[--[65.84.65.76]--]

BIOCON

Biocon Limited.
392.65 +4.30 (1.11%)
L: 386.3 H: 394

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Historical option data for BIOCON

05 Dec 2025 03:35 PM IST
BIOCON 30-DEC-2025 395 CE
Delta: 0.51
Vega: 0.41
Theta: -0.28
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 392.65 11.5 1.75 28.40 1,139 40 424
4 Dec 388.35 9.35 -12.65 27.33 1,553 262 387
3 Dec 410.00 21.95 7.1 23.46 290 -27 126
2 Dec 399.00 16.25 4 26.40 448 29 160
1 Dec 394.50 12 -2.25 24.68 203 27 132
28 Nov 398.35 14.15 -1.55 21.95 133 14 103
27 Nov 399.65 15.55 0.25 23.25 182 3 89
26 Nov 398.45 15.5 2.85 24.06 198 2 93
25 Nov 393.25 12.2 -2.45 24.64 137 24 92
24 Nov 395.25 14.9 -1.2 28.45 77 26 66
21 Nov 396.85 16.2 0.45 24.64 88 -13 41
20 Nov 395.15 15.65 1.95 25.53 175 52 52
19 Nov 410.10 13.7 0 - 0 0 0
18 Nov 421.60 13.7 0 - 0 0 0
17 Nov 420.95 13.7 0 - 0 0 0
14 Nov 411.15 13.7 0 - 0 0 0
13 Nov 417.00 13.7 0 - 0 0 0
12 Nov 405.90 13.7 0 - 0 0 0
11 Nov 385.10 13.7 0 0.66 0 0 0
10 Nov 382.15 13.7 0 1.81 0 0 0
7 Nov 380.40 13.7 0 1.96 0 0 0
6 Nov 385.20 13.7 0 0.97 0 0 0
4 Nov 380.50 13.7 0 1.67 0 0 0
3 Nov 377.15 13.7 0 2.13 0 0 0
31 Oct 372.10 13.7 0 - 0 0 0
30 Oct 376.60 13.7 0 2.29 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 392.65. The strike last trading price was 11.5, which was 1.75 higher than the previous day. The implied volatity was 28.40, the open interest changed by 40 which increased total open position to 424


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 392.65 11.2 -3.5 27.05 356 -33 220
4 Dec 388.35 14.95 10.2 30.62 1,267 42 255
3 Dec 410.00 4.6 -3.4 26.52 856 18 218
2 Dec 399.00 7.4 -2.65 25.90 317 29 201
1 Dec 394.50 10.3 1.75 25.65 252 28 173
28 Nov 398.35 8.6 0.1 25.27 137 14 145
27 Nov 399.65 8.35 -0.35 25.23 296 -20 133
26 Nov 398.45 8.5 -3.4 24.41 139 23 153
25 Nov 393.25 12.3 -0.05 26.02 127 19 132
24 Nov 395.25 12.7 0.85 27.68 74 20 110
21 Nov 396.85 11.4 -1.4 28.11 88 4 90
20 Nov 395.15 12.25 4.5 27.78 232 52 87
19 Nov 410.10 7.7 2.85 28.88 29 6 35
18 Nov 421.60 4.85 -0.95 28.70 16 5 26
17 Nov 420.95 5.8 -1.5 31.34 28 20 21
14 Nov 411.15 7.3 -31.5 27.78 1 0 0
13 Nov 417.00 38.8 0 5.44 0 0 0
12 Nov 405.90 38.8 0 3.29 0 0 0
11 Nov 385.10 38.8 0 - 0 0 0
10 Nov 382.15 38.8 0 - 0 0 0
7 Nov 380.40 38.8 0 - 0 0 0
6 Nov 385.20 38.8 0 - 0 0 0
4 Nov 380.50 38.8 0 - 0 0 0
3 Nov 377.15 38.8 0 - 0 0 0
31 Oct 372.10 38.8 0 - 0 0 0
30 Oct 376.60 38.8 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 392.65. The strike last trading price was 11.2, which was -3.5 lower than the previous day. The implied volatity was 27.05, the open interest changed by -33 which decreased total open position to 220


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