Historical option data for BIOCON
22 Jun 2026 01:19 PM IST
| BIOCON 28-Jul-2026 (36d) 415 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.59
Vega: 0.01
Theta: -0.23
Gamma: 0.01018
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 419.60 | 18.6 | 2.6 (16.25%) | 28.89 | 1 | 0 | 5 | |||||||||
| 19 Jun | 415.50 | 16.5 | 2.5 (17.86%) | 27.1 | 1 | 0 | 5 | |||||||||
| 18 Jun | 413.85 | 14.25 | 0.25 (1.79%) | 26.78 | 1 | -1 | 5 | |||||||||
| 17 Jun | 411.85 | 14.25 | -7.75 (-35.23%) | 28.6 | 9 | 5 | 6 | |||||||||
| 16 Jun | 416.45 | 21.5 | -0.5 (-2.27%) | - | 1 | 0 | 1 | |||||||||
| 15 Jun | 416.05 | 21.5 | -0.5 (-2.27%) | - | 1 | 0 | 1 | |||||||||
| 12 Jun | 419.00 | 21.5 | -0.5 (-2.27%) | - | 1 | 0 | 1 | |||||||||
| 11 Jun | 415.95 | 21.5 | -0.5 (-2.27%) | 29.77 | 1 | 0 | 1 | |||||||||
| 10 Jun | 414.60 | 21.5 | 4.5 (26.47%) | 29.77 | 1 | -1 | 1 | |||||||||
| 9 Jun | 416.35 | 17 | 0 (0.00%) | 29.44 | 2 | 0 | 2 | |||||||||
| 8 Jun | 409.25 | 17 | -9 (-34.62%) | 29.44 | 2 | 0 | 1 | |||||||||
| 5 Jun | 412.30 | 26.2 | 0.2 (0.77%) | - | 1 | 0 | 1 | |||||||||
| 4 Jun | 416.05 | 26.2 | 0.2 (0.77%) | - | 1 | 0 | 1 | |||||||||
| 3 Jun | 412.45 | 26.2 | 0.2 (0.77%) | 35.57 | 1 | 0 | 1 | |||||||||
| 2 Jun | 416.80 | 25.65 | -14.35 (-35.88%) | 35.57 | 1 | 0 | 0 | |||||||||
For Biocon Limited. - strike price 415 expiring on 28JUL2026
Delta for 415 CE is 0.59
Historical price for 415 CE is as follows
On 22 Jun BIOCON was trading at 419.60. The strike last trading price was 18.6, which was 2.6 higher than the previous day. The implied volatity was 28.89, the open interest changed by 0 which decreased total open position to 5
On 19 Jun BIOCON was trading at 415.50. The strike last trading price was 16.5, which was 2.5 higher than the previous day. The implied volatity was 27.1, the open interest changed by 0 which decreased total open position to 5
On 18 Jun BIOCON was trading at 413.85. The strike last trading price was 14.25, which was 0.25 higher than the previous day. The implied volatity was 26.78, the open interest changed by -1 which decreased total open position to 5
On 17 Jun BIOCON was trading at 411.85. The strike last trading price was 14.25, which was -7.75 lower than the previous day. The implied volatity was 28.6, the open interest changed by 5 which increased total open position to 6
On 16 Jun BIOCON was trading at 416.45. The strike last trading price was 21.5, which was -0.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 15 Jun BIOCON was trading at 416.05. The strike last trading price was 21.5, which was -0.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 12 Jun BIOCON was trading at 419.00. The strike last trading price was 21.5, which was -0.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Jun BIOCON was trading at 415.95. The strike last trading price was 21.5, which was -0.5 lower than the previous day. The implied volatity was 29.77, the open interest changed by 0 which decreased total open position to 1
On 10 Jun BIOCON was trading at 414.60. The strike last trading price was 21.5, which was 4.5 higher than the previous day. The implied volatity was 29.77, the open interest changed by -1 which decreased total open position to 1
On 9 Jun BIOCON was trading at 416.35. The strike last trading price was 17, which was 0 lower than the previous day. The implied volatity was 29.44, the open interest changed by 0 which decreased total open position to 2
On 8 Jun BIOCON was trading at 409.25. The strike last trading price was 17, which was -9 lower than the previous day. The implied volatity was 29.44, the open interest changed by 0 which decreased total open position to 1
On 5 Jun BIOCON was trading at 412.30. The strike last trading price was 26.2, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 4 Jun BIOCON was trading at 416.05. The strike last trading price was 26.2, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 3 Jun BIOCON was trading at 412.45. The strike last trading price was 26.2, which was 0.2 higher than the previous day. The implied volatity was 35.57, the open interest changed by 0 which decreased total open position to 1
On 2 Jun BIOCON was trading at 416.80. The strike last trading price was 25.65, which was -14.35 lower than the previous day. The implied volatity was 35.57, the open interest changed by 0 which decreased total open position to 0
| BIOCON 28-Jul-2026 (36d) 415 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.4
Vega: 0.01
Theta: -0.15
Gamma: 0.01086
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 419.60 | 10.8 | -1.55 (-12.55%) | 26.87 | 15 | 8 | 12 |
| 19 Jun | 415.50 | 12.35 | -2 (-13.94%) | 25.5 | 9 | 3 | 3 |
| 18 Jun | 413.85 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Jun | 411.85 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Jun | 416.45 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Jun | 416.05 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Jun | 419.00 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Jun | 415.95 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Jun | 414.60 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Jun | 416.35 | 0 | 0 | - | 0 | 0 | 0 |
| 8 Jun | 409.25 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Jun | 412.30 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Jun | 416.05 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Jun | 412.45 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Jun | 416.80 | 0 | 0 | - | 0 | 0 | 0 |
For Biocon Limited. - strike price 415 expiring on 28JUL2026
Delta for 415 PE is -0.4
Historical price for 415 PE is as follows
On 22 Jun BIOCON was trading at 419.60. The strike last trading price was 10.8, which was -1.55 lower than the previous day. The implied volatity was 26.87, the open interest changed by 8 which increased total open position to 12
On 19 Jun BIOCON was trading at 415.50. The strike last trading price was 12.35, which was -2 lower than the previous day. The implied volatity was 25.5, the open interest changed by 3 which increased total open position to 3
On 18 Jun BIOCON was trading at 413.85. 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 17 Jun BIOCON was trading at 411.85. 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 16 Jun BIOCON was trading at 416.45. 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 15 Jun BIOCON was trading at 416.05. 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 12 Jun BIOCON was trading at 419.00. 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 11 Jun BIOCON was trading at 415.95. 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 10 Jun BIOCON was trading at 414.60. 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
On 9 Jun BIOCON was trading at 416.35. 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 8 Jun BIOCON was trading at 409.25. 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 5 Jun BIOCON was trading at 412.30. 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 4 Jun BIOCON was trading at 416.05. 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 3 Jun BIOCON was trading at 412.45. 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 2 Jun BIOCON was trading at 416.80. 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
