BIOCON
Biocon Limited.
Historical option data for BIOCON
22 Sep 2025 08:01 PM IST
| BIOCON 30SEP2025 360 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.59
Vega: 0.21
Theta: -0.38
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 362.15 | 6.8 | -5.65 | 24.69 | 1,261 | 151 | 624 | |||||||||
| 21 Sept | 369.20 | 11.9 | -1.05 | 22.35 | 761 | -108 | 473 | |||||||||
| 18 Sept | 368.40 | 13.9 | 8.35 | 28.27 | 7,168 | -461 | 583 | |||||||||
| 14 Sept | 365.20 | 11.7 | 0.15 | 24.95 | 248 | 3 | 461 | |||||||||
| 17 Aug | 359.25 | 15.2 | -0.5 | 25.95 | 7 | 2 | 21 | |||||||||
For Biocon Limited. - strike price 360 expiring on 30SEP2025
Delta for 360 CE is 0.59
Historical price for 360 CE is as follows
On 22 Sept BIOCON was trading at 362.15. The strike last trading price was 6.8, which was -5.65 lower than the previous day. The implied volatity was 24.69, the open interest changed by 151 which increased total open position to 624
On 21 Sept BIOCON was trading at 369.20. The strike last trading price was 11.9, which was -1.05 lower than the previous day. The implied volatity was 22.35, the open interest changed by -108 which decreased total open position to 473
On 18 Sept BIOCON was trading at 368.40. The strike last trading price was 13.9, which was 8.35 higher than the previous day. The implied volatity was 28.27, the open interest changed by -461 which decreased total open position to 583
On 14 Sept BIOCON was trading at 365.20. The strike last trading price was 11.7, which was 0.15 higher than the previous day. The implied volatity was 24.95, the open interest changed by 3 which increased total open position to 461
On 17 Aug BIOCON was trading at 359.25. The strike last trading price was 15.2, which was -0.5 lower than the previous day. The implied volatity was 25.95, the open interest changed by 2 which increased total open position to 21
| BIOCON 30SEP2025 360 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.41
Vega: 0.21
Theta: -0.30
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 362.15 | 4.3 | 1.6 | 26.32 | 1,818 | -208 | 564 |
| 21 Sept | 369.20 | 2.85 | -0.35 | 26.42 | 1,187 | -122 | 779 |
| 18 Sept | 368.40 | 2.8 | -6.55 | 25.92 | 3,055 | 381 | 910 |
| 14 Sept | 365.20 | 5.4 | -1 | 25.84 | 184 | 19 | 445 |
| 17 Aug | 359.25 | 12.9 | 0.4 | 28.71 | 10 | 7 | 16 |
For Biocon Limited. - strike price 360 expiring on 30SEP2025
Delta for 360 PE is -0.41
Historical price for 360 PE is as follows
On 22 Sept BIOCON was trading at 362.15. The strike last trading price was 4.3, which was 1.6 higher than the previous day. The implied volatity was 26.32, the open interest changed by -208 which decreased total open position to 564
On 21 Sept BIOCON was trading at 369.20. The strike last trading price was 2.85, which was -0.35 lower than the previous day. The implied volatity was 26.42, the open interest changed by -122 which decreased total open position to 779
On 18 Sept BIOCON was trading at 368.40. The strike last trading price was 2.8, which was -6.55 lower than the previous day. The implied volatity was 25.92, the open interest changed by 381 which increased total open position to 910
On 14 Sept BIOCON was trading at 365.20. The strike last trading price was 5.4, which was -1 lower than the previous day. The implied volatity was 25.84, the open interest changed by 19 which increased total open position to 445
On 17 Aug BIOCON was trading at 359.25. The strike last trading price was 12.9, which was 0.4 higher than the previous day. The implied volatity was 28.71, the open interest changed by 7 which increased total open position to 16
