BIOCON
Biocon Limited.
Historical option data for BIOCON
12 Dec 2025 04:11 PM IST
| BIOCON 30-DEC-2025 430 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 0.10
Theta: -0.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 386.35 | 0.6 | -0.05 | 29.29 | 164 | -39 | 915 | |||||||||
| 11 Dec | 381.75 | 0.65 | -0.05 | 30.60 | 289 | -49 | 953 | |||||||||
| 10 Dec | 379.15 | 0.65 | -0.3 | 32.20 | 346 | 28 | 994 | |||||||||
| 9 Dec | 383.65 | 0.9 | -0.2 | 30.33 | 587 | -69 | 967 | |||||||||
| 8 Dec | 383.80 | 1 | -1.05 | 31.59 | 1,024 | 56 | 1,029 | |||||||||
| 5 Dec | 392.65 | 2 | 0.2 | 28.92 | 575 | -39 | 974 | |||||||||
| 4 Dec | 388.35 | 1.65 | -3.4 | 29.08 | 2,968 | 90 | 1,014 | |||||||||
| 3 Dec | 410.00 | 5.15 | 2.3 | 25.37 | 2,840 | 50 | 920 | |||||||||
| 2 Dec | 399.00 | 3.1 | 1.05 | 25.69 | 339 | 8 | 869 | |||||||||
| 1 Dec | 394.50 | 2 | -0.55 | 25.51 | 347 | 77 | 861 | |||||||||
| 28 Nov | 398.35 | 2.55 | -0.7 | 23.47 | 271 | 31 | 784 | |||||||||
| 27 Nov | 399.65 | 3.2 | 0.2 | 24.51 | 515 | 49 | 753 | |||||||||
| 26 Nov | 398.45 | 3 | 0.5 | 24.10 | 233 | 27 | 703 | |||||||||
| 25 Nov | 393.25 | 2.5 | -0.85 | 25.82 | 178 | 57 | 672 | |||||||||
| 24 Nov | 395.25 | 3.25 | -0.65 | 27.17 | 400 | 151 | 615 | |||||||||
| 21 Nov | 396.85 | 4.05 | 0 | 25.68 | 201 | -3 | 464 | |||||||||
| 20 Nov | 395.15 | 4.1 | -4.6 | 26.61 | 751 | 200 | 463 | |||||||||
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| 19 Nov | 410.10 | 8.5 | -5.5 | 26.80 | 295 | 64 | 262 | |||||||||
| 18 Nov | 421.60 | 13.85 | -0.55 | 27.12 | 268 | 98 | 198 | |||||||||
| 17 Nov | 420.95 | 15.35 | 5.3 | 28.24 | 99 | 18 | 91 | |||||||||
| 14 Nov | 411.15 | 10.5 | -2.5 | 27.41 | 42 | 8 | 72 | |||||||||
| 13 Nov | 417.00 | 13 | 3.55 | 27.75 | 78 | 29 | 60 | |||||||||
| 12 Nov | 405.90 | 9.15 | 5.8 | 28.43 | 36 | 29 | 31 | |||||||||
| 6 Nov | 385.20 | 3.35 | 0.35 | 25.24 | 2 | 1 | 2 | |||||||||
For Biocon Limited. - strike price 430 expiring on 30DEC2025
Delta for 430 CE is 0.06
Historical price for 430 CE is as follows
On 12 Dec BIOCON was trading at 386.35. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 29.29, the open interest changed by -39 which decreased total open position to 915
On 11 Dec BIOCON was trading at 381.75. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was 30.60, the open interest changed by -49 which decreased total open position to 953
On 10 Dec BIOCON was trading at 379.15. The strike last trading price was 0.65, which was -0.3 lower than the previous day. The implied volatity was 32.20, the open interest changed by 28 which increased total open position to 994
On 9 Dec BIOCON was trading at 383.65. The strike last trading price was 0.9, which was -0.2 lower than the previous day. The implied volatity was 30.33, the open interest changed by -69 which decreased total open position to 967
On 8 Dec BIOCON was trading at 383.80. The strike last trading price was 1, which was -1.05 lower than the previous day. The implied volatity was 31.59, the open interest changed by 56 which increased total open position to 1029
On 5 Dec BIOCON was trading at 392.65. The strike last trading price was 2, which was 0.2 higher than the previous day. The implied volatity was 28.92, the open interest changed by -39 which decreased total open position to 974
On 4 Dec BIOCON was trading at 388.35. The strike last trading price was 1.65, which was -3.4 lower than the previous day. The implied volatity was 29.08, the open interest changed by 90 which increased total open position to 1014
On 3 Dec BIOCON was trading at 410.00. The strike last trading price was 5.15, which was 2.3 higher than the previous day. The implied volatity was 25.37, the open interest changed by 50 which increased total open position to 920
On 2 Dec BIOCON was trading at 399.00. The strike last trading price was 3.1, which was 1.05 higher than the previous day. The implied volatity was 25.69, the open interest changed by 8 which increased total open position to 869
On 1 Dec BIOCON was trading at 394.50. The strike last trading price was 2, which was -0.55 lower than the previous day. The implied volatity was 25.51, the open interest changed by 77 which increased total open position to 861
On 28 Nov BIOCON was trading at 398.35. The strike last trading price was 2.55, which was -0.7 lower than the previous day. The implied volatity was 23.47, the open interest changed by 31 which increased total open position to 784
On 27 Nov BIOCON was trading at 399.65. The strike last trading price was 3.2, which was 0.2 higher than the previous day. The implied volatity was 24.51, the open interest changed by 49 which increased total open position to 753
