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BIOCON LIMITED. Option Chain

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₹ 348.05
350.95
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LTP
Greeks
OI
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Call Put
VegaThetaGammaDeltaImp VolVol (k)OI (lakhs)PoPLTPStrikeLTPPoPOI (lakhs)Vol (k)Imp VolDeltaGammaThetaVega
Last Updated now

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
****

0.00

290PCR: --

0.15

lock
****

1.13

30.00

58.59%

-0.013

0.001

-0.066

0.018

0.126

-0.908

0.004

0.840

115.23%

5.00

0.23

lock
****

55.80

300PCR: 31.89

0.20

lock
****

7.18

82.50

50.78%

-0.018

0.002

-0.074

0.023

0.181

-2.795

0.003

0.698

247.07%

0.00

0.08

lock
****

70.75

310PCR: 38.67

0.25

lock
****

2.90

7.50

42.97%

-0.026

0.003

-0.085

0.032

0.177

-1.796

0.004

0.713

162.60%

0.00

0.03

lock
****

52.55

315PCR: 78.00

0.35

lock
****

1.95

0.00

41.02%

-0.039

0.004

-0.112

0.043

0.000

0.000

0.000

1.000

0.00%

7.50

0.18

lock
****

29.00

320PCR: 49.71

0.35

lock
****

8.70

480.00

35.16%

-0.040

0.005

-0.099

0.045

0.000

0.000

0.000

1.000

0.00%

10.00

0.35

lock
****

23.35

325PCR: 6.36

0.70

lock
****

2.23

120.00

36.13%

-0.079

0.008

-0.172

0.076

0.136

-0.381

0.011

0.821

44.92%

30.00

1.90

lock
****

22.30

330PCR: 6.16

1.05

lock
****

11.70

560.00

34.18%

-0.117

0.011

-0.218

0.102

0.121

-0.222

0.015

0.849

29.30%

32.50

0.43

lock
****

16.25

335PCR: 12.59

1.55

lock
****

5.35

817.50

32.23%

-0.173

0.015

-0.267

0.133

0.166

-0.320

0.020

0.745

30.76%

267.50

2.23

lock
****

12.50

340PCR: 4.24

2.40

lock
****

9.43

2,052.50

30.27%

-0.252

0.020

-0.313

0.165

0.194

-0.349

0.025

0.640

28.81%

285.00

1.10

lock
****

8.75

345PCR: 3.66

3.65

lock
****

4.03

1,317.50

28.32%

-0.358

0.025

-0.342

0.194

0.207

-0.360

0.028

0.516

27.83%

4,120.00

9.08

lock
****

5.85

350PCR: 1.68

5.70

lock
****

15.25

2,892.50

27.34%

-0.492

0.028

-0.353

0.207

0.197

-0.355

0.025

0.378

28.81%

5,435.00

11.48

lock
****

3.80

355PCR: 0.45

8.75

lock
****

5.18

1,447.50

28.32%

-0.625

0.026

-0.348

0.197

0.172

-0.326

0.021

0.272

30.27%

6,487.50

19.15

lock
****

2.65

360PCR: 0.42

12.20

lock
****

8.13

765.00

29.30%

-0.735

0.022

-0.311

0.170

0.145

-0.296

0.017

0.200

32.71%

2,440.00

12.53

lock
****

1.85

365PCR: 0.48

16.55

lock
****

6.00

92.50

33.20%

-0.791

0.017

-0.309

0.149

0.114

-0.237

0.013

0.138

33.20%

3,377.50

26.40

lock
****

1.25

370PCR: 0.31

20.95

lock
****

8.08

125.00

31.25%

-0.881

0.012

-0.202

0.103

0.093

-0.210

0.010

0.103

36.13%

1,080.00

13.88

lock
****

0.90

375PCR: 0.23

25.50

lock
****

3.23

25.00

31.25%

-0.929

0.008

-0.137

0.070

0.076

-0.181

0.007

0.079

38.09%

1,900.00

36.80

lock
****

0.70

380PCR: 0.34

31.25

lock
****

12.48

62.50

44.92%

-0.886

0.008

-0.281

0.100

0.063

-0.162

0.006

0.062

41.02%

527.50

14.20

lock
****

0.55

385PCR: 0.12

36.85

lock
****

1.65

