BIOCON
Biocon Limited.
Historical option data for BIOCON
12 Dec 2024 10:31 AM IST
| BIOCON 26DEC2024 395 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.10
Vega: 0.13
Theta: -0.15
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 362.95 | 1.1 | -0.90 | 31.72 | 199 | -31 | 326 | |||
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| 11 Dec | 367.85 | 2 | -0.70 | 33.17 | 123 | 4 | 353 | |||
| 10 Dec | 369.20 | 2.7 | -0.35 | 34.46 | 236 | 5 | 350 | |||
| 9 Dec | 369.60 | 3.05 | -2.20 | 34.25 | 516 | 62 | 342 | |||
| 6 Dec | 380.05 | 5.25 | 0.45 | 29.54 | 392 | 95 | 280 | |||
| 5 Dec | 375.25 | 4.8 | -1.55 | 30.76 | 252 | 12 | 187 | |||
| 4 Dec | 379.70 | 6.35 | 2.20 | 30.43 | 402 | 37 | 174 | |||
| 3 Dec | 373.85 | 4.15 | -1.10 | 29.16 | 223 | -25 | 138 | |||
| 2 Dec | 375.35 | 5.25 | 1.55 | 31.03 | 515 | 38 | 165 | |||
| 29 Nov | 365.15 | 3.7 | -0.55 | 31.84 | 149 | 102 | 124 | |||
| 28 Nov | 363.95 | 4.25 | 1.45 | 33.62 | 27 | 16 | 22 | |||
| 27 Nov | 358.65 | 2.8 | 0.45 | 31.47 | 9 | 5 | 5 | |||
| 26 Nov | 352.65 | 2.35 | -15.10 | 10.18 | 0 | 0 | 0 | |||
| 25 Nov | 336.35 | 17.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Nov | 331.50 | 17.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 323.10 | 17.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Nov | 327.05 | 17.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 327.05 | 17.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 325.35 | 17.45 | 0.00 | 0 | 0 | 0 | ||||
For Biocon Limited. - strike price 395 expiring on 26DEC2024
Delta for 395 CE is 0.10
Historical price for 395 CE is as follows
On 12 Dec BIOCON was trading at 362.95. The strike last trading price was 1.1, which was -0.90 lower than the previous day. The implied volatity was 31.72, the open interest changed by -31 which decreased total open position to 326
On 11 Dec BIOCON was trading at 367.85. The strike last trading price was 2, which was -0.70 lower than the previous day. The implied volatity was 33.17, the open interest changed by 4 which increased total open position to 353
On 10 Dec BIOCON was trading at 369.20. The strike last trading price was 2.7, which was -0.35 lower than the previous day. The implied volatity was 34.46, the open interest changed by 5 which increased total open position to 350
On 9 Dec BIOCON was trading at 369.60. The strike last trading price was 3.05, which was -2.20 lower than the previous day. The implied volatity was 34.25, the open interest changed by 62 which increased total open position to 342
On 6 Dec BIOCON was trading at 380.05. The strike last trading price was 5.25, which was 0.45 higher than the previous day. The implied volatity was 29.54, the open interest changed by 95 which increased total open position to 280
On 5 Dec BIOCON was trading at 375.25. The strike last trading price was 4.8, which was -1.55 lower than the previous day. The implied volatity was 30.76, the open interest changed by 12 which increased total open position to 187
On 4 Dec BIOCON was trading at 379.70. The strike last trading price was 6.35, which was 2.20 higher than the previous day. The implied volatity was 30.43, the open interest changed by 37 which increased total open position to 174
On 3 Dec BIOCON was trading at 373.85. The strike last trading price was 4.15, which was -1.10 lower than the previous day. The implied volatity was 29.16, the open interest changed by -25 which decreased total open position to 138
On 2 Dec BIOCON was trading at 375.35. The strike last trading price was 5.25, which was 1.55 higher than the previous day. The implied volatity was 31.03, the open interest changed by 38 which increased total open position to 165
On 29 Nov BIOCON was trading at 365.15. The strike last trading price was 3.7, which was -0.55 lower than the previous day. The implied volatity was 31.84, the open interest changed by 102 which increased total open position to 124
On 28 Nov BIOCON was trading at 363.95. The strike last trading price was 4.25, which was 1.45 higher than the previous day. The implied volatity was 33.62, the open interest changed by 16 which increased total open position to 22
On 27 Nov BIOCON was trading at 358.65. The strike last trading price was 2.8, which was 0.45 higher than the previous day. The implied volatity was 31.47, the open interest changed by 5 which increased total open position to 5
