BIOCON
Biocon Limited.
Historical option data for BIOCON
22 Sep 2025 08:01 PM IST
| BIOCON 30SEP2025 355 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.72
Vega: 0.18
Theta: -0.36
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 362.15 | 10.3 | -5.85 | 26.13 | 115 | 8 | 147 | |||||||||
| 21 Sept | 369.20 | 15.9 | -0.75 | 23.74 | 88 | -38 | 139 | |||||||||
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| 18 Sept | 368.40 | 17.8 | 10.05 | 29.13 | 801 | -43 | 179 | |||||||||
| 14 Sept | 365.20 | 14.7 | -0.2 | 23.79 | 17 | 1 | 130 | |||||||||
| 17 Aug | 359.25 | 16.25 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Biocon Limited. - strike price 355 expiring on 30SEP2025
Delta for 355 CE is 0.72
Historical price for 355 CE is as follows
On 22 Sept BIOCON was trading at 362.15. The strike last trading price was 10.3, which was -5.85 lower than the previous day. The implied volatity was 26.13, the open interest changed by 8 which increased total open position to 147
On 21 Sept BIOCON was trading at 369.20. The strike last trading price was 15.9, which was -0.75 lower than the previous day. The implied volatity was 23.74, the open interest changed by -38 which decreased total open position to 139
On 18 Sept BIOCON was trading at 368.40. The strike last trading price was 17.8, which was 10.05 higher than the previous day. The implied volatity was 29.13, the open interest changed by -43 which decreased total open position to 179
On 14 Sept BIOCON was trading at 365.20. The strike last trading price was 14.7, which was -0.2 lower than the previous day. The implied volatity was 23.79, the open interest changed by 1 which increased total open position to 130
On 17 Aug BIOCON was trading at 359.25. The strike last trading price was 16.25, 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 355 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.28
Vega: 0.18
Theta: -0.26
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 362.15 | 2.45 | 0.75 | 26.01 | 532 | 21 | 249 |
| 21 Sept | 369.20 | 1.65 | -0.4 | 26.29 | 334 | -41 | 227 |
| 18 Sept | 368.40 | 1.8 | -4.8 | 26.74 | 893 | 68 | 272 |
| 14 Sept | 365.20 | 3.85 | -0.7 | 26.38 | 56 | 8 | 184 |
| 17 Aug | 359.25 | 9.8 | 0 | 2.09 | 0 | 0 | 0 |
For Biocon Limited. - strike price 355 expiring on 30SEP2025
Delta for 355 PE is -0.28
Historical price for 355 PE is as follows
On 22 Sept BIOCON was trading at 362.15. The strike last trading price was 2.45, which was 0.75 higher than the previous day. The implied volatity was 26.01, the open interest changed by 21 which increased total open position to 249
On 21 Sept BIOCON was trading at 369.20. The strike last trading price was 1.65, which was -0.4 lower than the previous day. The implied volatity was 26.29, the open interest changed by -41 which decreased total open position to 227
On 18 Sept BIOCON was trading at 368.40. The strike last trading price was 1.8, which was -4.8 lower than the previous day. The implied volatity was 26.74, the open interest changed by 68 which increased total open position to 272
On 14 Sept BIOCON was trading at 365.20. The strike last trading price was 3.85, which was -0.7 lower than the previous day. The implied volatity was 26.38, the open interest changed by 8 which increased total open position to 184
On 17 Aug BIOCON was trading at 359.25. The strike last trading price was 9.8, which was 0 lower than the previous day. The implied volatity was 2.09, the open interest changed by 0 which decreased total open position to 0
