[--[65.84.65.76]--]

BIOCON

Biocon Limited.
398.35 -3.20 (-0.80%)
L: 397.35 H: 406.35

Back to Option Chain


Historical option data for BIOCON

24 Dec 2025 04:10 PM IST
BIOCON 27-JAN-2026 400 CE
Delta: 0.54
Vega: 0.48
Theta: -0.23
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
24 Dec 398.35 12.8 -2.25 24.56 523 55 395
23 Dec 401.55 14.95 0.85 25.29 291 19 339
22 Dec 399.30 13.8 -0.25 24.66 251 41 318
19 Dec 398.55 13.7 2.05 24.35 306 102 279
18 Dec 392.25 11.35 2.25 25.63 203 29 179
17 Dec 386.10 9.1 0.1 24.71 24 11 150
16 Dec 384.90 9 -2.8 26.47 18 5 138
15 Dec 390.65 11.4 1.3 25.68 45 7 133
12 Dec 386.35 9.95 1 25.81 33 -4 124
11 Dec 381.75 9 0.45 25.84 21 6 132
10 Dec 379.15 8.2 -1.8 27.01 33 17 127
9 Dec 383.65 10 -0.75 25.99 58 1 110
8 Dec 383.80 10.55 -4.95 28.31 50 19 110
5 Dec 392.65 15.1 1.8 27.07 35 -10 90
4 Dec 388.35 13.1 -11.2 26.67 128 60 104
3 Dec 410.00 24.3 5.75 23.45 50 19 44
2 Dec 399.00 19.25 3.75 24.88 21 8 25
1 Dec 394.50 15.5 -2.7 24.81 8 6 17
28 Nov 398.35 18.2 -0.3 24.21 5 2 11
27 Nov 399.65 18.5 0.1 23.53 5 2 8
26 Nov 398.45 18.4 2.4 24.04 6 0 6
25 Nov 393.25 16 -3.5 - 0 1 0
24 Nov 395.25 16 -3.5 24.46 5 0 5
21 Nov 396.85 19.5 0.3 25.32 5 0 5
20 Nov 395.15 19.2 1.95 26.33 5 4 4
19 Nov 410.10 17.25 0 - 0 0 0
18 Nov 421.60 17.25 0 - 0 0 0
14 Nov 411.15 17.25 0 - 0 0 0
13 Nov 417.00 17.25 0 - 0 0 0
12 Nov 405.90 17.25 0 - 0 0 0
11 Nov 385.10 17.25 0 1.10 0 0 0
10 Nov 382.15 17.25 0 1.57 0 0 0
7 Nov 380.40 17.25 0 1.91 0 0 0
3 Nov 377.15 17.25 0 2.06 0 0 0
31 Oct 372.10 17.25 0 - 0 0 0


For Biocon Limited. - strike price 400 expiring on 27JAN2026

Delta for 400 CE is 0.54

Historical price for 400 CE is as follows

On 24 Dec BIOCON was trading at 398.35. The strike last trading price was 12.8, which was -2.25 lower than the previous day. The implied volatity was 24.56, the open interest changed by 55 which increased total open position to 395


On 23 Dec BIOCON was trading at 401.55. The strike last trading price was 14.95, which was 0.85 higher than the previous day. The implied volatity was 25.29, the open interest changed by 19 which increased total open position to 339


On 22 Dec BIOCON was trading at 399.30. The strike last trading price was 13.8, which was -0.25 lower than the previous day. The implied volatity was 24.66, the open interest changed by 41 which increased total open position to 318


On 19 Dec BIOCON was trading at 398.55. The strike last trading price was 13.7, which was 2.05 higher than the previous day. The implied volatity was 24.35, the open interest changed by 102 which increased total open position to 279


On 18 Dec BIOCON was trading at 392.25. The strike last trading price was 11.35, which was 2.25 higher than the previous day. The implied volatity was 25.63, the open interest changed by 29 which increased total open position to 179


On 17 Dec BIOCON was trading at 386.10. The strike last trading price was 9.1, which was 0.1 higher than the previous day. The implied volatity was 24.71, the open interest changed by 11 which increased total open position to 150


