BIOCON
Biocon Limited.
Historical option data for BIOCON
12 Dec 2024 10:01 AM IST
| BIOCON 26DEC2024 390 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.14
Vega: 0.16
Theta: -0.18
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 363.30 | 1.5 | -1.05 | 30.42 | 316 | 14 | 917 | |||
| 11 Dec | 367.85 | 2.55 | -0.75 | 31.86 | 480 | 51 | 920 | |||
| 10 Dec | 369.20 | 3.3 | -0.50 | 32.89 | 793 | 76 | 871 | |||
| 9 Dec | 369.60 | 3.8 | -2.60 | 33.10 | 1,708 | 88 | 799 | |||
| 6 Dec | 380.05 | 6.4 | 0.30 | 28.12 | 1,049 | 90 | 724 | |||
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| 5 Dec | 375.25 | 6.1 | -1.80 | 30.31 | 881 | 155 | 635 | |||
| 4 Dec | 379.70 | 7.9 | 2.55 | 29.89 | 1,490 | 121 | 486 | |||
| 3 Dec | 373.85 | 5.35 | -1.30 | 28.81 | 410 | 15 | 366 | |||
| 2 Dec | 375.35 | 6.65 | 2.15 | 30.88 | 1,725 | 64 | 352 | |||
| 29 Nov | 365.15 | 4.5 | -0.75 | 31.07 | 622 | 23 | 288 | |||
| 28 Nov | 363.95 | 5.25 | 0.80 | 32.55 | 492 | 70 | 264 | |||
| 27 Nov | 358.65 | 4.45 | 1.35 | 34.20 | 597 | 138 | 194 | |||
| 26 Nov | 352.65 | 3.1 | 2.05 | 33.64 | 94 | 51 | 55 | |||
| 25 Nov | 336.35 | 1.05 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 22 Nov | 331.50 | 1.05 | -0.20 | 33.37 | 8 | 1 | 5 | |||
| 21 Nov | 323.10 | 1.25 | -24.65 | 38.95 | 22 | 3 | 3 | |||
| 20 Nov | 327.05 | 25.9 | 0.00 | 14.34 | 0 | 0 | 0 | |||
| 19 Nov | 327.05 | 25.9 | 0.00 | 14.34 | 0 | 0 | 0 | |||
| 18 Nov | 325.35 | 25.9 | 0.00 | 14.04 | 0 | 0 | 0 | |||
| 16 Oct | 346.65 | 25.9 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 352.20 | 25.9 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 346.50 | 25.9 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 346.15 | 25.9 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 345.80 | 25.9 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 347.05 | 25.9 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 342.70 | 25.9 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 340.00 | 25.9 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 346.35 | 25.9 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 356.55 | 25.9 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 370.65 | 25.9 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 363.10 | 25.9 | - | 0 | 0 | 0 | ||||
For Biocon Limited. - strike price 390 expiring on 26DEC2024
Delta for 390 CE is 0.14
Historical price for 390 CE is as follows
On 12 Dec BIOCON was trading at 363.30. The strike last trading price was 1.5, which was -1.05 lower than the previous day. The implied volatity was 30.42, the open interest changed by 14 which increased total open position to 917
On 11 Dec BIOCON was trading at 367.85. The strike last trading price was 2.55, which was -0.75 lower than the previous day. The implied volatity was 31.86, the open interest changed by 51 which increased total open position to 920
On 10 Dec BIOCON was trading at 369.20. The strike last trading price was 3.3, which was -0.50 lower than the previous day. The implied volatity was 32.89, the open interest changed by 76 which increased total open position to 871
On 9 Dec BIOCON was trading at 369.60. The strike last trading price was 3.8, which was -2.60 lower than the previous day. The implied volatity was 33.10, the open interest changed by 88 which increased total open position to 799
On 6 Dec BIOCON was trading at 380.05. The strike last trading price was 6.4, which was 0.30 higher than the previous day. The implied volatity was 28.12, the open interest changed by 90 which increased total open position to 724
On 5 Dec BIOCON was trading at 375.25. The strike last trading price was 6.1, which was -1.80 lower than the previous day. The implied volatity was 30.31, the open interest changed by 155 which increased total open position to 635
On 4 Dec BIOCON was trading at 379.70. The strike last trading price was 7.9, which was 2.55 higher than the previous day. The implied volatity was 29.89, the open interest changed by 121 which increased total open position to 486
On 3 Dec BIOCON was trading at 373.85. The strike last trading price was 5.35, which was -1.30 lower than the previous day. The implied volatity was 28.81, the open interest changed by 15 which increased total open position to 366
On 2 Dec BIOCON was trading at 375.35. The strike last trading price was 6.65, which was 2.15 higher than the previous day. The implied volatity was 30.88, the open interest changed by 64 which increased total open position to 352
On 29 Nov BIOCON was trading at 365.15. The strike last trading price was 4.5, which was -0.75 lower than the previous day. The implied volatity was 31.07, the open interest changed by 23 which increased total open position to 288
