BIOCON
Biocon Limited.
Historical option data for BIOCON
24 Dec 2025 04:10 PM IST
| BIOCON 27-JAN-2026 390 CE | ||||||||||||||||
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Delta: 0.67
Vega: 0.44
Theta: -0.23
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Dec | 398.35 | 18.5 | -2.75 | 24.55 | 31 | 12 | 125 | |||||||||
| 23 Dec | 401.55 | 21.25 | 0.8 | 25.95 | 24 | 2 | 113 | |||||||||
| 22 Dec | 399.30 | 20.45 | 0.9 | 26.53 | 3 | -1 | 112 | |||||||||
| 19 Dec | 398.55 | 19.4 | 2.4 | 24.40 | 50 | -16 | 114 | |||||||||
| 18 Dec | 392.25 | 17 | 3.7 | 27.16 | 54 | 9 | 131 | |||||||||
| 17 Dec | 386.10 | 13.3 | 0.3 | 24.42 | 7 | 1 | 122 | |||||||||
| 16 Dec | 384.90 | 13 | -3.25 | 26.38 | 11 | 1 | 119 | |||||||||
| 15 Dec | 390.65 | 16.3 | 2.05 | 25.97 | 17 | 3 | 117 | |||||||||
| 12 Dec | 386.35 | 14.2 | 1.55 | 25.82 | 9 | -1 | 114 | |||||||||
| 11 Dec | 381.75 | 12.75 | 0.6 | 25.48 | 22 | -2 | 115 | |||||||||
| 10 Dec | 379.15 | 12.1 | -1.4 | 27.66 | 5 | 3 | 115 | |||||||||
| 9 Dec | 383.65 | 13.5 | -0.7 | 24.87 | 15 | 1 | 112 | |||||||||
| 8 Dec | 383.80 | 14.2 | -5.5 | 27.76 | 18 | 5 | 109 | |||||||||
| 5 Dec | 392.65 | 19.7 | 1.5 | 26.38 | 5 | -4 | 104 | |||||||||
| 4 Dec | 388.35 | 18 | -5 | 27.18 | 128 | 106 | 107 | |||||||||
| 3 Dec | 410.00 | 23 | 2.4 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 399.00 | 23 | 2.4 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 394.50 | 23 | 2.4 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 398.35 | 23 | 2.4 | - | 0 | 1 | 0 | |||||||||
| 27 Nov | 399.65 | 23 | 2.4 | 20.61 | 1 | 0 | 0 | |||||||||
| 26 Nov | 398.45 | 20.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 393.25 | 20.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 395.25 | 20.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 396.85 | 20.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 395.15 | 20.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 410.10 | 20.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 411.15 | 20.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 417.00 | 20.6 | 0 | - | 0 | 0 | 0 | |||||||||
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| 12 Nov | 405.90 | 20.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 385.10 | 20.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 382.15 | 20.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 380.40 | 20.6 | 0 | 0.31 | 0 | 0 | 0 | |||||||||
| 3 Nov | 377.15 | 20.6 | 0 | 0.49 | 0 | 0 | 0 | |||||||||
| 31 Oct | 372.10 | 20.6 | 0 | - | 0 | 0 | 0 | |||||||||
For Biocon Limited. - strike price 390 expiring on 27JAN2026
Delta for 390 CE is 0.67
Historical price for 390 CE is as follows
On 24 Dec BIOCON was trading at 398.35. The strike last trading price was 18.5, which was -2.75 lower than the previous day. The implied volatity was 24.55, the open interest changed by 12 which increased total open position to 125
On 23 Dec BIOCON was trading at 401.55. The strike last trading price was 21.25, which was 0.8 higher than the previous day. The implied volatity was 25.95, the open interest changed by 2 which increased total open position to 113
On 22 Dec BIOCON was trading at 399.30. The strike last trading price was 20.45, which was 0.9 higher than the previous day. The implied volatity was 26.53, the open interest changed by -1 which decreased total open position to 112
On 19 Dec BIOCON was trading at 398.55. The strike last trading price was 19.4, which was 2.4 higher than the previous day. The implied volatity was 24.40, the open interest changed by -16 which decreased total open position to 114
On 18 Dec BIOCON was trading at 392.25. The strike last trading price was 17, which was 3.7 higher than the previous day. The implied volatity was 27.16, the open interest changed by 9 which increased total open position to 131
On 17 Dec BIOCON was trading at 386.10. The strike last trading price was 13.3, which was 0.3 higher than the previous day. The implied volatity was 24.42, the open interest changed by 1 which increased total open position to 122
On 16 Dec BIOCON was trading at 384.90. The strike last trading price was 13, which was -3.25 lower than the previous day. The implied volatity was 26.38, the open interest changed by 1 which increased total open position to 119
On 15 Dec BIOCON was trading at 390.65. The strike last trading price was 16.3, which was 2.05 higher than the previous day. The implied volatity was 25.97, the open interest changed by 3 which increased total open position to 117
