BIOCON
Biocon Limited.
Historical option data for BIOCON
14 May 2026 04:10 PM IST
| BIOCON 26-May-2026 (11d) 395 CE | ||||||||||||||||
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Delta: 0.86
Vega: 0
Theta: -0.24
Gamma: 0.00923
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 14 May | 419.00 | 26.5 | 1.0500000000000007 (4.13%) | 31.93 | 70 | -19 | 339 | |||||||||
| 13 May | 417.60 | 25.6 | 10.3 (67.32%) | 37.02 | 332 | -5 | 359 | |||||||||
| 12 May | 402.45 | 16.15 | 7.349999999999998 (83.52%) | 33.83 | 2,192 | -59 | 366 | |||||||||
| 11 May | 390.45 | 9.7 | 4.549999999999999 (88.35%) | 0 | 5,044 | -15 | 424 | |||||||||
| 8 May | 380.40 | 4.5 | -2.8 (-38.36%) | 30.56 | 3,031 | 235 | 446 | |||||||||
| 7 May | 382.25 | 7.3 | 0.8499999999999996 (13.18%) | 34.3 | 541 | 54 | 211 | |||||||||
| 6 May | 380.60 | 6.7 | 2.3 (52.27%) | 32.99 | 663 | -150 | 154 | |||||||||
| 5 May | 368.25 | 4.8 | 1.5 (45.45%) | 36.5 | 96 | 8 | 313 | |||||||||
| 4 May | 360.60 | 3.4 | -0.5 (-12.82%) | 37.65 | 136 | 94 | 305 | |||||||||
| 30 Apr | 359.65 | 3.85 | -0.44999999999999973 (-10.47%) | 37.42 | 84 | 30 | 241 | |||||||||
| 29 Apr | 362.25 | 4.35 | -0.35000000000000053 (-7.45%) | 35.89 | 362 | 195 | 209 | |||||||||
| 28 Apr | 362.80 | 4.7 | -0.2999999999999998 (-6.00%) | 36.52 | 3 | 1 | 15 | |||||||||
| 27 Apr | 362.00 | 5 | 1.65 (49.25%) | 37.58 | 8 | 0 | 14 | |||||||||
| 24 Apr | 349.85 | 3.35 | -6.1 (-64.55%) | 38.18 | 22 | 12 | 12 | |||||||||
| 23 Apr | 358.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Apr | 357.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Apr | 361.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Apr | 359.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 358.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 16 Apr | 350.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 350.35 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 345.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 348.60 | 0 | 0 (0.00%) | 8.78 | 0 | 0 | 0 | |||||||||
| 9 Apr | 345.70 | 9.45 | 0 (0.00%) | 9.35 | 0 | 0 | 0 | |||||||||
| 8 Apr | 349.80 | 9.45 | 0 (0.00%) | 8.33 | 0 | 0 | 0 | |||||||||
For Biocon Limited. - strike price 395 expiring on 26MAY2026
Delta for 395 CE is 0.86
Historical price for 395 CE is as follows
On 14 May BIOCON was trading at 419.00. The strike last trading price was 26.5, which was 1.0500000000000007 higher than the previous day. The implied volatity was 31.93, the open interest changed by -19 which decreased total open position to 339
On 13 May BIOCON was trading at 417.60. The strike last trading price was 25.6, which was 10.3 higher than the previous day. The implied volatity was 37.02, the open interest changed by -5 which decreased total open position to 359
On 12 May BIOCON was trading at 402.45. The strike last trading price was 16.15, which was 7.349999999999998 higher than the previous day. The implied volatity was 33.83, the open interest changed by -59 which decreased total open position to 366
On 11 May BIOCON was trading at 390.45. The strike last trading price was 9.7, which was 4.549999999999999 higher than the previous day. The implied volatity was 0, the open interest changed by -15 which decreased total open position to 424
On 8 May BIOCON was trading at 380.40. The strike last trading price was 4.5, which was -2.8 lower than the previous day. The implied volatity was 30.56, the open interest changed by 235 which increased total open position to 446
On 7 May BIOCON was trading at 382.25. The strike last trading price was 7.3, which was 0.8499999999999996 higher than the previous day. The implied volatity was 34.3, the open interest changed by 54 which increased total open position to 211
On 6 May BIOCON was trading at 380.60. The strike last trading price was 6.7, which was 2.3 higher than the previous day. The implied volatity was 32.99, the open interest changed by -150 which decreased total open position to 154
On 5 May BIOCON was trading at 368.25. The strike last trading price was 4.8, which was 1.5 higher than the previous day. The implied volatity was 36.5, the open interest changed by 8 which increased total open position to 313
On 4 May BIOCON was trading at 360.60. The strike last trading price was 3.4, which was -0.5 lower than the previous day. The implied volatity was 37.65, the open interest changed by 94 which increased total open position to 305
On 30 Apr BIOCON was trading at 359.65. The strike last trading price was 3.85, which was -0.44999999999999973 lower than the previous day. The implied volatity was 37.42, the open interest changed by 30 which increased total open position to 241
