BIOCON
Biocon Limited.
Historical option data for BIOCON
22 Sep 2025 08:01 PM IST
| BIOCON 30SEP2025 370 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.32
Vega: 0.19
Theta: -0.35
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 362.15 | 2.9 | -3.6 | 26.78 | 2,718 | 224 | 1,401 | |||||||||
| 21 Sept | 369.20 | 5.75 | -1.15 | 23.17 | 5,090 | 190 | 1,162 | |||||||||
| 18 Sept | 368.40 | 7.7 | 5.1 | 27.68 | 6,163 | -180 | 970 | |||||||||
| 14 Sept | 365.20 | 6.4 | -0.1 | 24.57 | 853 | 57 | 946 | |||||||||
| 17 Aug | 359.25 | 13.1 | 2 | 30.86 | 1 | 1 | 27 | |||||||||
For Biocon Limited. - strike price 370 expiring on 30SEP2025
Delta for 370 CE is 0.32
Historical price for 370 CE is as follows
On 22 Sept BIOCON was trading at 362.15. The strike last trading price was 2.9, which was -3.6 lower than the previous day. The implied volatity was 26.78, the open interest changed by 224 which increased total open position to 1401
On 21 Sept BIOCON was trading at 369.20. The strike last trading price was 5.75, which was -1.15 lower than the previous day. The implied volatity was 23.17, the open interest changed by 190 which increased total open position to 1162
On 18 Sept BIOCON was trading at 368.40. The strike last trading price was 7.7, which was 5.1 higher than the previous day. The implied volatity was 27.68, the open interest changed by -180 which decreased total open position to 970
On 14 Sept BIOCON was trading at 365.20. The strike last trading price was 6.4, which was -0.1 lower than the previous day. The implied volatity was 24.57, the open interest changed by 57 which increased total open position to 946
On 17 Aug BIOCON was trading at 359.25. The strike last trading price was 13.1, which was 2 higher than the previous day. The implied volatity was 30.86, the open interest changed by 1 which increased total open position to 27
| BIOCON 30SEP2025 370 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.69
Vega: 0.19
Theta: -0.23
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 362.15 | 9.85 | 3.25 | 25.78 | 391 | -8 | 428 |
| 21 Sept | 369.20 | 6.95 | -0.05 | 26.55 | 1,592 | 98 | 440 |
| 18 Sept | 368.40 | 6.35 | -10.05 | 24.92 | 565 | 47 | 333 |
| 14 Sept | 365.20 | 10.2 | -1.2 | 25.88 | 93 | 28 | 282 |
| 17 Aug | 359.25 | 21 | 0 | 0.00 | 0 | 0 | 0 |
For Biocon Limited. - strike price 370 expiring on 30SEP2025
Delta for 370 PE is -0.69
Historical price for 370 PE is as follows
On 22 Sept BIOCON was trading at 362.15. The strike last trading price was 9.85, which was 3.25 higher than the previous day. The implied volatity was 25.78, the open interest changed by -8 which decreased total open position to 428
On 21 Sept BIOCON was trading at 369.20. The strike last trading price was 6.95, which was -0.05 lower than the previous day. The implied volatity was 26.55, the open interest changed by 98 which increased total open position to 440
On 18 Sept BIOCON was trading at 368.40. The strike last trading price was 6.35, which was -10.05 lower than the previous day. The implied volatity was 24.92, the open interest changed by 47 which increased total open position to 333
On 14 Sept BIOCON was trading at 365.20. The strike last trading price was 10.2, which was -1.2 lower than the previous day. The implied volatity was 25.88, the open interest changed by 28 which increased total open position to 282
On 17 Aug BIOCON was trading at 359.25. The strike last trading price was 21, 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
