BIOCON
Biocon Limited.
Historical option data for BIOCON
12 Dec 2024 10:11 AM IST
| BIOCON 26DEC2024 420 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 0.06
Theta: -0.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 362.95 | 0.4 | -0.25 | 39.34 | 91 | -42 | 454 | |||
| 11 Dec | 367.85 | 0.65 | -0.15 | 39.22 | 142 | -25 | 495 | |||
| 10 Dec | 369.20 | 0.8 | -0.20 | 38.76 | 313 | -19 | 520 | |||
| 9 Dec | 369.60 | 1 | -0.45 | 38.95 | 444 | 52 | 532 | |||
| 6 Dec | 380.05 | 1.45 | 0.10 | 32.28 | 462 | 49 | 491 | |||
| 5 Dec | 375.25 | 1.35 | -0.35 | 33.12 | 244 | 7 | 443 | |||
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| 4 Dec | 379.70 | 1.7 | 0.70 | 31.53 | 580 | 67 | 439 | |||
| 3 Dec | 373.85 | 1 | -0.45 | 30.57 | 261 | 30 | 371 | |||
| 2 Dec | 375.35 | 1.45 | 0.45 | 32.16 | 1,018 | 141 | 336 | |||
| 29 Nov | 365.15 | 1 | -0.45 | 32.63 | 299 | 183 | 193 | |||
| 28 Nov | 363.95 | 1.45 | 1.45 | 35.21 | 15 | 6 | 6 | |||
| 1 Oct | 370.65 | 0 | - | 0 | 0 | 0 | ||||
For Biocon Limited. - strike price 420 expiring on 26DEC2024
Delta for 420 CE is 0.04
Historical price for 420 CE is as follows
On 12 Dec BIOCON was trading at 362.95. The strike last trading price was 0.4, which was -0.25 lower than the previous day. The implied volatity was 39.34, the open interest changed by -42 which decreased total open position to 454
On 11 Dec BIOCON was trading at 367.85. The strike last trading price was 0.65, which was -0.15 lower than the previous day. The implied volatity was 39.22, the open interest changed by -25 which decreased total open position to 495
On 10 Dec BIOCON was trading at 369.20. The strike last trading price was 0.8, which was -0.20 lower than the previous day. The implied volatity was 38.76, the open interest changed by -19 which decreased total open position to 520
On 9 Dec BIOCON was trading at 369.60. The strike last trading price was 1, which was -0.45 lower than the previous day. The implied volatity was 38.95, the open interest changed by 52 which increased total open position to 532
On 6 Dec BIOCON was trading at 380.05. The strike last trading price was 1.45, which was 0.10 higher than the previous day. The implied volatity was 32.28, the open interest changed by 49 which increased total open position to 491
On 5 Dec BIOCON was trading at 375.25. The strike last trading price was 1.35, which was -0.35 lower than the previous day. The implied volatity was 33.12, the open interest changed by 7 which increased total open position to 443
On 4 Dec BIOCON was trading at 379.70. The strike last trading price was 1.7, which was 0.70 higher than the previous day. The implied volatity was 31.53, the open interest changed by 67 which increased total open position to 439
On 3 Dec BIOCON was trading at 373.85. The strike last trading price was 1, which was -0.45 lower than the previous day. The implied volatity was 30.57, the open interest changed by 30 which increased total open position to 371
On 2 Dec BIOCON was trading at 375.35. The strike last trading price was 1.45, which was 0.45 higher than the previous day. The implied volatity was 32.16, the open interest changed by 141 which increased total open position to 336
On 29 Nov BIOCON was trading at 365.15. The strike last trading price was 1, which was -0.45 lower than the previous day. The implied volatity was 32.63, the open interest changed by 183 which increased total open position to 193
On 28 Nov BIOCON was trading at 363.95. The strike last trading price was 1.45, which was 1.45 higher than the previous day. The implied volatity was 35.21, the open interest changed by 6 which increased total open position to 6
On 1 Oct BIOCON was trading at 370.65. 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
| BIOCON 26DEC2024 420 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 | 45.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 367.85 | 45.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 369.20 | 45.15 | 0.00 | 0.00 | 0 | -1 | 0 |
| 9 Dec | 369.60 | 45.15 | 4.90 | - | 2 | 0 | 2 |
| 6 Dec | 380.05 | 40.25 | -15.20 | 35.09 | 2 | 0 | 0 |
| 5 Dec | 375.25 | 55.45 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 379.70 | 55.45 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 373.85 | 55.45 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 375.35 | 55.45 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 365.15 | 55.45 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 363.95 | 55.45 | 55.45 | - | 0 | 0 | 0 |
| 1 Oct | 370.65 | 0 | - | 0 | 0 | 0 | |
For Biocon Limited. - strike price 420 expiring on 26DEC2024
Delta for 420 PE is 0.00
Historical price for 420 PE is as follows
On 12 Dec BIOCON was trading at 362.95. The strike last trading price was 45.15, 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 45.15, 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 10 Dec BIOCON was trading at 369.20. The strike last trading price was 45.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 9 Dec BIOCON was trading at 369.60. The strike last trading price was 45.15, which was 4.90 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 6 Dec BIOCON was trading at 380.05. The strike last trading price was 40.25, which was -15.20 lower than the previous day. The implied volatity was 35.09, 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 55.45, which was 0.00 lower than the previous day. The implied volatity was -, 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 55.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec BIOCON was trading at 373.85. The strike last trading price was 55.45, which was 0.00 lower than the previous day. The implied volatity was -, 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 55.45, which was 0.00 lower than the previous day. The implied volatity was -, 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 55.45, which was 0.00 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 363.95. The strike last trading price was 55.45, which was 55.45 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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