On 29 Apr BIOCON was trading at 362.25. The strike last trading price was 4.35, which was -0.35000000000000053 lower than the previous day. The implied volatity was 35.89, the open interest changed by 195 which increased total open position to 209
On 28 Apr BIOCON was trading at 362.80. The strike last trading price was 4.7, which was -0.2999999999999998 lower than the previous day. The implied volatity was 36.52, the open interest changed by 1 which increased total open position to 15
On 27 Apr BIOCON was trading at 362.00. The strike last trading price was 5, which was 1.65 higher than the previous day. The implied volatity was 37.58, the open interest changed by 0 which decreased total open position to 14
On 24 Apr BIOCON was trading at 349.85. The strike last trading price was 3.35, which was -6.1 lower than the previous day. The implied volatity was 38.18, the open interest changed by 12 which increased total open position to 12
On 23 Apr BIOCON was trading at 358.00. The strike last trading price was 0, 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 22 Apr BIOCON was trading at 357.80. The strike last trading price was 0, 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 Apr BIOCON was trading at 361.50. The strike last trading price was 0, 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 Apr BIOCON was trading at 359.05. The strike last trading price was 0, 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 17 Apr BIOCON was trading at 358.10. The strike last trading price was 0, 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 16 Apr BIOCON was trading at 350.75. The strike last trading price was 0, 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 15 Apr BIOCON was trading at 350.35. The strike last trading price was 0, 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 Apr BIOCON was trading at 345.00. The strike last trading price was 0, 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 Apr BIOCON was trading at 348.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 8.78, the open interest changed by 0 which decreased total open position to 0
On 9 Apr BIOCON was trading at 345.70. The strike last trading price was 9.45, which was 0 lower than the previous day. The implied volatity was 9.35, the open interest changed by 0 which decreased total open position to 0
On 8 Apr BIOCON was trading at 349.80. The strike last trading price was 9.45, which was 0 lower than the previous day. The implied volatity was 8.33, the open interest changed by 0 which decreased total open position to 0
| BIOCON 26-May-2026 (11d) 395 PE | |||||||
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Delta: -0.14
Vega: 0
Theta: -0.17
Gamma: 0.00916
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 14 May | 419.00 | 1.7 | -0.7 (-29.17%) | 31.04 | 200 | 8 | 407 |
| 13 May | 417.60 | 2.45 | -3.7 (-60.16%) | 31.51 | 1,268 | 78 | 399 |
| 12 May | 402.45 | 5.75 | -5.6 (-49.34%) | 31.12 | 1,441 | 107 | 322 |
| 11 May | 390.45 | 10.3 | -7.75 (-42.94%) | 0 | 931 | -3 | 214 |
| 8 May | 380.40 | 19.05 | -0.25 (-1.30%) | 27.76 | 870 | 140 | 216 |
| 7 May | 382.25 | 20.05 | 20.05 (-48.06%) | 32.79 | 0 | 0 | 76 |
| 6 May | 380.60 | 20.05 | -18.55 (-48.06%) | 32.79 | 143 | 62 | 76 |
| 5 May | 368.25 | 38.6 | 38.6 | - | 0 | 0 | 14 |
| 4 May | 360.60 | 38.6 | 38.6 | - | 0 | 0 | 14 |
| 30 Apr | 359.65 | 38.6 | 38.6 | - | 0 | 0 | 14 |
| 29 Apr | 362.25 | 38.6 | 38.6 | - | 0 | 0 | 14 |
| 28 Apr | 362.80 | 38.6 | 38.6 (5.03%) | 40.05 | 0 | 0 | 14 |
| 27 Apr | 362.00 | 38.6 | 1.8500000000000014 (5.03%) | 40.05 | 10 | 7 | 11 |
| 24 Apr | 349.85 | 36.75 | -2.049999999999997 (-5.28%) | - | 0 | 0 | 4 |
| 23 Apr | 358.00 | 36.75 | -2.049999999999997 (-5.28%) | - | 0 | 0 | 4 |
| 22 Apr | 357.80 | 36.75 | -2.049999999999997 (-5.28%) | - | 0 | 0 | 4 |
| 21 Apr | 361.50 | 36.75 | -2.049999999999997 (-5.28%) | 33.29 | 0 | 0 | 4 |
| 20 Apr | 359.05 | 36.75 | -2.6499999999999986 (-6.73%) | 33.29 | 1 | 0 | 3 |
| 17 Apr | 358.10 | 39.4 | 0.25 (0.64%) | 35.18 | 3 | 0 | 0 |
| 16 Apr | 350.75 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 350.35 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 345.00 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 348.60 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 9 Apr | 345.70 | 39.15 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 Apr | 349.80 | 39.15 | 0 (0.00%) | - | 0 | 0 | 0 |
For Biocon Limited. - strike price 395 expiring on 26MAY2026
Delta for 395 PE is -0.14
Historical price for 395 PE is as follows
