BIOCON
Biocon Limited.
Historical option data for BIOCON
12 Dec 2024 10:11 AM IST
| BIOCON 26DEC2024 410 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 0.08
Theta: -0.11
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 362.95 | 0.6 | -0.35 | 36.64 | 231 | 54 | 783 | |||
| 11 Dec | 367.85 | 0.95 | -0.35 | 36.44 | 211 | 47 | 729 | |||
| 10 Dec | 369.20 | 1.3 | -0.30 | 37.13 | 270 | 48 | 683 | |||
| 9 Dec | 369.60 | 1.6 | -0.90 | 37.46 | 1,167 | 200 | 637 | |||
| 6 Dec | 380.05 | 2.5 | 0.20 | 31.41 | 396 | 42 | 437 | |||
| 5 Dec | 375.25 | 2.3 | -0.70 | 32.33 | 354 | 31 | 395 | |||
| 4 Dec | 379.70 | 3 | 1.20 | 31.23 | 620 | -14 | 373 | |||
| 3 Dec | 373.85 | 1.8 | -0.75 | 29.96 | 305 | -9 | 389 | |||
| 2 Dec | 375.35 | 2.55 | 0.75 | 32.00 | 1,094 | 74 | 409 | |||
| 29 Nov | 365.15 | 1.8 | -0.50 | 32.70 | 392 | 83 | 341 | |||
| 28 Nov | 363.95 | 2.3 | 0.15 | 34.31 | 353 | -37 | 255 | |||
| 27 Nov | 358.65 | 2.15 | 0.55 | 36.66 | 363 | 236 | 291 | |||
| 26 Nov | 352.65 | 1.6 | 1.30 | 36.95 | 93 | 43 | 53 | |||
| 25 Nov | 336.35 | 0.3 | -0.45 | 32.28 | 7 | 8 | 9 | |||
| 22 Nov | 331.50 | 0.75 | -18.05 | 38.74 | 5 | 3 | 4 | |||
| 1 Oct | 370.65 | 18.8 | 0.00 | - | 0 | 0 | 0 | |||
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| 30 Sept | 363.10 | 18.8 | - | 0 | 0 | 0 | ||||
For Biocon Limited. - strike price 410 expiring on 26DEC2024
Delta for 410 CE is 0.06
Historical price for 410 CE is as follows
On 12 Dec BIOCON was trading at 362.95. The strike last trading price was 0.6, which was -0.35 lower than the previous day. The implied volatity was 36.64, the open interest changed by 54 which increased total open position to 783
On 11 Dec BIOCON was trading at 367.85. The strike last trading price was 0.95, which was -0.35 lower than the previous day. The implied volatity was 36.44, the open interest changed by 47 which increased total open position to 729
On 10 Dec BIOCON was trading at 369.20. The strike last trading price was 1.3, which was -0.30 lower than the previous day. The implied volatity was 37.13, the open interest changed by 48 which increased total open position to 683
On 9 Dec BIOCON was trading at 369.60. The strike last trading price was 1.6, which was -0.90 lower than the previous day. The implied volatity was 37.46, the open interest changed by 200 which increased total open position to 637
On 6 Dec BIOCON was trading at 380.05. The strike last trading price was 2.5, which was 0.20 higher than the previous day. The implied volatity was 31.41, the open interest changed by 42 which increased total open position to 437
On 5 Dec BIOCON was trading at 375.25. The strike last trading price was 2.3, which was -0.70 lower than the previous day. The implied volatity was 32.33, the open interest changed by 31 which increased total open position to 395
On 4 Dec BIOCON was trading at 379.70. The strike last trading price was 3, which was 1.20 higher than the previous day. The implied volatity was 31.23, the open interest changed by -14 which decreased total open position to 373
On 3 Dec BIOCON was trading at 373.85. The strike last trading price was 1.8, which was -0.75 lower than the previous day. The implied volatity was 29.96, the open interest changed by -9 which decreased total open position to 389
On 2 Dec BIOCON was trading at 375.35. The strike last trading price was 2.55, which was 0.75 higher than the previous day. The implied volatity was 32.00, the open interest changed by 74 which increased total open position to 409
On 29 Nov BIOCON was trading at 365.15. The strike last trading price was 1.8, which was -0.50 lower than the previous day. The implied volatity was 32.70, the open interest changed by 83 which increased total open position to 341
On 28 Nov BIOCON was trading at 363.95. The strike last trading price was 2.3, which was 0.15 higher than the previous day. The implied volatity was 34.31, the open interest changed by -37 which decreased total open position to 255
On 27 Nov BIOCON was trading at 358.65. The strike last trading price was 2.15, which was 0.55 higher than the previous day. The implied volatity was 36.66, the open interest changed by 236 which increased total open position to 291
On 26 Nov BIOCON was trading at 352.65. The strike last trading price was 1.6, which was 1.30 higher than the previous day. The implied volatity was 36.95, the open interest changed by 43 which increased total open position to 53
