BIOCON

Biocon Limited.

383.65 -0.15 (-0.04%)

L: 375.55 H: 386.9

Back to Option Chain

Historical option data for BIOCON
09 Dec 2025 04:11 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

BIOCON 30-DEC-2025 405 CE
Delta: 0.24 Vega: 0.28 Theta: -0.20 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	383.65	3.3 ₹ 8,250	-0.5 -1250.00	26.65	1,367 34,17,500	199 4,97,500	813 20,32,500
8 Dec	383.80	3.4 ₹ 8,500	-4 -10000.00	28.12	1,412 35,30,000	62 1,55,000	617 15,42,500
5 Dec	392.65	7.3 ₹ 18,250	1.2 3000.00	28.21	971 24,27,500	-73 -1,82,500	554 13,85,000
4 Dec	388.35	5.8 ₹ 14,500	-9.65 -24125.00	27.42	2,220 55,50,000	296 7,40,000	628 15,70,000
3 Dec	410.00	15.8 ₹ 39,500	5.8 14500.00	25.06	3,376 84,40,000	10 25,000	335 8,37,500

2 Dec	399.00	10.9 ₹ 27,250	3.05 7625.00	26.26	478 11,95,000	2 5,000	314 7,85,000
1 Dec	394.50	7.85 ₹ 19,625	-1.45 -3625.00	25.31	456 11,40,000	15 37,500	317 7,92,500
28 Nov	398.35	9.15 ₹ 22,875	-1.45 -3625.00	22.27	407 10,17,500	102 2,55,000	300 7,50,000
27 Nov	399.65	10.5 ₹ 26,250	0.35 875.00	23.70	519 12,97,500	53 1,32,500	197 4,92,500
26 Nov	398.45	10.35 ₹ 25,875	2.05 5125.00	23.98	246 6,15,000	47 1,17,500	143 3,57,500
25 Nov	393.25	8.25 ₹ 20,625	-1.6 -4000.00	25.24	98 2,45,000	15 37,500	95 2,37,500
24 Nov	395.25	9.55 ₹ 23,875	-1.75 -4375.00	26.54	63 1,57,500	7 17,500	82 2,05,000
21 Nov	396.85	11.55 ₹ 28,875	0.35 875.00	25.29	112 2,80,000	17 42,500	74 1,85,000
20 Nov	395.15	11.5 ₹ 28,750	-11.8 -29500.00	26.66	122 3,05,000	46 1,15,000	57 1,42,500
19 Nov	410.10	23.3 ₹ 58,250	-2.85 -7125.00	33.73	11 27,500	2 5,000	9 22,500
18 Nov	421.60	26.15 ₹ 65,375	-0.1 -250.00	-	0 0	0 0	0 0
17 Nov	420.95	26.15 ₹ 65,375	-0.1 -250.00	20.40	1 2,500	0 0	7 17,500
14 Nov	411.15	26.25 ₹ 65,625	5.95 14875.00	-	0 0	-1 -2,500	0 0
13 Nov	417.00	26.25 ₹ 65,625	5.95 14875.00	28.91	2 5,000	0 0	8 20,000
12 Nov	405.90	20.3 ₹ 50,750	12.7 31750.00	29.93	12 30,000	6 15,000	8 20,000
6 Nov	385.20	10.9 ₹ 27,250	0 0.00	2.85	0 0	0 0	0 0
3 Nov	377.15	10.9 ₹ 27,250	0 0.00	3.99	0 0	0 0	0 0
31 Oct	372.10	10.9 ₹ 27,250	0 0.00	-	0 0	0 0	0 0
30 Oct	376.60	10.9 ₹ 27,250	0 0.00	4.09	0 0	0 0	0 0

For Biocon Limited. - strike price 405 expiring on 30DEC2025

Delta for 405 CE is 0.24

Historical price for 405 CE is as follows

On 9 Dec BIOCON was trading at 383.65. The strike last trading price was 3.3, which was -0.5 lower than the previous day. The implied volatity was 26.65, the open interest changed by 199 which increased total open position to 813

