[--[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 430 CE
Delta: 0.06
Vega: 0.10
Theta: -0.09
Gamma: 0.00
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
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
Delta: -
Vega: -
Theta: -
Gamma: -
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