BIOCON
BIOCON LIMITED.
Historical option data for BIOCON
05 Jul 2024 04:11 PM IST
Delta: -
Gamma: -
Theta: -
Vega: -
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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 | ||||
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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: -
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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