[--[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 03:31 PM IST
BIOCON 30-DEC-2025 400 CE
Delta: 0.44
Vega: 0.41
Theta: -0.28
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 392.05 9.3 1.5 28.46 4,585 596 2,455
4 Dec 388.35 7.4 -11.1 27.33 6,529 1,167 1,858
3 Dec 410.00 18.9 6.7 24.84 4,061 -414 692
2 Dec 399.00 13.4 3.5 26.32 2,244 84 1,115
1 Dec 394.50 9.8 -1.8 25.10 1,310 142 1,029
28 Nov 398.35 11.5 -1.6 22.19 1,104 88 885
27 Nov 399.65 12.95 0.4 23.69 1,910 0 811
26 Nov 398.45 12.8 2.45 24.11 1,443 121 830
25 Nov 393.25 10 -2.15 24.79 629 81 710
24 Nov 395.25 11.6 -1.95 26.52 704 182 623
21 Nov 396.85 13.85 0.45 25.21 902 33 440
20 Nov 395.15 13.1 -9.3 25.46 1,037 267 444
19 Nov 410.10 22.4 -9.05 26.27 231 62 177
18 Nov 421.60 31.45 0.05 26.84 101 -1 114
17 Nov 420.95 32.8 7.85 27.22 34 -7 112
14 Nov 411.15 25.4 -3.5 27.67 27 -1 118
13 Nov 417.00 28.6 6.05 26.61 115 -43 119
12 Nov 405.90 23.1 11.6 30.07 423 82 161
11 Nov 385.10 11.2 0.2 25.77 83 7 79
10 Nov 382.15 11 1.15 29.39 39 10 73
7 Nov 380.40 9.85 -2 27.15 54 15 64
6 Nov 385.20 11.8 1.9 26.69 42 18 48
4 Nov 380.50 9.95 1.4 25.71 40 19 30
3 Nov 377.15 8.55 0.15 24.67 2 1 10
31 Oct 372.10 8.4 -0.6 - 2 1 9
30 Oct 376.60 9 -1.05 25.39 9 7 7
27 Oct 360.45 10.05 0 6.06 0 0 0
24 Oct 359.50 10.05 0 5.85 0 0 0
23 Oct 362.30 10.05 0 5.39 0 0 0
21 Oct 366.10 10.05 0 4.91 0 0 0
20 Oct 364.30 10.05 0 5.06 0 0 0
17 Oct 356.15 10.05 0 6.18 0 0 0
16 Oct 358.20 10.05 0 - 0 0 0
15 Oct 356.40 10.05 0 - 0 0 0
14 Oct 351.85 10.05 0 - 0 0 0
10 Oct 353.45 10.05 0 6.36 0 0 0
9 Oct 352.50 10.05 0 6.57 0 0 0
3 Oct 352.25 0 0 6.16 0 0 0


For Biocon Limited. - strike price 400 expiring on 30DEC2025

Delta for 400 CE is 0.44

Historical price for 400 CE is as follows

On 5 Dec BIOCON was trading at 392.05. The strike last trading price was 9.3, which was 1.5 higher than the previous day. The implied volatity was 28.46, the open interest changed by 596 which increased total open position to 2455


On 4 Dec BIOCON was trading at 388.35. The strike last trading price was 7.4, which was -11.1 lower than the previous day. The implied volatity was 27.33, the open interest changed by 1167 which increased total open position to 1858


On 3 Dec BIOCON was trading at 410.00. The strike last trading price was 18.9, which was 6.7 higher than the previous day. The implied volatity was 24.84, the open interest changed by -414 which decreased total open position to 692


On 2 Dec BIOCON was trading at 399.00. The strike last trading price was 13.4, which was 3.5 higher than the previous day. The implied volatity was 26.32, the open interest changed by 84 which increased total open position to 1115


On 1 Dec BIOCON was trading at 394.50. The strike last trading price was 9.8, which was -1.8 lower than the previous day. The implied volatity was 25.10, the open interest changed by 142 which increased total open position to 1029


On 28 Nov BIOCON was trading at 398.35. The strike last trading price was 11.5, which was -1.6 lower than the previous day. The implied volatity was 22.19, the open interest changed by 88 which increased total open position to 885


On 27 Nov BIOCON was trading at 399.65. The strike last trading price was 12.95, which was 0.4 higher than the previous day. The implied volatity was 23.69, the open interest changed by 0 which decreased total open position to 811


On 26 Nov BIOCON was trading at 398.45. The strike last trading price was 12.8, which was 2.45 higher than the previous day. The implied volatity was 24.11, the open interest changed by 121 which increased total open position to 830