On 12 Dec BIOCON was trading at 386.35. The strike last trading price was 14.2, which was 1.55 higher than the previous day. The implied volatity was 25.82, the open interest changed by -1 which decreased total open position to 114
On 11 Dec BIOCON was trading at 381.75. The strike last trading price was 12.75, which was 0.6 higher than the previous day. The implied volatity was 25.48, the open interest changed by -2 which decreased total open position to 115
On 10 Dec BIOCON was trading at 379.15. The strike last trading price was 12.1, which was -1.4 lower than the previous day. The implied volatity was 27.66, the open interest changed by 3 which increased total open position to 115
On 9 Dec BIOCON was trading at 383.65. The strike last trading price was 13.5, which was -0.7 lower than the previous day. The implied volatity was 24.87, the open interest changed by 1 which increased total open position to 112
On 8 Dec BIOCON was trading at 383.80. The strike last trading price was 14.2, which was -5.5 lower than the previous day. The implied volatity was 27.76, the open interest changed by 5 which increased total open position to 109
On 5 Dec BIOCON was trading at 392.65. The strike last trading price was 19.7, which was 1.5 higher than the previous day. The implied volatity was 26.38, the open interest changed by -4 which decreased total open position to 104
On 4 Dec BIOCON was trading at 388.35. The strike last trading price was 18, which was -5 lower than the previous day. The implied volatity was 27.18, the open interest changed by 106 which increased total open position to 107
On 3 Dec BIOCON was trading at 410.00. The strike last trading price was 23, which was 2.4 higher 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 23, which was 2.4 higher 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 23, which was 2.4 higher 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 23, which was 2.4 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 27 Nov BIOCON was trading at 399.65. The strike last trading price was 23, which was 2.4 higher than the previous day. The implied volatity was 20.61, 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 20.6, 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 25 Nov BIOCON was trading at 393.25. The strike last trading price was 20.6, 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 24 Nov BIOCON was trading at 395.25. The strike last trading price was 20.6, 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 21 Nov BIOCON was trading at 396.85. The strike last trading price was 20.6, 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 20 Nov BIOCON was trading at 395.15. The strike last trading price was 20.6, 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 19 Nov BIOCON was trading at 410.10. The strike last trading price was 20.6, 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 14 Nov BIOCON was trading at 411.15. The strike last trading price was 20.6, 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 13 Nov BIOCON was trading at 417.00. The strike last trading price was 20.6, 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 12 Nov BIOCON was trading at 405.90. The strike last trading price was 20.6, 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 11 Nov BIOCON was trading at 385.10. The strike last trading price was 20.6, 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 10 Nov BIOCON was trading at 382.15. The strike last trading price was 20.6, 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 7 Nov BIOCON was trading at 380.40. The strike last trading price was 20.6, which was 0 lower than the previous day. The implied volatity was 0.31, the open interest changed by 0 which decreased total open position to 0
On 3 Nov BIOCON was trading at 377.15. The strike last trading price was 20.6, which was 0 lower than the previous day. The implied volatity was 0.49, the open interest changed by 0 which decreased total open position to 0
On 31 Oct BIOCON was trading at 372.10. The strike last trading price was 20.6, 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 390 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.34
Vega: 0.45
Theta: -0.14
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Dec | 398.35 | 7.8 | 1.3 | 26.84 | 142 | 49 | 141 |
| 23 Dec | 401.55 | 6.45 | -1 | 25.54 | 47 | 24 | 93 |
| 22 Dec | 399.30 | 7.55 | -0.25 | 25.90 | 33 | 8 | 68 |
