[--[65.84.65.76]--]

BIOCON

Biocon Limited.
390.65 +4.30 (1.11%)
L: 383.55 H: 391.6

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Historical option data for BIOCON

15 Dec 2025 04:11 PM IST
BIOCON 30-DEC-2025 435 CE
Delta: 0.05
Vega: 0.08
Theta: -0.09
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
15 Dec 390.65 0.5 -0.05 30.81 33 5 232
12 Dec 386.35 0.55 0 31.25 216 7 227
11 Dec 381.75 0.55 0.05 31.96 25 1 220
10 Dec 379.15 0.5 -0.3 32.26 21 -4 219
9 Dec 383.65 0.75 -0.1 31.50 167 -55 222
8 Dec 383.80 0.8 -0.8 32.37 357 -108 277
5 Dec 392.65 1.55 0.15 29.34 122 -16 384
4 Dec 388.35 1.25 -2.65 29.33 636 31 400
3 Dec 410.00 4 1.8 25.59 558 69 368
2 Dec 399.00 2.25 0.75 25.50 121 10 299
1 Dec 394.50 1.5 -0.4 25.76 31 8 289
28 Nov 398.35 1.9 -0.6 23.64 275 202 281
27 Nov 399.65 2.45 0.15 24.68 36 9 78
26 Nov 398.45 2.3 0.3 24.31 72 -2 69
25 Nov 393.25 2.05 -0.6 26.46 41 -5 68
24 Nov 395.25 2.55 -0.65 27.26 31 5 72
21 Nov 396.85 3.25 -0.05 25.91 42 7 65
20 Nov 395.15 3.35 -3.75 26.93 84 40 58
19 Nov 410.10 7.1 -4.75 26.99 29 10 18
18 Nov 421.60 11.85 0.9 27.26 14 5 8
17 Nov 420.95 10.95 0.6 24.33 3 2 3
14 Nov 411.15 10.35 5.15 30.16 1 0 0
13 Nov 417.00 5.2 0 2.69 0 0 0
12 Nov 405.90 5.2 0 4.76 0 0 0


For Biocon Limited. - strike price 435 expiring on 30DEC2025

Delta for 435 CE is 0.05

Historical price for 435 CE is as follows

On 15 Dec BIOCON was trading at 390.65. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 30.81, the open interest changed by 5 which increased total open position to 232


On 12 Dec BIOCON was trading at 386.35. The strike last trading price was 0.55, which was 0 lower than the previous day. The implied volatity was 31.25, the open interest changed by 7 which increased total open position to 227


On 11 Dec BIOCON was trading at 381.75. The strike last trading price was 0.55, which was 0.05 higher than the previous day. The implied volatity was 31.96, the open interest changed by 1 which increased total open position to 220


On 10 Dec BIOCON was trading at 379.15. The strike last trading price was 0.5, which was -0.3 lower than the previous day. The implied volatity was 32.26, the open interest changed by -4 which decreased total open position to 219


On 9 Dec BIOCON was trading at 383.65. The strike last trading price was 0.75, which was -0.1 lower than the previous day. The implied volatity was 31.50, the open interest changed by -55 which decreased total open position to 222


On 8 Dec BIOCON was trading at 383.80. The strike last trading price was 0.8, which was -0.8 lower than the previous day. The implied volatity was 32.37, the open interest changed by -108 which decreased total open position to 277


On 5 Dec BIOCON was trading at 392.65. The strike last trading price was 1.55, which was 0.15 higher than the previous day. The implied volatity was 29.34, the open interest changed by -16 which decreased total open position to 384


On 4 Dec BIOCON was trading at 388.35. The strike last trading price was 1.25, which was -2.65 lower than the previous day. The implied volatity was 29.33, the open interest changed by 31 which increased total open position to 400


On 3 Dec BIOCON was trading at 410.00. The strike last trading price was 4, which was 1.8 higher than the previous day. The implied volatity was 25.59, the open interest changed by 69 which increased total open position to 368


On 2 Dec BIOCON was trading at 399.00. The strike last trading price was 2.25, which was 0.75 higher than the previous day. The implied volatity was 25.50, the open interest changed by 10 which increased total open position to 299


On 1 Dec BIOCON was trading at 394.50. The strike last trading price was 1.5, which was -0.4 lower than the previous day. The implied volatity was 25.76, the open interest changed by 8 which increased total open position to 289


On 28 Nov BIOCON was trading at 398.35. The strike last trading price was 1.9, which was -0.6 lower than the previous day. The implied volatity was 23.64, the open interest changed by 202 which increased total open position to 281


On 27 Nov BIOCON was trading at 399.65. The strike last trading price was 2.45, which was 0.15 higher than the previous day. The implied volatity was 24.68, the open interest changed by 9 which increased total open position to 78


On 26 Nov BIOCON was trading at 398.45. The strike last trading price was 2.3, which was 0.3 higher than the previous day. The implied volatity was 24.31, the open interest changed by -2 which decreased total open position to 69


On 25 Nov BIOCON was trading at 393.25. The strike last trading price was 2.05, which was -0.6 lower than the previous day. The implied volatity was 26.46, the open interest changed by -5 which decreased total open position to 68


On 24 Nov BIOCON was trading at 395.25. The strike last trading price was 2.55, which was -0.65 lower than the previous day. The implied volatity was 27.26, the open interest changed by 5 which increased total open position to 72


On 21 Nov BIOCON was trading at 396.85. The strike last trading price was 3.25, which was -0.05 lower than the previous day. The implied volatity was 25.91, the open interest changed by 7 which increased total open position to 65


