Historical option data for BIOCON
23 Jun 2026 12:21 PM IST
| BIOCON 28-Jul-2026 (35d) 420 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.61
Vega: 0.01
Theta: -0.25
Gamma: 0.00924
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Jun | 427.00 | 21.5 | 4.5 (26.47%) | 31.19 | 199 | -14 | 185 | |||||||||
| 22 Jun | 421.10 | 16.8 | 3.8 (29.23%) | 29.65 | 209 | 63 | 198 | |||||||||
| 19 Jun | 415.50 | 13 | 0 (0.00%) | 26.1 | 77 | 42 | 139 | |||||||||
| 18 Jun | 413.85 | 13.2 | 1.2 (10.00%) | 27.01 | 23 | 16 | 96 | |||||||||
| 17 Jun | 411.85 | 12.4 | -2.6 (-17.33%) | 28.16 | 25 | 9 | 81 | |||||||||
| 16 Jun | 416.45 | 14.9 | -0.1 (-0.67%) | 26.86 | 14 | 2 | 72 | |||||||||
| 15 Jun | 416.05 | 15.2 | -2.8 (-15.56%) | 27.81 | 18 | 10 | 69 | |||||||||
| 12 Jun | 419.00 | 17.5 | 1.5 (9.38%) | 28.22 | 9 | -1 | 59 | |||||||||
| 11 Jun | 415.95 | 16.3 | 0.3 (1.88%) | 28.52 | 26 | 12 | 59 | |||||||||
| 10 Jun | 414.60 | 16 | -1 (-5.88%) | 28.72 | 18 | 3 | 47 | |||||||||
| 9 Jun | 416.35 | 16.55 | 1.55 (10.33%) | 29.5 | 7 | 0 | 44 | |||||||||
| 8 Jun | 409.25 | 14 | -3 (-17.65%) | 30.44 | 57 | 41 | 44 | |||||||||
| 5 Jun | 412.30 | 17.3 | -4.7 (-21.36%) | 29.67 | 2 | 0 | 2 | |||||||||
| 4 Jun | 416.05 | 21.8 | 12.8 (142.22%) | 35.31 | 2 | 1 | 1 | |||||||||
| 3 Jun | 412.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 May | 390.45 | 0 | 0 | - | 0 | 10 | 10 | |||||||||
| 6 May | 380.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Biocon Limited. - strike price 420 expiring on 28JUL2026
Delta for 420 CE is 0.61
Historical price for 420 CE is as follows
On 23 Jun BIOCON was trading at 427.00. The strike last trading price was 21.5, which was 4.5 higher than the previous day. The implied volatity was 31.19, the open interest changed by -14 which decreased total open position to 185
On 22 Jun BIOCON was trading at 421.10. The strike last trading price was 16.8, which was 3.8 higher than the previous day. The implied volatity was 29.65, the open interest changed by 63 which increased total open position to 198
On 19 Jun BIOCON was trading at 415.50. The strike last trading price was 13, which was 0 lower than the previous day. The implied volatity was 26.1, the open interest changed by 42 which increased total open position to 139
On 18 Jun BIOCON was trading at 413.85. The strike last trading price was 13.2, which was 1.2 higher than the previous day. The implied volatity was 27.01, the open interest changed by 16 which increased total open position to 96
On 17 Jun BIOCON was trading at 411.85. The strike last trading price was 12.4, which was -2.6 lower than the previous day. The implied volatity was 28.16, the open interest changed by 9 which increased total open position to 81
On 16 Jun BIOCON was trading at 416.45. The strike last trading price was 14.9, which was -0.1 lower than the previous day. The implied volatity was 26.86, the open interest changed by 2 which increased total open position to 72
On 15 Jun BIOCON was trading at 416.05. The strike last trading price was 15.2, which was -2.8 lower than the previous day. The implied volatity was 27.81, the open interest changed by 10 which increased total open position to 69
On 12 Jun BIOCON was trading at 419.00. The strike last trading price was 17.5, which was 1.5 higher than the previous day. The implied volatity was 28.22, the open interest changed by -1 which decreased total open position to 59
On 11 Jun BIOCON was trading at 415.95. The strike last trading price was 16.3, which was 0.3 higher than the previous day. The implied volatity was 28.52, the open interest changed by 12 which increased total open position to 59
On 10 Jun BIOCON was trading at 414.60. The strike last trading price was 16, which was -1 lower than the previous day. The implied volatity was 28.72, the open interest changed by 3 which increased total open position to 47
On 9 Jun BIOCON was trading at 416.35. The strike last trading price was 16.55, which was 1.55 higher than the previous day. The implied volatity was 29.5, the open interest changed by 0 which decreased total open position to 44
On 8 Jun BIOCON was trading at 409.25. The strike last trading price was 14, which was -3 lower than the previous day. The implied volatity was 30.44, the open interest changed by 41 which increased total open position to 44
On 5 Jun BIOCON was trading at 412.30. The strike last trading price was 17.3, which was -4.7 lower than the previous day. The implied volatity was 29.67, the open interest changed by 0 which decreased total open position to 2
On 4 Jun BIOCON was trading at 416.05. The strike last trading price was 21.8, which was 12.8 higher than the previous day. The implied volatity was 35.31, the open interest changed by 1 which increased total open position to 1
On 3 Jun BIOCON was trading at 412.45. The strike last trading price was 0, 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 11 May BIOCON was trading at 390.45. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
On 6 May BIOCON was trading at 380.60. The strike last trading price was 0, 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
