BIOCON
Biocon Limited.
Historical option data for BIOCON
12 Dec 2025 04:11 PM IST
| BIOCON 30-DEC-2025 425 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 0.12
Theta: -0.10
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 386.35 | 0.8 | 0 | 28.48 | 95 | -26 | 308 | |||||||||
| 11 Dec | 381.75 | 0.8 | 0 | 29.41 | 80 | 1 | 337 | |||||||||
| 10 Dec | 379.15 | 0.8 | -0.35 | 31.15 | 116 | -9 | 336 | |||||||||
| 9 Dec | 383.65 | 1.15 | -0.2 | 29.53 | 269 | -5 | 347 | |||||||||
| 8 Dec | 383.80 | 1.25 | -1.35 | 30.77 | 410 | -52 | 351 | |||||||||
| 5 Dec | 392.65 | 2.65 | 0.4 | 28.79 | 341 | 80 | 400 | |||||||||
| 4 Dec | 388.35 | 2.1 | -4.4 | 28.55 | 1,407 | 117 | 319 | |||||||||
| 3 Dec | 410.00 | 6.55 | 2.8 | 25.12 | 982 | 73 | 207 | |||||||||
| 2 Dec | 399.00 | 4.1 | 1.35 | 25.65 | 130 | -8 | 138 | |||||||||
| 1 Dec | 394.50 | 2.7 | -0.7 | 25.45 | 88 | -4 | 146 | |||||||||
| 28 Nov | 398.35 | 3.55 | -0.7 | 23.78 | 82 | -1 | 150 | |||||||||
| 27 Nov | 399.65 | 4 | 0.1 | 23.96 | 142 | 20 | 153 | |||||||||
| 26 Nov | 398.45 | 3.85 | 0.55 | 23.81 | 74 | 10 | 134 | |||||||||
| 25 Nov | 393.25 | 3.25 | -0.95 | 25.75 | 93 | -8 | 125 | |||||||||
| 24 Nov | 395.25 | 4 | -0.95 | 26.78 | 88 | 20 | 132 | |||||||||
| 21 Nov | 396.85 | 5 | 0 | 25.40 | 80 | -7 | 110 | |||||||||
| 20 Nov | 395.15 | 5.05 | -5.15 | 26.41 | 141 | 30 | 117 | |||||||||
| 19 Nov | 410.10 | 10.35 | -5.9 | 27.04 | 123 | 70 | 87 | |||||||||
| 18 Nov | 421.60 | 16.15 | -0.75 | 27.06 | 23 | 4 | 18 | |||||||||
| 17 Nov | 420.95 | 17.2 | 2.4 | 27.30 | 18 | 8 | 10 | |||||||||
| 14 Nov | 411.15 | 14.8 | -2.45 | 31.63 | 1 | 0 | 1 | |||||||||
| 13 Nov | 417.00 | 17.25 | 10.55 | 31.33 | 1 | 0 | 0 | |||||||||
| 12 Nov | 405.90 | 6.7 | 0 | 2.91 | 0 | 0 | 0 | |||||||||
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| 6 Nov | 385.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Biocon Limited. - strike price 425 expiring on 30DEC2025
Delta for 425 CE is 0.08
Historical price for 425 CE is as follows
On 12 Dec BIOCON was trading at 386.35. The strike last trading price was 0.8, which was 0 lower than the previous day. The implied volatity was 28.48, the open interest changed by -26 which decreased total open position to 308
On 11 Dec BIOCON was trading at 381.75. The strike last trading price was 0.8, which was 0 lower than the previous day. The implied volatity was 29.41, the open interest changed by 1 which increased total open position to 337
On 10 Dec BIOCON was trading at 379.15. The strike last trading price was 0.8, which was -0.35 lower than the previous day. The implied volatity was 31.15, the open interest changed by -9 which decreased total open position to 336
On 9 Dec BIOCON was trading at 383.65. The strike last trading price was 1.15, which was -0.2 lower than the previous day. The implied volatity was 29.53, the open interest changed by -5 which decreased total open position to 347
On 8 Dec BIOCON was trading at 383.80. The strike last trading price was 1.25, which was -1.35 lower than the previous day. The implied volatity was 30.77, the open interest changed by -52 which decreased total open position to 351
On 5 Dec BIOCON was trading at 392.65. The strike last trading price was 2.65, which was 0.4 higher than the previous day. The implied volatity was 28.79, the open interest changed by 80 which increased total open position to 400
On 4 Dec BIOCON was trading at 388.35. The strike last trading price was 2.1, which was -4.4 lower than the previous day. The implied volatity was 28.55, the open interest changed by 117 which increased total open position to 319
On 3 Dec BIOCON was trading at 410.00. The strike last trading price was 6.55, which was 2.8 higher than the previous day. The implied volatity was 25.12, the open interest changed by 73 which increased total open position to 207
On 2 Dec BIOCON was trading at 399.00. The strike last trading price was 4.1, which was 1.35 higher than the previous day. The implied volatity was 25.65, the open interest changed by -8 which decreased total open position to 138
On 1 Dec BIOCON was trading at 394.50. The strike last trading price was 2.7, which was -0.7 lower than the previous day. The implied volatity was 25.45, the open interest changed by -4 which decreased total open position to 146
On 28 Nov BIOCON was trading at 398.35. The strike last trading price was 3.55, which was -0.7 lower than the previous day. The implied volatity was 23.78, the open interest changed by -1 which decreased total open position to 150
