BIOCON

Biocon Limited.

391.6 +3.25 (0.84%)

L: 386.3 H: 394

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Historical option data for BIOCON
05 Dec 2025 02:45 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

BIOCON 30-DEC-2025 395 CE
Delta: 0.51 Vega: 0.41 Theta: -0.27 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
5 Dec	391.75	10.8 ₹ 27,000	1.05 2625.00	26.92	892 22,30,000	28 70,000	412 10,30,000
4 Dec	388.35	9.35 ₹ 23,375	-12.65 -31625.00	27.33	1,553 38,82,500	262 6,55,000	387 9,67,500
3 Dec	410.00	21.95 ₹ 54,875	7.1 17750.00	23.46	290 7,25,000	-27 -67,500	126 3,15,000
2 Dec	399.00	16.25 ₹ 40,625	4 10000.00	26.40	448 11,20,000	29 72,500	160 4,00,000
1 Dec	394.50	12 ₹ 30,000	-2.25 -5625.00	24.68	203 5,07,500	27 67,500	132 3,30,000
28 Nov	398.35	14.15 ₹ 35,375	-1.55 -3875.00	21.95	133 3,32,500	14 35,000	103 2,57,500
27 Nov	399.65	15.55 ₹ 38,875	0.25 625.00	23.25	182 4,55,000	3 7,500	89 2,22,500
26 Nov	398.45	15.5 ₹ 38,750	2.85 7125.00	24.06	198 4,95,000	2 5,000	93 2,32,500
25 Nov	393.25	12.2 ₹ 30,500	-2.45 -6125.00	24.64	137 3,42,500	24 60,000	92 2,30,000
24 Nov	395.25	14.9 ₹ 37,250	-1.2 -3000.00	28.45	77 1,92,500	26 65,000	66 1,65,000
21 Nov	396.85	16.2 ₹ 40,500	0.45 1125.00	24.64	88 2,20,000	-13 -32,500	41 1,02,500
20 Nov	395.15	15.65 ₹ 39,125	1.95 4875.00	25.53	175 4,37,500	52 1,30,000	52 1,30,000
19 Nov	410.10	13.7 ₹ 34,250	0 0.00	-	0 0	0 0	0 0
18 Nov	421.60	13.7 ₹ 34,250	0 0.00	-	0 0	0 0	0 0
17 Nov	420.95	13.7 ₹ 34,250	0 0.00	-	0 0	0 0	0 0
14 Nov	411.15	13.7 ₹ 34,250	0 0.00	-	0 0	0 0	0 0
13 Nov	417.00	13.7 ₹ 34,250	0 0.00	-	0 0	0 0	0 0
12 Nov	405.90	13.7 ₹ 34,250	0 0.00	-	0 0	0 0	0 0
11 Nov	385.10	13.7 ₹ 34,250	0 0.00	0.66	0 0	0 0	0 0

10 Nov	382.15	13.7 ₹ 34,250	0 0.00	1.81	0 0	0 0	0 0
7 Nov	380.40	13.7 ₹ 34,250	0 0.00	1.96	0 0	0 0	0 0
6 Nov	385.20	13.7 ₹ 34,250	0 0.00	0.97	0 0	0 0	0 0
4 Nov	380.50	13.7 ₹ 34,250	0 0.00	1.67	0 0	0 0	0 0
3 Nov	377.15	13.7 ₹ 34,250	0 0.00	2.13	0 0	0 0	0 0
31 Oct	372.10	13.7 ₹ 34,250	0 0.00	-	0 0	0 0	0 0
30 Oct	376.60	13.7 ₹ 34,250	0 0.00	2.29	0 0	0 0	0 0

For Biocon Limited. - strike price 395 expiring on 30DEC2025

Delta for 395 CE is 0.51

Historical price for 395 CE is as follows

On 5 Dec BIOCON was trading at 391.75. The strike last trading price was 10.8, which was 1.05 higher than the previous day. The implied volatity was 26.92, the open interest changed by 28 which increased total open position to 412

On 4 Dec BIOCON was trading at 388.35. The strike last trading price was 9.35, which was -12.65 lower than the previous day. The implied volatity was 27.33, the open interest changed by 262 which increased total open position to 387

On 3 Dec BIOCON was trading at 410.00. The strike last trading price was 21.95, which was 7.1 higher than the previous day. The implied volatity was 23.46, the open interest changed by -27 which decreased total open position to 126

On 2 Dec BIOCON was trading at 399.00. The strike last trading price was 16.25, which was 4 higher than the previous day. The implied volatity was 26.40, the open interest changed by 29 which increased total open position to 160

On 1 Dec BIOCON was trading at 394.50. The strike last trading price was 12, which was -2.25 lower than the previous day. The implied volatity was 24.68, the open interest changed by 27 which increased total open position to 132

On 28 Nov BIOCON was trading at 398.35. The strike last trading price was 14.15, which was -1.55 lower than the previous day. The implied volatity was 21.95, the open interest changed by 14 which increased total open position to 103

