BIOCON
Biocon Limited.
Historical option data for BIOCON
12 Dec 2024 10:11 AM IST
| BIOCON 26DEC2024 400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.09
Vega: 0.11
Theta: -0.14
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 362.95 | 0.95 | -0.70 | 33.95 | 461 | 104 | 2,921 | |||
| 11 Dec | 367.85 | 1.65 | -0.55 | 34.90 | 352 | 48 | 2,818 | |||
| 10 Dec | 369.20 | 2.2 | -0.35 | 35.84 | 613 | 53 | 2,769 | |||
| 9 Dec | 369.60 | 2.55 | -1.55 | 35.83 | 2,500 | 770 | 2,714 | |||
| 6 Dec | 380.05 | 4.1 | 0.15 | 30.12 | 1,027 | 36 | 1,988 | |||
| 5 Dec | 375.25 | 3.95 | -1.10 | 31.92 | 1,079 | 311 | 1,958 | |||
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| 4 Dec | 379.70 | 5.05 | 1.90 | 30.88 | 1,720 | 165 | 1,651 | |||
| 3 Dec | 373.85 | 3.15 | -1.10 | 29.35 | 691 | -8 | 1,486 | |||
| 2 Dec | 375.35 | 4.25 | 1.25 | 31.67 | 2,479 | 127 | 1,494 | |||
| 29 Nov | 365.15 | 3 | -0.55 | 32.42 | 1,092 | 212 | 1,367 | |||
| 28 Nov | 363.95 | 3.55 | 0.45 | 33.65 | 1,069 | 24 | 1,157 | |||
| 27 Nov | 358.65 | 3.1 | 0.80 | 35.49 | 1,656 | 874 | 1,133 | |||
| 26 Nov | 352.65 | 2.3 | 1.10 | 35.74 | 602 | 221 | 259 | |||
| 25 Nov | 336.35 | 1.2 | 0.45 | 37.97 | 41 | 29 | 38 | |||
| 22 Nov | 331.50 | 0.75 | -0.05 | 34.87 | 21 | 6 | 15 | |||
| 21 Nov | 323.10 | 0.8 | 0.30 | 38.70 | 11 | 0 | 8 | |||
| 20 Nov | 327.05 | 0.5 | 0.00 | 33.18 | 13 | 7 | 8 | |||
| 19 Nov | 327.05 | 0.5 | 0.40 | 33.18 | 13 | 7 | 8 | |||
| 18 Nov | 325.35 | 0.1 | -22.00 | 26.18 | 1 | 0 | 0 | |||
| 15 Oct | 352.20 | 22.1 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 356.55 | 22.1 | 22.10 | - | 0 | 0 | 0 | |||
| 1 Oct | 370.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 363.10 | 0 | - | 0 | 0 | 0 | ||||
For Biocon Limited. - strike price 400 expiring on 26DEC2024
Delta for 400 CE is 0.09
Historical price for 400 CE is as follows
On 12 Dec BIOCON was trading at 362.95. The strike last trading price was 0.95, which was -0.70 lower than the previous day. The implied volatity was 33.95, the open interest changed by 104 which increased total open position to 2921
On 11 Dec BIOCON was trading at 367.85. The strike last trading price was 1.65, which was -0.55 lower than the previous day. The implied volatity was 34.90, the open interest changed by 48 which increased total open position to 2818
On 10 Dec BIOCON was trading at 369.20. The strike last trading price was 2.2, which was -0.35 lower than the previous day. The implied volatity was 35.84, the open interest changed by 53 which increased total open position to 2769
On 9 Dec BIOCON was trading at 369.60. The strike last trading price was 2.55, which was -1.55 lower than the previous day. The implied volatity was 35.83, the open interest changed by 770 which increased total open position to 2714
On 6 Dec BIOCON was trading at 380.05. The strike last trading price was 4.1, which was 0.15 higher than the previous day. The implied volatity was 30.12, the open interest changed by 36 which increased total open position to 1988
On 5 Dec BIOCON was trading at 375.25. The strike last trading price was 3.95, which was -1.10 lower than the previous day. The implied volatity was 31.92, the open interest changed by 311 which increased total open position to 1958
On 4 Dec BIOCON was trading at 379.70. The strike last trading price was 5.05, which was 1.90 higher than the previous day. The implied volatity was 30.88, the open interest changed by 165 which increased total open position to 1651
On 3 Dec BIOCON was trading at 373.85. The strike last trading price was 3.15, which was -1.10 lower than the previous day. The implied volatity was 29.35, the open interest changed by -8 which decreased total open position to 1486
On 2 Dec BIOCON was trading at 375.35. The strike last trading price was 4.25, which was 1.25 higher than the previous day. The implied volatity was 31.67, the open interest changed by 127 which increased total open position to 1494
On 29 Nov BIOCON was trading at 365.15. The strike last trading price was 3, which was -0.55 lower than the previous day. The implied volatity was 32.42, the open interest changed by 212 which increased total open position to 1367
