[--[65.84.65.76]--]

BIOCON

Biocon Limited.
386.35 +4.60 (1.20%)
L: 382.5 H: 388.75

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Historical option data for BIOCON

12 Dec 2025 04:11 PM IST
BIOCON 30-DEC-2025 425 CE
Delta: 0.08
Vega: 0.12
Theta: -0.10
Gamma: 0.01
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
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
Delta: -
Vega: -
Theta: -
Gamma: -
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