On 27 Nov BIOCON was trading at 399.65. The strike last trading price was 4, which was 0.1 higher than the previous day. The implied volatity was 23.96, the open interest changed by 20 which increased total open position to 153
On 26 Nov BIOCON was trading at 398.45. The strike last trading price was 3.85, which was 0.55 higher than the previous day. The implied volatity was 23.81, the open interest changed by 10 which increased total open position to 134
On 25 Nov BIOCON was trading at 393.25. The strike last trading price was 3.25, which was -0.95 lower than the previous day. The implied volatity was 25.75, the open interest changed by -8 which decreased total open position to 125
On 24 Nov BIOCON was trading at 395.25. The strike last trading price was 4, which was -0.95 lower than the previous day. The implied volatity was 26.78, the open interest changed by 20 which increased total open position to 132
On 21 Nov BIOCON was trading at 396.85. The strike last trading price was 5, which was 0 lower than the previous day. The implied volatity was 25.40, the open interest changed by -7 which decreased total open position to 110
On 20 Nov BIOCON was trading at 395.15. The strike last trading price was 5.05, which was -5.15 lower than the previous day. The implied volatity was 26.41, the open interest changed by 30 which increased total open position to 117
On 19 Nov BIOCON was trading at 410.10. The strike last trading price was 10.35, which was -5.9 lower than the previous day. The implied volatity was 27.04, the open interest changed by 70 which increased total open position to 87
On 18 Nov BIOCON was trading at 421.60. The strike last trading price was 16.15, which was -0.75 lower than the previous day. The implied volatity was 27.06, the open interest changed by 4 which increased total open position to 18
On 17 Nov BIOCON was trading at 420.95. The strike last trading price was 17.2, which was 2.4 higher than the previous day. The implied volatity was 27.30, the open interest changed by 8 which increased total open position to 10
On 14 Nov BIOCON was trading at 411.15. The strike last trading price was 14.8, which was -2.45 lower than the previous day. The implied volatity was 31.63, the open interest changed by 0 which decreased total open position to 1
On 13 Nov BIOCON was trading at 417.00. The strike last trading price was 17.25, which was 10.55 higher than the previous day. The implied volatity was 31.33, the open interest changed by 0 which decreased total open position to 0
On 12 Nov BIOCON was trading at 405.90. The strike last trading price was 6.7, which was 0 lower than the previous day. The implied volatity was 2.91, the open interest changed by 0 which decreased total open position to 0
On 6 Nov BIOCON was trading at 385.20. 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 30DEC2025 425 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 386.35 | 37.45 | -3.5 | - | 6 | -3 | 27 |
| 11 Dec | 381.75 | 40.95 | 1.35 | 27.68 | 10 | 0 | 31 |
| 10 Dec | 379.15 | 39.6 | 2.7 | - | 0 | 0 | 31 |
| 9 Dec | 383.65 | 39.6 | 2.7 | - | 0 | 1 | 0 |
| 8 Dec | 383.80 | 39.6 | 2.7 | - | 7 | 0 | 30 |
| 5 Dec | 392.65 | 37.15 | 18.1 | - | 0 | -3 | 0 |
| 4 Dec | 388.35 | 37.15 | 18.1 | 32.58 | 30 | -2 | 31 |
| 3 Dec | 410.00 | 19.05 | -8.7 | 27.81 | 89 | 4 | 34 |
| 2 Dec | 399.00 | 27.75 | 1.45 | - | 0 | 0 | 0 |
| 1 Dec | 394.50 | 27.75 | 1.45 | - | 0 | 0 | 0 |
| 28 Nov | 398.35 | 27.75 | 1.45 | 27.84 | 2 | -1 | 29 |
| 27 Nov | 399.65 | 26.3 | -1 | 25.72 | 22 | 5 | 30 |
| 26 Nov | 398.45 | 27.3 | -5.2 | 26.13 | 5 | -1 | 24 |
| 25 Nov | 393.25 | 32.5 | 0.8 | 26.06 | 14 | 11 | 24 |
| 24 Nov | 395.25 | 32.05 | 1 | 27.24 | 4 | 2 | 11 |
| 21 Nov | 396.85 | 31.05 | -0.7 | 31.99 | 8 | 0 | 9 |
| 20 Nov | 395.15 | 31.75 | 10.05 | 30.07 | 7 | -3 | 10 |
| 19 Nov | 410.10 | 21.7 | 6.15 | 28.72 | 10 | 0 | 12 |
| 18 Nov | 421.60 | 15.5 | -2.5 | 28.49 | 24 | 9 | 11 |
| 17 Nov | 420.95 | 18 | -43.5 | - | 0 | 0 | 0 |
| 14 Nov | 411.15 | 18 | -43.5 | - | 0 | 2 | 0 |
| 13 Nov | 417.00 | 18 | -43.5 | 27.41 | 2 | 1 | 1 |
| 12 Nov | 405.90 | 61.5 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 385.20 | 0 | 0 | - | 0 | 0 | 0 |
For Biocon Limited. - strike price 425 expiring on 30DEC2025
Delta for 425 PE is -
Historical price for 425 PE is as follows
On 12 Dec BIOCON was trading at 386.35. The strike last trading price was 37.45, which was -3.5 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 27
