Nov | 336.35 | 3.25 | 0.00 | 12.28 | 0 | 0 | 0 | |||
| 22 Nov | 331.50 | 3.25 | 0.00 | 13.04 | 0 | 0 | 0 | |||
| 21 Nov | 323.10 | 3.25 | 0.00 | 14.61 | 0 | 0 | 0 | |||
| 20 Nov | 327.05 | 3.25 | 0.00 | 12.70 | 0 | 0 | 0 | |||
| 19 Nov | 327.05 | 3.25 | 0.00 | 12.70 | 0 | 0 | 0 | |||
| 18 Nov | 325.35 | 3.25 | 13.22 | 0 | 0 | 0 | ||||
For Biocon Limited. - strike price 385 expiring on 26DEC2024
Delta for 385 CE is 0.18
Historical price for 385 CE is as follows
On 12 Dec BIOCON was trading at 363.15. The strike last trading price was 2.05, which was -1.40 lower than the previous day. The implied volatity was 29.66, the open interest changed by 37 which increased total open position to 500
On 11 Dec BIOCON was trading at 367.85. The strike last trading price was 3.45, which was -0.95 lower than the previous day. The implied volatity was 31.26, the open interest changed by 16 which increased total open position to 463
On 10 Dec BIOCON was trading at 369.20. The strike last trading price was 4.4, which was -0.35 lower than the previous day. The implied volatity was 32.55, the open interest changed by 26 which increased total open position to 448
On 9 Dec BIOCON was trading at 369.60. The strike last trading price was 4.75, which was -3.60 lower than the previous day. The implied volatity was 31.94, the open interest changed by 120 which increased total open position to 425
On 6 Dec BIOCON was trading at 380.05. The strike last trading price was 8.35, which was 0.75 higher than the previous day. The implied volatity was 28.10, the open interest changed by 8 which increased total open position to 309
On 5 Dec BIOCON was trading at 375.25. The strike last trading price was 7.6, which was -2.15 lower than the previous day. The implied volatity was 29.59, the open interest changed by 28 which increased total open position to 301
On 4 Dec BIOCON was trading at 379.70. The strike last trading price was 9.75, which was 3.00 higher than the previous day. The implied volatity was 29.31, the open interest changed by -8 which decreased total open position to 277
On 3 Dec BIOCON was trading at 373.85. The strike last trading price was 6.75, which was -1.40 lower than the previous day. The implied volatity was 28.22, the open interest changed by 28 which increased total open position to 285
On 2 Dec BIOCON was trading at 375.35. The strike last trading price was 8.15, which was 2.55 higher than the previous day. The implied volatity was 30.25, the open interest changed by 174 which increased total open position to 276
On 29 Nov BIOCON was trading at 365.15. The strike last trading price was 5.6, which was -0.50 lower than the previous day. The implied volatity was 30.65, the open interest changed by 37 which increased total open position to 104
On 28 Nov BIOCON was trading at 363.95. The strike last trading price was 6.1, which was 0.80 higher than the previous day. The implied volatity was 31.24, the open interest changed by 42 which increased total open position to 67
On 27 Nov BIOCON was trading at 358.65. The strike last trading price was 5.3, which was 1.50 higher than the previous day. The implied volatity was 33.44, the open interest changed by 16 which increased total open position to 25
On 26 Nov BIOCON was trading at 352.65. The strike last trading price was 3.8, which was 0.55 higher than the previous day. The implied volatity was 33.17, the open interest changed by 8 which increased total open position to 8
On 25 Nov BIOCON was trading at 336.35. The strike last trading price was 3.25, which was 0.00 lower than the previous day. The implied volatity was 12.28, 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 3.25, which was 0.00 lower than the previous day. The implied volatity was 13.04, 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 3.25, which was 0.00 lower than the previous day. The implied volatity was 14.61, 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 3.25, which was 0.00 lower than the previous day. The implied volatity was 12.70, 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 3.25, which was 0.00 lower than the previous day. The implied volatity was 12.70, 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 3.25, which was lower than the previous day. The implied volatity was 13.22, the open interest changed by 0 which decreased total open position to 0
| BIOCON 26DEC2024 385 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.84
Vega: 0.17
Theta: -0.08