On 25 Nov BIOCON was trading at 393.25. The strike last trading price was 10, which was -2.15 lower than the previous day. The implied volatity was 24.79, the open interest changed by 81 which increased total open position to 710


On 24 Nov BIOCON was trading at 395.25. The strike last trading price was 11.6, which was -1.95 lower than the previous day. The implied volatity was 26.52, the open interest changed by 182 which increased total open position to 623


On 21 Nov BIOCON was trading at 396.85. The strike last trading price was 13.85, which was 0.45 higher than the previous day. The implied volatity was 25.21, the open interest changed by 33 which increased total open position to 440


On 20 Nov BIOCON was trading at 395.15. The strike last trading price was 13.1, which was -9.3 lower than the previous day. The implied volatity was 25.46, the open interest changed by 267 which increased total open position to 444


On 19 Nov BIOCON was trading at 410.10. The strike last trading price was 22.4, which was -9.05 lower than the previous day. The implied volatity was 26.27, the open interest changed by 62 which increased total open position to 177


On 18 Nov BIOCON was trading at 421.60. The strike last trading price was 31.45, which was 0.05 higher than the previous day. The implied volatity was 26.84, the open interest changed by -1 which decreased total open position to 114


On 17 Nov BIOCON was trading at 420.95. The strike last trading price was 32.8, which was 7.85 higher than the previous day. The implied volatity was 27.22, the open interest changed by -7 which decreased total open position to 112


On 14 Nov BIOCON was trading at 411.15. The strike last trading price was 25.4, which was -3.5 lower than the previous day. The implied volatity was 27.67, the open interest changed by -1 which decreased total open position to 118


On 13 Nov BIOCON was trading at 417.00. The strike last trading price was 28.6, which was 6.05 higher than the previous day. The implied volatity was 26.61, the open interest changed by -43 which decreased total open position to 119


On 12 Nov BIOCON was trading at 405.90. The strike last trading price was 23.1, which was 11.6 higher than the previous day. The implied volatity was 30.07, the open interest changed by 82 which increased total open position to 161


On 11 Nov BIOCON was trading at 385.10. The strike last trading price was 11.2, which was 0.2 higher than the previous day. The implied volatity was 25.77, the open interest changed by 7 which increased total open position to 79


On 10 Nov BIOCON was trading at 382.15. The strike last trading price was 11, which was 1.15 higher than the previous day. The implied volatity was 29.39, the open interest changed by 10 which increased total open position to 73


On 7 Nov BIOCON was trading at 380.40. The strike last trading price was 9.85, which was -2 lower than the previous day. The implied volatity was 27.15, the open interest changed by 15 which increased total open position to 64


On 6 Nov BIOCON was trading at 385.20. The strike last trading price was 11.8, which was 1.9 higher than the previous day. The implied volatity was 26.69, the open interest changed by 18 which increased total open position to 48


On 4 Nov BIOCON was trading at 380.50. The strike last trading price was 9.95, which was 1.4 higher than the previous day. The implied volatity was 25.71, the open interest changed by 19 which increased total open position to 30


On 3 Nov BIOCON was trading at 377.15. The strike last trading price was 8.55, which was 0.15 higher than the previous day. The implied volatity was 24.67, the open interest changed by 1 which increased total open position to 10


On 31 Oct BIOCON was trading at 372.10. The strike last trading price was 8.4, which was -0.6 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 9


On 30 Oct BIOCON was trading at 376.60. The strike last trading price was 9, which was -1.05 lower than the previous day. The implied volatity was 25.39, the open interest changed by 7 which increased total open position to 7


On 27 Oct BIOCON was trading at 360.45. The strike last trading price was 10.05, which was 0 lower than the previous day. The implied volatity was 6.06, the open interest changed by 0 which decreased total open position to 0


On 24 Oct BIOCON was trading at 359.50. The strike last trading price was 10.05, which was 0 lower than the previous day. The implied volatity was 5.85, the open interest changed by 0 which decreased total open position to 0


On 23 Oct BIOCON was trading at 362.30. The strike last trading price was 10.05, which was 0 lower than the previous day. The implied volatity was 5.39, the open interest changed by 0 which decreased total open position to 0


On 21 Oct BIOCON was trading at 366.10. The strike last trading price was 10.05, which was 0 lower than the previous day. The implied volatity was 4.91, the open interest changed by 0 which decreased total open position to 0


