BIOCON
Biocon Limited.
Historical option data for BIOCON
22 Sep 2025 08:01 PM IST
| BIOCON 30SEP2025 340 CE | ||||||||||||||||
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Delta: 0.91
Vega: 0.08
Theta: -0.26
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 362.15 | 23.5 | -6.3 | 32.72 | 36 | 10 | 32 | |||||||||
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| 21 Sept | 369.20 | 29.7 | -0.65 | - | 12 | 0 | 23 | |||||||||
| 18 Sept | 368.40 | 31.3 | 13.1 | 33.82 | 77 | -19 | 23 | |||||||||
| 14 Sept | 365.20 | 26.9 | 0.05 | 21.69 | 9 | 2 | 28 | |||||||||
| 17 Aug | 359.25 | 29.3 | 3.3 | 29.01 | 1 | 0 | 6 | |||||||||
For Biocon Limited. - strike price 340 expiring on 30SEP2025
Delta for 340 CE is 0.91
Historical price for 340 CE is as follows
On 22 Sept BIOCON was trading at 362.15. The strike last trading price was 23.5, which was -6.3 lower than the previous day. The implied volatity was 32.72, the open interest changed by 10 which increased total open position to 32
On 21 Sept BIOCON was trading at 369.20. The strike last trading price was 29.7, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23
On 18 Sept BIOCON was trading at 368.40. The strike last trading price was 31.3, which was 13.1 higher than the previous day. The implied volatity was 33.82, the open interest changed by -19 which decreased total open position to 23
On 14 Sept BIOCON was trading at 365.20. The strike last trading price was 26.9, which was 0.05 higher than the previous day. The implied volatity was 21.69, the open interest changed by 2 which increased total open position to 28
On 17 Aug BIOCON was trading at 359.25. The strike last trading price was 29.3, which was 3.3 higher than the previous day. The implied volatity was 29.01, the open interest changed by 0 which decreased total open position to 6
| BIOCON 30SEP2025 340 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.07
Vega: 0.07
Theta: -0.13
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 362.15 | 0.5 | 0 | 30.07 | 113 | 5 | 313 |
| 21 Sept | 369.20 | 0.5 | -0.15 | 31.31 | 94 | -11 | 308 |
| 18 Sept | 368.40 | 0.6 | -1.35 | 31.75 | 396 | 40 | 320 |
| 14 Sept | 365.20 | 1.3 | -0.3 | 28.68 | 46 | 9 | 322 |
| 17 Aug | 359.25 | 6.1 | 0 | 0.00 | 0 | 0 | 0 |
For Biocon Limited. - strike price 340 expiring on 30SEP2025
Delta for 340 PE is -0.07
Historical price for 340 PE is as follows
On 22 Sept BIOCON was trading at 362.15. The strike last trading price was 0.5, which was 0 lower than the previous day. The implied volatity was 30.07, the open interest changed by 5 which increased total open position to 313
On 21 Sept BIOCON was trading at 369.20. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 31.31, the open interest changed by -11 which decreased total open position to 308
On 18 Sept BIOCON was trading at 368.40. The strike last trading price was 0.6, which was -1.35 lower than the previous day. The implied volatity was 31.75, the open interest changed by 40 which increased total open position to 320
On 14 Sept BIOCON was trading at 365.20. The strike last trading price was 1.3, which was -0.3 lower than the previous day. The implied volatity was 28.68, the open interest changed by 9 which increased total open position to 322
On 17 Aug BIOCON was trading at 359.25. The strike last trading price was 6.1, 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
