BIOCON
Biocon Limited.
Historical option data for BIOCON
12 Dec 2024 10:01 AM IST
| BIOCON 26DEC2024 430 CE | ||||||||||
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Delta: 0.02
Vega: 0.03
Theta: -0.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 363.30 | 0.2 | -0.15 | 39.37 | 6 | 0 | 352 | |||
| 11 Dec | 367.85 | 0.35 | -0.15 | 39.97 | 57 | -11 | 352 | |||
| 10 Dec | 369.20 | 0.5 | -0.25 | 40.36 | 197 | -19 | 363 | |||
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| 9 Dec | 369.60 | 0.75 | -0.15 | 41.81 | 304 | -49 | 382 | |||
| 6 Dec | 380.05 | 0.9 | 0.20 | 33.75 | 305 | 44 | 432 | |||
| 5 Dec | 375.25 | 0.7 | -0.30 | 33.12 | 168 | -60 | 388 | |||
| 4 Dec | 379.70 | 1 | 0.40 | 32.39 | 614 | 86 | 448 | |||
| 3 Dec | 373.85 | 0.6 | -0.25 | 31.77 | 342 | 138 | 362 | |||
| 2 Dec | 375.35 | 0.85 | 32.82 | 602 | 223 | 223 | ||||
For Biocon Limited. - strike price 430 expiring on 26DEC2024
Delta for 430 CE is 0.02
Historical price for 430 CE is as follows
On 12 Dec BIOCON was trading at 363.30. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was 39.37, the open interest changed by 0 which decreased total open position to 352
On 11 Dec BIOCON was trading at 367.85. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 39.97, the open interest changed by -11 which decreased total open position to 352
On 10 Dec BIOCON was trading at 369.20. The strike last trading price was 0.5, which was -0.25 lower than the previous day. The implied volatity was 40.36, the open interest changed by -19 which decreased total open position to 363
On 9 Dec BIOCON was trading at 369.60. The strike last trading price was 0.75, which was -0.15 lower than the previous day. The implied volatity was 41.81, the open interest changed by -49 which decreased total open position to 382
On 6 Dec BIOCON was trading at 380.05. The strike last trading price was 0.9, which was 0.20 higher than the previous day. The implied volatity was 33.75, the open interest changed by 44 which increased total open position to 432
On 5 Dec BIOCON was trading at 375.25. The strike last trading price was 0.7, which was -0.30 lower than the previous day. The implied volatity was 33.12, the open interest changed by -60 which decreased total open position to 388
On 4 Dec BIOCON was trading at 379.70. The strike last trading price was 1, which was 0.40 higher than the previous day. The implied volatity was 32.39, the open interest changed by 86 which increased total open position to 448
On 3 Dec BIOCON was trading at 373.85. The strike last trading price was 0.6, which was -0.25 lower than the previous day. The implied volatity was 31.77, the open interest changed by 138 which increased total open position to 362
On 2 Dec BIOCON was trading at 375.35. The strike last trading price was 0.85, which was lower than the previous day. The implied volatity was 32.82, the open interest changed by 223 which increased total open position to 223
| BIOCON 26DEC2024 430 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 363.30 | 62.8 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 367.85 | 62.8 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 369.20 | 62.8 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 369.60 | 62.8 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 380.05 | 62.8 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 375.25 | 62.8 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 379.70 | 62.8 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 373.85 | 62.8 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 375.35 | 62.8 | - | 0 | 0 | 0 | |
For Biocon Limited. - strike price 430 expiring on 26DEC2024
Delta for 430 PE is -
Historical price for 430 PE is as follows
On 12 Dec BIOCON was trading at 363.30. The strike last trading price was 62.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Dec BIOCON was trading at 367.85. The strike last trading price was 62.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Dec BIOCON was trading at 369.20. The strike last trading price was 62.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Dec BIOCON was trading at 369.60. The strike last trading price was 62.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Dec BIOCON was trading at 380.05. The strike last trading price was 62.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Dec BIOCON was trading at 375.25. The strike last trading price was 62.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec BIOCON was trading at 379.70. The strike last trading price was 62.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec BIOCON was trading at 373.85. The strike last trading price was 62.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec BIOCON was trading at 375.35. The strike last trading price was 62.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
