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 420 CE
Delta: 0.12 Vega: 0.18 Theta: -0.13 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	383.65	1.45 ₹ 3,625	-0.25 -625.00	28.58	955 23,87,500	-196 -4,90,000	1,795 44,87,500
8 Dec	383.80	1.55 ₹ 3,875	-1.9 -4750.00	29.83	2,302 57,55,000	282 7,05,000	1,998 49,95,000
5 Dec	392.65	3.45 ₹ 8,625	0.5 1250.00	28.57	1,452 36,30,000	-6 -15,000	1,720 43,00,000
4 Dec	388.35	2.75 ₹ 6,875	-5.45 -13625.00	28.31	5,560 1,39,00,000	685 17,12,500	1,711 42,77,500
3 Dec	410.00	8.45 ₹ 21,125	3.6 9000.00	25.33	4,691 1,17,27,500	-59 -1,47,500	1,025 25,62,500
2 Dec	399.00	5.35 ₹ 13,375	1.7 4250.00	25.62	647 16,17,500	8 20,000	1,089 27,22,500
1 Dec	394.50	3.6 ₹ 9,000	-0.85 -2125.00	25.40	727 18,17,500	106 2,65,000	1,079 26,97,500

28 Nov	398.35	4.25 ₹ 10,625	-1.1 -2750.00	22.65	1,092 27,30,000	132 3,30,000	974 24,35,000
27 Nov	399.65	5.25 ₹ 13,125	0.25 625.00	24.03	868 21,70,000	115 2,87,500	848 21,20,000
26 Nov	398.45	5.1 ₹ 12,750	0.95 2375.00	23.98	611 15,27,500	87 2,17,500	734 18,35,000
25 Nov	393.25	4 ₹ 10,000	-1.2 -3000.00	25.19	595 14,87,500	60 1,50,000	647 16,17,500
24 Nov	395.25	5.05 ₹ 12,625	-1.15 -2875.00	26.73	337 8,42,500	62 1,55,000	588 14,70,000
21 Nov	396.85	6.35 ₹ 15,875	0.1 250.00	25.57	421 10,52,500	-10 -25,000	527 13,17,500
20 Nov	395.15	6.2 ₹ 15,500	-6 -15000.00	26.24	1,092 27,30,000	104 2,60,000	537 13,42,500
19 Nov	410.10	12.3 ₹ 30,750	-6.65 -16625.00	27.01	475 11,87,500	95 2,37,500	432 10,80,000
18 Nov	421.60	18.6 ₹ 46,500	-0.85 -2125.00	26.82	326 8,15,000	23 57,500	337 8,42,500
17 Nov	420.95	20.15 ₹ 50,375	5.85 14625.00	27.84	323 8,07,500	150 3,75,000	303 7,57,500
14 Nov	411.15	14.55 ₹ 36,375	-2.55 -6375.00	27.56	79 1,97,500	19 47,500	149 3,72,500
13 Nov	417.00	16.95 ₹ 42,375	3.9 9750.00	26.90	185 4,62,500	40 1,00,000	125 3,12,500
12 Nov	405.90	12.4 ₹ 31,000	8.15 20375.00	28.08	110 2,75,000	62 1,55,000	85 2,12,500
6 Nov	385.20	4.25 ₹ 10,625	0.25 625.00	-	0 0	0 0	0 0
3 Nov	377.15	4.25 ₹ 10,625	0.25 625.00	25.74	1 2,500	0 0	22 55,000
31 Oct	372.10	4 ₹ 10,000	-0.2 -500.00	-	1 2,500	0 0	21 52,500
30 Oct	376.60	4.2 ₹ 10,500	-4.7 -11750.00	25.33	1 2,500	0 0	20 50,000

For Biocon Limited. - strike price 420 expiring on 30DEC2025

Delta for 420 CE is 0.12

Historical price for 420 CE is as follows

On 9 Dec BIOCON was trading at 383.65. The strike last trading price was 1.45, which was -0.25 lower than the previous day. The implied volatity was 28.58, the open interest changed by -196 which decreased total open position to 1795

