BIOCON
Biocon Limited.
Historical option data for BIOCON
22 Sep 2025 08:01 PM IST
| BIOCON 30SEP2025 320 CE | ||||||||||||||||
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Delta: 0.84
Vega: 0.13
Theta: -0.79
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 362.15 | 46.95 | -1.65 | 90.03 | 4 | 0 | 7 | |||||||||
| 21 Sept | 369.20 | 48.6 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 368.40 | 48.6 | 10.7 | - | 13 | 3 | 8 | |||||||||
| 14 Sept | 365.20 | 43.15 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 17 Aug | 359.25 | 50.05 | 0 | - | 0 | 0 | 0 | |||||||||
For Biocon Limited. - strike price 320 expiring on 30SEP2025
Delta for 320 CE is 0.84
Historical price for 320 CE is as follows
On 22 Sept BIOCON was trading at 362.15. The strike last trading price was 46.95, which was -1.65 lower than the previous day. The implied volatity was 90.03, the open interest changed by 0 which decreased total open position to 7
On 21 Sept BIOCON was trading at 369.20. The strike last trading price was 48.6, 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 48.6, which was 10.7 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 8
On 14 Sept BIOCON was trading at 365.20. The strike last trading price was 43.15, 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 17 Aug BIOCON was trading at 359.25. The strike last trading price was 50.05, 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 320 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.03
Theta: -0.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 362.15 | 0.2 | 0 | 43.11 | 7 | -2 | 115 |
| 21 Sept | 369.20 | 0.2 | 0 | 41.40 | 27 | -10 | 118 |
| 18 Sept | 368.40 | 0.2 | -0.2 | 40.07 | 43 | -8 | 131 |
| 14 Sept | 365.20 | 0.45 | -0.05 | 35.32 | 8 | 4 | 141 |
| 17 Aug | 359.25 | 2.5 | -0.3 | 31.74 | 3 | 1 | 6 |
For Biocon Limited. - strike price 320 expiring on 30SEP2025
Delta for 320 PE is -0.02
Historical price for 320 PE is as follows
On 22 Sept BIOCON was trading at 362.15. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 43.11, the open interest changed by -2 which decreased total open position to 115
On 21 Sept BIOCON was trading at 369.20. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 41.40, the open interest changed by -10 which decreased total open position to 118
On 18 Sept BIOCON was trading at 368.40. The strike last trading price was 0.2, which was -0.2 lower than the previous day. The implied volatity was 40.07, the open interest changed by -8 which decreased total open position to 131
On 14 Sept BIOCON was trading at 365.20. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 35.32, the open interest changed by 4 which increased total open position to 141
On 17 Aug BIOCON was trading at 359.25. The strike last trading price was 2.5, which was -0.3 lower than the previous day. The implied volatity was 31.74, the open interest changed by 1 which increased total open position to 6