On 16 Dec BIOCON was trading at 384.90. The strike last trading price was 9, which was -2.8 lower than the previous day. The implied volatity was 26.47, the open interest changed by 5 which increased total open position to 138


On 15 Dec BIOCON was trading at 390.65. The strike last trading price was 11.4, which was 1.3 higher than the previous day. The implied volatity was 25.68, the open interest changed by 7 which increased total open position to 133


On 12 Dec BIOCON was trading at 386.35. The strike last trading price was 9.95, which was 1 higher than the previous day. The implied volatity was 25.81, the open interest changed by -4 which decreased total open position to 124


On 11 Dec BIOCON was trading at 381.75. The strike last trading price was 9, which was 0.45 higher than the previous day. The implied volatity was 25.84, the open interest changed by 6 which increased total open position to 132


On 10 Dec BIOCON was trading at 379.15. The strike last trading price was 8.2, which was -1.8 lower than the previous day. The implied volatity was 27.01, the open interest changed by 17 which increased total open position to 127


On 9 Dec BIOCON was trading at 383.65. The strike last trading price was 10, which was -0.75 lower than the previous day. The implied volatity was 25.99, the open interest changed by 1 which increased total open position to 110


On 8 Dec BIOCON was trading at 383.80. The strike last trading price was 10.55, which was -4.95 lower than the previous day. The implied volatity was 28.31, the open interest changed by 19 which increased total open position to 110


On 5 Dec BIOCON was trading at 392.65. The strike last trading price was 15.1, which was 1.8 higher than the previous day. The implied volatity was 27.07, the open interest changed by -10 which decreased total open position to 90


On 4 Dec BIOCON was trading at 388.35. The strike last trading price was 13.1, which was -11.2 lower than the previous day. The implied volatity was 26.67, the open interest changed by 60 which increased total open position to 104


On 3 Dec BIOCON was trading at 410.00. The strike last trading price was 24.3, which was 5.75 higher than the previous day. The implied volatity was 23.45, the open interest changed by 19 which increased total open position to 44


On 2 Dec BIOCON was trading at 399.00. The strike last trading price was 19.25, which was 3.75 higher than the previous day. The implied volatity was 24.88, the open interest changed by 8 which increased total open position to 25


On 1 Dec BIOCON was trading at 394.50. The strike last trading price was 15.5, which was -2.7 lower than the previous day. The implied volatity was 24.81, the open interest changed by 6 which increased total open position to 17


On 28 Nov BIOCON was trading at 398.35. The strike last trading price was 18.2, which was -0.3 lower than the previous day. The implied volatity was 24.21, the open interest changed by 2 which increased total open position to 11


On 27 Nov BIOCON was trading at 399.65. The strike last trading price was 18.5, which was 0.1 higher than the previous day. The implied volatity was 23.53, the open interest changed by 2 which increased total open position to 8


On 26 Nov BIOCON was trading at 398.45. The strike last trading price was 18.4, which was 2.4 higher than the previous day. The implied volatity was 24.04, the open interest changed by 0 which decreased total open position to 6


On 25 Nov BIOCON was trading at 393.25. The strike last trading price was 16, which was -3.5 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 24 Nov BIOCON was trading at 395.25. The strike last trading price was 16, which was -3.5 lower than the previous day. The implied volatity was 24.46, the open interest changed by 0 which decreased total open position to 5


On 21 Nov BIOCON was trading at 396.85. The strike last trading price was 19.5, which was 0.3 higher than the previous day. The implied volatity was 25.32, the open interest changed by 0 which decreased total open position to 5


On 20 Nov BIOCON was trading at 395.15. The strike last trading price was 19.2, which was 1.95 higher than the previous day. The implied volatity was 26.33, the open interest changed by 4 which increased total open position to 4


On 19 Nov BIOCON was trading at 410.10. The strike last trading price was 17.25, 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 17.25, 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 17.25, 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 17.25, 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 17.25, 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 17.25, which was 0 lower than the previous day. The implied volatity was 1.10, 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 17.25, which was 0 lower than the previous day. The implied volatity was 1.57, 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 17.25, which was 0 lower than the previous day. The implied volatity was 1.91, 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 17.25, which was 0 lower than the previous day. The implied volatity was 2.06, 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 17.25, 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