12.50

55.66%

-0.868

0.007

-0.386

0.111

0.058

-0.163

0.005

0.056

44.92%

900.00

19.55

lock
****

0.50

390PCR: 0.06

34.10

lock
****

1.08

12.50

0.00%

-1.000

0.000

0.000

0.000

0.048

-0.141

0.004

0.044

46.88%

95.00

5.18

lock
****

0.40

395PCR: 0.06

37.40

lock
****

0.33

5.00

0.00%

-1.000

0.000

0.000

0.000

0.046

-0.145

0.003

0.041

50.78%

1,022.50

80.00

lock
****

0.45

400PCR: 0.03

51.00

lock
****

2.28

25.00

60.55%

-0.926

0.004

-0.275

0.073

0.039

-0.128

0.003

0.034

52.73%

130.00

6.68

lock
****

0.35

405PCR: 0.02

39.20

lock
****

0.10

0.00

0.00%

-1.000

0.000

0.000

0.000

0.033

-0.113

0.002

0.028

54.69%

177.50

17.03

lock
****

0.30

410PCR: 0.06

40.95

lock
****

1.05

0.00

0.00%

-1.000

0.000

0.000

0.000

0.025

-0.084

0.002

0.019

54.69%

60.00

1.50

lock
****

0.20

415PCR: 0.05

46.50

lock
****

0.08

0.00

0.00%

-1.000

0.000

0.000

0.000

0.018

-0.062

0.001

0.014

54.69%

302.50

8.18

lock
****

0.15

420PCR: 0.01

45.15

lock
****

0.05

0.00

0.00%

-1.000

0.000

0.000

0.000

0.020

-0.077

0.001

0.015

62.50%

5.00

7.98

lock
****

0.15

430PCR: 0.00

0.00

lock
****

0.00

0.00

0.00%

-1.000

0.000

0.000

0.000

0.011

-0.044

0.001

0.008

62.50%

90.00

2.53

lock
****

0.10

440PCR: 0.04

88.95

lock
****

0.10

7.50

0.00%

-1.000

0.000

0.000

0.000

BIOCON LIMITED. - Statistics

Day Range
₹346.45 - ₹357.80
52w Range
₹239.30 - ₹395.80
Volume
3,312,516

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Underlying Assets & Securities

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BIOCON LIMITED.

348.05

-2.90 (-0.83%)

BIOCON LIMITED. Options

BIOCON LIMITED. Futures

Frequently Asked Questions

What is the current spot price for BIOCON LIMITED.?chevron-up

The current spot price for BIOCON LIMITED. is ₹348.05.

What is the minimum option lot size for BIOCON LIMITED.?chevron-up

The minimum lot size for BIOCON LIMITED. is 2,500.

Which BIOCON LIMITED. call and put option contract has the highest open interest?chevron-up

The 400.00 strike for BIOCON LIMITED. call options have an OI of 80.00 Lakhs. The 350.00 strike for BIOCON LIMITED. put options has an OI of 15.25 Lakhs

What is the current at-the-money (ATM) strike for BIOCON LIMITED. and what is its price?chevron-up

The current ATM strike for BIOCON LIMITED. is 345.00. The call price is ₹8.75 and the put price is ₹3.65.

What is the Put-Call Ratio (PCR) of the current at-the-money (ATM) strike for BIOCON LIMITED.?chevron-up

The PCR for the 345.00 strike is 3.66.

What is the implied volatility of BIOCON LIMITED.?chevron-up

The implied volatility (IV) of at-the-money BIOCON LIMITED. call is 28.81% and 28.32% for puts.

How much will the price change of the at-the-money (ATM) strike for BIOCON LIMITED. call options if BIOCON LIMITED. moves up in price by ₹1?chevron-up

The ATM strike is 345.00 and the call option is priced at ₹8.75. If BIOCON LIMITED. moves up by ₹1, then the approximate change in price for the option is +₹0.6401. The value of 0.6401 is the option's 'Delta'.