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

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 415 CE
Delta: 0.15 Vega: 0.21 Theta: -0.15 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	383.65	1.85 ₹ 4,625	-0.3 -750.00	27.66	407 10,17,500	-86 -2,15,000	540 13,50,000
8 Dec	383.80	2 ₹ 5,000	-2.4 -6000.00	29.18	1,047 26,17,500	55 1,37,500	636 15,90,000
5 Dec	392.65	4.4 ₹ 11,000	0.65 1625.00	28.21	471 11,77,500	-43 -1,07,500	581 14,52,500
4 Dec	388.35	3.55 ₹ 8,875	-6.75 -16875.00	28.00	2,135 53,37,500	267 6,67,500	623 15,57,500
3 Dec	410.00	10.4 ₹ 26,000	4.3 10750.00	24.90	2,979 74,47,500	110 2,75,000	373 9,32,500
2 Dec	399.00	6.85 ₹ 17,125	2.1 5250.00	25.53	374 9,35,000	-2 -5,000	255 6,37,500
1 Dec	394.50	4.7 ₹ 11,750	-1.05 -2625.00	25.27	157 3,92,500	17 42,500	259 6,47,500
28 Nov	398.35	5.7 ₹ 14,250	-1.2 -3000.00	22.83	140 3,50,000	-2 -5,000	241 6,02,500
27 Nov	399.65	6.7 ₹ 16,750	0.25 625.00	23.92	266 6,65,000	84 2,10,000	244 6,10,000
26 Nov	398.45	6.4 ₹ 16,000	1.15 2875.00	23.64	140 3,50,000	-4 -10,000	161 4,02,500
25 Nov	393.25	5.3 ₹ 13,250	-1.05 -2625.00	25.55	127 3,17,500	45 1,12,500	164 4,10,000
24 Nov	395.25	6.2 ₹ 15,500	-1.45 -3625.00	26.42	36 90,000	8 20,000	117 2,92,500
21 Nov	396.85	7.65 ₹ 19,125	0 0.00	25.12	98 2,45,000	9 22,500	109 2,72,500
20 Nov	395.15	7.8 ₹ 19,500	-6.55 -16375.00	26.56	175 4,37,500	43 1,07,500	99 2,47,500

19 Nov	410.10	14.2 ₹ 35,500	-7.8 -19500.00	26.42	106 2,65,000	42 1,05,000	55 1,37,500
18 Nov	421.60	22 ₹ 55,000	1.8 4500.00	27.86	6 15,000	2 5,000	13 32,500
17 Nov	420.95	20.2 ₹ 50,500	-1.9 -4750.00	22.55	17 42,500	10 25,000	11 27,500
14 Nov	411.15	22.1 ₹ 55,250	13.5 33750.00	-	0 0	1 2,500	0 0
13 Nov	417.00	22.1 ₹ 55,250	13.5 33750.00	31.69	5 12,500	1 2,500	1 2,500
12 Nov	405.90	8.6 ₹ 21,500	0 0.00	1.02	0 0	0 0	0 0
6 Nov	385.20	8.6 ₹ 21,500	0 0.00	4.68	0 0	0 0	0 0
3 Nov	377.15	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
31 Oct	372.10	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
30 Oct	376.60	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Biocon Limited. - strike price 415 expiring on 30DEC2025

Delta for 415 CE is 0.15

Historical price for 415 CE is as follows

On 9 Dec BIOCON was trading at 383.65. The strike last trading price was 1.85, which was -0.3 lower than the previous day. The implied volatity was 27.66, the open interest changed by -86 which decreased total open position to 540

On 8 Dec BIOCON was trading at 383.80. The strike last trading price was 2, which was -2.4 lower than the previous day. The implied volatity was 29.18, the open interest changed by 55 which increased total open position to 636

On 5 Dec BIOCON was trading at 392.65. The strike last trading price was 4.4, which was 0.65 higher than the previous day. The implied volatity was 28.21, the open interest changed by -43 which decreased total open position to 581

On 4 Dec BIOCON was trading at 388.35. The strike last trading price was 3.55, which was -6.75 lower than the previous day. The implied volatity was 28.00, the open interest changed by 267 which increased total open position to 623

On 3 Dec BIOCON was trading at 410.00. The strike last trading price was 10.4, which was 4.3 higher than the previous day. The implied volatity was 24.90, the open interest changed by 110 which increased total open position to 373

On 2 Dec BIOCON was trading at 399.00. The strike last trading price was 6.85, which was 2.1 higher than the previous day. The implied volatity was 25.53, the open interest changed by -2 which decreased total open position to 255

On 1 Dec BIOCON was trading at 394.50. The strike last trading price was 4.7, which was -1.05 lower than the previous day. The implied volatity was 25.27, the open interest changed by 17 which increased total open position to 259