| 19 Dec | 398.55 | 7.8 | -2.35 | 25.33 | 46 | 14 | 60 |
| 18 Dec | 392.25 | 10.15 | -3.8 | 24.99 | 18 | 14 | 46 |
| 17 Dec | 386.10 | 14.15 | 2.75 | - | 0 | 0 | 32 |
| 16 Dec | 384.90 | 14.15 | 2.75 | 25.73 | 9 | -2 | 31 |
| 15 Dec | 390.65 | 11.3 | -2.15 | 25.53 | 8 | 5 | 35 |
| 12 Dec | 386.35 | 13.45 | -3.45 | 24.87 | 21 | 1 | 31 |
| 11 Dec | 381.75 | 16.9 | -1.6 | - | 0 | 0 | 30 |
| 10 Dec | 379.15 | 16.9 | -1.6 | 23.96 | 2 | 0 | 30 |
| 9 Dec | 383.65 | 18.5 | 2.2 | 32.10 | 2 | 0 | 30 |
| 8 Dec | 383.80 | 16.55 | 1.05 | 26.44 | 17 | 0 | 31 |
| 5 Dec | 392.65 | 15.5 | -0.05 | 32.37 | 1 | 0 | 31 |
| 4 Dec | 388.35 | 15.5 | 9.25 | 29.18 | 27 | 10 | 31 |
| 3 Dec | 410.00 | 6.25 | -4 | 26.20 | 13 | 10 | 20 |
| 2 Dec | 399.00 | 10.25 | -28.7 | 27.93 | 10 | 0 | 0 |
| 1 Dec | 394.50 | 38.95 | 0 | 2.16 | 0 | 0 | 0 |
| 28 Nov | 398.35 | 38.95 | 0 | 2.75 | 0 | 0 | 0 |
| 27 Nov | 399.65 | 38.95 | 0 | 3.13 | 0 | 0 | 0 |
| 26 Nov | 398.45 | 38.95 | 0 | 2.86 | 0 | 0 | 0 |
| 25 Nov | 393.25 | 38.95 | 0 | 1.73 | 0 | 0 | 0 |
| 24 Nov | 395.25 | 38.95 | 0 | 2.03 | 0 | 0 | 0 |
| 21 Nov | 396.85 | 38.95 | 0 | 2.65 | 0 | 0 | 0 |
| 20 Nov | 395.15 | 38.95 | 0 | 2.28 | 0 | 0 | 0 |
| 19 Nov | 410.10 | 38.95 | 0 | 4.66 | 0 | 0 | 0 |
| 14 Nov | 411.15 | 38.95 | 0 | 4.88 | 0 | 0 | 0 |
| 13 Nov | 417.00 | 38.95 | 0 | 5.62 | 0 | 0 | 0 |
| 12 Nov | 405.90 | 38.95 | 0 | 4.03 | 0 | 0 | 0 |
| 11 Nov | 385.10 | 38.95 | 0 | 0.79 | 0 | 0 | 0 |
| 10 Nov | 382.15 | 38.95 | 0 | 0.16 | 0 | 0 | 0 |
| 7 Nov | 380.40 | 38.95 | 0 | - | 0 | 0 | 0 |
| 3 Nov | 377.15 | 38.95 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 372.10 | 38.95 | 0 | - | 0 | 0 | 0 |
For Biocon Limited. - strike price 390 expiring on 27JAN2026
Delta for 390 PE is -0.34
Historical price for 390 PE is as follows
On 24 Dec BIOCON was trading at 398.35. The strike last trading price was 7.8, which was 1.3 higher than the previous day. The implied volatity was 26.84, the open interest changed by 49 which increased total open position to 141
On 23 Dec BIOCON was trading at 401.55. The strike last trading price was 6.45, which was -1 lower than the previous day. The implied volatity was 25.54, the open interest changed by 24 which increased total open position to 93
On 22 Dec BIOCON was trading at 399.30. The strike last trading price was 7.55, which was -0.25 lower than the previous day. The implied volatity was 25.90, the open interest changed by 8 which increased total open position to 68
On 19 Dec BIOCON was trading at 398.55. The strike last trading price was 7.8, which was -2.35 lower than the previous day. The implied volatity was 25.33, the open interest changed by 14 which increased total open position to 60
On 18 Dec BIOCON was trading at 392.25. The strike last trading price was 10.15, which was -3.8 lower than the previous day. The implied volatity was 24.99, the open interest changed by 14 which increased total open position to 46
On 17 Dec BIOCON was trading at 386.10. The strike last trading price was 14.15, which was 2.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 32
On 16 Dec BIOCON was trading at 384.90. The strike last trading price was 14.15, which was 2.75 higher than the previous day. The implied volatity was 25.73, the open interest changed by -2 which decreased total open position to 31
On 15 Dec BIOCON was trading at 390.65. The strike last trading price was 11.3, which was -2.15 lower than the previous day. The implied volatity was 25.53, the open interest changed by 5 which increased total open position to 35
On 12 Dec BIOCON was trading at 386.35. The strike last trading price was 13.45, which was -3.45 lower than the previous day. The implied volatity was 24.87, the open interest changed by 1 which increased total open position to 31
On 11 Dec BIOCON was trading at 381.75. The strike last trading price was 16.9, which was -1.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 30
On 10 Dec BIOCON was trading at 379.15. The strike last trading price was 16.9, which was -1.6 lower than the previous day. The implied volatity was 23.96, the open interest changed by 0 which decreased total open position to 30
On 9 Dec BIOCON was trading at 383.65. The strike last trading price was 18.5, which was 2.2 higher than the previous day. The implied volatity was 32.10, the open interest changed by 0 which decreased total open position to 30
