BIOCON
Biocon Limited.
Historical option data for BIOCON
12 Dec 2024 10:01 AM IST
| BIOCON 26DEC2024 440 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 0.03
Theta: -0.04
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 363.30 | 0.15 | -0.15 | 42.60 | 20 | 0 | 107 | |||
| 11 Dec | 367.85 | 0.3 | 0.00 | 43.16 | 8 | -4 | 105 | |||
|
|
||||||||||
| 10 Dec | 369.20 | 0.3 | -0.25 | 41.56 | 74 | 21 | 108 | |||
| 9 Dec | 369.60 | 0.55 | -0.15 | 44.17 | 85 | 14 | 86 | |||
| 6 Dec | 380.05 | 0.7 | 0.25 | 36.67 | 62 | 45 | 69 | |||
| 5 Dec | 375.25 | 0.45 | -0.25 | 34.69 | 31 | 20 | 22 | |||
| 4 Dec | 379.70 | 0.7 | 0.40 | 34.44 | 3 | 0 | 1 | |||
| 3 Dec | 373.85 | 0.3 | 32.01 | 2 | 1 | 1 | ||||
For Biocon Limited. - strike price 440 expiring on 26DEC2024
Delta for 440 CE is 0.01
Historical price for 440 CE is as follows
On 12 Dec BIOCON was trading at 363.30. The strike last trading price was 0.15, which was -0.15 lower than the previous day. The implied volatity was 42.60, the open interest changed by 0 which decreased total open position to 107
On 11 Dec BIOCON was trading at 367.85. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 43.16, the open interest changed by -4 which decreased total open position to 105
On 10 Dec BIOCON was trading at 369.20. The strike last trading price was 0.3, which was -0.25 lower than the previous day. The implied volatity was 41.56, the open interest changed by 21 which increased total open position to 108
On 9 Dec BIOCON was trading at 369.60. The strike last trading price was 0.55, which was -0.15 lower than the previous day. The implied volatity was 44.17, the open interest changed by 14 which increased total open position to 86
On 6 Dec BIOCON was trading at 380.05. The strike last trading price was 0.7, which was 0.25 higher than the previous day. The implied volatity was 36.67, the open interest changed by 45 which increased total open position to 69
On 5 Dec BIOCON was trading at 375.25. The strike last trading price was 0.45, which was -0.25 lower than the previous day. The implied volatity was 34.69, the open interest changed by 20 which increased total open position to 22
On 4 Dec BIOCON was trading at 379.70. The strike last trading price was 0.7, which was 0.40 higher than the previous day. The implied volatity was 34.44, the open interest changed by 0 which decreased total open position to 1
On 3 Dec BIOCON was trading at 373.85. The strike last trading price was 0.3, which was lower than the previous day. The implied volatity was 32.01, the open interest changed by 1 which increased total open position to 1
| BIOCON 26DEC2024 440 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 363.30 | 66.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 367.85 | 66.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 369.20 | 66.5 | 0.00 | 0.00 | 0 | 1 | 0 |
| 9 Dec | 369.60 | 66.5 | 3.50 | - | 1 | 0 | 2 |
| 6 Dec | 380.05 | 63 | 0.00 | 0.00 | 0 | 1 | 0 |
| 5 Dec | 375.25 | 63 | 0.25 | 44.84 | 1 | 0 | 1 |
| 4 Dec | 379.70 | 62.75 | 0.00 | 0.00 | 0 | 1 | 0 |
| 3 Dec | 373.85 | 62.75 | - | 1 | 0 | 0 | |
For Biocon Limited. - strike price 440 expiring on 26DEC2024
Delta for 440 PE is 0.00
Historical price for 440 PE is as follows
On 12 Dec BIOCON was trading at 363.30. The strike last trading price was 66.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 66.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 66.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 9 Dec BIOCON was trading at 369.60. The strike last trading price was 66.5, which was 3.50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 6 Dec BIOCON was trading at 380.05. The strike last trading price was 63, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 5 Dec BIOCON was trading at 375.25. The strike last trading price was 63, which was 0.25 higher than the previous day. The implied volatity was 44.84, the open interest changed by 0 which decreased total open position to 1
On 4 Dec BIOCON was trading at 379.70. The strike last trading price was 62.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 3 Dec BIOCON was trading at 373.85. The strike last trading price was 62.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