On 20 Oct BIOCON was trading at 364.30. The strike last trading price was 10.05, which was 0 lower than the previous day. The implied volatity was 5.06, the open interest changed by 0 which decreased total open position to 0


On 17 Oct BIOCON was trading at 356.15. The strike last trading price was 10.05, which was 0 lower than the previous day. The implied volatity was 6.18, the open interest changed by 0 which decreased total open position to 0


On 16 Oct BIOCON was trading at 358.20. The strike last trading price was 10.05, 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 15 Oct BIOCON was trading at 356.40. The strike last trading price was 10.05, 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 Oct BIOCON was trading at 351.85. The strike last trading price was 10.05, 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 Oct BIOCON was trading at 353.45. The strike last trading price was 10.05, which was 0 lower than the previous day. The implied volatity was 6.36, the open interest changed by 0 which decreased total open position to 0


On 9 Oct BIOCON was trading at 352.50. The strike last trading price was 10.05, which was 0 lower than the previous day. The implied volatity was 6.57, the open interest changed by 0 which decreased total open position to 0


On 3 Oct BIOCON was trading at 352.25. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.16, the open interest changed by 0 which decreased total open position to 0


BIOCON 30DEC2025 400 PE
Delta: -0.56
Vega: 0.40
Theta: -0.15
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 392.05 13.95 -3.7 27.06 508 -14 865
4 Dec 388.35 17.95 11.7 30.69 2,819 135 904
3 Dec 410.00 6.1 -4.1 26.50 2,646 127 770
2 Dec 399.00 9.5 -3.3 25.30 552 27 643
1 Dec 394.50 12.75 1.85 25.37 356 56 618
28 Nov 398.35 10.8 0.05 25.17 563 147 571
27 Nov 399.65 10.5 -0.5 25.16 586 1 424
26 Nov 398.45 10.65 -3.85 24.23 284 10 427
25 Nov 393.25 15.15 0.5 26.39 204 23 421
24 Nov 395.25 14.7 0.5 26.47 249 55 395
21 Nov 396.85 13.8 -1.45 28.22 323 44 339
20 Nov 395.15 15.1 5.7 28.55 481 94 294
19 Nov 410.10 9.5 3.5 29.00 163 30 198
18 Nov 421.60 6.05 -0.55 28.62 107 22 167
17 Nov 420.95 6.2 -2.8 29.35 80 22 141
14 Nov 411.15 9.15 1.25 28.16 142 27 118
13 Nov 417.00 7.8 -3.65 28.24 142 46 90
12 Nov 405.90 11.85 -9.65 28.60 75 24 39
11 Nov 385.10 21.5 -2.1 30.47 1 0 14
10 Nov 382.15 23.7 -2.15 28.27 13 12 13
7 Nov 380.40 25.85 -37.15 30.33 1 0 0
6 Nov 385.20 63 0 - 0 0 0
4 Nov 380.50 63 0 - 0 0 0
3 Nov 377.15 63 0 - 0 0 0
31 Oct 372.10 63 0 - 0 0 0
30 Oct 376.60 63 0 - 0 0 0
27 Oct 360.45 0 0 - 0 0 0
24 Oct 359.50 0 0 - 0 0 0
23 Oct 362.30 0 0 - 0 0 0
21 Oct 366.10 0 0 - 0 0 0
20 Oct 364.30 0 0 - 0 0 0
17 Oct 356.15 0 0 - 0 0 0
16 Oct 358.20 0 0 - 0 0 0
15 Oct 356.40 0 0 - 0 0 0
14 Oct 351.85 0 0 - 0 0 0
10 Oct 353.45 0 0 - 0 0 0
9 Oct 352.50 0 0 - 0 0 0
3 Oct 352.25 0 0 - 0 0 0


For Biocon Limited. - strike price 400 expiring on 30DEC2025

Delta for 400 PE is -0.56

Historical price for 400 PE is as follows

On 5 Dec BIOCON was trading at 392.05. The strike last trading price was 13.95, which was -3.7 lower than the previous day. The implied volatity was 27.06, the open interest changed by -14 which decreased total open position to 865


On 4 Dec BIOCON was trading at 388.35. The strike last trading price was 17.95, which was 11.7 higher than the previous day. The implied volatity was 30.69, the open interest changed by 135 which increased total open position to 904


On 3 Dec BIOCON was trading at 410.00. The strike last trading price was 6.1, which was -4.1 lower than the previous day. The implied volatity was 26.50, the open interest changed by 127 which increased total open position to 770


On 2 Dec BIOCON was trading at 399.00. The strike last trading price was 9.5, which was -3.3 lower than the previous day. The implied volatity was 25.30, the open interest changed by 27 which increased total open position to 643


