BIOCON
Biocon Limited.
Historical option data for BIOCON
12 Dec 2024 10:11 AM IST
| BIOCON 26DEC2024 405 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.07
Vega: 0.09
Theta: -0.12
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 362.95 | 0.75 | -0.50 | 35.44 | 52 | -6 | 370 | |||
| 11 Dec | 367.85 | 1.25 | -0.45 | 35.66 | 113 | -6 | 376 | |||
| 10 Dec | 369.20 | 1.7 | -0.30 | 36.54 | 183 | 88 | 385 | |||
| 9 Dec | 369.60 | 2 | -1.20 | 36.55 | 312 | 105 | 299 | |||
| 6 Dec | 380.05 | 3.2 | 0.20 | 30.75 | 151 | 1 | 197 | |||
| 5 Dec | 375.25 | 3 | -0.90 | 32.01 | 269 | 21 | 201 | |||
| 4 Dec | 379.70 | 3.9 | 1.55 | 31.01 | 329 | 46 | 182 | |||
| 3 Dec | 373.85 | 2.35 | -0.95 | 29.49 | 174 | 30 | 137 | |||
| 2 Dec | 375.35 | 3.3 | 1.15 | 31.81 | 388 | 40 | 103 | |||
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| 29 Nov | 365.15 | 2.15 | -18.15 | 31.74 | 88 | 59 | 59 | |||
| 28 Nov | 363.95 | 20.3 | 0.00 | 0.00 | 8 | -4 | 0 | |||
| 27 Nov | 358.65 | 20.3 | 0.00 | 0.00 | 8 | -4 | 0 | |||
| 26 Nov | 352.65 | 20.3 | 0.00 | 0.00 | 8 | -4 | 0 | |||
| 25 Nov | 336.35 | 20.3 | 0.00 | 0.00 | 8 | -4 | 0 | |||
| 22 Nov | 331.50 | 20.3 | 0.00 | 8 | -4 | 0 | ||||
For Biocon Limited. - strike price 405 expiring on 26DEC2024
Delta for 405 CE is 0.07
Historical price for 405 CE is as follows
On 12 Dec BIOCON was trading at 362.95. The strike last trading price was 0.75, which was -0.50 lower than the previous day. The implied volatity was 35.44, the open interest changed by -6 which decreased total open position to 370
On 11 Dec BIOCON was trading at 367.85. The strike last trading price was 1.25, which was -0.45 lower than the previous day. The implied volatity was 35.66, the open interest changed by -6 which decreased total open position to 376
On 10 Dec BIOCON was trading at 369.20. The strike last trading price was 1.7, which was -0.30 lower than the previous day. The implied volatity was 36.54, the open interest changed by 88 which increased total open position to 385
On 9 Dec BIOCON was trading at 369.60. The strike last trading price was 2, which was -1.20 lower than the previous day. The implied volatity was 36.55, the open interest changed by 105 which increased total open position to 299
On 6 Dec BIOCON was trading at 380.05. The strike last trading price was 3.2, which was 0.20 higher than the previous day. The implied volatity was 30.75, the open interest changed by 1 which increased total open position to 197
On 5 Dec BIOCON was trading at 375.25. The strike last trading price was 3, which was -0.90 lower than the previous day. The implied volatity was 32.01, the open interest changed by 21 which increased total open position to 201
On 4 Dec BIOCON was trading at 379.70. The strike last trading price was 3.9, which was 1.55 higher than the previous day. The implied volatity was 31.01, the open interest changed by 46 which increased total open position to 182
On 3 Dec BIOCON was trading at 373.85. The strike last trading price was 2.35, which was -0.95 lower than the previous day. The implied volatity was 29.49, the open interest changed by 30 which increased total open position to 137
On 2 Dec BIOCON was trading at 375.35. The strike last trading price was 3.3, which was 1.15 higher than the previous day. The implied volatity was 31.81, the open interest changed by 40 which increased total open position to 103
On 29 Nov BIOCON was trading at 365.15. The strike last trading price was 2.15, which was -18.15 lower than the previous day. The implied volatity was 31.74, the open interest changed by 59 which increased total open position to 59
On 28 Nov BIOCON was trading at 363.95. The strike last trading price was 20.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 27 Nov BIOCON was trading at 358.65. The strike last trading price was 20.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 26 Nov BIOCON was trading at 352.65. The strike last trading price was 20.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 25 Nov BIOCON was trading at 336.35. The strike last trading price was 20.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 22 Nov BIOCON was trading at 331.50. The strike last trading price was 20.3, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
| BIOCON 26DEC2024 405 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 362.95 | 39.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 367.85 | 39.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 369.20 | 39.2 | 7.85 | 49.64 | 5 | 0 | 4 |
| 9 Dec | 369.60 | 31.35 | 4.05 | - | 4 | 0 | 3 |
| 6 Dec | 380.05 | 27.3 | -6.45 | 33.43 | 2 | 0 | 2 |
| 5 Dec | 375.25 | 33.75 | 0.00 | 0.00 | 0 | 1 | 0 |
| 4 Dec | 379.70 | 33.75 | 3.05 | 53.98 | 2 | 1 | 2 |
| 3 Dec | 373.85 | 30.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 375.35 | 30.7 | -8.45 | 30.12 | 1 | 0 | 1 |
| 29 Nov | 365.15 | 39.15 | 36.40 | 30.51 | 1 | 0 | 0 |
| 28 Nov | 363.95 | 2.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 358.65 | 2.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 352.65 | 2.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 336.35 | 2.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 331.50 | 2.75 | 0.00 | 0 | 0 | 0 | |
For Biocon Limited. - strike price 405 expiring on 26DEC2024
Delta for 405 PE is 0.00
Historical price for 405 PE is as follows
On 12 Dec BIOCON was trading at 362.95. The strike last trading price was 39.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 11 Dec BIOCON was trading at 367.85. The strike last trading price was 39.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 10 Dec BIOCON was trading at 369.20. The strike last trading price was 39.2, which was 7.85 higher than the previous day. The implied volatity was 49.64, the open interest changed by 0 which decreased total open position to 4
On 9 Dec BIOCON was trading at 369.60. The strike last trading price was 31.35, which was 4.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 6 Dec BIOCON was trading at 380.05. The strike last trading price was 27.3, which was -6.45 lower than the previous day. The implied volatity was 33.43, the open interest changed by 0 which decreased total open position to 2
On 5 Dec BIOCON was trading at 375.25. The strike last trading price was 33.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 4 Dec BIOCON was trading at 379.70. The strike last trading price was 33.75, which was 3.05 higher than the previous day. The implied volatity was 53.98, the open interest changed by 1 which increased total open position to 2
On 3 Dec BIOCON was trading at 373.85. The strike last trading price was 30.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 2 Dec BIOCON was trading at 375.35. The strike last trading price was 30.7, which was -8.45 lower than the previous day. The implied volatity was 30.12, the open interest changed by 0 which decreased total open position to 1
On 29 Nov BIOCON was trading at 365.15. The strike last trading price was 39.15, which was 36.40 higher than the previous day. The implied volatity was 30.51, the open interest changed by 0 which decreased total open position to 0
On 28 Nov BIOCON was trading at 363.95. The strike last trading price was 2.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 27 Nov BIOCON was trading at 358.65. The strike last trading price was 2.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 26 Nov BIOCON was trading at 352.65. The strike last trading price was 2.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 25 Nov BIOCON was trading at 336.35. The strike last trading price was 2.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 22 Nov BIOCON was trading at 331.50. The strike last trading price was 2.75, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
