BIOCON
Biocon Limited.
Historical option data for BIOCON
22 Sep 2025 08:01 PM IST
| BIOCON 30SEP2025 335 CE | ||||||||||||||||
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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 | 26.85 | -7.6 | - | 17 | -7 | 16 | |||||||||
| 21 Sept | 369.20 | 35.45 | 1 | 0.00 | 0 | 0 | 0 | |||||||||
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| 18 Sept | 368.40 | 35.45 | 13.25 | - | 18 | -3 | 23 | |||||||||
| 14 Sept | 365.20 | 32.35 | 1.25 | 29.67 | 5 | 1 | 19 | |||||||||
| 17 Aug | 359.25 | 64.95 | 0 | - | 0 | 0 | 0 | |||||||||
For Biocon Limited. - strike price 335 expiring on 30SEP2025
Delta for 335 CE is -
Historical price for 335 CE is as follows
On 22 Sept BIOCON was trading at 362.15. The strike last trading price was 26.85, which was -7.6 lower than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 16
On 21 Sept BIOCON was trading at 369.20. The strike last trading price was 35.45, which was 1 higher 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 35.45, which was 13.25 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 23
On 14 Sept BIOCON was trading at 365.20. The strike last trading price was 32.35, which was 1.25 higher than the previous day. The implied volatity was 29.67, the open interest changed by 1 which increased total open position to 19
On 17 Aug BIOCON was trading at 359.25. The strike last trading price was 64.95, 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 335 PE | |||||||
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Delta: -0.05
Vega: 0.06
Theta: -0.11
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 362.15 | 0.4 | 0.05 | 33.65 | 19 | -4 | 98 |
| 21 Sept | 369.20 | 0.35 | -0.1 | 33.18 | 60 | -43 | 102 |
| 18 Sept | 368.40 | 0.4 | -0.9 | 33.09 | 93 | 2 | 146 |
| 14 Sept | 365.20 | 0.85 | -0.25 | 29.23 | 31 | 20 | 87 |
| 17 Aug | 359.25 | 13.7 | 0 | 0.00 | 0 | 0 | 0 |
For Biocon Limited. - strike price 335 expiring on 30SEP2025
Delta for 335 PE is -0.05
Historical price for 335 PE is as follows
On 22 Sept BIOCON was trading at 362.15. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 33.65, the open interest changed by -4 which decreased total open position to 98
On 21 Sept BIOCON was trading at 369.20. The strike last trading price was 0.35, which was -0.1 lower than the previous day. The implied volatity was 33.18, the open interest changed by -43 which decreased total open position to 102
On 18 Sept BIOCON was trading at 368.40. The strike last trading price was 0.4, which was -0.9 lower than the previous day. The implied volatity was 33.09, the open interest changed by 2 which increased total open position to 146
On 14 Sept BIOCON was trading at 365.20. The strike last trading price was 0.85, which was -0.25 lower than the previous day. The implied volatity was 29.23, the open interest changed by 20 which increased total open position to 87
On 17 Aug BIOCON was trading at 359.25. The strike last trading price was 13.7, 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
