BIOCON
Biocon Limited.
Historical option data for BIOCON
24 Feb 2026 04:11 PM IST
| BIOCON 30-MAR-2026 385 CE | ||||||||||||||||
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Delta: 0.64
Vega: 0.45
Theta: -0.24
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 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 | |||||||||
| 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 | |||||||||
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| 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 0.64
Historical price for 385 CE is as follows
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: -0.37
Vega: 0.45
Theta: -0.15
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 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 -0.37
Historical price for 385 PE is as follows
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
