[--[65.84.65.76]--]

BIOCON

Biocon Limited.
379 +1.70 (0.45%)
L: 372.95 H: 383.85

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Historical option data for BIOCON

14 Jan 2026 04:11 PM IST
BIOCON 27-JAN-2026 385 CE
Delta: 0.42
Vega: 0.28
Theta: -0.35
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
14 Jan 379.00 6.05 0.2 28.57 1,179 28 555
13 Jan 377.30 5.6 0.25 29.05 1,286 64 526
12 Jan 371.80 5.1 -3.1 33.31 886 45 462
9 Jan 379.60 8 0.85 28.1 1,481 86 412
8 Jan 377.95 6.95 -5.35 27.3 752 127 324
7 Jan 387.05 12.05 1.85 27.44 449 -86 201
6 Jan 385.15 11.5 -3.35 25.74 458 205 287
5 Jan 391.35 14.05 -2.4 23.64 54 -5 83
2 Jan 392.95 16.6 3.65 24.97 136 3 87
1 Jan 387.75 13.05 -3.65 23.82 140 35 84
31 Dec 393.90 16.65 1 23.89 54 26 49
30 Dec 390.40 15.45 -0.75 23.64 25 10 24
29 Dec 390.40 16.2 -3.8 25.69 15 5 14
26 Dec 395.45 20 -3.15 26.87 2 1 9
24 Dec 398.35 23.15 1.15 - 0 0 8
23 Dec 401.55 23.15 1.15 - 0 1 0
22 Dec 399.30 23.15 1.15 25.11 2 0 7
19 Dec 398.55 22 3.5 22.8 3 0 5
18 Dec 392.25 18.5 -0.85 24.37 2 0 3
17 Dec 386.10 19.15 2.15 - 0 0 3
16 Dec 384.90 19.15 2.15 - 0 0 3
15 Dec 390.65 19.15 2.15 26.08 7 0 3
12 Dec 386.35 17 2.8 26.33 8 2 4
11 Dec 381.75 14.2 -17.2 - 0 0 2
10 Dec 379.15 14.2 -17.2 - 0 0 2
9 Dec 383.65 14.2 -17.2 21.69 3 2 2
8 Dec 383.80 31.4 0 - 0 0 0
5 Dec 392.65 31.4 0 - 0 0 0
4 Dec 388.35 31.4 0 - 0 0 0
3 Dec 410.00 31.4 0 - 0 0 0
2 Dec 399.00 31.4 0 - 0 0 0
1 Dec 394.50 31.4 0 - 0 0 0
28 Nov 398.35 31.4 0 - 0 0 0
27 Nov 399.65 31.4 0 - 0 0 0
26 Nov 398.45 31.4 0 - 0 0 0


For Biocon Limited. - strike price 385 expiring on 27JAN2026

Delta for 385 CE is 0.42

Historical price for 385 CE is as follows

On 14 Jan BIOCON was trading at 379.00. The strike last trading price was 6.05, which was 0.2 higher than the previous day. The implied volatity was 28.57, the open interest changed by 28 which increased total open position to 555


On 13 Jan BIOCON was trading at 377.30. The strike last trading price was 5.6, which was 0.25 higher than the previous day. The implied volatity was 29.05, the open interest changed by 64 which increased total open position to 526


On 12 Jan BIOCON was trading at 371.80. The strike last trading price was 5.1, which was -3.1 lower than the previous day. The implied volatity was 33.31, the open interest changed by 45 which increased total open position to 462


On 9 Jan BIOCON was trading at 379.60. The strike last trading price was 8, which was 0.85 higher than the previous day. The implied volatity was 28.1, the open interest changed by 86 which increased total open position to 412


On 8 Jan BIOCON was trading at 377.95. The strike last trading price was 6.95, which was -5.35 lower than the previous day. The implied volatity was 27.3, the open interest changed by 127 which increased total open position to 324


On 7 Jan BIOCON was trading at 387.05. The strike last trading price was 12.05, which was 1.85 higher than the previous day. The implied volatity was 27.44, the open interest changed by -86 which decreased total open position to 201


On 6 Jan BIOCON was trading at 385.15. The strike last trading price was 11.5, which was -3.35 lower than the previous day. The implied volatity was 25.74, the open interest changed by 205 which increased total open position to 287