On 8 Dec BIOCON was trading at 383.80. The strike last trading price was 16.55, which was 1.05 higher than the previous day. The implied volatity was 26.44, the open interest changed by 0 which decreased total open position to 31
On 5 Dec BIOCON was trading at 392.65. The strike last trading price was 15.5, which was -0.05 lower than the previous day. The implied volatity was 32.37, the open interest changed by 0 which decreased total open position to 31
On 4 Dec BIOCON was trading at 388.35. The strike last trading price was 15.5, which was 9.25 higher than the previous day. The implied volatity was 29.18, the open interest changed by 10 which increased total open position to 31
On 3 Dec BIOCON was trading at 410.00. The strike last trading price was 6.25, which was -4 lower than the previous day. The implied volatity was 26.20, the open interest changed by 10 which increased total open position to 20
On 2 Dec BIOCON was trading at 399.00. The strike last trading price was 10.25, which was -28.7 lower than the previous day. The implied volatity was 27.93, 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 38.95, which was 0 lower than the previous day. The implied volatity was 2.16, 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 38.95, which was 0 lower than the previous day. The implied volatity was 2.75, 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 38.95, 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 26 Nov BIOCON was trading at 398.45. The strike last trading price was 38.95, which was 0 lower than the previous day. The implied volatity was 2.86, the open interest changed by 0 which decreased total open position to 0
On 25 Nov BIOCON was trading at 393.25. The strike last trading price was 38.95, which was 0 lower than the previous day. The implied volatity was 1.73, the open interest changed by 0 which decreased total open position to 0
On 24 Nov BIOCON was trading at 395.25. The strike last trading price was 38.95, which was 0 lower than the previous day. The implied volatity was 2.03, the open interest changed by 0 which decreased total open position to 0
On 21 Nov BIOCON was trading at 396.85. The strike last trading price was 38.95, which was 0 lower than the previous day. The implied volatity was 2.65, the open interest changed by 0 which decreased total open position to 0
On 20 Nov BIOCON was trading at 395.15. The strike last trading price was 38.95, which was 0 lower than the previous day. The implied volatity was 2.28, the open interest changed by 0 which decreased total open position to 0
On 19 Nov BIOCON was trading at 410.10. The strike last trading price was 38.95, which was 0 lower than the previous day. The implied volatity was 4.66, the open interest changed by 0 which decreased total open position to 0
On 14 Nov BIOCON was trading at 411.15. The strike last trading price was 38.95, which was 0 lower than the previous day. The implied volatity was 4.88, the open interest changed by 0 which decreased total open position to 0
On 13 Nov BIOCON was trading at 417.00. The strike last trading price was 38.95, which was 0 lower than the previous day. The implied volatity was 5.62, the open interest changed by 0 which decreased total open position to 0
On 12 Nov BIOCON was trading at 405.90. The strike last trading price was 38.95, which was 0 lower than the previous day. The implied volatity was 4.03, the open interest changed by 0 which decreased total open position to 0
On 11 Nov BIOCON was trading at 385.10. The strike last trading price was 38.95, which was 0 lower than the previous day. The implied volatity was 0.79, the open interest changed by 0 which decreased total open position to 0
On 10 Nov BIOCON was trading at 382.15. The strike last trading price was 38.95, which was 0 lower than the previous day. The implied volatity was 0.16, the open interest changed by 0 which decreased total open position to 0
On 7 Nov BIOCON was trading at 380.40. The strike last trading price was 38.95, 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 Nov BIOCON was trading at 377.15. The strike last trading price was 38.95, 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 31 Oct BIOCON was trading at 372.10. The strike last trading price was 38.95, 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































































































































































































































