Historical option data for BIOCON
26 May 2026 04:10 PM IST
| BIOCON 30-Jun-2026 (34d) 425 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.65
Vega: 0.01
Theta: -0.25
Gamma: 0.00873
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 26 May | 436.15 | 24.7 | 5.7 (30.00%) | 31.14 | 26 | -4 | 24 | |||||||||
| 25 May | 430.05 | 19.2 | 0.2 (1.05%) | 28.45 | 28 | 14 | 27 | |||||||||
| 22 May | 430.25 | 19 | -4 (-17.39%) | 31.56 | 12 | 3 | 13 | |||||||||
| 21 May | 430.85 | 23 | -2 (-8.00%) | 31.65 | 2 | -1 | 10 | |||||||||
| 20 May | 432.70 | 25.45 | 2.45 (10.65%) | 32.17 | 9 | 3 | 11 | |||||||||
| 19 May | 428.15 | 23.4 | 3.4 (17.00%) | 32.1 | 9 | -1 | 8 | |||||||||
| 18 May | 426.25 | 20 | -2 (-9.09%) | 30.79 | 15 | 5 | 6 | |||||||||
| 15 May | 430.10 | 22.4 | 4.15 (22.74%) | 31.34 | 1 | 0 | 2 | |||||||||
| 14 May | 419.00 | 18.25 | 0 (0.00%) | 0 | 0 | 0 | 2 | |||||||||
| 13 May | 417.60 | 18.25 | 13.3 (268.69%) | 34.56 | 2 | 2 | 2 | |||||||||
| 12 May | 402.45 | 0 | -4.95 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
For Biocon Limited. - strike price 425 expiring on 30JUN2026
Delta for 425 CE is 0.65
Historical price for 425 CE is as follows
On 26 May BIOCON was trading at 436.15. The strike last trading price was 24.7, which was 5.7 higher than the previous day. The implied volatity was 31.14, the open interest changed by -4 which decreased total open position to 24
On 25 May BIOCON was trading at 430.05. The strike last trading price was 19.2, which was 0.2 higher than the previous day. The implied volatity was 28.45, the open interest changed by 14 which increased total open position to 27
On 22 May BIOCON was trading at 430.25. The strike last trading price was 19, which was -4 lower than the previous day. The implied volatity was 31.56, the open interest changed by 3 which increased total open position to 13
On 21 May BIOCON was trading at 430.85. The strike last trading price was 23, which was -2 lower than the previous day. The implied volatity was 31.65, the open interest changed by -1 which decreased total open position to 10
On 20 May BIOCON was trading at 432.70. The strike last trading price was 25.45, which was 2.45 higher than the previous day. The implied volatity was 32.17, the open interest changed by 3 which increased total open position to 11
On 19 May BIOCON was trading at 428.15. The strike last trading price was 23.4, which was 3.4 higher than the previous day. The implied volatity was 32.1, the open interest changed by -1 which decreased total open position to 8
On 18 May BIOCON was trading at 426.25. The strike last trading price was 20, which was -2 lower than the previous day. The implied volatity was 30.79, the open interest changed by 5 which increased total open position to 6
On 15 May BIOCON was trading at 430.10. The strike last trading price was 22.4, which was 4.15 higher than the previous day. The implied volatity was 31.34, the open interest changed by 0 which decreased total open position to 2
On 14 May BIOCON was trading at 419.00. The strike last trading price was 18.25, 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 2
On 13 May BIOCON was trading at 417.60. The strike last trading price was 18.25, which was 13.3 higher than the previous day. The implied volatity was 34.56, the open interest changed by 2 which increased total open position to 2
On 12 May BIOCON was trading at 402.45. The strike last trading price was 0, which was -4.95 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
| BIOCON 30-Jun-2026 (34d) 425 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.33
Vega: 0
Theta: -0.16
Gamma: 0.00962
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 26 May | 436.15 | 8.8 | -2.8 (-24.14%) | 27.84 | 108 | 45 | 114 |
| 25 May | 430.05 | 11.55 | -1.55 (-11.83%) | 27.48 | 79 | -9 | 69 |
| 22 May | 430.25 | 13.5 | 1.45 (12.03%) | 30.38 | 33 | 1 | 77 |
| 21 May | 430.85 | 12 | 0.2 (1.69%) | 30.21 | 15 | 1 | 75 |
| 20 May | 432.70 | 11.8 | -2.7 (-18.62%) | 29.57 | 281 | 56 | 74 |
| 19 May | 428.15 | 14.5 | -1.35 (-8.52%) | 30.36 | 17 | 14 | 16 |
| 18 May | 426.25 | 15.85 | -47.1 (-74.82%) | 31.09 | 3 | 2 | 2 |
| 15 May | 430.10 | 0 | -62.95 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 419.00 | 0 | -62.95 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 417.60 | 0 | -62.95 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 402.45 | 0 | -62.95 (-100.00%) | 0 | 0 | 0 | 0 |
For Biocon Limited. - strike price 425 expiring on 30JUN2026
Delta for 425 PE is -0.33
Historical price for 425 PE is as follows
On 26 May BIOCON was trading at 436.15. The strike last trading price was 8.8, which was -2.8 lower than the previous day. The implied volatity was 27.84, the open interest changed by 45 which increased total open position to 114
On 25 May BIOCON was trading at 430.05. The strike last trading price was 11.55, which was -1.55 lower than the previous day. The implied volatity was 27.48, the open interest changed by -9 which decreased total open position to 69
On 22 May BIOCON was trading at 430.25. The strike last trading price was 13.5, which was 1.45 higher than the previous day. The implied volatity was 30.38, the open interest changed by 1 which increased total open position to 77
On 21 May BIOCON was trading at 430.85. The strike last trading price was 12, which was 0.2 higher than the previous day. The implied volatity was 30.21, the open interest changed by 1 which increased total open position to 75
On 20 May BIOCON was trading at 432.70. The strike last trading price was 11.8, which was -2.7 lower than the previous day. The implied volatity was 29.57, the open interest changed by 56 which increased total open position to 74
On 19 May BIOCON was trading at 428.15. The strike last trading price was 14.5, which was -1.35 lower than the previous day. The implied volatity was 30.36, the open interest changed by 14 which increased total open position to 16
On 18 May BIOCON was trading at 426.25. The strike last trading price was 15.85, which was -47.1 lower than the previous day. The implied volatity was 31.09, the open interest changed by 2 which increased total open position to 2
On 15 May BIOCON was trading at 430.10. The strike last trading price was 0, which was -62.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May BIOCON was trading at 419.00. The strike last trading price was 0, which was -62.95 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May BIOCON was trading at 417.60. The strike last trading price was 0, which was -62.95 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May BIOCON was trading at 402.45. The strike last trading price was 0, which was -62.95 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