On 5 Jan BIOCON was trading at 391.35. The strike last trading price was 14.05, which was -2.4 lower than the previous day. The implied volatity was 23.64, the open interest changed by -5 which decreased total open position to 83


On 2 Jan BIOCON was trading at 392.95. The strike last trading price was 16.6, which was 3.65 higher than the previous day. The implied volatity was 24.97, the open interest changed by 3 which increased total open position to 87


On 1 Jan BIOCON was trading at 387.75. The strike last trading price was 13.05, which was -3.65 lower than the previous day. The implied volatity was 23.82, the open interest changed by 35 which increased total open position to 84


On 31 Dec BIOCON was trading at 393.90. The strike last trading price was 16.65, which was 1 higher than the previous day. The implied volatity was 23.89, the open interest changed by 26 which increased total open position to 49


On 30 Dec BIOCON was trading at 390.40. The strike last trading price was 15.45, which was -0.75 lower than the previous day. The implied volatity was 23.64, the open interest changed by 10 which increased total open position to 24


On 29 Dec BIOCON was trading at 390.40. The strike last trading price was 16.2, which was -3.8 lower than the previous day. The implied volatity was 25.69, the open interest changed by 5 which increased total open position to 14


On 26 Dec BIOCON was trading at 395.45. The strike last trading price was 20, which was -3.15 lower than the previous day. The implied volatity was 26.87, the open interest changed by 1 which increased total open position to 9


On 24 Dec BIOCON was trading at 398.35. The strike last trading price was 23.15, which was 1.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8


On 23 Dec BIOCON was trading at 401.55. The strike last trading price was 23.15, which was 1.15 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 22 Dec BIOCON was trading at 399.30. The strike last trading price was 23.15, which was 1.15 higher than the previous day. The implied volatity was 25.11, the open interest changed by 0 which decreased total open position to 7


On 19 Dec BIOCON was trading at 398.55. The strike last trading price was 22, which was 3.5 higher than the previous day. The implied volatity was 22.8, the open interest changed by 0 which decreased total open position to 5


On 18 Dec BIOCON was trading at 392.25. The strike last trading price was 18.5, which was -0.85 lower than the previous day. The implied volatity was 24.37, the open interest changed by 0 which decreased total open position to 3


On 17 Dec BIOCON was trading at 386.10. The strike last trading price was 19.15, which was 2.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 16 Dec BIOCON was trading at 384.90. The strike last trading price was 19.15, which was 2.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 15 Dec BIOCON was trading at 390.65. The strike last trading price was 19.15, which was 2.15 higher than the previous day. The implied volatity was 26.08, the open interest changed by 0 which decreased total open position to 3


On 12 Dec BIOCON was trading at 386.35. The strike last trading price was 17, which was 2.8 higher than the previous day. The implied volatity was 26.33, the open interest changed by 2 which increased total open position to 4


On 11 Dec BIOCON was trading at 381.75. The strike last trading price was 14.2, which was -17.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 10 Dec BIOCON was trading at 379.15. The strike last trading price was 14.2, which was -17.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 9 Dec BIOCON was trading at 383.65. The strike last trading price was 14.2, which was -17.2 lower than the previous day. The implied volatity was 21.69, the open interest changed by 2 which increased total open position to 2


On 8 Dec BIOCON was trading at 383.80. 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 5 Dec BIOCON was trading at 392.65. 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 4 Dec BIOCON was trading at 388.35. 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 3 Dec BIOCON was trading at 410.00. 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 2 Dec BIOCON was trading at 399.00. 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 Dec BIOCON was trading at 394.50. 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 Nov BIOCON was trading at 398.35. 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 27 Nov BIOCON was trading at 399.65. 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 26 Nov BIOCON was trading at 398.45. 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


