BIOCON
Biocon Limited.
Historical option data for BIOCON
22 Sep 2025 08:01 PM IST
| BIOCON 30SEP2025 330 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 | |||||||||
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| 22 Sept | 362.15 | 40.4 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 369.20 | 40.4 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 368.40 | 40.4 | 13.15 | - | 10 | 4 | 28 | |||||||||
| 14 Sept | 365.20 | 37.5 | 1.9 | 34.88 | 3 | -1 | 17 | |||||||||
| 17 Aug | 359.25 | 29.55 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Biocon Limited. - strike price 330 expiring on 30SEP2025
Delta for 330 CE is 0.00
Historical price for 330 CE is as follows
On 22 Sept BIOCON was trading at 362.15. The strike last trading price was 40.4, 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 40.4, 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 40.4, which was 13.15 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 28
On 14 Sept BIOCON was trading at 365.20. The strike last trading price was 37.5, which was 1.9 higher than the previous day. The implied volatity was 34.88, the open interest changed by -1 which decreased total open position to 17
On 17 Aug BIOCON was trading at 359.25. The strike last trading price was 29.55, 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
| BIOCON 30SEP2025 330 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.04
Vega: 0.04
Theta: -0.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 362.15 | 0.3 | 0.05 | 36.57 | 26 | 1 | 215 |
| 21 Sept | 369.20 | 0.25 | -0.1 | 35.08 | 102 | -10 | 218 |
| 18 Sept | 368.40 | 0.3 | -0.55 | 35.14 | 237 | -36 | 224 |
| 14 Sept | 365.20 | 0.65 | -0.15 | 30.95 | 57 | -5 | 267 |
| 17 Aug | 359.25 | 3.75 | -0.25 | 30.27 | 30 | -2 | 50 |
For Biocon Limited. - strike price 330 expiring on 30SEP2025
Delta for 330 PE is -0.04
Historical price for 330 PE is as follows
On 22 Sept BIOCON was trading at 362.15. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 36.57, the open interest changed by 1 which increased total open position to 215
On 21 Sept BIOCON was trading at 369.20. The strike last trading price was 0.25, which was -0.1 lower than the previous day. The implied volatity was 35.08, the open interest changed by -10 which decreased total open position to 218
On 18 Sept BIOCON was trading at 368.40. The strike last trading price was 0.3, which was -0.55 lower than the previous day. The implied volatity was 35.14, the open interest changed by -36 which decreased total open position to 224
On 14 Sept BIOCON was trading at 365.20. The strike last trading price was 0.65, which was -0.15 lower than the previous day. The implied volatity was 30.95, the open interest changed by -5 which decreased total open position to 267
On 17 Aug BIOCON was trading at 359.25. The strike last trading price was 3.75, which was -0.25 lower than the previous day. The implied volatity was 30.27, the open interest changed by -2 which decreased total open position to 50