On 28 Nov BIOCON was trading at 363.95. The strike last trading price was 3.55, which was 0.45 higher than the previous day. The implied volatity was 33.65, the open interest changed by 24 which increased total open position to 1157
On 27 Nov BIOCON was trading at 358.65. The strike last trading price was 3.1, which was 0.80 higher than the previous day. The implied volatity was 35.49, the open interest changed by 874 which increased total open position to 1133
On 26 Nov BIOCON was trading at 352.65. The strike last trading price was 2.3, which was 1.10 higher than the previous day. The implied volatity was 35.74, the open interest changed by 221 which increased total open position to 259
On 25 Nov BIOCON was trading at 336.35. The strike last trading price was 1.2, which was 0.45 higher than the previous day. The implied volatity was 37.97, the open interest changed by 29 which increased total open position to 38
On 22 Nov BIOCON was trading at 331.50. The strike last trading price was 0.75, which was -0.05 lower than the previous day. The implied volatity was 34.87, the open interest changed by 6 which increased total open position to 15
On 21 Nov BIOCON was trading at 323.10. The strike last trading price was 0.8, which was 0.30 higher than the previous day. The implied volatity was 38.70, the open interest changed by 0 which decreased total open position to 8
On 20 Nov BIOCON was trading at 327.05. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 33.18, the open interest changed by 7 which increased total open position to 8
On 19 Nov BIOCON was trading at 327.05. The strike last trading price was 0.5, which was 0.40 higher than the previous day. The implied volatity was 33.18, the open interest changed by 7 which increased total open position to 8
On 18 Nov BIOCON was trading at 325.35. The strike last trading price was 0.1, which was -22.00 lower than the previous day. The implied volatity was 26.18, the open interest changed by 0 which decreased total open position to 0
On 15 Oct BIOCON was trading at 352.20. The strike last trading price was 22.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct BIOCON was trading at 356.55. The strike last trading price was 22.1, which was 22.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct BIOCON was trading at 370.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept BIOCON was trading at 363.10. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BIOCON 26DEC2024 400 PE | |||||||
|---|---|---|---|---|---|---|---|
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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 | 29.55 | 0.00 | 0.00 | 0 | 2 | 0 |
| 11 Dec | 367.85 | 29.55 | -2.30 | - | 4 | 2 | 95 |
| 10 Dec | 369.20 | 31.85 | 0.85 | 33.89 | 17 | 5 | 93 |
| 9 Dec | 369.60 | 31 | 7.75 | 32.25 | 29 | 0 | 89 |
| 6 Dec | 380.05 | 23.25 | -3.65 | 32.62 | 16 | 10 | 89 |
| 5 Dec | 375.25 | 26.9 | 2.85 | 35.54 | 30 | 17 | 79 |
| 4 Dec | 379.70 | 24.05 | -3.05 | 35.78 | 33 | 1 | 61 |
| 3 Dec | 373.85 | 27.1 | 1.00 | 29.21 | 6 | 0 | 60 |
| 2 Dec | 375.35 | 26.1 | -8.80 | 28.15 | 57 | 19 | 59 |
| 29 Nov | 365.15 | 34.9 | -2.10 | 30.83 | 14 | 1 | 39 |
| 28 Nov | 363.95 | 37 | -5.00 | 38.59 | 3 | 2 | 37 |
| 27 Nov | 358.65 | 42 | -4.50 | 38.74 | 7 | 2 | 36 |
| 26 Nov | 352.65 | 46.5 | -12.60 | 33.44 | 10 | 8 | 34 |
| 25 Nov | 336.35 | 59.1 | -6.90 | - | 15 | 15 | 25 |
| 22 Nov | 331.50 | 66 | 2.00 | 38.28 | 1 | 0 | 10 |
| 21 Nov | 323.10 | 64 | 0.00 | 0.00 | 0 | 7 | 0 |
| 20 Nov | 327.05 | 64 | 0.00 | - | 7 | 7 | 7 |
| 19 Nov | 327.05 | 64 | -4.25 | - | 7 | 4 | 7 |
| 18 Nov | 325.35 | 68.25 | 68.25 | - | 2 | 0 | 1 |
| 15 Oct | 352.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 356.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 370.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 363.10 | 0 | - | 0 | 0 | 0 | |
For Biocon Limited. - strike price 400 expiring on 26DEC2024
Delta for 400 PE is 0.00
Historical price for 400 PE is as follows