On 28 Nov BIOCON was trading at 398.35. The strike last trading price was 5.7, which was -1.2 lower than the previous day. The implied volatity was 22.83, the open interest changed by -2 which decreased total open position to 241

On 27 Nov BIOCON was trading at 399.65. The strike last trading price was 6.7, which was 0.25 higher than the previous day. The implied volatity was 23.92, the open interest changed by 84 which increased total open position to 244

On 26 Nov BIOCON was trading at 398.45. The strike last trading price was 6.4, which was 1.15 higher than the previous day. The implied volatity was 23.64, the open interest changed by -4 which decreased total open position to 161

On 25 Nov BIOCON was trading at 393.25. The strike last trading price was 5.3, which was -1.05 lower than the previous day. The implied volatity was 25.55, the open interest changed by 45 which increased total open position to 164

On 24 Nov BIOCON was trading at 395.25. The strike last trading price was 6.2, which was -1.45 lower than the previous day. The implied volatity was 26.42, the open interest changed by 8 which increased total open position to 117

On 21 Nov BIOCON was trading at 396.85. The strike last trading price was 7.65, which was 0 lower than the previous day. The implied volatity was 25.12, the open interest changed by 9 which increased total open position to 109

On 20 Nov BIOCON was trading at 395.15. The strike last trading price was 7.8, which was -6.55 lower than the previous day. The implied volatity was 26.56, the open interest changed by 43 which increased total open position to 99

On 19 Nov BIOCON was trading at 410.10. The strike last trading price was 14.2, which was -7.8 lower than the previous day. The implied volatity was 26.42, the open interest changed by 42 which increased total open position to 55

On 18 Nov BIOCON was trading at 421.60. The strike last trading price was 22, which was 1.8 higher than the previous day. The implied volatity was 27.86, the open interest changed by 2 which increased total open position to 13

On 17 Nov BIOCON was trading at 420.95. The strike last trading price was 20.2, which was -1.9 lower than the previous day. The implied volatity was 22.55, the open interest changed by 10 which increased total open position to 11

On 14 Nov BIOCON was trading at 411.15. The strike last trading price was 22.1, which was 13.5 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 13 Nov BIOCON was trading at 417.00. The strike last trading price was 22.1, which was 13.5 higher than the previous day. The implied volatity was 31.69, the open interest changed by 1 which increased total open position to 1

On 12 Nov BIOCON was trading at 405.90. The strike last trading price was 8.6, which was 0 lower than the previous day. The implied volatity was 1.02, 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 8.6, which was 0 lower than the previous day. The implied volatity was 4.68, 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 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 31 Oct BIOCON was trading at 372.10. 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 30 Oct BIOCON was trading at 376.60. 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 415 PE
Delta: -0.85 Vega: 0.22 Theta: -0.05 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	383.65	30.75 ₹ 76,875	0.2 500.00	28.28	12 30,000	1 2,500	69 1,72,500
8 Dec	383.80	30.55 ₹ 76,375	6.95 17375.00	-	17 42,500	-5 -12,500	69 1,72,500
5 Dec	392.65	24 ₹ 60,000	-4.35 -10875.00	26.64	14 35,000	-1 -2,500	73 1,82,500
4 Dec	388.35	28.85 ₹ 72,125	16 40000.00	31.75	211 5,27,500	15 37,500	76 1,90,000
3 Dec	410.00	12.7 ₹ 31,750	-6.35 -15875.00	26.82	308 7,70,000	16 40,000	62 1,55,000
2 Dec	399.00	17.7 ₹ 44,250	-2.4 -6000.00	25.58	26 65,000	1 2,500	46 1,15,000
1 Dec	394.50	19.9 ₹ 49,750	-4.9 -12250.00	-	0 0	0 0	0 0
28 Nov	398.35	19.9 ₹ 49,750	-4.9 -12250.00	-	0 0	4 10,000	0 0
27 Nov	399.65	19.9 ₹ 49,750	-4.9 -12250.00	27.20	63 1,57,500	5 12,500	46 1,15,000
26 Nov	398.45	24.8 ₹ 62,000	1 2500.00	-	0 0	8 20,000	0 0
25 Nov	393.25	24.8 ₹ 62,000	1 2500.00	26.17	18 45,000	8 20,000	41 1,02,500
24 Nov	395.25	23.8 ₹ 59,500	3.5 8750.00	25.55	9 22,500	4 10,000	32 80,000
21 Nov	396.85	20.3 ₹ 50,750	-3.9 -9750.00	23.90	2 5,000	0 0	28 70,000
20 Nov	395.15	24.2 ₹ 60,500	7.7 19250.00	28.97	12 30,000	2 5,000	29 72,500
19 Nov	410.10	16.5 ₹ 41,250	6.2 15500.00	29.59	38 95,000	24 60,000	26 65,000
18 Nov	421.60	10.3 ₹ 25,750	-2.75 -6875.00	27.21	1 2,500	0 0	1 2,500
17 Nov	420.95	13.05 ₹ 32,625	-0.45 -1125.00	32.85	1 2,500	0 0	1 2,500
14 Nov	411.15	13.5 ₹ 33,750	-40 -100000.00	24.65	1 2,500	0 0	0 0
13 Nov	417.00	53.5 ₹ 1,33,750	0 0.00	1.47	0 0	0 0	0 0
12 Nov	405.90	53.5 ₹ 1,33,750	0 0.00	-	0 0	0 0	0 0
6 Nov	385.20	53.5 ₹ 1,33,750	0 0.00	-	0 0	0 0	0 0
3 Nov	377.15	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
31 Oct	372.10	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
30 Oct	376.60	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Biocon Limited. - strike price 415 expiring on 30DEC2025