BIOCON 27JAN2026 400 PE
Delta: -0.46
Vega: 0.48
Theta: -0.14
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
24 Dec 398.35 12 1.45 26.65 334 90 265
23 Dec 401.55 10.5 -1.05 25.84 80 31 175
22 Dec 399.30 11.7 -0.45 26.33 152 58 146
19 Dec 398.55 12 -4 25.22 113 51 90
18 Dec 392.25 16 -3.5 26.62 20 3 39
17 Dec 386.10 19.5 0.6 28.39 3 0 35
16 Dec 384.90 18.9 2.5 23.50 3 0 35
15 Dec 390.65 16.4 -1.6 25.47 4 -1 35
12 Dec 386.35 18 -5.9 22.80 6 2 35
11 Dec 381.75 23.9 1 30.51 1 0 33
10 Dec 379.15 22.9 0.25 23.05 8 0 34
9 Dec 383.65 22.65 0.25 29.34 4 -1 34
8 Dec 383.80 22.4 4.7 26.26 16 0 34
5 Dec 392.65 17.1 -3.9 26.76 15 -6 33
4 Dec 388.35 21 11.45 29.58 31 12 38
3 Dec 410.00 9.5 -7.5 26.41 35 13 26
2 Dec 399.00 17 0.6 32.79 1 0 13
1 Dec 394.50 16.4 1.75 26.58 2 1 13
28 Nov 398.35 14.85 0 27.01 6 -2 12
27 Nov 399.65 14.85 -0.15 27.50 14 1 13
26 Nov 398.45 15 -1 26.89 14 -8 12
25 Nov 393.25 16 -2.8 - 0 0 0
24 Nov 395.25 16 -2.8 - 0 0 0
21 Nov 396.85 16 -2.8 27.00 2 0 20
20 Nov 395.15 18.8 6.45 29.64 9 5 21
19 Nov 410.10 12.3 2.8 28.25 4 -1 16
18 Nov 421.60 9.5 0.2 29.48 5 0 13
14 Nov 411.15 9.3 -36.15 - 0 13 0
13 Nov 417.00 9.3 -36.15 26.22 13 8 8
12 Nov 405.90 45.45 0 2.40 0 0 0
11 Nov 385.10 45.45 0 - 0 0 0
10 Nov 382.15 45.45 0 - 0 0 0
7 Nov 380.40 45.45 0 - 0 0 0
3 Nov 377.15 45.45 0 - 0 0 0
31 Oct 372.10 45.45 0 - 0 0 0


For Biocon Limited. - strike price 400 expiring on 27JAN2026

Delta for 400 PE is -0.46

Historical price for 400 PE is as follows

On 24 Dec BIOCON was trading at 398.35. The strike last trading price was 12, which was 1.45 higher than the previous day. The implied volatity was 26.65, the open interest changed by 90 which increased total open position to 265


On 23 Dec BIOCON was trading at 401.55. The strike last trading price was 10.5, which was -1.05 lower than the previous day. The implied volatity was 25.84, the open interest changed by 31 which increased total open position to 175


On 22 Dec BIOCON was trading at 399.30. The strike last trading price was 11.7, which was -0.45 lower than the previous day. The implied volatity was 26.33, the open interest changed by 58 which increased total open position to 146


On 19 Dec BIOCON was trading at 398.55. The strike last trading price was 12, which was -4 lower than the previous day. The implied volatity was 25.22, the open interest changed by 51 which increased total open position to 90


On 18 Dec BIOCON was trading at 392.25. The strike last trading price was 16, which was -3.5 lower than the previous day. The implied volatity was 26.62, the open interest changed by 3 which increased total open position to 39


On 17 Dec BIOCON was trading at 386.10. The strike last trading price was 19.5, which was 0.6 higher than the previous day. The implied volatity was 28.39, the open interest changed by 0 which decreased total open position to 35


On 16 Dec BIOCON was trading at 384.90. The strike last trading price was 18.9, which was 2.5 higher than the previous day. The implied volatity was 23.50, the open interest changed by 0 which decreased total open position to 35


On 15 Dec BIOCON was trading at 390.65. The strike last trading price was 16.4, which was -1.6 lower than the previous day. The implied volatity was 25.47, the open interest changed by -1 which decreased total open position to 35


