BIOCON
Biocon Limited.
Historical option data for BIOCON
22 Sep 2025 08:01 PM IST
| BIOCON 30SEP2025 350 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.80
Vega: 0.15
Theta: -0.36
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 362.15 | 14.7 | -6.1 | 30.16 | 117 | -5 | 159 | |||||||||
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| 21 Sept | 369.20 | 19.85 | -0.95 | - | 159 | -20 | 164 | |||||||||
| 18 Sept | 368.40 | 22.4 | 11.7 | 32.44 | 1,103 | -82 | 187 | |||||||||
| 14 Sept | 365.20 | 18.8 | 0.65 | 25.19 | 68 | 7 | 142 | |||||||||
| 17 Aug | 359.25 | 21 | -1.3 | 26.00 | 3 | -1 | 23 | |||||||||
For Biocon Limited. - strike price 350 expiring on 30SEP2025
Delta for 350 CE is 0.80
Historical price for 350 CE is as follows
On 22 Sept BIOCON was trading at 362.15. The strike last trading price was 14.7, which was -6.1 lower than the previous day. The implied volatity was 30.16, the open interest changed by -5 which decreased total open position to 159
On 21 Sept BIOCON was trading at 369.20. The strike last trading price was 19.85, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by -20 which decreased total open position to 164
On 18 Sept BIOCON was trading at 368.40. The strike last trading price was 22.4, which was 11.7 higher than the previous day. The implied volatity was 32.44, the open interest changed by -82 which decreased total open position to 187
On 14 Sept BIOCON was trading at 365.20. The strike last trading price was 18.8, which was 0.65 higher than the previous day. The implied volatity was 25.19, the open interest changed by 7 which increased total open position to 142
On 17 Aug BIOCON was trading at 359.25. The strike last trading price was 21, which was -1.3 lower than the previous day. The implied volatity was 26.00, the open interest changed by -1 which decreased total open position to 23
| BIOCON 30SEP2025 350 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.17
Vega: 0.14
Theta: -0.21
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 362.15 | 1.35 | 0.3 | 26.47 | 332 | 40 | 520 |
| 21 Sept | 369.20 | 1.05 | -0.3 | 27.55 | 480 | 2 | 484 |
| 18 Sept | 368.40 | 1.15 | -3.4 | 27.75 | 1,471 | -27 | 480 |
| 14 Sept | 365.20 | 2.7 | -0.5 | 27.03 | 49 | -1 | 452 |
| 17 Aug | 359.25 | 8.8 | 0.25 | 28.95 | 1 | 0 | 42 |
For Biocon Limited. - strike price 350 expiring on 30SEP2025
Delta for 350 PE is -0.17
Historical price for 350 PE is as follows
On 22 Sept BIOCON was trading at 362.15. The strike last trading price was 1.35, which was 0.3 higher than the previous day. The implied volatity was 26.47, the open interest changed by 40 which increased total open position to 520
On 21 Sept BIOCON was trading at 369.20. The strike last trading price was 1.05, which was -0.3 lower than the previous day. The implied volatity was 27.55, the open interest changed by 2 which increased total open position to 484
On 18 Sept BIOCON was trading at 368.40. The strike last trading price was 1.15, which was -3.4 lower than the previous day. The implied volatity was 27.75, the open interest changed by -27 which decreased total open position to 480
On 14 Sept BIOCON was trading at 365.20. The strike last trading price was 2.7, which was -0.5 lower than the previous day. The implied volatity was 27.03, the open interest changed by -1 which decreased total open position to 452
On 17 Aug BIOCON was trading at 359.25. The strike last trading price was 8.8, which was 0.25 higher than the previous day. The implied volatity was 28.95, the open interest changed by 0 which decreased total open position to 42
