BIOCON
Biocon Limited.
Historical option data for BIOCON
22 Sep 2025 08:01 PM IST
| BIOCON 30SEP2025 345 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 362.15 | 17.6 | -7.85 | - | 15 | -1 | 10 | |||||||||
|
|
||||||||||||||||
| 21 Sept | 369.20 | 24.9 | -0.1 | 18.55 | 8 | 0 | 12 | |||||||||
| 18 Sept | 368.40 | 26.05 | 11.8 | 26.56 | 21 | -1 | 11 | |||||||||
| 14 Sept | 365.20 | 22.05 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 359.25 | 57.1 | 0 | - | 0 | 0 | 0 | |||||||||
For Biocon Limited. - strike price 345 expiring on 30SEP2025
Delta for 345 CE is -
Historical price for 345 CE is as follows
On 22 Sept BIOCON was trading at 362.15. The strike last trading price was 17.6, which was -7.85 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 10
On 21 Sept BIOCON was trading at 369.20. The strike last trading price was 24.9, which was -0.1 lower than the previous day. The implied volatity was 18.55, the open interest changed by 0 which decreased total open position to 12
On 18 Sept BIOCON was trading at 368.40. The strike last trading price was 26.05, which was 11.8 higher than the previous day. The implied volatity was 26.56, the open interest changed by -1 which decreased total open position to 11
On 14 Sept BIOCON was trading at 365.20. The strike last trading price was 22.05, 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 57.1, 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 345 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.11
Vega: 0.10
Theta: -0.16
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 362.15 | 0.8 | 0.1 | 28.07 | 94 | -9 | 122 |
| 21 Sept | 369.20 | 0.65 | -0.25 | 28.69 | 113 | -4 | 131 |
| 18 Sept | 368.40 | 0.75 | -2.25 | 29.04 | 466 | 9 | 135 |
| 14 Sept | 365.20 | 1.95 | -0.35 | 28.18 | 29 | 3 | 102 |
| 17 Aug | 359.25 | 7.2 | 0 | 4.43 | 0 | 0 | 0 |
For Biocon Limited. - strike price 345 expiring on 30SEP2025
Delta for 345 PE is -0.11
Historical price for 345 PE is as follows
On 22 Sept BIOCON was trading at 362.15. The strike last trading price was 0.8, which was 0.1 higher than the previous day. The implied volatity was 28.07, the open interest changed by -9 which decreased total open position to 122
On 21 Sept BIOCON was trading at 369.20. The strike last trading price was 0.65, which was -0.25 lower than the previous day. The implied volatity was 28.69, the open interest changed by -4 which decreased total open position to 131
On 18 Sept BIOCON was trading at 368.40. The strike last trading price was 0.75, which was -2.25 lower than the previous day. The implied volatity was 29.04, the open interest changed by 9 which increased total open position to 135
On 14 Sept BIOCON was trading at 365.20. The strike last trading price was 1.95, which was -0.35 lower than the previous day. The implied volatity was 28.18, the open interest changed by 3 which increased total open position to 102
On 17 Aug BIOCON was trading at 359.25. The strike last trading price was 7.2, which was 0 lower than the previous day. The implied volatity was 4.43, the open interest changed by 0 which decreased total open position to 0
