BIOCON
Biocon Limited.
Historical option data for BIOCON
15 Dec 2025 04:11 PM IST
| BIOCON 30-DEC-2025 435 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 0.08
Theta: -0.09
Gamma: 0.00
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| 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 | |||||||||
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| 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: -
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| 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































































































































































































