On 12 Dec BIOCON was trading at 362.95. The strike last trading price was 29.55, 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 11 Dec BIOCON was trading at 367.85. The strike last trading price was 29.55, which was -2.30 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 95
On 10 Dec BIOCON was trading at 369.20. The strike last trading price was 31.85, which was 0.85 higher than the previous day. The implied volatity was 33.89, the open interest changed by 5 which increased total open position to 93
On 9 Dec BIOCON was trading at 369.60. The strike last trading price was 31, which was 7.75 higher than the previous day. The implied volatity was 32.25, the open interest changed by 0 which decreased total open position to 89
On 6 Dec BIOCON was trading at 380.05. The strike last trading price was 23.25, which was -3.65 lower than the previous day. The implied volatity was 32.62, the open interest changed by 10 which increased total open position to 89
On 5 Dec BIOCON was trading at 375.25. The strike last trading price was 26.9, which was 2.85 higher than the previous day. The implied volatity was 35.54, the open interest changed by 17 which increased total open position to 79
On 4 Dec BIOCON was trading at 379.70. The strike last trading price was 24.05, which was -3.05 lower than the previous day. The implied volatity was 35.78, the open interest changed by 1 which increased total open position to 61
On 3 Dec BIOCON was trading at 373.85. The strike last trading price was 27.1, which was 1.00 higher than the previous day. The implied volatity was 29.21, the open interest changed by 0 which decreased total open position to 60
On 2 Dec BIOCON was trading at 375.35. The strike last trading price was 26.1, which was -8.80 lower than the previous day. The implied volatity was 28.15, the open interest changed by 19 which increased total open position to 59
On 29 Nov BIOCON was trading at 365.15. The strike last trading price was 34.9, which was -2.10 lower than the previous day. The implied volatity was 30.83, the open interest changed by 1 which increased total open position to 39
On 28 Nov BIOCON was trading at 363.95. The strike last trading price was 37, which was -5.00 lower than the previous day. The implied volatity was 38.59, the open interest changed by 2 which increased total open position to 37
On 27 Nov BIOCON was trading at 358.65. The strike last trading price was 42, which was -4.50 lower than the previous day. The implied volatity was 38.74, the open interest changed by 2 which increased total open position to 36
On 26 Nov BIOCON was trading at 352.65. The strike last trading price was 46.5, which was -12.60 lower than the previous day. The implied volatity was 33.44, the open interest changed by 8 which increased total open position to 34
On 25 Nov BIOCON was trading at 336.35. The strike last trading price was 59.1, which was -6.90 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 25
On 22 Nov BIOCON was trading at 331.50. The strike last trading price was 66, which was 2.00 higher than the previous day. The implied volatity was 38.28, the open interest changed by 0 which decreased total open position to 10
On 21 Nov BIOCON was trading at 323.10. The strike last trading price was 64, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 20 Nov BIOCON was trading at 327.05. The strike last trading price was 64, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 7
On 19 Nov BIOCON was trading at 327.05. The strike last trading price was 64, which was -4.25 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 7
On 18 Nov BIOCON was trading at 325.35. The strike last trading price was 68.25, which was 68.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 15 Oct BIOCON was trading at 352.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct BIOCON was trading at 356.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct BIOCON was trading at 370.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept BIOCON was trading at 363.10. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
