BIOCON
Biocon Limited.
Historical option data for BIOCON
22 Sep 2025 08:01 PM IST
| BIOCON 30SEP2025 325 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 | 31.8 | -0.05 | 0.00 | 0 | 0 | 0 | |||||||||
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| 21 Sept | 369.20 | 31.8 | -0.05 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 368.40 | 31.8 | -0.05 | 0.00 | 0 | 1 | 0 | |||||||||
| 14 Sept | 365.20 | 39.45 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 359.25 | 73.25 | 0 | - | 0 | 0 | 0 | |||||||||
For Biocon Limited. - strike price 325 expiring on 30SEP2025
Delta for 325 CE is 0.00
Historical price for 325 CE is as follows
On 22 Sept BIOCON was trading at 362.15. The strike last trading price was 31.8, which was -0.05 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 31.8, which was -0.05 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 31.8, which was -0.05 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 14 Sept BIOCON was trading at 365.20. The strike last trading price was 39.45, 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 73.25, 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 325 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0.03
Theta: -0.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 362.15 | 0.2 | -0.05 | 38.52 | 9 | 2 | 99 |
| 21 Sept | 369.20 | 0.2 | -0.1 | 37.59 | 9 | -4 | 98 |
| 18 Sept | 368.40 | 0.25 | -0.35 | 37.77 | 117 | 24 | 101 |
| 14 Sept | 365.20 | 0.45 | -0.2 | 31.98 | 2 | 0 | 44 |
| 17 Aug | 359.25 | 7.3 | 0 | 0.00 | 0 | 0 | 0 |
For Biocon Limited. - strike price 325 expiring on 30SEP2025
Delta for 325 PE is -0.03
Historical price for 325 PE is as follows
On 22 Sept BIOCON was trading at 362.15. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 38.52, the open interest changed by 2 which increased total open position to 99
On 21 Sept BIOCON was trading at 369.20. The strike last trading price was 0.2, which was -0.1 lower than the previous day. The implied volatity was 37.59, the open interest changed by -4 which decreased total open position to 98
On 18 Sept BIOCON was trading at 368.40. The strike last trading price was 0.25, which was -0.35 lower than the previous day. The implied volatity was 37.77, the open interest changed by 24 which increased total open position to 101
On 14 Sept BIOCON was trading at 365.20. The strike last trading price was 0.45, which was -0.2 lower than the previous day. The implied volatity was 31.98, the open interest changed by 0 which decreased total open position to 44
On 17 Aug BIOCON was trading at 359.25. The strike last trading price was 7.3, 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