Delta for 415 PE is -0.85

Historical price for 415 PE is as follows

On 9 Dec BIOCON was trading at 383.65. The strike last trading price was 30.75, which was 0.2 higher than the previous day. The implied volatity was 28.28, the open interest changed by 1 which increased total open position to 69

On 8 Dec BIOCON was trading at 383.80. The strike last trading price was 30.55, which was 6.95 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 69

On 5 Dec BIOCON was trading at 392.65. The strike last trading price was 24, which was -4.35 lower than the previous day. The implied volatity was 26.64, the open interest changed by -1 which decreased total open position to 73

On 4 Dec BIOCON was trading at 388.35. The strike last trading price was 28.85, which was 16 higher than the previous day. The implied volatity was 31.75, the open interest changed by 15 which increased total open position to 76

On 3 Dec BIOCON was trading at 410.00. The strike last trading price was 12.7, which was -6.35 lower than the previous day. The implied volatity was 26.82, the open interest changed by 16 which increased total open position to 62

On 2 Dec BIOCON was trading at 399.00. The strike last trading price was 17.7, which was -2.4 lower than the previous day. The implied volatity was 25.58, the open interest changed by 1 which increased total open position to 46

On 1 Dec BIOCON was trading at 394.50. The strike last trading price was 19.9, which was -4.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 28 Nov BIOCON was trading at 398.35. The strike last trading price was 19.9, which was -4.9 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0

On 27 Nov BIOCON was trading at 399.65. The strike last trading price was 19.9, which was -4.9 lower than the previous day. The implied volatity was 27.20, the open interest changed by 5 which increased total open position to 46

On 26 Nov BIOCON was trading at 398.45. The strike last trading price was 24.8, which was 1 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 0

On 25 Nov BIOCON was trading at 393.25. The strike last trading price was 24.8, which was 1 higher than the previous day. The implied volatity was 26.17, the open interest changed by 8 which increased total open position to 41

On 24 Nov BIOCON was trading at 395.25. The strike last trading price was 23.8, which was 3.5 higher than the previous day. The implied volatity was 25.55, the open interest changed by 4 which increased total open position to 32

On 21 Nov BIOCON was trading at 396.85. The strike last trading price was 20.3, which was -3.9 lower than the previous day. The implied volatity was 23.90, the open interest changed by 0 which decreased total open position to 28

On 20 Nov BIOCON was trading at 395.15. The strike last trading price was 24.2, which was 7.7 higher than the previous day. The implied volatity was 28.97, the open interest changed by 2 which increased total open position to 29

On 19 Nov BIOCON was trading at 410.10. The strike last trading price was 16.5, which was 6.2 higher than the previous day. The implied volatity was 29.59, the open interest changed by 24 which increased total open position to 26

On 18 Nov BIOCON was trading at 421.60. The strike last trading price was 10.3, which was -2.75 lower than the previous day. The implied volatity was 27.21, the open interest changed by 0 which decreased total open position to 1

On 17 Nov BIOCON was trading at 420.95. The strike last trading price was 13.05, which was -0.45 lower than the previous day. The implied volatity was 32.85, the open interest changed by 0 which decreased total open position to 1

On 14 Nov BIOCON was trading at 411.15. The strike last trading price was 13.5, which was -40 lower than the previous day. The implied volatity was 24.65, the open interest changed by 0 which decreased total open position to 0

On 13 Nov BIOCON was trading at 417.00. The strike last trading price was 53.5, which was 0 lower than the previous day. The implied volatity was 1.47, 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 53.5, 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 6 Nov BIOCON was trading at 385.20. The strike last trading price was 53.5, 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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