BIOCON 27JAN2026 385 PE
Delta: -0.57
Vega: 0.28
Theta: -0.28
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
14 Jan 379.00 11.7 -1.3 31.85 236 25 222
13 Jan 377.30 12.8 -4.1 30.02 31 -3 198
12 Jan 371.80 18.4 5.85 36.16 186 -86 202
9 Jan 379.60 13.05 0.15 33.75 615 64 287
8 Jan 377.95 13.4 5.35 30.11 470 29 226
7 Jan 387.05 7.9 -1 27.31 409 11 202
6 Jan 385.15 7.7 1.7 25.76 782 64 191
5 Jan 391.35 6.3 0.75 26.65 413 16 129
2 Jan 392.95 5.45 -2.05 24.77 150 7 112
1 Jan 387.75 7.45 1.65 24.78 207 24 106
31 Dec 393.90 5.85 -1.35 25.03 94 0 84
30 Dec 390.40 7.1 -0.95 26.11 75 19 89
29 Dec 390.40 7.95 1.75 27.37 50 20 70
26 Dec 395.45 6.35 0.4 25.69 25 14 50
24 Dec 398.35 6 1 26.57 24 15 35
23 Dec 401.55 5 -1.7 25.69 6 2 20
22 Dec 399.30 6.7 -4.3 - 0 0 18
19 Dec 398.55 6.7 -4.3 26.66 20 14 15
18 Dec 392.25 11 0.9 - 0 0 1
17 Dec 386.10 11 0.9 27.02 1 0 1
16 Dec 384.90 10.1 -9.05 - 0 0 1
15 Dec 390.65 10.1 -9.05 - 0 0 0
12 Dec 386.35 10.1 -9.05 23.1 1 0 0
11 Dec 381.75 19.15 0 0.45 0 0 0
10 Dec 379.15 19.15 0 - 0 0 0
9 Dec 383.65 19.15 0 1 0 0 0
8 Dec 383.80 19.15 0 0.45 0 0 0
5 Dec 392.65 19.15 0 2.63 0 0 0
4 Dec 388.35 19.15 0 1.8 0 0 0
3 Dec 410.00 19.15 0 6.11 0 0 0
2 Dec 399.00 19.15 0 4.25 0 0 0
1 Dec 394.50 19.15 0 3.13 0 0 0
28 Nov 398.35 19.15 0 3.67 0 0 0
27 Nov 399.65 19.15 0 3.96 0 0 0
26 Nov 398.45 19.15 0 3.86 0 0 0


For Biocon Limited. - strike price 385 expiring on 27JAN2026

Delta for 385 PE is -0.57

Historical price for 385 PE is as follows

On 14 Jan BIOCON was trading at 379.00. The strike last trading price was 11.7, which was -1.3 lower than the previous day. The implied volatity was 31.85, the open interest changed by 25 which increased total open position to 222


On 13 Jan BIOCON was trading at 377.30. The strike last trading price was 12.8, which was -4.1 lower than the previous day. The implied volatity was 30.02, the open interest changed by -3 which decreased total open position to 198


On 12 Jan BIOCON was trading at 371.80. The strike last trading price was 18.4, which was 5.85 higher than the previous day. The implied volatity was 36.16, the open interest changed by -86 which decreased total open position to 202


On 9 Jan BIOCON was trading at 379.60. The strike last trading price was 13.05, which was 0.15 higher than the previous day. The implied volatity was 33.75, the open interest changed by 64 which increased total open position to 287


On 8 Jan BIOCON was trading at 377.95. The strike last trading price was 13.4, which was 5.35 higher than the previous day. The implied volatity was 30.11, the open interest changed by 29 which increased total open position to 226


On 7 Jan BIOCON was trading at 387.05. The strike last trading price was 7.9, which was -1 lower than the previous day. The implied volatity was 27.31, the open interest changed by 11 which increased total open position to 202


On 6 Jan BIOCON was trading at 385.15. The strike last trading price was 7.7, which was 1.7 higher than the previous day. The implied volatity was 25.76, the open interest changed by 64 which increased total open position to 191


On 5 Jan BIOCON was trading at 391.35. The strike last trading price was 6.3, which was 0.75 higher than the previous day. The implied volatity was 26.65, the open interest changed by 16 which increased total open position to 129


On 2 Jan BIOCON was trading at 392.95. The strike last trading price was 5.45, which was -2.05 lower than the previous day. The implied volatity was 24.77, the open interest changed by 7 which increased total open position to 112


On 1 Jan BIOCON was trading at 387.75. The strike last trading price was 7.45, which was 1.65 higher than the previous day. The implied volatity was 24.78, the open interest changed by 24 which increased total open position to 106


On 31 Dec BIOCON was trading at 393.90. The strike last trading price was 5.85, which was -1.35 lower than the previous day. The implied volatity was 25.03, the open interest changed by 0 which decreased total open position to 84