On 26 Nov BIOCON was trading at 398.45. The strike last trading price was 3, which was 0.5 higher than the previous day. The implied volatity was 24.10, the open interest changed by 27 which increased total open position to 703
On 25 Nov BIOCON was trading at 393.25. The strike last trading price was 2.5, which was -0.85 lower than the previous day. The implied volatity was 25.82, the open interest changed by 57 which increased total open position to 672
On 24 Nov BIOCON was trading at 395.25. The strike last trading price was 3.25, which was -0.65 lower than the previous day. The implied volatity was 27.17, the open interest changed by 151 which increased total open position to 615
On 21 Nov BIOCON was trading at 396.85. The strike last trading price was 4.05, which was 0 lower than the previous day. The implied volatity was 25.68, the open interest changed by -3 which decreased total open position to 464
On 20 Nov BIOCON was trading at 395.15. The strike last trading price was 4.1, which was -4.6 lower than the previous day. The implied volatity was 26.61, the open interest changed by 200 which increased total open position to 463
On 19 Nov BIOCON was trading at 410.10. The strike last trading price was 8.5, which was -5.5 lower than the previous day. The implied volatity was 26.80, the open interest changed by 64 which increased total open position to 262
On 18 Nov BIOCON was trading at 421.60. The strike last trading price was 13.85, which was -0.55 lower than the previous day. The implied volatity was 27.12, the open interest changed by 98 which increased total open position to 198
On 17 Nov BIOCON was trading at 420.95. The strike last trading price was 15.35, which was 5.3 higher than the previous day. The implied volatity was 28.24, the open interest changed by 18 which increased total open position to 91
On 14 Nov BIOCON was trading at 411.15. The strike last trading price was 10.5, which was -2.5 lower than the previous day. The implied volatity was 27.41, the open interest changed by 8 which increased total open position to 72
On 13 Nov BIOCON was trading at 417.00. The strike last trading price was 13, which was 3.55 higher than the previous day. The implied volatity was 27.75, the open interest changed by 29 which increased total open position to 60
On 12 Nov BIOCON was trading at 405.90. The strike last trading price was 9.15, which was 5.8 higher than the previous day. The implied volatity was 28.43, the open interest changed by 29 which increased total open position to 31
On 6 Nov BIOCON was trading at 385.20. The strike last trading price was 3.35, which was 0.35 higher than the previous day. The implied volatity was 25.24, the open interest changed by 1 which increased total open position to 2
| BIOCON 30DEC2025 430 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 | 45 | 4.15 | - | 0 | 0 | 56 |
| 11 Dec | 381.75 | 45 | 4.15 | - | 0 | 0 | 56 |
| 10 Dec | 379.15 | 45 | 4.15 | - | 0 | 0 | 56 |
| 9 Dec | 383.65 | 45 | 4.15 | - | 0 | 0 | 0 |
| 8 Dec | 383.80 | 45 | 4.15 | - | 8 | 0 | 56 |
| 5 Dec | 392.65 | 40.85 | 18.35 | - | 0 | -25 | 0 |
| 4 Dec | 388.35 | 40.85 | 18.35 | 30.05 | 74 | -25 | 56 |
| 3 Dec | 410.00 | 22.4 | -12.05 | 27.71 | 188 | -16 | 80 |
| 2 Dec | 399.00 | 34.45 | 3.05 | - | 0 | 0 | 0 |
| 1 Dec | 394.50 | 34.45 | 3.05 | 24.91 | 6 | 0 | 96 |
| 28 Nov | 398.35 | 31.9 | 0.35 | 28.60 | 2 | 1 | 96 |
| 27 Nov | 399.65 | 31.55 | -1.35 | 29.42 | 8 | 0 | 95 |
| 26 Nov | 398.45 | 32.9 | -4.8 | 30.68 | 6 | 0 | 95 |
| 25 Nov | 393.25 | 37.7 | 3.95 | 29.35 | 18 | 3 | 105 |
| 24 Nov | 395.25 | 33.75 | -1.25 | 18.56 | 3 | 0 | 100 |
| 21 Nov | 396.85 | 35 | -1.05 | 32.63 | 13 | -2 | 100 |
| 20 Nov | 395.15 | 36.05 | 11.15 | 31.29 | 17 | -1 | 102 |
| 19 Nov | 410.10 | 24.9 | 7 | 28.75 | 48 | 6 | 103 |
| 18 Nov | 421.60 | 17.85 | -0.4 | 28.03 | 112 | 83 | 97 |
| 17 Nov | 420.95 | 18 | -3.25 | 29.17 | 12 | 2 | 5 |
| 14 Nov | 411.15 | 21.25 | 2.35 | 23.16 | 2 | 1 | 2 |
| 13 Nov | 417.00 | 18.9 | -31.85 | 24.18 | 4 | -3 | 0 |
| 12 Nov | 405.90 | 50.75 | -37.1 | - | 0 | 0 | 0 |
| 6 Nov | 385.20 | 50.75 | -37.1 | - | 0 | 3 | 0 |
For Biocon Limited. - strike price 430 expiring on 30DEC2025
Delta for 430 PE is -
Historical price for 430 PE is as follows
On 12 Dec BIOCON was trading at 386.35. The strike last trading price was 45, which was 4.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 56
On 11 Dec BIOCON was trading at 381.75. The strike last trading price was 45, which was 4.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 56