On 1 Dec BIOCON was trading at 394.50. The strike last trading price was 12.75, which was 1.85 higher than the previous day. The implied volatity was 25.37, the open interest changed by 56 which increased total open position to 618


On 28 Nov BIOCON was trading at 398.35. The strike last trading price was 10.8, which was 0.05 higher than the previous day. The implied volatity was 25.17, the open interest changed by 147 which increased total open position to 571


On 27 Nov BIOCON was trading at 399.65. The strike last trading price was 10.5, which was -0.5 lower than the previous day. The implied volatity was 25.16, the open interest changed by 1 which increased total open position to 424


On 26 Nov BIOCON was trading at 398.45. The strike last trading price was 10.65, which was -3.85 lower than the previous day. The implied volatity was 24.23, the open interest changed by 10 which increased total open position to 427


On 25 Nov BIOCON was trading at 393.25. The strike last trading price was 15.15, which was 0.5 higher than the previous day. The implied volatity was 26.39, the open interest changed by 23 which increased total open position to 421


On 24 Nov BIOCON was trading at 395.25. The strike last trading price was 14.7, which was 0.5 higher than the previous day. The implied volatity was 26.47, the open interest changed by 55 which increased total open position to 395


On 21 Nov BIOCON was trading at 396.85. The strike last trading price was 13.8, which was -1.45 lower than the previous day. The implied volatity was 28.22, the open interest changed by 44 which increased total open position to 339


On 20 Nov BIOCON was trading at 395.15. The strike last trading price was 15.1, which was 5.7 higher than the previous day. The implied volatity was 28.55, the open interest changed by 94 which increased total open position to 294


On 19 Nov BIOCON was trading at 410.10. The strike last trading price was 9.5, which was 3.5 higher than the previous day. The implied volatity was 29.00, the open interest changed by 30 which increased total open position to 198


On 18 Nov BIOCON was trading at 421.60. The strike last trading price was 6.05, which was -0.55 lower than the previous day. The implied volatity was 28.62, the open interest changed by 22 which increased total open position to 167


On 17 Nov BIOCON was trading at 420.95. The strike last trading price was 6.2, which was -2.8 lower than the previous day. The implied volatity was 29.35, the open interest changed by 22 which increased total open position to 141


On 14 Nov BIOCON was trading at 411.15. The strike last trading price was 9.15, which was 1.25 higher than the previous day. The implied volatity was 28.16, the open interest changed by 27 which increased total open position to 118


On 13 Nov BIOCON was trading at 417.00. The strike last trading price was 7.8, which was -3.65 lower than the previous day. The implied volatity was 28.24, the open interest changed by 46 which increased total open position to 90


On 12 Nov BIOCON was trading at 405.90. The strike last trading price was 11.85, which was -9.65 lower than the previous day. The implied volatity was 28.60, the open interest changed by 24 which increased total open position to 39


On 11 Nov BIOCON was trading at 385.10. The strike last trading price was 21.5, which was -2.1 lower than the previous day. The implied volatity was 30.47, the open interest changed by 0 which decreased total open position to 14


On 10 Nov BIOCON was trading at 382.15. The strike last trading price was 23.7, which was -2.15 lower than the previous day. The implied volatity was 28.27, the open interest changed by 12 which increased total open position to 13


On 7 Nov BIOCON was trading at 380.40. The strike last trading price was 25.85, which was -37.15 lower than the previous day. The implied volatity was 30.33, 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 63, 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 63, 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 63, 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 63, 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 63, 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 27 Oct BIOCON was trading at 360.45. The strike last trading price was 0, 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 24 Oct BIOCON was trading at 359.50. The strike last trading price was 0, 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 23 Oct BIOCON was trading at 362.30. The strike last trading price was 0, 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 21 Oct BIOCON was trading at 366.10. The strike last trading price was 0, 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 20 Oct BIOCON was trading at 364.30. The strike last trading price was 0, 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 Oct BIOCON was trading at 356.15. The strike last trading price was 0, 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 16 Oct BIOCON was trading at 358.20. The strike last trading price was 0, 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 15 Oct BIOCON was trading at 356.40. The strike last trading price was 0, 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 Oct BIOCON was trading at 351.85. The strike last trading price was 0, 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 Oct BIOCON was trading at 353.45. The strike last trading price was 0, 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 9 Oct BIOCON was trading at 352.50. The strike last trading price was 0, 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 Oct BIOCON was trading at 352.25. The strike last trading price was 0, 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