BIOCON
Biocon Limited.
Historical option data for BIOCON
22 Sep 2025 08:01 PM IST
| BIOCON 30SEP2025 365 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.45
Vega: 0.21
Theta: -0.39
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 362.15 | 4.6 | -4.6 | 26.16 | 2,274 | 132 | 570 | |||||||||
| 21 Sept | 369.20 | 8.6 | -0.9 | 22.96 | 1,536 | -51 | 439 | |||||||||
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| 18 Sept | 368.40 | 10.35 | 6.5 | 27.18 | 5,831 | -204 | 508 | |||||||||
| 14 Sept | 365.20 | 8.85 | 0.15 | 24.90 | 443 | -15 | 498 | |||||||||
| 17 Aug | 359.25 | 13 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Biocon Limited. - strike price 365 expiring on 30SEP2025
Delta for 365 CE is 0.45
Historical price for 365 CE is as follows
On 22 Sept BIOCON was trading at 362.15. The strike last trading price was 4.6, which was -4.6 lower than the previous day. The implied volatity was 26.16, the open interest changed by 132 which increased total open position to 570
On 21 Sept BIOCON was trading at 369.20. The strike last trading price was 8.6, which was -0.9 lower than the previous day. The implied volatity was 22.96, the open interest changed by -51 which decreased total open position to 439
On 18 Sept BIOCON was trading at 368.40. The strike last trading price was 10.35, which was 6.5 higher than the previous day. The implied volatity was 27.18, the open interest changed by -204 which decreased total open position to 508
On 14 Sept BIOCON was trading at 365.20. The strike last trading price was 8.85, which was 0.15 higher than the previous day. The implied volatity was 24.90, the open interest changed by -15 which decreased total open position to 498
On 17 Aug BIOCON was trading at 359.25. The strike last trading price was 13, 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 365 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.55
Vega: 0.21
Theta: -0.29
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 362.15 | 6.75 | 2.5 | 26.16 | 1,477 | -50 | 345 |
| 21 Sept | 369.20 | 4.4 | -0.35 | 25.86 | 1,244 | -37 | 399 |
| 18 Sept | 368.40 | 4.3 | -8.35 | 25.39 | 1,390 | 176 | 439 |
| 14 Sept | 365.20 | 7.65 | -1 | 26.13 | 111 | 28 | 277 |
| 17 Aug | 359.25 | 12.9 | 0 | - | 0 | 0 | 0 |
For Biocon Limited. - strike price 365 expiring on 30SEP2025
Delta for 365 PE is -0.55
Historical price for 365 PE is as follows
On 22 Sept BIOCON was trading at 362.15. The strike last trading price was 6.75, which was 2.5 higher than the previous day. The implied volatity was 26.16, the open interest changed by -50 which decreased total open position to 345
On 21 Sept BIOCON was trading at 369.20. The strike last trading price was 4.4, which was -0.35 lower than the previous day. The implied volatity was 25.86, the open interest changed by -37 which decreased total open position to 399
On 18 Sept BIOCON was trading at 368.40. The strike last trading price was 4.3, which was -8.35 lower than the previous day. The implied volatity was 25.39, the open interest changed by 176 which increased total open position to 439
On 14 Sept BIOCON was trading at 365.20. The strike last trading price was 7.65, which was -1 lower than the previous day. The implied volatity was 26.13, the open interest changed by 28 which increased total open position to 277
On 17 Aug BIOCON was trading at 359.25. The strike last trading price was 12.9, 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