On 10 Dec BIOCON was trading at 379.15. The strike last trading price was 45, which was 4.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 56
On 9 Dec BIOCON was trading at 383.65. The strike last trading price was 45, which was 4.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Dec BIOCON was trading at 383.80. The strike last trading price was 45, which was 4.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 56
On 5 Dec BIOCON was trading at 392.65. The strike last trading price was 40.85, which was 18.35 higher than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 0
On 4 Dec BIOCON was trading at 388.35. The strike last trading price was 40.85, which was 18.35 higher than the previous day. The implied volatity was 30.05, the open interest changed by -25 which decreased total open position to 56
On 3 Dec BIOCON was trading at 410.00. The strike last trading price was 22.4, which was -12.05 lower than the previous day. The implied volatity was 27.71, the open interest changed by -16 which decreased total open position to 80
On 2 Dec BIOCON was trading at 399.00. The strike last trading price was 34.45, which was 3.05 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 34.45, which was 3.05 higher than the previous day. The implied volatity was 24.91, the open interest changed by 0 which decreased total open position to 96
On 28 Nov BIOCON was trading at 398.35. The strike last trading price was 31.9, which was 0.35 higher than the previous day. The implied volatity was 28.60, the open interest changed by 1 which increased total open position to 96
On 27 Nov BIOCON was trading at 399.65. The strike last trading price was 31.55, which was -1.35 lower than the previous day. The implied volatity was 29.42, the open interest changed by 0 which decreased total open position to 95
On 26 Nov BIOCON was trading at 398.45. The strike last trading price was 32.9, which was -4.8 lower than the previous day. The implied volatity was 30.68, the open interest changed by 0 which decreased total open position to 95
On 25 Nov BIOCON was trading at 393.25. The strike last trading price was 37.7, which was 3.95 higher than the previous day. The implied volatity was 29.35, the open interest changed by 3 which increased total open position to 105
On 24 Nov BIOCON was trading at 395.25. The strike last trading price was 33.75, which was -1.25 lower than the previous day. The implied volatity was 18.56, the open interest changed by 0 which decreased total open position to 100
On 21 Nov BIOCON was trading at 396.85. The strike last trading price was 35, which was -1.05 lower than the previous day. The implied volatity was 32.63, the open interest changed by -2 which decreased total open position to 100
On 20 Nov BIOCON was trading at 395.15. The strike last trading price was 36.05, which was 11.15 higher than the previous day. The implied volatity was 31.29, the open interest changed by -1 which decreased total open position to 102
On 19 Nov BIOCON was trading at 410.10. The strike last trading price was 24.9, which was 7 higher than the previous day. The implied volatity was 28.75, the open interest changed by 6 which increased total open position to 103
On 18 Nov BIOCON was trading at 421.60. The strike last trading price was 17.85, which was -0.4 lower than the previous day. The implied volatity was 28.03, the open interest changed by 83 which increased total open position to 97
On 17 Nov BIOCON was trading at 420.95. The strike last trading price was 18, which was -3.25 lower than the previous day. The implied volatity was 29.17, the open interest changed by 2 which increased total open position to 5
On 14 Nov BIOCON was trading at 411.15. The strike last trading price was 21.25, which was 2.35 higher than the previous day. The implied volatity was 23.16, the open interest changed by 1 which increased total open position to 2
On 13 Nov BIOCON was trading at 417.00. The strike last trading price was 18.9, which was -31.85 lower than the previous day. The implied volatity was 24.18, the open interest changed by -3 which decreased total open position to 0
On 12 Nov BIOCON was trading at 405.90. The strike last trading price was 50.75, which was -37.1 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 50.75, which was -37.1 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0































































































































































































