On 30 Dec BIOCON was trading at 390.40. The strike last trading price was 7.1, which was -0.95 lower than the previous day. The implied volatity was 26.11, the open interest changed by 19 which increased total open position to 89


On 29 Dec BIOCON was trading at 390.40. The strike last trading price was 7.95, which was 1.75 higher than the previous day. The implied volatity was 27.37, the open interest changed by 20 which increased total open position to 70


On 26 Dec BIOCON was trading at 395.45. The strike last trading price was 6.35, which was 0.4 higher than the previous day. The implied volatity was 25.69, the open interest changed by 14 which increased total open position to 50


On 24 Dec BIOCON was trading at 398.35. The strike last trading price was 6, which was 1 higher than the previous day. The implied volatity was 26.57, the open interest changed by 15 which increased total open position to 35


On 23 Dec BIOCON was trading at 401.55. The strike last trading price was 5, which was -1.7 lower than the previous day. The implied volatity was 25.69, the open interest changed by 2 which increased total open position to 20


On 22 Dec BIOCON was trading at 399.30. The strike last trading price was 6.7, which was -4.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18


On 19 Dec BIOCON was trading at 398.55. The strike last trading price was 6.7, which was -4.3 lower than the previous day. The implied volatity was 26.66, the open interest changed by 14 which increased total open position to 15


On 18 Dec BIOCON was trading at 392.25. The strike last trading price was 11, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 17 Dec BIOCON was trading at 386.10. The strike last trading price was 11, which was 0.9 higher than the previous day. The implied volatity was 27.02, the open interest changed by 0 which decreased total open position to 1


On 16 Dec BIOCON was trading at 384.90. The strike last trading price was 10.1, which was -9.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 15 Dec BIOCON was trading at 390.65. The strike last trading price was 10.1, which was -9.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Dec BIOCON was trading at 386.35. The strike last trading price was 10.1, which was -9.05 lower than the previous day. The implied volatity was 23.1, the open interest changed by 0 which decreased total open position to 0


On 11 Dec BIOCON was trading at 381.75. The strike last trading price was 19.15, which was 0 lower than the previous day. The implied volatity was 0.45, the open interest changed by 0 which decreased total open position to 0


On 10 Dec BIOCON was trading at 379.15. The strike last trading price was 19.15, 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 9 Dec BIOCON was trading at 383.65. The strike last trading price was 19.15, which was 0 lower than the previous day. The implied volatity was 1, the open interest changed by 0 which decreased total open position to 0


On 8 Dec BIOCON was trading at 383.80. The strike last trading price was 19.15, which was 0 lower than the previous day. The implied volatity was 0.45, the open interest changed by 0 which decreased total open position to 0


On 5 Dec BIOCON was trading at 392.65. The strike last trading price was 19.15, which was 0 lower than the previous day. The implied volatity was 2.63, the open interest changed by 0 which decreased total open position to 0


On 4 Dec BIOCON was trading at 388.35. The strike last trading price was 19.15, which was 0 lower than the previous day. The implied volatity was 1.8, the open interest changed by 0 which decreased total open position to 0


On 3 Dec BIOCON was trading at 410.00. The strike last trading price was 19.15, which was 0 lower than the previous day. The implied volatity was 6.11, the open interest changed by 0 which decreased total open position to 0


On 2 Dec BIOCON was trading at 399.00. The strike last trading price was 19.15, which was 0 lower than the previous day. The implied volatity was 4.25, the open interest changed by 0 which decreased total open position to 0


On 1 Dec BIOCON was trading at 394.50. The strike last trading price was 19.15, which was 0 lower than the previous day. The implied volatity was 3.13, the open interest changed by 0 which decreased total open position to 0


On 28 Nov BIOCON was trading at 398.35. The strike last trading price was 19.15, which was 0 lower than the previous day. The implied volatity was 3.67, the open interest changed by 0 which decreased total open position to 0


On 27 Nov BIOCON was trading at 399.65. The strike last trading price was 19.15, which was 0 lower than the previous day. The implied volatity was 3.96, the open interest changed by 0 which decreased total open position to 0


On 26 Nov BIOCON was trading at 398.45. The strike last trading price was 19.15, which was 0 lower than the previous day. The implied volatity was 3.86, the open interest changed by 0 which decreased total open position to 0