BIOCON
Biocon Limited.
Historical option data for BIOCON
14 Jan 2026 04:11 PM IST
| BIOCON 27-JAN-2026 385 CE | ||||||||||||||||
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Delta: 0.42
Vega: 0.28
Theta: -0.35
Gamma: 0.02
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| 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 | |||||||||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.57
Vega: 0.28
Theta: -0.28
Gamma: 0.02
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| 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































































































































































































































