[--[65.84.65.76]--]
BIOCON
BIOCON LIMITED.

370.2 8.90 (2.46%)

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Historical option data for BIOCON

05 Jul 2024 04:11 PM IST
Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
5 Jul 370.20 4.65 1.15 - 30,02,500 -1,25,000 12,82,500
4 Jul 361.30 3.5 - 14,10,000 22,500 14,07,500
3 Jul 361.45 3.65 - 17,42,500 1,55,000 13,85,000
2 Jul 356.70 3.45 - 6,72,500 -20,000 12,30,000
1 Jul 357.65 4.45 - 20,90,000 4,52,500 12,50,000
28 Jun 351.10 3.9 - 20,20,000 20,000 7,97,500
27 Jun 346.15 3.3 - 11,65,000 1,22,500 7,77,500
26 Jun 352.15 5.6 - 15,37,500 5,87,500 6,42,500
25 Jun 339.25 2.5 - 2,92,500 12,500 55,000
24 Jun 342.20 3.5 - 45,000 40,000 40,000


For BIOCON LIMITED. - strike price 390 expiring on 25JUL2024

Delta for 390 CE is -

Historical price for 390 CE is as follows

On 5 Jul BIOCON was trading at 370.20. The strike last trading price was 4.65, which was 1.15 higher than the previous day. The implied volatity was -, the open interest changed by -125000 which decreased total open position to 1282500


On 4 Jul BIOCON was trading at 361.30. The strike last trading price was 3.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 22500 which increased total open position to 1407500


On 3 Jul BIOCON was trading at 361.45. The strike last trading price was 3.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 155000 which increased total open position to 1385000


On 2 Jul BIOCON was trading at 356.70. The strike last trading price was 3.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -20000 which decreased total open position to 1230000


On 1 Jul BIOCON was trading at 357.65. The strike last trading price was 4.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 452500 which increased total open position to 1250000


On 28 Jun BIOCON was trading at 351.10. The strike last trading price was 3.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 20000 which increased total open position to 797500


On 27 Jun BIOCON was trading at 346.15. The strike last trading price was 3.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 122500 which increased total open position to 777500


On 26 Jun BIOCON was trading at 352.15. The strike last trading price was 5.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 587500 which increased total open position to 642500


On 25 Jun BIOCON was trading at 339.25. The strike last trading price was 2.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 12500 which increased total open position to 55000


On 24 Jun BIOCON was trading at 342.20. The strike last trading price was 3.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 40000 which increased total open position to 40000


Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
5 Jul 370.20 23.45 -3.95 - 52,500 -15,000 52,500
4 Jul 361.30 27.4 - 1,05,000 22,500 67,500
3 Jul 361.45 28.8 - 10,000 0 45,000
2 Jul 356.70 35.55 - 10,000 -2,500 42,500
1 Jul 357.65 34.55 - 25,000 7,500 45,000
28 Jun 351.10 40.5 - 15,000 7,500 37,500
27 Jun 346.15 44.2 - 12,500 2,500 30,000
26 Jun 352.15 40.5 - 27,500 25,000 27,500
25 Jun 339.25 51 - 2,500 0 2,500
24 Jun 342.20 47 - 2,500 0 0


For BIOCON LIMITED. - strike price 390 expiring on 25JUL2024

Delta for 390 PE is -

Historical price for 390 PE is as follows

On 5 Jul BIOCON was trading at 370.20. The strike last trading price was 23.45, which was -3.95 lower than the previous day. The implied volatity was -, the open interest changed by -15000 which decreased total open position to 52500


On 4 Jul BIOCON was trading at 361.30. The strike last trading price was 27.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 22500 which increased total open position to 67500


On 3 Jul BIOCON was trading at 361.45. The strike last trading price was 28.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 45000


On 2 Jul BIOCON was trading at 356.70. The strike last trading price was 35.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -2500 which decreased total open position to 42500


On 1 Jul BIOCON was trading at 357.65. The strike last trading price was 34.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 7500 which increased total open position to 45000


On 28 Jun BIOCON was trading at 351.10. The strike last trading price was 40.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 7500 which increased total open position to 37500


On 27 Jun BIOCON was trading at 346.15. The strike last trading price was 44.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 2500 which increased total open position to 30000


On 26 Jun BIOCON was trading at 352.15. The strike last trading price was 40.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 25000 which increased total open position to 27500


On 25 Jun BIOCON was trading at 339.25. The strike last trading price was 51, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2500


On 24 Jun BIOCON was trading at 342.20. The strike last trading price was 47, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0