On 8 Dec BIOCON was trading at 383.80. The strike last trading price was 1.55, which was -1.9 lower than the previous day. The implied volatity was 29.83, the open interest changed by 282 which increased total open position to 1998

On 5 Dec BIOCON was trading at 392.65. The strike last trading price was 3.45, which was 0.5 higher than the previous day. The implied volatity was 28.57, the open interest changed by -6 which decreased total open position to 1720

On 4 Dec BIOCON was trading at 388.35. The strike last trading price was 2.75, which was -5.45 lower than the previous day. The implied volatity was 28.31, the open interest changed by 685 which increased total open position to 1711

On 3 Dec BIOCON was trading at 410.00. The strike last trading price was 8.45, which was 3.6 higher than the previous day. The implied volatity was 25.33, the open interest changed by -59 which decreased total open position to 1025

On 2 Dec BIOCON was trading at 399.00. The strike last trading price was 5.35, which was 1.7 higher than the previous day. The implied volatity was 25.62, the open interest changed by 8 which increased total open position to 1089

On 1 Dec BIOCON was trading at 394.50. The strike last trading price was 3.6, which was -0.85 lower than the previous day. The implied volatity was 25.40, the open interest changed by 106 which increased total open position to 1079

On 28 Nov BIOCON was trading at 398.35. The strike last trading price was 4.25, which was -1.1 lower than the previous day. The implied volatity was 22.65, the open interest changed by 132 which increased total open position to 974

On 27 Nov BIOCON was trading at 399.65. The strike last trading price was 5.25, which was 0.25 higher than the previous day. The implied volatity was 24.03, the open interest changed by 115 which increased total open position to 848

On 26 Nov BIOCON was trading at 398.45. The strike last trading price was 5.1, which was 0.95 higher than the previous day. The implied volatity was 23.98, the open interest changed by 87 which increased total open position to 734

On 25 Nov BIOCON was trading at 393.25. The strike last trading price was 4, which was -1.2 lower than the previous day. The implied volatity was 25.19, the open interest changed by 60 which increased total open position to 647

On 24 Nov BIOCON was trading at 395.25. The strike last trading price was 5.05, which was -1.15 lower than the previous day. The implied volatity was 26.73, the open interest changed by 62 which increased total open position to 588

On 21 Nov BIOCON was trading at 396.85. The strike last trading price was 6.35, which was 0.1 higher than the previous day. The implied volatity was 25.57, the open interest changed by -10 which decreased total open position to 527

On 20 Nov BIOCON was trading at 395.15. The strike last trading price was 6.2, which was -6 lower than the previous day. The implied volatity was 26.24, the open interest changed by 104 which increased total open position to 537

On 19 Nov BIOCON was trading at 410.10. The strike last trading price was 12.3, which was -6.65 lower than the previous day. The implied volatity was 27.01, the open interest changed by 95 which increased total open position to 432

On 18 Nov BIOCON was trading at 421.60. The strike last trading price was 18.6, which was -0.85 lower than the previous day. The implied volatity was 26.82, the open interest changed by 23 which increased total open position to 337

On 17 Nov BIOCON was trading at 420.95. The strike last trading price was 20.15, which was 5.85 higher than the previous day. The implied volatity was 27.84, the open interest changed by 150 which increased total open position to 303

On 14 Nov BIOCON was trading at 411.15. The strike last trading price was 14.55, which was -2.55 lower than the previous day. The implied volatity was 27.56, the open interest changed by 19 which increased total open position to 149

On 13 Nov BIOCON was trading at 417.00. The strike last trading price was 16.95, which was 3.9 higher than the previous day. The implied volatity was 26.90, the open interest changed by 40 which increased total open position to 125

On 12 Nov BIOCON was trading at 405.90. The strike last trading price was 12.4, which was 8.15 higher than the previous day. The implied volatity was 28.08, the open interest changed by 62 which increased total open position to 85

On 6 Nov BIOCON was trading at 385.20. The strike last trading price was 4.25, which was 0.25 higher 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 4.25, which was 0.25 higher than the previous day. The implied volatity was 25.74, the open interest changed by 0 which decreased total open position to 22

On 31 Oct BIOCON was trading at 372.10. The strike last trading price was 4, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21

