Historical option data for BIOCON
02 Jun 2026 04:10 PM IST
| BIOCON 30-Jun-2026 (27d) 420 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.51
Vega: 0
Theta: -0.27
Gamma: 0.01169
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Jun | 416.80 | 13.5 | -4.5 (-25.00%) | 29.28 | 634 | 91 | 285 | |||||||||
| 1 Jun | 425.65 | 17.7 | -4.3 (-19.55%) | 29.39 | 349 | -98 | 194 | |||||||||
| 29 May | 428.65 | 23.25 | -0.75 (-3.13%) | 32.93 | 228 | 126 | 248 | |||||||||
| 27 May | 432.20 | 23.95 | -3.05 (-11.30%) | 29.3 | 37 | -1 | 123 | |||||||||
| 26 May | 436.15 | 28.3 | 6.3 (28.64%) | 32.03 | 129 | -2 | 125 | |||||||||
| 25 May | 430.05 | 22.4 | -2.6 (-10.40%) | 29.41 | 83 | 32 | 127 | |||||||||
| 22 May | 430.25 | 25 | -2 (-7.41%) | 31.51 | 125 | -16 | 95 | |||||||||
| 21 May | 430.85 | 26 | -1 (-3.70%) | 32.2 | 34 | 13 | 111 | |||||||||
| 20 May | 432.70 | 27.9 | 3.9 (16.25%) | 32.24 | 52 | 23 | 99 | |||||||||
| 19 May | 428.15 | 23.8 | 0.8 (3.48%) | 31.02 | 18 | -2 | 76 | |||||||||
| 18 May | 426.25 | 22.9 | -3.1 (-11.92%) | 31.62 | 36 | 17 | 79 | |||||||||
| 15 May | 430.10 | 25.55 | 5.7 (28.72%) | 30.59 | 57 | 2 | 67 | |||||||||
| 14 May | 419.00 | 19.7 | 0.2 (1.03%) | 30.73 | 40 | -6 | 64 | |||||||||
| 13 May | 417.60 | 18.9 | 5.8 (44.27%) | 0 | 131 | 45 | 69 | |||||||||
| 12 May | 402.45 | 13.15 | 4.85 (58.43%) | 0 | 45 | 7 | 23 | |||||||||
| 11 May | 390.45 | 8.3 | 2.35 (39.50%) | 0 | 16 | 5 | 15 | |||||||||
| 8 May | 380.40 | 5.95 | -3.2 (-34.97%) | 31.8 | 15 | 9 | 9 | |||||||||
| 7 May | 382.25 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 380.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Biocon Limited. - strike price 420 expiring on 30JUN2026
Delta for 420 CE is 0.51
Historical price for 420 CE is as follows
On 2 Jun BIOCON was trading at 416.80. The strike last trading price was 13.5, which was -4.5 lower than the previous day. The implied volatity was 29.28, the open interest changed by 91 which increased total open position to 285
On 1 Jun BIOCON was trading at 425.65. The strike last trading price was 17.7, which was -4.3 lower than the previous day. The implied volatity was 29.39, the open interest changed by -98 which decreased total open position to 194
On 29 May BIOCON was trading at 428.65. The strike last trading price was 23.25, which was -0.75 lower than the previous day. The implied volatity was 32.93, the open interest changed by 126 which increased total open position to 248
On 27 May BIOCON was trading at 432.20. The strike last trading price was 23.95, which was -3.05 lower than the previous day. The implied volatity was 29.3, the open interest changed by -1 which decreased total open position to 123
On 26 May BIOCON was trading at 436.15. The strike last trading price was 28.3, which was 6.3 higher than the previous day. The implied volatity was 32.03, the open interest changed by -2 which decreased total open position to 125
On 25 May BIOCON was trading at 430.05. The strike last trading price was 22.4, which was -2.6 lower than the previous day. The implied volatity was 29.41, the open interest changed by 32 which increased total open position to 127
On 22 May BIOCON was trading at 430.25. The strike last trading price was 25, which was -2 lower than the previous day. The implied volatity was 31.51, the open interest changed by -16 which decreased total open position to 95
On 21 May BIOCON was trading at 430.85. The strike last trading price was 26, which was -1 lower than the previous day. The implied volatity was 32.2, the open interest changed by 13 which increased total open position to 111
On 20 May BIOCON was trading at 432.70. The strike last trading price was 27.9, which was 3.9 higher than the previous day. The implied volatity was 32.24, the open interest changed by 23 which increased total open position to 99
