BIOCON
Biocon Limited.
Historical option data for BIOCON
22 Sep 2025 08:01 PM IST
| BIOCON 30SEP2025 300 CE | ||||||||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 362.15 | 66.15 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 369.20 | 66.15 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 18 Sept | 368.40 | 66.15 | 2.3 | - | 2 | 1 | 1 | |||||||||
For Biocon Limited. - strike price 300 expiring on 30SEP2025
Delta for 300 CE is 0.00
Historical price for 300 CE is as follows
On 22 Sept BIOCON was trading at 362.15. The strike last trading price was 66.15, which was 0 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 21 Sept BIOCON was trading at 369.20. The strike last trading price was 66.15, which was 0 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 18 Sept BIOCON was trading at 368.40. The strike last trading price was 66.15, which was 2.3 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
| BIOCON 30SEP2025 300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 362.15 | 0.05 | -0.05 | - | 6 | -1 | 41 |
| 21 Sept | 369.20 | 0.1 | 0 | 51.80 | 4 | -2 | 43 |
| 18 Sept | 368.40 | 0.1 | -0.1 | - | 8 | 0 | 45 |
For Biocon Limited. - strike price 300 expiring on 30SEP2025
Delta for 300 PE is -
Historical price for 300 PE is as follows
On 22 Sept BIOCON was trading at 362.15. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 41
On 21 Sept BIOCON was trading at 369.20. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 51.80, the open interest changed by -2 which decreased total open position to 43
On 18 Sept BIOCON was trading at 368.40. The strike last trading price was 0.1, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 45