On 27 Nov BIOCON was trading at 399.65. The strike last trading price was 15.55, which was 0.25 higher than the previous day. The implied volatity was 23.25, the open interest changed by 3 which increased total open position to 89

On 26 Nov BIOCON was trading at 398.45. The strike last trading price was 15.5, which was 2.85 higher than the previous day. The implied volatity was 24.06, the open interest changed by 2 which increased total open position to 93

On 25 Nov BIOCON was trading at 393.25. The strike last trading price was 12.2, which was -2.45 lower than the previous day. The implied volatity was 24.64, the open interest changed by 24 which increased total open position to 92

On 24 Nov BIOCON was trading at 395.25. The strike last trading price was 14.9, which was -1.2 lower than the previous day. The implied volatity was 28.45, the open interest changed by 26 which increased total open position to 66

On 21 Nov BIOCON was trading at 396.85. The strike last trading price was 16.2, which was 0.45 higher than the previous day. The implied volatity was 24.64, the open interest changed by -13 which decreased total open position to 41

On 20 Nov BIOCON was trading at 395.15. The strike last trading price was 15.65, which was 1.95 higher than the previous day. The implied volatity was 25.53, the open interest changed by 52 which increased total open position to 52

On 19 Nov BIOCON was trading at 410.10. The strike last trading price was 13.7, 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 18 Nov BIOCON was trading at 421.60. The strike last trading price was 13.7, 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 Nov BIOCON was trading at 420.95. The strike last trading price was 13.7, 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 13.7, 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 13.7, 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 13.7, 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 13.7, which was 0 lower than the previous day. The implied volatity was 0.66, 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 13.7, which was 0 lower than the previous day. The implied volatity was 1.81, 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 13.7, which was 0 lower than the previous day. The implied volatity was 1.96, the open interest changed by 0 which decreased total open position to 0

On 6 Nov BIOCON was trading at 385.20. The strike last trading price was 13.7, which was 0 lower than the previous day. The implied volatity was 0.97, the open interest changed by 0 which decreased total open position to 0

On 4 Nov BIOCON was trading at 380.50. The strike last trading price was 13.7, which was 0 lower than the previous day. The implied volatity was 1.67, 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 13.7, which was 0 lower than the previous day. The implied volatity was 2.13, 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 13.7, 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 30 Oct BIOCON was trading at 376.60. The strike last trading price was 13.7, which was 0 lower than the previous day. The implied volatity was 2.29, the open interest changed by 0 which decreased total open position to 0

BIOCON 30DEC2025 395 PE
Delta: -0.49 Vega: 0.41 Theta: -0.17 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
5 Dec	391.75	11.6 ₹ 29,000	-3.1 -7750.00	27.77	231 5,77,500	-41 -1,02,500	212 5,30,000
4 Dec	388.35	14.95 ₹ 37,375	10.2 25500.00	30.62	1,267 31,67,500	42 1,05,000	255 6,37,500
3 Dec	410.00	4.6 ₹ 11,500	-3.4 -8500.00	26.52	856 21,40,000	18 45,000	218 5,45,000
2 Dec	399.00	7.4 ₹ 18,500	-2.65 -6625.00	25.90	317 7,92,500	29 72,500	201 5,02,500
1 Dec	394.50	10.3 ₹ 25,750	1.75 4375.00	25.65	252 6,30,000	28 70,000	173 4,32,500
28 Nov	398.35	8.6 ₹ 21,500	0.1 250.00	25.27	137 3,42,500	14 35,000	145 3,62,500
27 Nov	399.65	8.35 ₹ 20,875	-0.35 -875.00	25.23	296 7,40,000	-20 -50,000	133 3,32,500
26 Nov	398.45	8.5 ₹ 21,250	-3.4 -8500.00	24.41	139 3,47,500	23 57,500	153 3,82,500
25 Nov	393.25	12.3 ₹ 30,750	-0.05 -125.00	26.02	127 3,17,500	19 47,500	132 3,30,000
24 Nov	395.25	12.7 ₹ 31,750	0.85 2125.00	27.68	74 1,85,000	20 50,000	110 2,75,000
21 Nov	396.85	11.4 ₹ 28,500	-1.4 -3500.00	28.11	88 2,20,000	4 10,000	90 2,25,000
20 Nov	395.15	12.25 ₹ 30,625	4.5 11250.00	27.78	232 5,80,000	52 1,30,000	87 2,17,500
19 Nov	410.10	7.7 ₹ 19,250	2.85 7125.00	28.88	29 72,500	6 15,000	35 87,500
18 Nov	421.60	4.85 ₹ 12,125	-0.95 -2375.00	28.70	16 40,000	5 12,500	26 65,000
17 Nov	420.95	5.8 ₹ 14,500	-1.5 -3750.00	31.34	28 70,000	20 50,000	21 52,500
14 Nov	411.15	7.3 ₹ 18,250	-31.5 -78750.00	27.78	1 2,500	0 0	0 0
13 Nov	417.00	38.8 ₹ 97,000	0 0.00	5.44	0 0	0 0	0 0
12 Nov	405.90	38.8 ₹ 97,000	0 0.00	3.29	0 0	0 0	0 0
11 Nov	385.10	38.8 ₹ 97,000	0 0.00	-	0 0	0 0	0 0
10 Nov	382.15	38.8 ₹ 97,000	0 0.00	-	0 0	0 0	0 0
7 Nov	380.40	38.8 ₹ 97,000	0 0.00	-	0 0	0 0	0 0
6 Nov	385.20	38.8 ₹ 97,000	0 0.00	-	0 0	0 0	0 0
4 Nov	380.50	38.8 ₹ 97,000	0 0.00	-	0 0	0 0	0 0
3 Nov	377.15	38.8 ₹ 97,000	0 0.00	-	0 0	0 0	0 0
31 Oct	372.10	38.8 ₹ 97,000	0 0.00	-	0 0	0 0	0 0
30 Oct	376.60	38.8 ₹ 97,000	0 0.00	-	0 0	0 0	0 0