On 19 May BIOCON was trading at 428.15. The strike last trading price was 23.8, which was 0.8 higher than the previous day. The implied volatity was 31.02, the open interest changed by -2 which decreased total open position to 76
On 18 May BIOCON was trading at 426.25. The strike last trading price was 22.9, which was -3.1 lower than the previous day. The implied volatity was 31.62, the open interest changed by 17 which increased total open position to 79
On 15 May BIOCON was trading at 430.10. The strike last trading price was 25.55, which was 5.7 higher than the previous day. The implied volatity was 30.59, the open interest changed by 2 which increased total open position to 67
On 14 May BIOCON was trading at 419.00. The strike last trading price was 19.7, which was 0.2 higher than the previous day. The implied volatity was 30.73, the open interest changed by -6 which decreased total open position to 64
On 13 May BIOCON was trading at 417.60. The strike last trading price was 18.9, which was 5.8 higher than the previous day. The implied volatity was 0, the open interest changed by 45 which increased total open position to 69
On 12 May BIOCON was trading at 402.45. The strike last trading price was 13.15, which was 4.85 higher than the previous day. The implied volatity was 0, the open interest changed by 7 which increased total open position to 23
On 11 May BIOCON was trading at 390.45. The strike last trading price was 8.3, which was 2.35 higher than the previous day. The implied volatity was 0, the open interest changed by 5 which increased total open position to 15
On 8 May BIOCON was trading at 380.40. The strike last trading price was 5.95, which was -3.2 lower than the previous day. The implied volatity was 31.8, the open interest changed by 9 which increased total open position to 9
On 7 May BIOCON was trading at 382.25. 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 6 May BIOCON was trading at 380.60. 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 30-Jun-2026 (27d) 420 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.49
Vega: 0
Theta: -0.18
Gamma: 0.01304
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Jun | 416.80 | 12.3 | 3.3 (36.67%) | 26.25 | 1,240 | 84 | 650 |
| 1 Jun | 425.65 | 9 | 0.65 (7.78%) | 25.42 | 817 | 348 | 566 |
| 29 May | 428.65 | 8.35 | 0.35 (4.37%) | 26.84 | 287 | 26 | 218 |
| 27 May | 432.20 | 7.65 | 0 (0.00%) | 27.29 | 189 | 19 | 192 |
| 26 May | 436.15 | 7.4 | -2.35 (-24.10%) | 28.49 | 369 | 22 | 173 |
| 25 May | 430.05 | 9.6 | -1.5 (-13.51%) | 28 | 162 | 42 | 153 |
| 22 May | 430.25 | 11.45 | 0.7 (6.51%) | 30.51 | 120 | 27 | 111 |
| 21 May | 430.85 | 11 | 0.4 (3.77%) | 29.68 | 69 | 8 | 84 |
| 20 May | 432.70 | 10.6 | -1.8 (-14.52%) | 29.54 | 93 | 32 | 90 |
| 19 May | 428.15 | 12.4 | -2.1 (-14.48%) | 30.33 | 28 | 12 | 57 |
| 18 May | 426.25 | 14.5 | 2.15 (17.41%) | 30.7 | 32 | 4 | 44 |
| 15 May | 430.10 | 12.15 | -3.4 (-21.86%) | 29.96 | 54 | 19 | 39 |
| 14 May | 419.00 | 15.9 | -2.1 (-11.67%) | 27.76 | 16 | 6 | 20 |
| 13 May | 417.60 | 18 | -16 (-47.06%) | 0 | 14 | 12 | 13 |
| 12 May | 402.45 | 34 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 11 May | 390.45 | 34 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 8 May | 380.40 | 34 | -26.7 (-43.99%) | 31.8 | 1 | 0 | 0 |
| 7 May | 382.25 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 380.60 | 0 | 0 | - | 0 | 0 | 0 |
For Biocon Limited. - strike price 420 expiring on 30JUN2026
Delta for 420 PE is -0.49
Historical price for 420 PE is as follows
On 2 Jun BIOCON was trading at 416.80. The strike last trading price was 12.3, which was 3.3 higher than the previous day. The implied volatity was 26.25, the open interest changed by 84 which increased total open position to 650
