BIOCON option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 2500

Spot

354.69

Future

359.00

Forward

359.00

23 Nov 2026 29 Dec 2026 25 Jan 2027

PCR (OI)

—

Puts — / Calls —

PCR (volume)

—

Puts — / Calls —

Max pain

—

strike with least total payout to holders

Highest OI

— CE · — PE

ΔOI calls +— · puts +—

Open interest by strike

CallsPuts│ ATM

Calls										Puts
Buildup	OI	ΔOI	Volume	IV %	Delta	Theta	Chg	LTP	Strike	LTP	Chg	Theta	Delta	IV %	Volume	ΔOI	OI	Buildup
Neutral	—	—	—	29.93	0.89	-0.04	0.00	44.20	300	7.10	0.00	-0.04	-0.08	27.87	—	—	—	Neutral
Neutral	—	—	—	29.34	0.85	-0.05	0.00	37.25	310	10.00	0.00	-0.06	-0.12	27.86	—	—	—	Neutral
Neutral	—	—	—	28.96	0.80	-0.07	0.00	31.00	320	13.60	0.00	-0.07	-0.17	27.85	—	—	—	Neutral
Neutral	—	—	—	28.72	0.74	-0.08	0.00	25.50	330	17.95	0.00	-0.09	-0.24	27.82	—	—	—	Neutral
Neutral	—	—	—	28.56	0.67	-0.10	0.00	20.70	340	23.00	0.00	-0.10	-0.31	27.81	—	—	—	Neutral
Neutral	—	—	—	28.45	0.59	-0.11	0.00	16.60	350	28.75	0.00	-0.11	-0.39	27.77	—	—	—	Neutral
Neutral	—	—	—	28.35	0.51	-0.11	0.00	13.15	360	35.15	0.00	-0.11	-0.47	27.75	—	—	—	Neutral
Neutral	—	—	—	28.30	0.43	-0.11	0.00	10.30	370	42.15	0.00	-0.11	-0.56	27.72	—	—	—	Neutral
Neutral	—	—	—	28.24	0.36	-0.10	0.00	8.00	380	49.70	0.00	-0.10	-0.63	27.69	—	—	—	Neutral
Neutral	—	—	—	28.22	0.29	-0.10	0.00	6.15	390	57.65	0.00	-0.09	-0.70	27.64	—	—	—	Neutral
Neutral	—	—	—	28.19	0.23	-0.09	0.00	4.65	400	66.05	0.00	-0.08	-0.76	27.59	—	—	—	Neutral
Neutral	—	—	—	28.14	0.14	-0.06	0.00	2.60	420	83.70	0.00	-0.05	-0.86	27.43	—	—	—	Neutral

Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: same-expiry future. Discounting at 6.83% (carry implied by 23 Nov → 29 Dec futures). Buildup labels describe price and open-interest changes only and are not advice. Spot: NSE F&O bhavcopy underlying price.