On 30 Oct BIOCON was trading at 376.60. The strike last trading price was 4.2, which was -4.7 lower than the previous day. The implied volatity was 25.33, the open interest changed by 0 which decreased total open position to 20

BIOCON 30DEC2025 420 PE
Delta: -0.82 Vega: 0.24 Theta: -0.11 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	383.65	36.8 ₹ 92,000	-0.05 -125.00	36.19	15 37,500	-2 -5,000	147 3,67,500
8 Dec	383.80	36.85 ₹ 92,125	9.1 22750.00	26.38	15 37,500	-4 -10,000	151 3,77,500
5 Dec	392.65	27.7 ₹ 69,250	-5.35 -13375.00	25.68	19 47,500	2 5,000	155 3,87,500
4 Dec	388.35	33.2 ₹ 83,000	17.35 43375.00	33.08	113 2,82,500	6 15,000	152 3,80,000
3 Dec	410.00	15.4 ₹ 38,500	-11 -27500.00	26.57	216 5,40,000	-12 -30,000	146 3,65,000
2 Dec	399.00	26.4 ₹ 66,000	2.6 6500.00	-	0 0	1 2,500	0 0
1 Dec	394.50	26.4 ₹ 66,000	2.6 6500.00	25.77	29 72,500	0 0	157 3,92,500
28 Nov	398.35	23.8 ₹ 59,500	0.55 1375.00	27.15	14 35,000	2 5,000	155 3,87,500
27 Nov	399.65	23.1 ₹ 57,750	-0.2 -500.00	26.81	39 97,500	-3 -7,500	149 3,72,500
26 Nov	398.45	23.25 ₹ 58,125	-5.1 -12750.00	25.27	3 7,500	0 0	154 3,85,000
25 Nov	393.25	28.95 ₹ 72,375	1.65 4125.00	27.19	12 30,000	5 12,500	153 3,82,500
24 Nov	395.25	27.3 ₹ 68,250	1.4 3500.00	25.02	12 30,000	6 15,000	147 3,67,500
21 Nov	396.85	25.9 ₹ 64,750	-2.45 -6125.00	28.50	16 40,000	3 7,500	141 3,52,500
20 Nov	395.15	27.5 ₹ 68,750	8.35 20875.00	28.69	66 1,65,000	10 25,000	138 3,45,000
19 Nov	410.10	19.3 ₹ 48,250	6.25 15625.00	29.74	150 3,75,000	11 27,500	127 3,17,500
18 Nov	421.60	13.05 ₹ 32,625	-0.7 -1750.00	28.36	94 2,35,000	38 95,000	112 2,80,000
17 Nov	420.95	13.5 ₹ 33,750	-4.9 -12250.00	29.83	74 1,85,000	20 50,000	67 1,67,500
14 Nov	411.15	18.3 ₹ 45,750	2.45 6125.00	28.44	26 65,000	-2 -5,000	47 1,17,500
13 Nov	417.00	15.9 ₹ 39,750	-6.15 -15375.00	28.29	97 2,42,500	35 87,500	50 1,25,000
12 Nov	405.90	21.75 ₹ 54,375	-21 -52500.00	28.15	23 57,500	14 35,000	16 40,000
6 Nov	385.20	42.75 ₹ 1,06,875	-36.55 -91375.00	-	0 0	0 0	0 0
3 Nov	377.15	42.75 ₹ 1,06,875	-36.55 -91375.00	-	0 0	0 0	0 0
31 Oct	372.10	42.75 ₹ 1,06,875	-36.55 -91375.00	-	0 0	2 5,000	0 0
30 Oct	376.60	42.75 ₹ 1,06,875	-36.55 -91375.00	30.33	2 5,000	0 0	0 0

For Biocon Limited. - strike price 420 expiring on 30DEC2025

Delta for 420 PE is -0.82

Historical price for 420 PE is as follows

On 9 Dec BIOCON was trading at 383.65. The strike last trading price was 36.8, which was -0.05 lower than the previous day. The implied volatity was 36.19, the open interest changed by -2 which decreased total open position to 147