On 26 Nov BIOCON was trading at 352.65. The strike last trading price was 2.35, which was -15.10 lower than the previous day. The implied volatity was 10.18, 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 17.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 17.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 17.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 17.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 17.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 17.45, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| BIOCON 26DEC2024 395 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 | 362.95 | 30.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 367.85 | 30.35 | 0.00 | 0.00 | 0 | 2 | 0 |
| 10 Dec | 369.20 | 30.35 | -2.00 | 45.75 | 4 | 1 | 12 |
| 9 Dec | 369.60 | 32.35 | 9.25 | 54.01 | 3 | 2 | 10 |
| 6 Dec | 380.05 | 23.1 | 0.00 | 0.00 | 0 | 1 | 0 |
| 5 Dec | 375.25 | 23.1 | 3.50 | 35.11 | 1 | 0 | 7 |
| 4 Dec | 379.70 | 19.6 | -3.20 | 32.80 | 4 | 1 | 6 |
| 3 Dec | 373.85 | 22.8 | 0.00 | 0.00 | 0 | 5 | 0 |
| 2 Dec | 375.35 | 22.8 | -54.05 | 29.92 | 9 | 4 | 4 |
| 29 Nov | 365.15 | 76.85 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 363.95 | 76.85 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 358.65 | 76.85 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 352.65 | 76.85 | 76.80 | - | 0 | 4 | 0 |
| 25 Nov | 336.35 | 0.05 | 0.00 | 0.00 | 34 | 4 | 0 |
| 22 Nov | 331.50 | 0.05 | 0.00 | 0.00 | 34 | 4 | 0 |
| 21 Nov | 323.10 | 0.05 | 0.00 | 0.00 | 34 | 4 | 0 |
| 20 Nov | 327.05 | 0.05 | 0.00 | 0.00 | 34 | 4 | 0 |
| 19 Nov | 327.05 | 0.05 | 0.00 | 0.00 | 34 | 4 | 0 |
| 18 Nov | 325.35 | 0.05 | 0.00 | 34 | 4 | 0 | |
For Biocon Limited. - strike price 395 expiring on 26DEC2024
Delta for 395 PE is 0.00
Historical price for 395 PE is as follows
On 12 Dec BIOCON was trading at 362.95. The strike last trading price was 30.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 11 Dec BIOCON was trading at 367.85. The strike last trading price was 30.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 10 Dec BIOCON was trading at 369.20. The strike last trading price was 30.35, which was -2.00 lower than the previous day. The implied volatity was 45.75, the open interest changed by 1 which increased total open position to 12
On 9 Dec BIOCON was trading at 369.60. The strike last trading price was 32.35, which was 9.25 higher than the previous day. The implied volatity was 54.01, the open interest changed by 2 which increased total open position to 10
On 6 Dec BIOCON was trading at 380.05. The strike last trading price was 23.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 5 Dec BIOCON was trading at 375.25. The strike last trading price was 23.1, which was 3.50 higher than the previous day. The implied volatity was 35.11, the open interest changed by 0 which decreased total open position to 7
On 4 Dec BIOCON was trading at 379.70. The strike last trading price was 19.6, which was -3.20 lower than the previous day. The implied volatity was 32.80, the open interest changed by 1 which increased total open position to 6
On 3 Dec BIOCON was trading at 373.85. The strike last trading price was 22.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 2 Dec BIOCON was trading at 375.35. The strike last trading price was 22.8, which was -54.05 lower than the previous day. The implied volatity was 29.92, the open interest changed by 4 which increased total open position to 4
On 29 Nov BIOCON was trading at 365.15. The strike last trading price was 76.85, 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 76.85, 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 76.85, 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 76.85, which was 76.80 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 25 Nov BIOCON was trading at 336.35. The strike last trading price was 0.05, 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 0.05, 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 21 Nov BIOCON was trading at 323.10. The strike last trading price was 0.05, 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 20 Nov BIOCON was trading at 327.05. The strike last trading price was 0.05, 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 19 Nov BIOCON was trading at 327.05. The strike last trading price was 0.05, 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 18 Nov BIOCON was trading at 325.35. The strike last trading price was 0.05, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
