BIOCON
Biocon Limited.
Historical option data for BIOCON
22 Sep 2025 08:01 PM IST
| BIOCON 30SEP2025 310 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 | 57.65 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 369.20 | 57.65 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 368.40 | 57.65 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 365.20 | 57.65 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 359.25 | 56.7 | 0 | - | 0 | 0 | 0 | |||||||||
For Biocon Limited. - strike price 310 expiring on 30SEP2025
Delta for 310 CE is 0.00
Historical price for 310 CE is as follows
On 22 Sept BIOCON was trading at 362.15. The strike last trading price was 57.65, 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 57.65, 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 57.65, 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 14 Sept BIOCON was trading at 365.20. The strike last trading price was 57.65, 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 17 Aug BIOCON was trading at 359.25. The strike last trading price was 56.7, 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 30SEP2025 310 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.02
Theta: -0.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 362.15 | 0.1 | -0.05 | 47.31 | 7 | 0 | 88 |
| 21 Sept | 369.20 | 0.15 | 0 | 47.07 | 5 | 1 | 87 |
| 18 Sept | 368.40 | 0.15 | -0.15 | 45.51 | 17 | -5 | 87 |
| 14 Sept | 365.20 | 0.25 | -0.05 | 38.04 | 3 | 1 | 100 |
| 17 Aug | 359.25 | 1.85 | 0.05 | 34.26 | 6 | 1 | 22 |
For Biocon Limited. - strike price 310 expiring on 30SEP2025
Delta for 310 PE is -0.01
Historical price for 310 PE is as follows
On 22 Sept BIOCON was trading at 362.15. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 47.31, the open interest changed by 0 which decreased total open position to 88
On 21 Sept BIOCON was trading at 369.20. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 47.07, the open interest changed by 1 which increased total open position to 87
On 18 Sept BIOCON was trading at 368.40. The strike last trading price was 0.15, which was -0.15 lower than the previous day. The implied volatity was 45.51, the open interest changed by -5 which decreased total open position to 87
On 14 Sept BIOCON was trading at 365.20. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 38.04, the open interest changed by 1 which increased total open position to 100
On 17 Aug BIOCON was trading at 359.25. The strike last trading price was 1.85, which was 0.05 higher than the previous day. The implied volatity was 34.26, the open interest changed by 1 which increased total open position to 22