On 28 Nov BIOCON was trading at 363.95. The strike last trading price was 5.25, which was 0.80 higher than the previous day. The implied volatity was 32.55, the open interest changed by 70 which increased total open position to 264
On 27 Nov BIOCON was trading at 358.65. The strike last trading price was 4.45, which was 1.35 higher than the previous day. The implied volatity was 34.20, the open interest changed by 138 which increased total open position to 194
On 26 Nov BIOCON was trading at 352.65. The strike last trading price was 3.1, which was 2.05 higher than the previous day. The implied volatity was 33.64, the open interest changed by 51 which increased total open position to 55
On 25 Nov BIOCON was trading at 336.35. The strike last trading price was 1.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 22 Nov BIOCON was trading at 331.50. The strike last trading price was 1.05, which was -0.20 lower than the previous day. The implied volatity was 33.37, the open interest changed by 1 which increased total open position to 5
On 21 Nov BIOCON was trading at 323.10. The strike last trading price was 1.25, which was -24.65 lower than the previous day. The implied volatity was 38.95, the open interest changed by 3 which increased total open position to 3
On 20 Nov BIOCON was trading at 327.05. The strike last trading price was 25.9, which was 0.00 lower than the previous day. The implied volatity was 14.34, the open interest changed by 0 which decreased total open position to 0
On 19 Nov BIOCON was trading at 327.05. The strike last trading price was 25.9, which was 0.00 lower than the previous day. The implied volatity was 14.34, the open interest changed by 0 which decreased total open position to 0
On 18 Nov BIOCON was trading at 325.35. The strike last trading price was 25.9, which was 0.00 lower than the previous day. The implied volatity was 14.04, the open interest changed by 0 which decreased total open position to 0
On 16 Oct BIOCON was trading at 346.65. The strike last trading price was 25.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct BIOCON was trading at 352.20. The strike last trading price was 25.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct BIOCON was trading at 346.50. The strike last trading price was 25.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct BIOCON was trading at 346.15. The strike last trading price was 25.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct BIOCON was trading at 345.80. The strike last trading price was 25.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct BIOCON was trading at 347.05. The strike last trading price was 25.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct BIOCON was trading at 342.70. The strike last trading price was 25.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct BIOCON was trading at 340.00. The strike last trading price was 25.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct BIOCON was trading at 346.35. The strike last trading price was 25.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct BIOCON was trading at 356.55. The strike last trading price was 25.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct BIOCON was trading at 370.65. The strike last trading price was 25.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept BIOCON was trading at 363.10. The strike last trading price was 25.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BIOCON 26DEC2024 390 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 363.30 | 21.3 | 0.00 | 0.00 | 0 | -1 | 0 |
| 11 Dec | 367.85 | 21.3 | -4.15 | - | 1 | 0 | 44 |
| 10 Dec | 369.20 | 25.45 | 1.20 | 41.33 | 4 | -2 | 44 |
| 9 Dec | 369.60 | 24.25 | 8.55 | 37.93 | 20 | 3 | 46 |
| 6 Dec | 380.05 | 15.7 | -2.05 | 30.57 | 41 | 9 | 43 |
| 5 Dec | 375.25 | 17.75 | 1.85 | 29.36 | 75 | -1 | 32 |
| 4 Dec | 379.70 | 15.9 | -3.15 | 31.39 | 35 | 14 | 33 |
| 3 Dec | 373.85 | 19.05 | -0.45 | 27.75 | 10 | 0 | 19 |
| 2 Dec | 375.35 | 19.5 | -16.50 | 30.62 | 48 | 18 | 18 |
| 29 Nov | 365.15 | 36 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 363.95 | 36 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 358.65 | 36 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 352.65 | 36 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 336.35 | 36 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 331.50 | 36 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 323.10 | 36 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 327.05 | 36 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 327.05 | 36 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 325.35 | 36 | 36.00 | - | 0 | 0 | 0 |