On 25 Nov BIOCON was trading at 336.35. The strike last trading price was 0.3, which was -0.45 lower than the previous day. The implied volatity was 32.28, the open interest changed by 8 which increased total open position to 9
On 22 Nov BIOCON was trading at 331.50. The strike last trading price was 0.75, which was -18.05 lower than the previous day. The implied volatity was 38.74, the open interest changed by 3 which increased total open position to 4
On 1 Oct BIOCON was trading at 370.65. The strike last trading price was 18.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept BIOCON was trading at 363.10. The strike last trading price was 18.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BIOCON 26DEC2024 410 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 | 40.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 367.85 | 40.95 | 0.00 | 0.00 | 0 | -4 | 0 |
| 10 Dec | 369.20 | 40.95 | -2.85 | 34.71 | 6 | -5 | 42 |
| 9 Dec | 369.60 | 43.8 | 9.60 | 53.40 | 6 | 2 | 45 |
| 6 Dec | 380.05 | 34.2 | 0.00 | 0.00 | 0 | 8 | 0 |
| 5 Dec | 375.25 | 34.2 | 1.35 | 32.57 | 8 | 5 | 40 |
| 4 Dec | 379.70 | 32.85 | -1.20 | 40.20 | 21 | 19 | 35 |
| 3 Dec | 373.85 | 34.05 | 1.60 | 16.95 | 3 | 2 | 15 |
| 2 Dec | 375.35 | 32.45 | -13.00 | - | 6 | 2 | 10 |
| 29 Nov | 365.15 | 45.45 | -23.55 | 39.11 | 7 | 3 | 9 |
| 28 Nov | 363.95 | 69 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 358.65 | 69 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 352.65 | 69 | 0.00 | 0.00 | 0 | 6 | 0 |
| 25 Nov | 336.35 | 69 | 20.45 | - | 6 | 5 | 5 |
| 22 Nov | 331.50 | 48.55 | 48.55 | - | 0 | 0 | 0 |
| 1 Oct | 370.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 363.10 | 0 | - | 0 | 0 | 0 | |
For Biocon Limited. - strike price 410 expiring on 26DEC2024
Delta for 410 PE is 0.00
Historical price for 410 PE is as follows
On 12 Dec BIOCON was trading at 362.95. The strike last trading price was 40.95, 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 40.95, 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 10 Dec BIOCON was trading at 369.20. The strike last trading price was 40.95, which was -2.85 lower than the previous day. The implied volatity was 34.71, the open interest changed by -5 which decreased total open position to 42
On 9 Dec BIOCON was trading at 369.60. The strike last trading price was 43.8, which was 9.60 higher than the previous day. The implied volatity was 53.40, the open interest changed by 2 which increased total open position to 45
On 6 Dec BIOCON was trading at 380.05. The strike last trading price was 34.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 5 Dec BIOCON was trading at 375.25. The strike last trading price was 34.2, which was 1.35 higher than the previous day. The implied volatity was 32.57, the open interest changed by 5 which increased total open position to 40
On 4 Dec BIOCON was trading at 379.70. The strike last trading price was 32.85, which was -1.20 lower than the previous day. The implied volatity was 40.20, the open interest changed by 19 which increased total open position to 35
On 3 Dec BIOCON was trading at 373.85. The strike last trading price was 34.05, which was 1.60 higher than the previous day. The implied volatity was 16.95, the open interest changed by 2 which increased total open position to 15
On 2 Dec BIOCON was trading at 375.35. The strike last trading price was 32.45, which was -13.00 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 10
On 29 Nov BIOCON was trading at 365.15. The strike last trading price was 45.45, which was -23.55 lower than the previous day. The implied volatity was 39.11, the open interest changed by 3 which increased total open position to 9
On 28 Nov BIOCON was trading at 363.95. The strike last trading price was 69, 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 69, 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 69, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 25 Nov BIOCON was trading at 336.35. The strike last trading price was 69, which was 20.45 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 5
On 22 Nov BIOCON was trading at 331.50. The strike last trading price was 48.55, which was 48.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Oct BIOCON was trading at 370.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept BIOCON was trading at 363.10. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