On 8 Dec BIOCON was trading at 383.80. The strike last trading price was 3.4, which was -4 lower than the previous day. The implied volatity was 28.12, the open interest changed by 62 which increased total open position to 617

On 5 Dec BIOCON was trading at 392.65. The strike last trading price was 7.3, which was 1.2 higher than the previous day. The implied volatity was 28.21, the open interest changed by -73 which decreased total open position to 554

On 4 Dec BIOCON was trading at 388.35. The strike last trading price was 5.8, which was -9.65 lower than the previous day. The implied volatity was 27.42, the open interest changed by 296 which increased total open position to 628

On 3 Dec BIOCON was trading at 410.00. The strike last trading price was 15.8, which was 5.8 higher than the previous day. The implied volatity was 25.06, the open interest changed by 10 which increased total open position to 335

On 2 Dec BIOCON was trading at 399.00. The strike last trading price was 10.9, which was 3.05 higher than the previous day. The implied volatity was 26.26, the open interest changed by 2 which increased total open position to 314

On 1 Dec BIOCON was trading at 394.50. The strike last trading price was 7.85, which was -1.45 lower than the previous day. The implied volatity was 25.31, the open interest changed by 15 which increased total open position to 317

On 28 Nov BIOCON was trading at 398.35. The strike last trading price was 9.15, which was -1.45 lower than the previous day. The implied volatity was 22.27, the open interest changed by 102 which increased total open position to 300

On 27 Nov BIOCON was trading at 399.65. The strike last trading price was 10.5, which was 0.35 higher than the previous day. The implied volatity was 23.70, the open interest changed by 53 which increased total open position to 197

On 26 Nov BIOCON was trading at 398.45. The strike last trading price was 10.35, which was 2.05 higher than the previous day. The implied volatity was 23.98, the open interest changed by 47 which increased total open position to 143

On 25 Nov BIOCON was trading at 393.25. The strike last trading price was 8.25, which was -1.6 lower than the previous day. The implied volatity was 25.24, the open interest changed by 15 which increased total open position to 95

On 24 Nov BIOCON was trading at 395.25. The strike last trading price was 9.55, which was -1.75 lower than the previous day. The implied volatity was 26.54, the open interest changed by 7 which increased total open position to 82

On 21 Nov BIOCON was trading at 396.85. The strike last trading price was 11.55, which was 0.35 higher than the previous day. The implied volatity was 25.29, the open interest changed by 17 which increased total open position to 74

On 20 Nov BIOCON was trading at 395.15. The strike last trading price was 11.5, which was -11.8 lower than the previous day. The implied volatity was 26.66, the open interest changed by 46 which increased total open position to 57

On 19 Nov BIOCON was trading at 410.10. The strike last trading price was 23.3, which was -2.85 lower than the previous day. The implied volatity was 33.73, the open interest changed by 2 which increased total open position to 9

On 18 Nov BIOCON was trading at 421.60. The strike last trading price was 26.15, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 17 Nov BIOCON was trading at 420.95. The strike last trading price was 26.15, which was -0.1 lower than the previous day. The implied volatity was 20.40, the open interest changed by 0 which decreased total open position to 7

On 14 Nov BIOCON was trading at 411.15. The strike last trading price was 26.25, which was 5.95 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0

On 13 Nov BIOCON was trading at 417.00. The strike last trading price was 26.25, which was 5.95 higher than the previous day. The implied volatity was 28.91, the open interest changed by 0 which decreased total open position to 8

On 12 Nov BIOCON was trading at 405.90. The strike last trading price was 20.3, which was 12.7 higher than the previous day. The implied volatity was 29.93, the open interest changed by 6 which increased total open position to 8