On 11 Dec BIOCON was trading at 381.75. The strike last trading price was 40.95, which was 1.35 higher than the previous day. The implied volatity was 27.68, the open interest changed by 0 which decreased total open position to 31
On 10 Dec BIOCON was trading at 379.15. The strike last trading price was 39.6, which was 2.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 31
On 9 Dec BIOCON was trading at 383.65. The strike last trading price was 39.6, which was 2.7 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 8 Dec BIOCON was trading at 383.80. The strike last trading price was 39.6, which was 2.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 30
On 5 Dec BIOCON was trading at 392.65. The strike last trading price was 37.15, which was 18.1 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 0
On 4 Dec BIOCON was trading at 388.35. The strike last trading price was 37.15, which was 18.1 higher than the previous day. The implied volatity was 32.58, the open interest changed by -2 which decreased total open position to 31
On 3 Dec BIOCON was trading at 410.00. The strike last trading price was 19.05, which was -8.7 lower than the previous day. The implied volatity was 27.81, the open interest changed by 4 which increased total open position to 34
On 2 Dec BIOCON was trading at 399.00. The strike last trading price was 27.75, which was 1.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Dec BIOCON was trading at 394.50. The strike last trading price was 27.75, which was 1.45 higher 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 398.35. The strike last trading price was 27.75, which was 1.45 higher than the previous day. The implied volatity was 27.84, the open interest changed by -1 which decreased total open position to 29
On 27 Nov BIOCON was trading at 399.65. The strike last trading price was 26.3, which was -1 lower than the previous day. The implied volatity was 25.72, the open interest changed by 5 which increased total open position to 30
On 26 Nov BIOCON was trading at 398.45. The strike last trading price was 27.3, which was -5.2 lower than the previous day. The implied volatity was 26.13, the open interest changed by -1 which decreased total open position to 24
On 25 Nov BIOCON was trading at 393.25. The strike last trading price was 32.5, which was 0.8 higher than the previous day. The implied volatity was 26.06, the open interest changed by 11 which increased total open position to 24
On 24 Nov BIOCON was trading at 395.25. The strike last trading price was 32.05, which was 1 higher than the previous day. The implied volatity was 27.24, the open interest changed by 2 which increased total open position to 11
On 21 Nov BIOCON was trading at 396.85. The strike last trading price was 31.05, which was -0.7 lower than the previous day. The implied volatity was 31.99, the open interest changed by 0 which decreased total open position to 9
On 20 Nov BIOCON was trading at 395.15. The strike last trading price was 31.75, which was 10.05 higher than the previous day. The implied volatity was 30.07, the open interest changed by -3 which decreased total open position to 10
On 19 Nov BIOCON was trading at 410.10. The strike last trading price was 21.7, which was 6.15 higher than the previous day. The implied volatity was 28.72, the open interest changed by 0 which decreased total open position to 12
On 18 Nov BIOCON was trading at 421.60. The strike last trading price was 15.5, which was -2.5 lower than the previous day. The implied volatity was 28.49, the open interest changed by 9 which increased total open position to 11
On 17 Nov BIOCON was trading at 420.95. The strike last trading price was 18, which was -43.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov BIOCON was trading at 411.15. The strike last trading price was 18, which was -43.5 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 13 Nov BIOCON was trading at 417.00. The strike last trading price was 18, which was -43.5 lower than the previous day. The implied volatity was 27.41, the open interest changed by 1 which increased total open position to 1
On 12 Nov BIOCON was trading at 405.90. The strike last trading price was 61.5, 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 Nov BIOCON was trading at 385.20. 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































































































































































































































