BIOCON
Biocon Limited.
Historical option data for BIOCON
12 Dec 2024 10:01 AM IST
| BIOCON 26DEC2024 415 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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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 | 363.30 | 0.85 | 0.00 | 0.00 | 0 | 36 | 0 | |||
| 11 Dec | 367.85 | 0.85 | -0.20 | 38.55 | 133 | 35 | 154 | |||
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| 10 Dec | 369.20 | 1.05 | -0.25 | 38.23 | 66 | 21 | 120 | |||
| 9 Dec | 369.60 | 1.3 | -0.75 | 38.48 | 125 | 3 | 99 | |||
| 6 Dec | 380.05 | 2.05 | 0.35 | 32.57 | 59 | 19 | 101 | |||
| 5 Dec | 375.25 | 1.7 | -0.65 | 32.36 | 94 | 19 | 88 | |||
| 4 Dec | 379.70 | 2.35 | 1.00 | 31.74 | 69 | 26 | 70 | |||
| 3 Dec | 373.85 | 1.35 | -19.20 | 30.29 | 68 | 41 | 41 | |||
| 2 Dec | 375.35 | 20.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 365.15 | 20.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 28 Nov | 363.95 | 20.55 | 0.00 | 0 | 0 | 0 | ||||
For Biocon Limited. - strike price 415 expiring on 26DEC2024
Delta for 415 CE is 0.00
Historical price for 415 CE is as follows
On 12 Dec BIOCON was trading at 363.30. The strike last trading price was 0.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 36 which increased total open position to 0
On 11 Dec BIOCON was trading at 367.85. The strike last trading price was 0.85, which was -0.20 lower than the previous day. The implied volatity was 38.55, the open interest changed by 35 which increased total open position to 154
On 10 Dec BIOCON was trading at 369.20. The strike last trading price was 1.05, which was -0.25 lower than the previous day. The implied volatity was 38.23, the open interest changed by 21 which increased total open position to 120
On 9 Dec BIOCON was trading at 369.60. The strike last trading price was 1.3, which was -0.75 lower than the previous day. The implied volatity was 38.48, the open interest changed by 3 which increased total open position to 99
On 6 Dec BIOCON was trading at 380.05. The strike last trading price was 2.05, which was 0.35 higher than the previous day. The implied volatity was 32.57, the open interest changed by 19 which increased total open position to 101
On 5 Dec BIOCON was trading at 375.25. The strike last trading price was 1.7, which was -0.65 lower than the previous day. The implied volatity was 32.36, the open interest changed by 19 which increased total open position to 88
On 4 Dec BIOCON was trading at 379.70. The strike last trading price was 2.35, which was 1.00 higher than the previous day. The implied volatity was 31.74, the open interest changed by 26 which increased total open position to 70
On 3 Dec BIOCON was trading at 373.85. The strike last trading price was 1.35, which was -19.20 lower than the previous day. The implied volatity was 30.29, the open interest changed by 41 which increased total open position to 41
On 2 Dec BIOCON was trading at 375.35. The strike last trading price was 20.55, 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 29 Nov BIOCON was trading at 365.15. The strike last trading price was 20.55, 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 28 Nov BIOCON was trading at 363.95. The strike last trading price was 20.55, 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
| BIOCON 26DEC2024 415 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 | 363.30 | 46.5 | 0.00 | 0.00 | 0 | 2 | 0 |
| 11 Dec | 367.85 | 46.5 | 6.70 | 29.45 | 3 | 2 | 3 |
| 10 Dec | 369.20 | 39.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 369.60 | 39.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 380.05 | 39.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 375.25 | 39.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 379.70 | 39.8 | 0.00 | 0.00 | 0 | 1 | 0 |
| 3 Dec | 373.85 | 39.8 | 39.80 | 27.41 | 1 | 0 | 0 |
| 2 Dec | 375.35 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 365.15 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 363.95 | 0 | 0.00 | 0 | 0 | 0 | |
For Biocon Limited. - strike price 415 expiring on 26DEC2024
Delta for 415 PE is 0.00
Historical price for 415 PE is as follows
On 12 Dec BIOCON was trading at 363.30. The strike last trading price was 46.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 11 Dec BIOCON was trading at 367.85. The strike last trading price was 46.5, which was 6.70 higher than the previous day. The implied volatity was 29.45, the open interest changed by 2 which increased total open position to 3
On 10 Dec BIOCON was trading at 369.20. The strike last trading price was 39.8, 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 9 Dec BIOCON was trading at 369.60. The strike last trading price was 39.8, 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 6 Dec BIOCON was trading at 380.05. The strike last trading price was 39.8, 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 5 Dec BIOCON was trading at 375.25. The strike last trading price was 39.8, 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 4 Dec BIOCON was trading at 379.70. The strike last trading price was 39.8, 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 3 Dec BIOCON was trading at 373.85. The strike last trading price was 39.8, which was 39.80 higher than the previous day. The implied volatity was 27.41, 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 0, 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 29 Nov BIOCON was trading at 365.15. The strike last trading price was 0, 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 28 Nov BIOCON was trading at 363.95. The strike last trading price was 0, 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