On 6 Nov BIOCON was trading at 385.20. The strike last trading price was 10.9, which was 0 lower than the previous day. The implied volatity was 2.85, 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 10.9, which was 0 lower than the previous day. The implied volatity was 3.99, 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 10.9, 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 10.9, which was 0 lower than the previous day. The implied volatity was 4.09, the open interest changed by 0 which decreased total open position to 0

BIOCON 30DEC2025 405 PE
Delta: -0.77 Vega: 0.28 Theta: -0.09 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	383.65	22 ₹ 55,000	-1.35 -3375.00	26.20	16 40,000	-5 -12,500	135 3,37,500
8 Dec	383.80	24.05 ₹ 60,125	7.25 18125.00	27.00	101 2,52,500	-5 -12,500	141 3,52,500
5 Dec	392.65	17.2 ₹ 43,000	-3.85 -9625.00	27.48	112 2,80,000	-8 -20,000	146 3,65,000
4 Dec	388.35	21.5 ₹ 53,750	13.45 33625.00	31.44	654 16,35,000	8 20,000	156 3,90,000
3 Dec	410.00	7.9 ₹ 19,750	-4.5 -11250.00	26.45	1,206 30,15,000	77 1,92,500	149 3,72,500
2 Dec	399.00	12.15 ₹ 30,375	-3.6 -9000.00	25.68	116 2,90,000	11 27,500	72 1,80,000
1 Dec	394.50	15.65 ₹ 39,125	2.1 5250.00	25.32	89 2,22,500	3 7,500	64 1,60,000
28 Nov	398.35	13.4 ₹ 33,500	0.2 500.00	25.22	111 2,77,500	14 35,000	60 1,50,000
27 Nov	399.65	13.1 ₹ 32,750	-0.35 -875.00	25.35	145 3,62,500	-6 -15,000	46 1,15,000
26 Nov	398.45	13.2 ₹ 33,000	-4.45 -11125.00	24.19	44 1,10,000	10 25,000	52 1,30,000
25 Nov	393.25	17.65 ₹ 44,125	1 2500.00	25.38	6 15,000	0 0	42 1,05,000
24 Nov	395.25	16.65 ₹ 41,625	1.15 2875.00	24.51	5 12,500	1 2,500	40 1,00,000
21 Nov	396.85	15.5 ₹ 38,750	-2.25 -5625.00	26.46	36 90,000	15 37,500	39 97,500
20 Nov	395.15	17.55 ₹ 43,875	6.3 15750.00	28.04	30 75,000	7 17,500	24 60,000
19 Nov	410.10	11.25 ₹ 28,125	3.9 9750.00	28.57	12 30,000	4 10,000	16 40,000
18 Nov	421.60	7.4 ₹ 18,500	-1.55 -3875.00	28.42	16 40,000	9 22,500	11 27,500
17 Nov	420.95	8.95 ₹ 22,375	-1.85 -4625.00	32.04	1 2,500	0 0	2 5,000
14 Nov	411.15	10.8 ₹ 27,000	-35.1 -87750.00	27.72	4 10,000	3 7,500	3 7,500
13 Nov	417.00	45.9 ₹ 1,14,750	0 0.00	3.50	0 0	0 0	0 0
12 Nov	405.90	45.9 ₹ 1,14,750	0 0.00	1.34	0 0	0 0	0 0
6 Nov	385.20	45.9 ₹ 1,14,750	0 0.00	-	0 0	0 0	0 0
3 Nov	377.15	45.9 ₹ 1,14,750	0 0.00	-	0 0	0 0	0 0
31 Oct	372.10	45.9 ₹ 1,14,750	0 0.00	-	0 0	0 0	0 0
30 Oct	376.60	45.9 ₹ 1,14,750	0 0.00	-	0 0	0 0	0 0

For Biocon Limited. - strike price 405 expiring on 30DEC2025

Delta for 405 PE is -0.77

Historical price for 405 PE is as follows

On 9 Dec BIOCON was trading at 383.65. The strike last trading price was 22, which was -1.35 lower than the previous day. The implied volatity was 26.20, the open interest changed by -5 which decreased total open position to 135