On 1 Jun BIOCON was trading at 425.65. The strike last trading price was 9, which was 0.65 higher than the previous day. The implied volatity was 25.42, the open interest changed by 348 which increased total open position to 566
On 29 May BIOCON was trading at 428.65. The strike last trading price was 8.35, which was 0.35 higher than the previous day. The implied volatity was 26.84, the open interest changed by 26 which increased total open position to 218
On 27 May BIOCON was trading at 432.20. The strike last trading price was 7.65, which was 0 lower than the previous day. The implied volatity was 27.29, the open interest changed by 19 which increased total open position to 192
On 26 May BIOCON was trading at 436.15. The strike last trading price was 7.4, which was -2.35 lower than the previous day. The implied volatity was 28.49, the open interest changed by 22 which increased total open position to 173
On 25 May BIOCON was trading at 430.05. The strike last trading price was 9.6, which was -1.5 lower than the previous day. The implied volatity was 28, the open interest changed by 42 which increased total open position to 153
On 22 May BIOCON was trading at 430.25. The strike last trading price was 11.45, which was 0.7 higher than the previous day. The implied volatity was 30.51, the open interest changed by 27 which increased total open position to 111
On 21 May BIOCON was trading at 430.85. The strike last trading price was 11, which was 0.4 higher than the previous day. The implied volatity was 29.68, the open interest changed by 8 which increased total open position to 84
On 20 May BIOCON was trading at 432.70. The strike last trading price was 10.6, which was -1.8 lower than the previous day. The implied volatity was 29.54, the open interest changed by 32 which increased total open position to 90
On 19 May BIOCON was trading at 428.15. The strike last trading price was 12.4, which was -2.1 lower than the previous day. The implied volatity was 30.33, the open interest changed by 12 which increased total open position to 57
On 18 May BIOCON was trading at 426.25. The strike last trading price was 14.5, which was 2.15 higher than the previous day. The implied volatity was 30.7, the open interest changed by 4 which increased total open position to 44
On 15 May BIOCON was trading at 430.10. The strike last trading price was 12.15, which was -3.4 lower than the previous day. The implied volatity was 29.96, the open interest changed by 19 which increased total open position to 39
On 14 May BIOCON was trading at 419.00. The strike last trading price was 15.9, which was -2.1 lower than the previous day. The implied volatity was 27.76, the open interest changed by 6 which increased total open position to 20
On 13 May BIOCON was trading at 417.60. The strike last trading price was 18, which was -16 lower than the previous day. The implied volatity was 0, the open interest changed by 12 which increased total open position to 13
On 12 May BIOCON was trading at 402.45. The strike last trading price was 34, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 11 May BIOCON was trading at 390.45. The strike last trading price was 34, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 8 May BIOCON was trading at 380.40. The strike last trading price was 34, which was -26.7 lower than the previous day. The implied volatity was 31.8, the open interest changed by 0 which decreased total open position to 0
On 7 May BIOCON was trading at 382.25. 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 6 May BIOCON was trading at 380.60. 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