On 8 Dec BIOCON was trading at 383.80. The strike last trading price was 36.85, which was 9.1 higher than the previous day. The implied volatity was 26.38, the open interest changed by -4 which decreased total open position to 151

On 5 Dec BIOCON was trading at 392.65. The strike last trading price was 27.7, which was -5.35 lower than the previous day. The implied volatity was 25.68, the open interest changed by 2 which increased total open position to 155

On 4 Dec BIOCON was trading at 388.35. The strike last trading price was 33.2, which was 17.35 higher than the previous day. The implied volatity was 33.08, the open interest changed by 6 which increased total open position to 152

On 3 Dec BIOCON was trading at 410.00. The strike last trading price was 15.4, which was -11 lower than the previous day. The implied volatity was 26.57, the open interest changed by -12 which decreased total open position to 146

On 2 Dec BIOCON was trading at 399.00. The strike last trading price was 26.4, which was 2.6 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 1 Dec BIOCON was trading at 394.50. The strike last trading price was 26.4, which was 2.6 higher than the previous day. The implied volatity was 25.77, the open interest changed by 0 which decreased total open position to 157

On 28 Nov BIOCON was trading at 398.35. The strike last trading price was 23.8, which was 0.55 higher than the previous day. The implied volatity was 27.15, the open interest changed by 2 which increased total open position to 155

On 27 Nov BIOCON was trading at 399.65. The strike last trading price was 23.1, which was -0.2 lower than the previous day. The implied volatity was 26.81, the open interest changed by -3 which decreased total open position to 149

On 26 Nov BIOCON was trading at 398.45. The strike last trading price was 23.25, which was -5.1 lower than the previous day. The implied volatity was 25.27, the open interest changed by 0 which decreased total open position to 154

On 25 Nov BIOCON was trading at 393.25. The strike last trading price was 28.95, which was 1.65 higher than the previous day. The implied volatity was 27.19, the open interest changed by 5 which increased total open position to 153

On 24 Nov BIOCON was trading at 395.25. The strike last trading price was 27.3, which was 1.4 higher than the previous day. The implied volatity was 25.02, the open interest changed by 6 which increased total open position to 147

On 21 Nov BIOCON was trading at 396.85. The strike last trading price was 25.9, which was -2.45 lower than the previous day. The implied volatity was 28.50, the open interest changed by 3 which increased total open position to 141

On 20 Nov BIOCON was trading at 395.15. The strike last trading price was 27.5, which was 8.35 higher than the previous day. The implied volatity was 28.69, the open interest changed by 10 which increased total open position to 138

On 19 Nov BIOCON was trading at 410.10. The strike last trading price was 19.3, which was 6.25 higher than the previous day. The implied volatity was 29.74, the open interest changed by 11 which increased total open position to 127

On 18 Nov BIOCON was trading at 421.60. The strike last trading price was 13.05, which was -0.7 lower than the previous day. The implied volatity was 28.36, the open interest changed by 38 which increased total open position to 112

On 17 Nov BIOCON was trading at 420.95. The strike last trading price was 13.5, which was -4.9 lower than the previous day. The implied volatity was 29.83, the open interest changed by 20 which increased total open position to 67

On 14 Nov BIOCON was trading at 411.15. The strike last trading price was 18.3, which was 2.45 higher than the previous day. The implied volatity was 28.44, the open interest changed by -2 which decreased total open position to 47

On 13 Nov BIOCON was trading at 417.00. The strike last trading price was 15.9, which was -6.15 lower than the previous day. The implied volatity was 28.29, the open interest changed by 35 which increased total open position to 50

On 12 Nov BIOCON was trading at 405.90. The strike last trading price was 21.75, which was -21 lower than the previous day. The implied volatity was 28.15, the open interest changed by 14 which increased total open position to 16

On 6 Nov BIOCON was trading at 385.20. The strike last trading price was 42.75, which was -36.55 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 42.75, which was -36.55 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 42.75, which was -36.55 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0

On 30 Oct BIOCON was trading at 376.60. The strike last trading price was 42.75, which was -36.55 lower than the previous day. The implied volatity was 30.33, the open interest changed by 0 which decreased total open position to 0

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