| BIOCON 28-Jul-2026 (35d) 420 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.39
Vega: 0.01
Theta: -0.17
Gamma: 0.00977
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Jun | 427.00 | 11.5 | -1.3 (-10.16%) | 29.58 | 156 | 49 | 113 |
| 22 Jun | 421.10 | 12.9 | -1.6 (-11.03%) | 26.59 | 49 | 31 | 62 |
| 19 Jun | 415.50 | 14.5 | -3.35 (-18.77%) | 25.16 | 1 | 0 | 30 |
| 18 Jun | 413.85 | 17.85 | 17.85 (15.16%) | 25.94 | 3 | 0 | 30 |
| 17 Jun | 411.85 | 17.85 | 2.35 (15.16%) | 25.94 | 3 | 2 | 30 |
| 16 Jun | 416.45 | 15.5 | -1 (-6.06%) | 26.44 | 2 | 0 | 28 |
| 15 Jun | 416.05 | 16.5 | 1 (6.45%) | 27.57 | 22 | 17 | 30 |
| 12 Jun | 419.00 | 15.5 | -1.85 (-10.66%) | 27.62 | 2 | 0 | 12 |
| 11 Jun | 415.95 | 17.35 | 17.35 (0.00%) | 27.04 | 1 | 0 | 12 |
| 10 Jun | 414.60 | 17.35 | 0 (0.00%) | 27.04 | 1 | 1 | 12 |
| 9 Jun | 416.35 | 17.35 | -4.4 (-20.23%) | 27.76 | 4 | 2 | 10 |
| 8 Jun | 409.25 | 22.9 | 3.6 (18.65%) | 27.71 | 8 | 3 | 7 |
| 5 Jun | 412.30 | 19.6 | 1 (5.38%) | 27.37 | 2 | -1 | 3 |
| 4 Jun | 416.05 | 18.6 | -1.4 (-7.00%) | 27.79 | 2 | 0 | 2 |
| 3 Jun | 412.45 | 20 | -40.6 (-67.00%) | 28.09 | 2 | 2 | 2 |
| 11 May | 390.45 | 0 | 0 | - | 0 | 10 | 10 |
| 6 May | 380.60 | 0 | 0 | - | 0 | 0 | 0 |
For Biocon Limited. - strike price 420 expiring on 28JUL2026
Delta for 420 PE is -0.39
Historical price for 420 PE is as follows
On 23 Jun BIOCON was trading at 427.00. The strike last trading price was 11.5, which was -1.3 lower than the previous day. The implied volatity was 29.58, the open interest changed by 49 which increased total open position to 113
On 22 Jun BIOCON was trading at 421.10. The strike last trading price was 12.9, which was -1.6 lower than the previous day. The implied volatity was 26.59, the open interest changed by 31 which increased total open position to 62
On 19 Jun BIOCON was trading at 415.50. The strike last trading price was 14.5, which was -3.35 lower than the previous day. The implied volatity was 25.16, the open interest changed by 0 which decreased total open position to 30
On 18 Jun BIOCON was trading at 413.85. The strike last trading price was 17.85, which was 17.85 higher than the previous day. The implied volatity was 25.94, the open interest changed by 0 which decreased total open position to 30
On 17 Jun BIOCON was trading at 411.85. The strike last trading price was 17.85, which was 2.35 higher than the previous day. The implied volatity was 25.94, the open interest changed by 2 which increased total open position to 30
On 16 Jun BIOCON was trading at 416.45. The strike last trading price was 15.5, which was -1 lower than the previous day. The implied volatity was 26.44, the open interest changed by 0 which decreased total open position to 28
On 15 Jun BIOCON was trading at 416.05. The strike last trading price was 16.5, which was 1 higher than the previous day. The implied volatity was 27.57, the open interest changed by 17 which increased total open position to 30
On 12 Jun BIOCON was trading at 419.00. The strike last trading price was 15.5, which was -1.85 lower than the previous day. The implied volatity was 27.62, the open interest changed by 0 which decreased total open position to 12
On 11 Jun BIOCON was trading at 415.95. The strike last trading price was 17.35, which was 17.35 higher than the previous day. The implied volatity was 27.04, the open interest changed by 0 which decreased total open position to 12
On 10 Jun BIOCON was trading at 414.60. The strike last trading price was 17.35, which was 0 lower than the previous day. The implied volatity was 27.04, the open interest changed by 1 which increased total open position to 12
On 9 Jun BIOCON was trading at 416.35. The strike last trading price was 17.35, which was -4.4 lower than the previous day. The implied volatity was 27.76, the open interest changed by 2 which increased total open position to 10
On 8 Jun BIOCON was trading at 409.25. The strike last trading price was 22.9, which was 3.6 higher than the previous day. The implied volatity was 27.71, the open interest changed by 3 which increased total open position to 7
On 5 Jun BIOCON was trading at 412.30. The strike last trading price was 19.6, which was 1 higher than the previous day. The implied volatity was 27.37, the open interest changed by -1 which decreased total open position to 3
On 4 Jun BIOCON was trading at 416.05. The strike last trading price was 18.6, which was -1.4 lower than the previous day. The implied volatity was 27.79, the open interest changed by 0 which decreased total open position to 2
On 3 Jun BIOCON was trading at 412.45. The strike last trading price was 20, which was -40.6 lower than the previous day. The implied volatity was 28.09, the open interest changed by 2 which increased total open position to 2
On 11 May BIOCON was trading at 390.45. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
On 6 May BIOCON was trading at 380.60. The strike last trading price was 0, 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
