BIOCON
Biocon Limited.
Historical option data for BIOCON
09 Dec 2025 04:11 PM IST
| BIOCON 30-DEC-2025 410 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.19
Vega: 0.25
Theta: -0.18
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 383.65 | 2.5 | -0.35 | 27.25 | 1,457 | 109 | 1,729 | |||||||||
| 8 Dec | 383.80 | 2.55 | -3.25 | 28.40 | 4,240 | -86 | 1,604 | |||||||||
| 5 Dec | 392.65 | 5.7 | 0.85 | 28.18 | 2,748 | 136 | 1,689 | |||||||||
| 4 Dec | 388.35 | 4.5 | -8.25 | 27.55 | 5,735 | 536 | 1,576 | |||||||||
| 3 Dec | 410.00 | 13 | 4.9 | 25.15 | 7,778 | 338 | 1,033 | |||||||||
| 2 Dec | 399.00 | 8.8 | 2.65 | 26.36 | 1,183 | 25 | 582 | |||||||||
| 1 Dec | 394.50 | 6.15 | -1.2 | 25.35 | 737 | 24 | 560 | |||||||||
| 28 Nov | 398.35 | 7.15 | -1.4 | 22.31 | 746 | 60 | 537 | |||||||||
| 27 Nov | 399.65 | 8.1 | 0 | 23.09 | 927 | 41 | 478 | |||||||||
| 26 Nov | 398.45 | 8.2 | 1.5 | 23.78 | 592 | 19 | 438 | |||||||||
| 25 Nov | 393.25 | 6.75 | -1.45 | 25.63 | 375 | 8 | 417 | |||||||||
| 24 Nov | 395.25 | 7.7 | -1.65 | 26.39 | 249 | 37 | 411 | |||||||||
| 21 Nov | 396.85 | 9.6 | 0.25 | 25.48 | 314 | 62 | 375 | |||||||||
| 20 Nov | 395.15 | 9.5 | -7.4 | 26.57 | 691 | 216 | 313 | |||||||||
| 19 Nov | 410.10 | 16.6 | -8.75 | 26.25 | 159 | 32 | 95 | |||||||||
| 18 Nov | 421.60 | 25.35 | 0.55 | 28.42 | 57 | 13 | 63 | |||||||||
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| 17 Nov | 420.95 | 25.7 | 7.7 | 26.97 | 49 | 22 | 47 | |||||||||
| 14 Nov | 411.15 | 18 | -4 | 24.99 | 13 | 3 | 25 | |||||||||
| 13 Nov | 417.00 | 22 | 4.7 | 26.24 | 64 | -11 | 22 | |||||||||
| 12 Nov | 405.90 | 17.25 | 12.85 | 28.98 | 62 | 28 | 31 | |||||||||
| 6 Nov | 385.20 | 4.4 | -1.75 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 377.15 | 4.4 | -1.75 | - | 0 | 1 | 0 | |||||||||
| 31 Oct | 372.10 | 4.4 | -1.75 | - | 2 | 1 | 3 | |||||||||
| 30 Oct | 376.60 | 6.15 | 0.95 | 25.19 | 4 | 1 | 2 | |||||||||
| 27 Oct | 360.45 | 8.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Oct | 362.30 | 8.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Oct | 366.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Oct | 364.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Biocon Limited. - strike price 410 expiring on 30DEC2025
Delta for 410 CE is 0.19
Historical price for 410 CE is as follows
On 9 Dec BIOCON was trading at 383.65. The strike last trading price was 2.5, which was -0.35 lower than the previous day. The implied volatity was 27.25, the open interest changed by 109 which increased total open position to 1729
On 8 Dec BIOCON was trading at 383.80. The strike last trading price was 2.55, which was -3.25 lower than the previous day. The implied volatity was 28.40, the open interest changed by -86 which decreased total open position to 1604
On 5 Dec BIOCON was trading at 392.65. The strike last trading price was 5.7, which was 0.85 higher than the previous day. The implied volatity was 28.18, the open interest changed by 136 which increased total open position to 1689
On 4 Dec BIOCON was trading at 388.35. The strike last trading price was 4.5, which was -8.25 lower than the previous day. The implied volatity was 27.55, the open interest changed by 536 which increased total open position to 1576
On 3 Dec BIOCON was trading at 410.00. The strike last trading price was 13, which was 4.9 higher than the previous day. The implied volatity was 25.15, the open interest changed by 338 which increased total open position to 1033
On 2 Dec BIOCON was trading at 399.00. The strike last trading price was 8.8, which was 2.65 higher than the previous day. The implied volatity was 26.36, the open interest changed by 25 which increased total open position to 582
On 1 Dec BIOCON was trading at 394.50. The strike last trading price was 6.15, which was -1.2 lower than the previous day. The implied volatity was 25.35, the open interest changed by 24 which increased total open position to 560
On 28 Nov BIOCON was trading at 398.35. The strike last trading price was 7.15, which was -1.4 lower than the previous day. The implied volatity was 22.31, the open interest changed by 60 which increased total open position to 537
On 27 Nov BIOCON was trading at 399.65. The strike last trading price was 8.1, which was 0 lower than the previous day. The implied volatity was 23.09, the open interest changed by 41 which increased total open position to 478
On 26 Nov BIOCON was trading at 398.45. The strike last trading price was 8.2, which was 1.5 higher than the previous day. The implied volatity was 23.78, the open interest changed by 19 which increased total open position to 438
On 25 Nov BIOCON was trading at 393.25. The strike last trading price was 6.75, which was -1.45 lower than the previous day. The implied volatity was 25.63, the open interest changed by 8 which increased total open position to 417