For Biocon Limited. - strike price 395 expiring on 30DEC2025

Delta for 395 PE is -0.49

Historical price for 395 PE is as follows

On 5 Dec BIOCON was trading at 391.75. The strike last trading price was 11.6, which was -3.1 lower than the previous day. The implied volatity was 27.77, the open interest changed by -41 which decreased total open position to 212

On 4 Dec BIOCON was trading at 388.35. The strike last trading price was 14.95, which was 10.2 higher than the previous day. The implied volatity was 30.62, the open interest changed by 42 which increased total open position to 255

On 3 Dec BIOCON was trading at 410.00. The strike last trading price was 4.6, which was -3.4 lower than the previous day. The implied volatity was 26.52, the open interest changed by 18 which increased total open position to 218

On 2 Dec BIOCON was trading at 399.00. The strike last trading price was 7.4, which was -2.65 lower than the previous day. The implied volatity was 25.90, the open interest changed by 29 which increased total open position to 201

On 1 Dec BIOCON was trading at 394.50. The strike last trading price was 10.3, which was 1.75 higher than the previous day. The implied volatity was 25.65, the open interest changed by 28 which increased total open position to 173

On 28 Nov BIOCON was trading at 398.35. The strike last trading price was 8.6, which was 0.1 higher than the previous day. The implied volatity was 25.27, the open interest changed by 14 which increased total open position to 145

On 27 Nov BIOCON was trading at 399.65. The strike last trading price was 8.35, which was -0.35 lower than the previous day. The implied volatity was 25.23, the open interest changed by -20 which decreased total open position to 133

On 26 Nov BIOCON was trading at 398.45. The strike last trading price was 8.5, which was -3.4 lower than the previous day. The implied volatity was 24.41, the open interest changed by 23 which increased total open position to 153

On 25 Nov BIOCON was trading at 393.25. The strike last trading price was 12.3, which was -0.05 lower than the previous day. The implied volatity was 26.02, the open interest changed by 19 which increased total open position to 132

On 24 Nov BIOCON was trading at 395.25. The strike last trading price was 12.7, which was 0.85 higher than the previous day. The implied volatity was 27.68, the open interest changed by 20 which increased total open position to 110

On 21 Nov BIOCON was trading at 396.85. The strike last trading price was 11.4, which was -1.4 lower than the previous day. The implied volatity was 28.11, the open interest changed by 4 which increased total open position to 90

On 20 Nov BIOCON was trading at 395.15. The strike last trading price was 12.25, which was 4.5 higher than the previous day. The implied volatity was 27.78, the open interest changed by 52 which increased total open position to 87

On 19 Nov BIOCON was trading at 410.10. The strike last trading price was 7.7, which was 2.85 higher than the previous day. The implied volatity was 28.88, the open interest changed by 6 which increased total open position to 35

On 18 Nov BIOCON was trading at 421.60. The strike last trading price was 4.85, which was -0.95 lower than the previous day. The implied volatity was 28.70, the open interest changed by 5 which increased total open position to 26

On 17 Nov BIOCON was trading at 420.95. The strike last trading price was 5.8, which was -1.5 lower than the previous day. The implied volatity was 31.34, the open interest changed by 20 which increased total open position to 21

On 14 Nov BIOCON was trading at 411.15. The strike last trading price was 7.3, which was -31.5 lower than the previous day. The implied volatity was 27.78, 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 38.8, which was 0 lower than the previous day. The implied volatity was 5.44, 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 38.8, which was 0 lower than the previous day. The implied volatity was 3.29, 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 38.8, 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 38.8, 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 38.8, 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 6 Nov BIOCON was trading at 385.20. The strike last trading price was 38.8, 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 4 Nov BIOCON was trading at 380.50. The strike last trading price was 38.8, 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 38.8, 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 38.8, 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 30 Oct BIOCON was trading at 376.60. The strike last trading price was 38.8, 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

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