On 12 Dec BIOCON was trading at 386.35. The strike last trading price was 18, which was -5.9 lower than the previous day. The implied volatity was 22.80, the open interest changed by 2 which increased total open position to 35


On 11 Dec BIOCON was trading at 381.75. The strike last trading price was 23.9, which was 1 higher than the previous day. The implied volatity was 30.51, the open interest changed by 0 which decreased total open position to 33


On 10 Dec BIOCON was trading at 379.15. The strike last trading price was 22.9, which was 0.25 higher than the previous day. The implied volatity was 23.05, the open interest changed by 0 which decreased total open position to 34


On 9 Dec BIOCON was trading at 383.65. The strike last trading price was 22.65, which was 0.25 higher than the previous day. The implied volatity was 29.34, the open interest changed by -1 which decreased total open position to 34


On 8 Dec BIOCON was trading at 383.80. The strike last trading price was 22.4, which was 4.7 higher than the previous day. The implied volatity was 26.26, the open interest changed by 0 which decreased total open position to 34


On 5 Dec BIOCON was trading at 392.65. The strike last trading price was 17.1, which was -3.9 lower than the previous day. The implied volatity was 26.76, the open interest changed by -6 which decreased total open position to 33


On 4 Dec BIOCON was trading at 388.35. The strike last trading price was 21, which was 11.45 higher than the previous day. The implied volatity was 29.58, the open interest changed by 12 which increased total open position to 38


On 3 Dec BIOCON was trading at 410.00. The strike last trading price was 9.5, which was -7.5 lower than the previous day. The implied volatity was 26.41, the open interest changed by 13 which increased total open position to 26


On 2 Dec BIOCON was trading at 399.00. The strike last trading price was 17, which was 0.6 higher than the previous day. The implied volatity was 32.79, the open interest changed by 0 which decreased total open position to 13


On 1 Dec BIOCON was trading at 394.50. The strike last trading price was 16.4, which was 1.75 higher than the previous day. The implied volatity was 26.58, the open interest changed by 1 which increased total open position to 13


On 28 Nov BIOCON was trading at 398.35. The strike last trading price was 14.85, which was 0 lower than the previous day. The implied volatity was 27.01, the open interest changed by -2 which decreased total open position to 12


On 27 Nov BIOCON was trading at 399.65. The strike last trading price was 14.85, which was -0.15 lower than the previous day. The implied volatity was 27.50, the open interest changed by 1 which increased total open position to 13


On 26 Nov BIOCON was trading at 398.45. The strike last trading price was 15, which was -1 lower than the previous day. The implied volatity was 26.89, the open interest changed by -8 which decreased total open position to 12


On 25 Nov BIOCON was trading at 393.25. The strike last trading price was 16, which was -2.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Nov BIOCON was trading at 395.25. The strike last trading price was 16, which was -2.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Nov BIOCON was trading at 396.85. The strike last trading price was 16, which was -2.8 lower than the previous day. The implied volatity was 27.00, the open interest changed by 0 which decreased total open position to 20


On 20 Nov BIOCON was trading at 395.15. The strike last trading price was 18.8, which was 6.45 higher than the previous day. The implied volatity was 29.64, the open interest changed by 5 which increased total open position to 21


On 19 Nov BIOCON was trading at 410.10. The strike last trading price was 12.3, which was 2.8 higher than the previous day. The implied volatity was 28.25, the open interest changed by -1 which decreased total open position to 16


On 18 Nov BIOCON was trading at 421.60. The strike last trading price was 9.5, which was 0.2 higher than the previous day. The implied volatity was 29.48, the open interest changed by 0 which decreased total open position to 13


On 14 Nov BIOCON was trading at 411.15. The strike last trading price was 9.3, which was -36.15 lower than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 0


On 13 Nov BIOCON was trading at 417.00. The strike last trading price was 9.3, which was -36.15 lower than the previous day. The implied volatity was 26.22, the open interest changed by 8 which increased total open position to 8


On 12 Nov BIOCON was trading at 405.90. The strike last trading price was 45.45, which was 0 lower than the previous day. The implied volatity was 2.40, 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 45.45, 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 45.45, 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 45.45, 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 45.45, 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 45.45, 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