| 16 Oct | 346.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 352.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 346.50 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 346.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 345.80 | 0 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 347.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 342.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 340.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 346.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 356.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 370.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 363.10 | 0 | - | 0 | 0 | 0 | |
For Biocon Limited. - strike price 390 expiring on 26DEC2024
Delta for 390 PE is 0.00
Historical price for 390 PE is as follows
On 12 Dec BIOCON was trading at 363.30. The strike last trading price was 21.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 11 Dec BIOCON was trading at 367.85. The strike last trading price was 21.3, which was -4.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 44
On 10 Dec BIOCON was trading at 369.20. The strike last trading price was 25.45, which was 1.20 higher than the previous day. The implied volatity was 41.33, the open interest changed by -2 which decreased total open position to 44
On 9 Dec BIOCON was trading at 369.60. The strike last trading price was 24.25, which was 8.55 higher than the previous day. The implied volatity was 37.93, the open interest changed by 3 which increased total open position to 46
On 6 Dec BIOCON was trading at 380.05. The strike last trading price was 15.7, which was -2.05 lower than the previous day. The implied volatity was 30.57, the open interest changed by 9 which increased total open position to 43
On 5 Dec BIOCON was trading at 375.25. The strike last trading price was 17.75, which was 1.85 higher than the previous day. The implied volatity was 29.36, the open interest changed by -1 which decreased total open position to 32
On 4 Dec BIOCON was trading at 379.70. The strike last trading price was 15.9, which was -3.15 lower than the previous day. The implied volatity was 31.39, the open interest changed by 14 which increased total open position to 33
On 3 Dec BIOCON was trading at 373.85. The strike last trading price was 19.05, which was -0.45 lower than the previous day. The implied volatity was 27.75, the open interest changed by 0 which decreased total open position to 19
On 2 Dec BIOCON was trading at 375.35. The strike last trading price was 19.5, which was -16.50 lower than the previous day. The implied volatity was 30.62, the open interest changed by 18 which increased total open position to 18
On 29 Nov BIOCON was trading at 365.15. The strike last trading price was 36, which was 0.00 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 363.95. The strike last trading price was 36, which was 0.00 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 358.65. The strike last trading price was 36, which was 0.00 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 352.65. The strike last trading price was 36, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Nov BIOCON was trading at 336.35. The strike last trading price was 36, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Nov BIOCON was trading at 331.50. The strike last trading price was 36, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Nov BIOCON was trading at 323.10. The strike last trading price was 36, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Nov BIOCON was trading at 327.05. The strike last trading price was 36, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Nov BIOCON was trading at 327.05. The strike last trading price was 36, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Nov BIOCON was trading at 325.35. The strike last trading price was 36, which was 36.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Oct BIOCON was trading at 346.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct BIOCON was trading at 352.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct BIOCON was trading at 346.50. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct BIOCON was trading at 346.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct BIOCON was trading at 345.80. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct BIOCON was trading at 347.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct BIOCON was trading at 342.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct BIOCON was trading at 340.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct BIOCON was trading at 346.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct BIOCON was trading at 356.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct BIOCON was trading at 370.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept BIOCON was trading at 363.10. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
