[--[65.84.65.76]--]

BIOCON

Biocon Limited.
383.65 -0.15 (-0.04%)
L: 375.55 H: 386.9

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Historical option data for BIOCON

09 Dec 2025 04:11 PM IST
BIOCON 30-DEC-2025 410 CE
Delta: 0.19
Vega: 0.25
Theta: -0.18
Gamma: 0.01
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
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
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