On 14 May BIOCON was trading at 419.00. The strike last trading price was 1.7, which was -0.7 lower than the previous day. The implied volatity was 31.04, the open interest changed by 8 which increased total open position to 407
On 13 May BIOCON was trading at 417.60. The strike last trading price was 2.45, which was -3.7 lower than the previous day. The implied volatity was 31.51, the open interest changed by 78 which increased total open position to 399
On 12 May BIOCON was trading at 402.45. The strike last trading price was 5.75, which was -5.6 lower than the previous day. The implied volatity was 31.12, the open interest changed by 107 which increased total open position to 322
On 11 May BIOCON was trading at 390.45. The strike last trading price was 10.3, which was -7.75 lower than the previous day. The implied volatity was 0, the open interest changed by -3 which decreased total open position to 214
On 8 May BIOCON was trading at 380.40. The strike last trading price was 19.05, which was -0.25 lower than the previous day. The implied volatity was 27.76, the open interest changed by 140 which increased total open position to 216
On 7 May BIOCON was trading at 382.25. The strike last trading price was 20.05, which was 20.05 higher than the previous day. The implied volatity was 32.79, the open interest changed by 0 which decreased total open position to 76
On 6 May BIOCON was trading at 380.60. The strike last trading price was 20.05, which was -18.55 lower than the previous day. The implied volatity was 32.79, the open interest changed by 62 which increased total open position to 76
On 5 May BIOCON was trading at 368.25. The strike last trading price was 38.6, which was 38.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 4 May BIOCON was trading at 360.60. The strike last trading price was 38.6, which was 38.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 30 Apr BIOCON was trading at 359.65. The strike last trading price was 38.6, which was 38.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 29 Apr BIOCON was trading at 362.25. The strike last trading price was 38.6, which was 38.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 28 Apr BIOCON was trading at 362.80. The strike last trading price was 38.6, which was 38.6 higher than the previous day. The implied volatity was 40.05, the open interest changed by 0 which decreased total open position to 14
On 27 Apr BIOCON was trading at 362.00. The strike last trading price was 38.6, which was 1.8500000000000014 higher than the previous day. The implied volatity was 40.05, the open interest changed by 7 which increased total open position to 11
On 24 Apr BIOCON was trading at 349.85. The strike last trading price was 36.75, which was -2.049999999999997 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 23 Apr BIOCON was trading at 358.00. The strike last trading price was 36.75, which was -2.049999999999997 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 22 Apr BIOCON was trading at 357.80. The strike last trading price was 36.75, which was -2.049999999999997 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 21 Apr BIOCON was trading at 361.50. The strike last trading price was 36.75, which was -2.049999999999997 lower than the previous day. The implied volatity was 33.29, the open interest changed by 0 which decreased total open position to 4
On 20 Apr BIOCON was trading at 359.05. The strike last trading price was 36.75, which was -2.6499999999999986 lower than the previous day. The implied volatity was 33.29, the open interest changed by 0 which decreased total open position to 3
On 17 Apr BIOCON was trading at 358.10. The strike last trading price was 39.4, which was 0.25 higher than the previous day. The implied volatity was 35.18, the open interest changed by 0 which decreased total open position to 0
On 16 Apr BIOCON was trading at 350.75. The strike last trading price was 0, 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 15 Apr BIOCON was trading at 350.35. The strike last trading price was 0, 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 Apr BIOCON was trading at 345.00. The strike last trading price was 0, 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 Apr BIOCON was trading at 348.60. The strike last trading price was 0, 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 9 Apr BIOCON was trading at 345.70. The strike last trading price was 39.15, 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 8 Apr BIOCON was trading at 349.80. The strike last trading price was 39.15, 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
