BIOCON
Biocon Limited.
Historical option data for BIOCON
28 Sep 2025 10:07 PM IST
| BIOCON 28OCT2025 360 CE | ||||||||||||||||
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Delta: 0.28
Vega: 0.34
Theta: -0.17
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 338.90 | 4.75 | -5.6 | 28.16 | 558 | 87 | 290 | |||||||||
| 22 Sept | 362.15 | 14.7 | -4.1 | 25.99 | 60 | -1 | 75 | |||||||||
| 21 Sept | 369.20 | 18.55 | -0.45 | 23.52 | 88 | -10 | 77 | |||||||||
| 18 Sept | 368.40 | 19.6 | 8 | 24.55 | 341 | -7 | 88 | |||||||||
| 14 Sept | 365.20 | 17 | -0.1 | 23.07 | 3 | 0 | 9 | |||||||||
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| 17 Aug | 359.25 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Biocon Limited. - strike price 360 expiring on 28OCT2025
Delta for 360 CE is 0.28
Historical price for 360 CE is as follows
On 28 Sept BIOCON was trading at 338.90. The strike last trading price was 4.75, which was -5.6 lower than the previous day. The implied volatity was 28.16, the open interest changed by 87 which increased total open position to 290
On 22 Sept BIOCON was trading at 362.15. The strike last trading price was 14.7, which was -4.1 lower than the previous day. The implied volatity was 25.99, the open interest changed by -1 which decreased total open position to 75
On 21 Sept BIOCON was trading at 369.20. The strike last trading price was 18.55, which was -0.45 lower than the previous day. The implied volatity was 23.52, the open interest changed by -10 which decreased total open position to 77
On 18 Sept BIOCON was trading at 368.40. The strike last trading price was 19.6, which was 8 higher than the previous day. The implied volatity was 24.55, the open interest changed by -7 which decreased total open position to 88
On 14 Sept BIOCON was trading at 365.20. The strike last trading price was 17, which was -0.1 lower than the previous day. The implied volatity was 23.07, the open interest changed by 0 which decreased total open position to 9
On 17 Aug BIOCON was trading at 359.25. The strike last trading price was 0, 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 28OCT2025 360 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.69
Vega: 0.35
Theta: -0.11
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 338.90 | 24 | 10.85 | 32.02 | 201 | 60 | 243 |
| 22 Sept | 362.15 | 10 | 2.75 | 27.99 | 75 | 1 | 116 |
| 21 Sept | 369.20 | 7.65 | 0.4 | 27.51 | 67 | 15 | 114 |
| 18 Sept | 368.40 | 6.9 | -6.45 | 25.99 | 91 | 20 | 97 |
| 14 Sept | 365.20 | 9.05 | -0.25 | 25.86 | 15 | 14 | 26 |
| 17 Aug | 359.25 | 15.2 | 0 | 1.28 | 0 | 0 | 0 |
For Biocon Limited. - strike price 360 expiring on 28OCT2025
Delta for 360 PE is -0.69
Historical price for 360 PE is as follows
On 28 Sept BIOCON was trading at 338.90. The strike last trading price was 24, which was 10.85 higher than the previous day. The implied volatity was 32.02, the open interest changed by 60 which increased total open position to 243
On 22 Sept BIOCON was trading at 362.15. The strike last trading price was 10, which was 2.75 higher than the previous day. The implied volatity was 27.99, the open interest changed by 1 which increased total open position to 116
On 21 Sept BIOCON was trading at 369.20. The strike last trading price was 7.65, which was 0.4 higher than the previous day. The implied volatity was 27.51, the open interest changed by 15 which increased total open position to 114
On 18 Sept BIOCON was trading at 368.40. The strike last trading price was 6.9, which was -6.45 lower than the previous day. The implied volatity was 25.99, the open interest changed by 20 which increased total open position to 97
On 14 Sept BIOCON was trading at 365.20. The strike last trading price was 9.05, which was -0.25 lower than the previous day. The implied volatity was 25.86, the open interest changed by 14 which increased total open position to 26
On 17 Aug BIOCON was trading at 359.25. The strike last trading price was 15.2, which was 0 lower than the previous day. The implied volatity was 1.28, the open interest changed by 0 which decreased total open position to 0