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 363.15 | 22.05 | 4.80 | 27.17 | 6 | 1 | 66 |
| 11 Dec | 367.85 | 17.25 | -2.10 | 18.40 | 2 | 0 | 66 |
| 10 Dec | 369.20 | 19.35 | -0.70 | 32.11 | 8 | -6 | 66 |
| 9 Dec | 369.60 | 20.05 | 7.15 | 35.79 | 52 | -6 | 73 |
| 6 Dec | 380.05 | 12.9 | -2.05 | 31.09 | 145 | 45 | 79 |
| 5 Dec | 375.25 | 14.95 | 2.05 | 30.61 | 141 | -11 | 35 |
| 4 Dec | 379.70 | 12.9 | -3.20 | 31.10 | 169 | 17 | 48 |
| 3 Dec | 373.85 | 16.1 | -0.60 | 28.98 | 57 | 17 | 31 |
| 2 Dec | 375.35 | 16.7 | -8.30 | 31.78 | 52 | 12 | 15 |
| 29 Nov | 365.15 | 25 | -42.90 | 36.25 | 3 | 2 | 2 |
| 28 Nov | 363.95 | 67.9 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 358.65 | 67.9 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 352.65 | 67.9 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 336.35 | 67.9 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 331.50 | 67.9 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 323.10 | 67.9 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 327.05 | 67.9 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 327.05 | 67.9 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 325.35 | 67.9 | - | 0 | 0 | 0 | |
For Biocon Limited. - strike price 385 expiring on 26DEC2024
Delta for 385 PE is -0.84
Historical price for 385 PE is as follows
On 12 Dec BIOCON was trading at 363.15. The strike last trading price was 22.05, which was 4.80 higher than the previous day. The implied volatity was 27.17, the open interest changed by 1 which increased total open position to 66
On 11 Dec BIOCON was trading at 367.85. The strike last trading price was 17.25, which was -2.10 lower than the previous day. The implied volatity was 18.40, the open interest changed by 0 which decreased total open position to 66
On 10 Dec BIOCON was trading at 369.20. The strike last trading price was 19.35, which was -0.70 lower than the previous day. The implied volatity was 32.11, the open interest changed by -6 which decreased total open position to 66
On 9 Dec BIOCON was trading at 369.60. The strike last trading price was 20.05, which was 7.15 higher than the previous day. The implied volatity was 35.79, the open interest changed by -6 which decreased total open position to 73
On 6 Dec BIOCON was trading at 380.05. The strike last trading price was 12.9, which was -2.05 lower than the previous day. The implied volatity was 31.09, the open interest changed by 45 which increased total open position to 79
On 5 Dec BIOCON was trading at 375.25. The strike last trading price was 14.95, which was 2.05 higher than the previous day. The implied volatity was 30.61, the open interest changed by -11 which decreased total open position to 35
On 4 Dec BIOCON was trading at 379.70. The strike last trading price was 12.9, which was -3.20 lower than the previous day. The implied volatity was 31.10, the open interest changed by 17 which increased total open position to 48
On 3 Dec BIOCON was trading at 373.85. The strike last trading price was 16.1, which was -0.60 lower than the previous day. The implied volatity was 28.98, the open interest changed by 17 which increased total open position to 31
On 2 Dec BIOCON was trading at 375.35. The strike last trading price was 16.7, which was -8.30 lower than the previous day. The implied volatity was 31.78, the open interest changed by 12 which increased total open position to 15
On 29 Nov BIOCON was trading at 365.15. The strike last trading price was 25, which was -42.90 lower than the previous day. The implied volatity was 36.25, the open interest changed by 2 which increased total open position to 2
On 28 Nov BIOCON was trading at 363.95. The strike last trading price was 67.9, 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 27 Nov BIOCON was trading at 358.65. The strike last trading price was 67.9, 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 26 Nov BIOCON was trading at 352.65. The strike last trading price was 67.9, 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 25 Nov BIOCON was trading at 336.35. The strike last trading price was 67.9, 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 67.9, 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 67.9, 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 67.9, 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 67.9, 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 67.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
