BIOCON
Biocon Limited.
Historical option data for BIOCON
24 Dec 2025 04:10 PM IST
| BIOCON 27-JAN-2026 400 CE | ||||||||||||||||
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Delta: 0.54
Vega: 0.48
Theta: -0.23
Gamma: 0.01
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| 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 | |||||||||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.46
Vega: 0.48
Theta: -0.14
Gamma: 0.01
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| 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































































































































































































