On 24 Nov BIOCON was trading at 395.25. The strike last trading price was 7.7, which was -1.65 lower than the previous day. The implied volatity was 26.39, the open interest changed by 37 which increased total open position to 411
On 21 Nov BIOCON was trading at 396.85. The strike last trading price was 9.6, which was 0.25 higher than the previous day. The implied volatity was 25.48, the open interest changed by 62 which increased total open position to 375
On 20 Nov BIOCON was trading at 395.15. The strike last trading price was 9.5, which was -7.4 lower than the previous day. The implied volatity was 26.57, the open interest changed by 216 which increased total open position to 313
On 19 Nov BIOCON was trading at 410.10. The strike last trading price was 16.6, which was -8.75 lower than the previous day. The implied volatity was 26.25, the open interest changed by 32 which increased total open position to 95
On 18 Nov BIOCON was trading at 421.60. The strike last trading price was 25.35, which was 0.55 higher than the previous day. The implied volatity was 28.42, the open interest changed by 13 which increased total open position to 63
On 17 Nov BIOCON was trading at 420.95. The strike last trading price was 25.7, which was 7.7 higher than the previous day. The implied volatity was 26.97, the open interest changed by 22 which increased total open position to 47
On 14 Nov BIOCON was trading at 411.15. The strike last trading price was 18, which was -4 lower than the previous day. The implied volatity was 24.99, the open interest changed by 3 which increased total open position to 25
On 13 Nov BIOCON was trading at 417.00. The strike last trading price was 22, which was 4.7 higher than the previous day. The implied volatity was 26.24, the open interest changed by -11 which decreased total open position to 22
On 12 Nov BIOCON was trading at 405.90. The strike last trading price was 17.25, which was 12.85 higher than the previous day. The implied volatity was 28.98, the open interest changed by 28 which increased total open position to 31
On 6 Nov BIOCON was trading at 385.20. The strike last trading price was 4.4, which was -1.75 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 4.4, which was -1.75 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 31 Oct BIOCON was trading at 372.10. The strike last trading price was 4.4, which was -1.75 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 3
On 30 Oct BIOCON was trading at 376.60. The strike last trading price was 6.15, which was 0.95 higher than the previous day. The implied volatity was 25.19, the open interest changed by 1 which increased total open position to 2
On 27 Oct BIOCON was trading at 360.45. The strike last trading price was 8.2, 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 8.2, 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
| BIOCON 30DEC2025 410 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.79
Vega: 0.27
Theta: -0.10
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 383.65 | 27.1 | 0.4 | 30.35 | 47 | -20 | 259 |
| 8 Dec | 383.80 | 26.7 | 6.55 | 19.70 | 32 | -5 | 279 |
| 5 Dec | 392.65 | 20.65 | -3.9 | 27.63 | 110 | -19 | 283 |
| 4 Dec | 388.35 | 25 | 14.55 | 31.43 | 814 | 31 | 303 |
| 3 Dec | 410.00 | 10.05 | -5.35 | 26.45 | 1,430 | 139 | 268 |
| 2 Dec | 399.00 | 15 | -4 | 25.74 | 50 | 5 | 129 |
| 1 Dec | 394.50 | 18.95 | 2.2 | 25.46 | 73 | 4 | 124 |
| 28 Nov | 398.35 | 16.5 | 0.45 | 25.65 | 53 | 5 | 120 |
| 27 Nov | 399.65 | 15.8 | -0.55 | 25.08 | 136 | 1 | 116 |
| 26 Nov | 398.45 | 16.25 | -4.8 | 24.52 | 58 | 9 | 115 |
| 25 Nov | 393.25 | 20.8 | 0.6 | 25.10 | 51 | 5 | 106 |
| 24 Nov | 395.25 | 20.2 | 0.1 | 25.25 | 17 | 6 | 100 |
| 21 Nov | 396.85 | 20.1 | -1.3 | 29.82 | 52 | 15 | 94 |
| 20 Nov | 395.15 | 21.4 | 7.65 | 29.76 | 105 | 2 | 78 |
| 19 Nov | 410.10 | 13.9 | 4.9 | 29.36 | 146 | 26 | 75 |
| 18 Nov | 421.60 | 8.9 | -0.75 | 28.11 | 68 | 24 | 53 |
| 17 Nov | 420.95 | 9.3 | -2.9 | 29.40 | 32 | 4 | 24 |
| 14 Nov | 411.15 | 12.2 | 0.55 | 26.46 | 10 | 3 | 19 |
| 13 Nov | 417.00 | 11.8 | -59.15 | 28.99 | 24 | 12 | 12 |
| 12 Nov | 405.90 | 70.95 | 0 | 0.15 | 0 | 0 | 0 |
| 6 Nov | 385.20 | 70.95 | 0 | - | 0 | 0 | 0 |
| 3 Nov | 377.15 | 70.95 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 372.10 | 70.95 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 376.60 | 70.95 | 0 | - | 0 | 0 | 0 |
| 27 Oct | 360.45 | 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 |
For Biocon Limited. - strike price 410 expiring on 30DEC2025
Delta for 410 PE is -0.79
Historical price for 410 PE is as follows
On 9 Dec BIOCON was trading at 383.65. The strike last trading price was 27.1, which was 0.4 higher than the previous day. The implied volatity was 30.35, the open interest changed by -20 which decreased total open position to 259