On 8 Dec BIOCON was trading at 383.80. The strike last trading price was 24.05, which was 7.25 higher than the previous day. The implied volatity was 27.00, the open interest changed by -5 which decreased total open position to 141

On 5 Dec BIOCON was trading at 392.65. The strike last trading price was 17.2, which was -3.85 lower than the previous day. The implied volatity was 27.48, the open interest changed by -8 which decreased total open position to 146

On 4 Dec BIOCON was trading at 388.35. The strike last trading price was 21.5, which was 13.45 higher than the previous day. The implied volatity was 31.44, the open interest changed by 8 which increased total open position to 156

On 3 Dec BIOCON was trading at 410.00. The strike last trading price was 7.9, which was -4.5 lower than the previous day. The implied volatity was 26.45, the open interest changed by 77 which increased total open position to 149

On 2 Dec BIOCON was trading at 399.00. The strike last trading price was 12.15, which was -3.6 lower than the previous day. The implied volatity was 25.68, the open interest changed by 11 which increased total open position to 72

On 1 Dec BIOCON was trading at 394.50. The strike last trading price was 15.65, which was 2.1 higher than the previous day. The implied volatity was 25.32, the open interest changed by 3 which increased total open position to 64

On 28 Nov BIOCON was trading at 398.35. The strike last trading price was 13.4, which was 0.2 higher than the previous day. The implied volatity was 25.22, the open interest changed by 14 which increased total open position to 60

On 27 Nov BIOCON was trading at 399.65. The strike last trading price was 13.1, which was -0.35 lower than the previous day. The implied volatity was 25.35, the open interest changed by -6 which decreased total open position to 46

On 26 Nov BIOCON was trading at 398.45. The strike last trading price was 13.2, which was -4.45 lower than the previous day. The implied volatity was 24.19, the open interest changed by 10 which increased total open position to 52

On 25 Nov BIOCON was trading at 393.25. The strike last trading price was 17.65, which was 1 higher than the previous day. The implied volatity was 25.38, the open interest changed by 0 which decreased total open position to 42

On 24 Nov BIOCON was trading at 395.25. The strike last trading price was 16.65, which was 1.15 higher than the previous day. The implied volatity was 24.51, the open interest changed by 1 which increased total open position to 40

On 21 Nov BIOCON was trading at 396.85. The strike last trading price was 15.5, which was -2.25 lower than the previous day. The implied volatity was 26.46, the open interest changed by 15 which increased total open position to 39

On 20 Nov BIOCON was trading at 395.15. The strike last trading price was 17.55, which was 6.3 higher than the previous day. The implied volatity was 28.04, the open interest changed by 7 which increased total open position to 24

On 19 Nov BIOCON was trading at 410.10. The strike last trading price was 11.25, which was 3.9 higher than the previous day. The implied volatity was 28.57, the open interest changed by 4 which increased total open position to 16

On 18 Nov BIOCON was trading at 421.60. The strike last trading price was 7.4, which was -1.55 lower than the previous day. The implied volatity was 28.42, the open interest changed by 9 which increased total open position to 11

On 17 Nov BIOCON was trading at 420.95. The strike last trading price was 8.95, which was -1.85 lower than the previous day. The implied volatity was 32.04, the open interest changed by 0 which decreased total open position to 2

On 14 Nov BIOCON was trading at 411.15. The strike last trading price was 10.8, which was -35.1 lower than the previous day. The implied volatity was 27.72, the open interest changed by 3 which increased total open position to 3

On 13 Nov BIOCON was trading at 417.00. The strike last trading price was 45.9, which was 0 lower than the previous day. The implied volatity was 3.50, 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 45.9, which was 0 lower than the previous day. The implied volatity was 1.34, 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 45.9, 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 45.9, 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 45.9, 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 45.9, 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

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