On 20 Nov BIOCON was trading at 395.15. The strike last trading price was 3.35, which was -3.75 lower than the previous day. The implied volatity was 26.93, the open interest changed by 40 which increased total open position to 58


On 19 Nov BIOCON was trading at 410.10. The strike last trading price was 7.1, which was -4.75 lower than the previous day. The implied volatity was 26.99, the open interest changed by 10 which increased total open position to 18


On 18 Nov BIOCON was trading at 421.60. The strike last trading price was 11.85, which was 0.9 higher than the previous day. The implied volatity was 27.26, the open interest changed by 5 which increased total open position to 8


On 17 Nov BIOCON was trading at 420.95. The strike last trading price was 10.95, which was 0.6 higher than the previous day. The implied volatity was 24.33, the open interest changed by 2 which increased total open position to 3


On 14 Nov BIOCON was trading at 411.15. The strike last trading price was 10.35, which was 5.15 higher than the previous day. The implied volatity was 30.16, the open interest changed by 0 which decreased total open position to 0


On 13 Nov BIOCON was trading at 417.00. The strike last trading price was 5.2, which was 0 lower than the previous day. The implied volatity was 2.69, 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 5.2, which was 0 lower than the previous day. The implied volatity was 4.76, the open interest changed by 0 which decreased total open position to 0


BIOCON 30DEC2025 435 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
15 Dec 390.65 49.8 4.45 - 0 0 0
12 Dec 386.35 49.8 4.45 - 0 0 6
11 Dec 381.75 49.8 4.45 - 0 0 6
10 Dec 379.15 49.8 4.45 - 0 0 6
9 Dec 383.65 49.8 4.45 34.65 3 1 7
8 Dec 383.80 45.35 0.5 - 2 -1 6
5 Dec 392.65 44.85 8.85 - 0 5 0
4 Dec 388.35 44.85 8.85 27.02 9 4 6
3 Dec 410.00 36 12.9 - 0 0 0
2 Dec 399.00 36 12.9 - 0 0 0
1 Dec 394.50 36 12.9 - 0 0 0
28 Nov 398.35 36 12.9 - 0 0 0
27 Nov 399.65 36 12.9 - 0 0 0
26 Nov 398.45 36 12.9 - 0 0 0
25 Nov 393.25 36 12.9 - 0 1 0
24 Nov 395.25 36 12.9 - 1 0 1
21 Nov 396.85 23.1 -46.75 - 0 0 0
20 Nov 395.15 23.1 -46.75 - 0 0 0
19 Nov 410.10 23.1 -46.75 - 0 1 0
18 Nov 421.60 23.1 -46.75 32.27 1 0 0
17 Nov 420.95 69.85 0 - 0 0 0
14 Nov 411.15 69.85 0 - 0 0 0
13 Nov 417.00 69.85 0 - 0 0 0
12 Nov 405.90 69.85 0 - 0 0 0


For Biocon Limited. - strike price 435 expiring on 30DEC2025

Delta for 435 PE is -

Historical price for 435 PE is as follows

On 15 Dec BIOCON was trading at 390.65. The strike last trading price was 49.8, which was 4.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Dec BIOCON was trading at 386.35. The strike last trading price was 49.8, which was 4.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6


On 11 Dec BIOCON was trading at 381.75. The strike last trading price was 49.8, which was 4.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6


On 10 Dec BIOCON was trading at 379.15. The strike last trading price was 49.8, which was 4.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6


On 9 Dec BIOCON was trading at 383.65. The strike last trading price was 49.8, which was 4.45 higher than the previous day. The implied volatity was 34.65, the open interest changed by 1 which increased total open position to 7


On 8 Dec BIOCON was trading at 383.80. The strike last trading price was 45.35, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 6


On 5 Dec BIOCON was trading at 392.65. The strike last trading price was 44.85, which was 8.85 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0


On 4 Dec BIOCON was trading at 388.35. The strike last trading price was 44.85, which was 8.85 higher than the previous day. The implied volatity was 27.02, the open interest changed by 4 which increased total open position to 6


On 3 Dec BIOCON was trading at 410.00. The strike last trading price was 36, which was 12.9 higher 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 399.00. The strike last trading price was 36, which was 12.9 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 36, which was 12.9 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 36, which was 12.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Nov BIOCON was trading at 399.65. The strike last trading price was 36, which was 12.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 26 Nov BIOCON was trading at 398.45. The strike last trading price was 36, which was 12.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 25 Nov BIOCON was trading at 393.25. The strike last trading price was 36, which was 12.9 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 24 Nov BIOCON was trading at 395.25. The strike last trading price was 36, which was 12.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 21 Nov BIOCON was trading at 396.85. The strike last trading price was 23.1, which was -46.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Nov BIOCON was trading at 395.15. The strike last trading price was 23.1, which was -46.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Nov BIOCON was trading at 410.10. The strike last trading price was 23.1, which was -46.75 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 18 Nov BIOCON was trading at 421.60. The strike last trading price was 23.1, which was -46.75 lower than the previous day. The implied volatity was 32.27, the open interest changed by 0 which decreased total open position to 0


On 17 Nov BIOCON was trading at 420.95. The strike last trading price was 69.85, 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 14 Nov BIOCON was trading at 411.15. The strike last trading price was 69.85, 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 13 Nov BIOCON was trading at 417.00. The strike last trading price was 69.85, 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 12 Nov BIOCON was trading at 405.90. The strike last trading price was 69.85, 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