On 8 Dec BIOCON was trading at 383.80. The strike last trading price was 26.7, which was 6.55 higher than the previous day. The implied volatity was 19.70, the open interest changed by -5 which decreased total open position to 279
On 5 Dec BIOCON was trading at 392.65. The strike last trading price was 20.65, which was -3.9 lower than the previous day. The implied volatity was 27.63, the open interest changed by -19 which decreased total open position to 283
On 4 Dec BIOCON was trading at 388.35. The strike last trading price was 25, which was 14.55 higher than the previous day. The implied volatity was 31.43, the open interest changed by 31 which increased total open position to 303
On 3 Dec BIOCON was trading at 410.00. The strike last trading price was 10.05, which was -5.35 lower than the previous day. The implied volatity was 26.45, the open interest changed by 139 which increased total open position to 268
On 2 Dec BIOCON was trading at 399.00. The strike last trading price was 15, which was -4 lower than the previous day. The implied volatity was 25.74, the open interest changed by 5 which increased total open position to 129
On 1 Dec BIOCON was trading at 394.50. The strike last trading price was 18.95, which was 2.2 higher than the previous day. The implied volatity was 25.46, the open interest changed by 4 which increased total open position to 124
On 28 Nov BIOCON was trading at 398.35. The strike last trading price was 16.5, which was 0.45 higher than the previous day. The implied volatity was 25.65, the open interest changed by 5 which increased total open position to 120
On 27 Nov BIOCON was trading at 399.65. The strike last trading price was 15.8, which was -0.55 lower than the previous day. The implied volatity was 25.08, the open interest changed by 1 which increased total open position to 116
On 26 Nov BIOCON was trading at 398.45. The strike last trading price was 16.25, which was -4.8 lower than the previous day. The implied volatity was 24.52, the open interest changed by 9 which increased total open position to 115
On 25 Nov BIOCON was trading at 393.25. The strike last trading price was 20.8, which was 0.6 higher than the previous day. The implied volatity was 25.10, the open interest changed by 5 which increased total open position to 106
On 24 Nov BIOCON was trading at 395.25. The strike last trading price was 20.2, which was 0.1 higher than the previous day. The implied volatity was 25.25, the open interest changed by 6 which increased total open position to 100
On 21 Nov BIOCON was trading at 396.85. The strike last trading price was 20.1, which was -1.3 lower than the previous day. The implied volatity was 29.82, the open interest changed by 15 which increased total open position to 94
On 20 Nov BIOCON was trading at 395.15. The strike last trading price was 21.4, which was 7.65 higher than the previous day. The implied volatity was 29.76, the open interest changed by 2 which increased total open position to 78
On 19 Nov BIOCON was trading at 410.10. The strike last trading price was 13.9, which was 4.9 higher than the previous day. The implied volatity was 29.36, the open interest changed by 26 which increased total open position to 75
On 18 Nov BIOCON was trading at 421.60. The strike last trading price was 8.9, which was -0.75 lower than the previous day. The implied volatity was 28.11, the open interest changed by 24 which increased total open position to 53
On 17 Nov BIOCON was trading at 420.95. The strike last trading price was 9.3, which was -2.9 lower than the previous day. The implied volatity was 29.40, the open interest changed by 4 which increased total open position to 24
On 14 Nov BIOCON was trading at 411.15. The strike last trading price was 12.2, which was 0.55 higher than the previous day. The implied volatity was 26.46, the open interest changed by 3 which increased total open position to 19
On 13 Nov BIOCON was trading at 417.00. The strike last trading price was 11.8, which was -59.15 lower than the previous day. The implied volatity was 28.99, the open interest changed by 12 which increased total open position to 12
On 12 Nov BIOCON was trading at 405.90. The strike last trading price was 70.95, which was 0 lower than the previous day. The implied volatity was 0.15, 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 70.95, 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 70.95, 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 70.95, 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 70.95, 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 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































































































































































































































