BIOCON
Biocon Limited.
Historical option data for BIOCON
05 Dec 2025 03:31 PM IST
| BIOCON 30-DEC-2025 400 CE | ||||||||||||||||
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Delta: 0.44
Vega: 0.41
Theta: -0.28
Gamma: 0.01
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.56
Vega: 0.40
Theta: -0.15
Gamma: 0.01
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| 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































































































































































































































