BIOCON
Biocon Limited.
Historical option data for BIOCON
22 Sep 2025 08:01 PM IST
| BIOCON 28OCT2025 370 CE | ||||||||||||||||
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Delta: 0.46
Vega: 0.45
Theta: -0.21
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 362.15 | 10 | -3.5 | 26.38 | 164 | 76 | 212 | |||||||||
| 21 Sept | 369.20 | 13.05 | -0.5 | 24.28 | 249 | 32 | 132 | |||||||||
| 18 Sept | 368.40 | 14 | 6.25 | 25.15 | 282 | 43 | 104 | |||||||||
| 14 Sept | 365.20 | 11.9 | 0.4 | 23.56 | 11 | 7 | 15 | |||||||||
| 17 Aug | 359.25 | 45.75 | 0 | 0.66 | 0 | 0 | 0 | |||||||||
For Biocon Limited. - strike price 370 expiring on 28OCT2025
Delta for 370 CE is 0.46
Historical price for 370 CE is as follows
On 22 Sept BIOCON was trading at 362.15. The strike last trading price was 10, which was -3.5 lower than the previous day. The implied volatity was 26.38, the open interest changed by 76 which increased total open position to 212
On 21 Sept BIOCON was trading at 369.20. The strike last trading price was 13.05, which was -0.5 lower than the previous day. The implied volatity was 24.28, the open interest changed by 32 which increased total open position to 132
On 18 Sept BIOCON was trading at 368.40. The strike last trading price was 14, which was 6.25 higher than the previous day. The implied volatity was 25.15, the open interest changed by 43 which increased total open position to 104
On 14 Sept BIOCON was trading at 365.20. The strike last trading price was 11.9, which was 0.4 higher than the previous day. The implied volatity was 23.56, the open interest changed by 7 which increased total open position to 15
On 17 Aug BIOCON was trading at 359.25. The strike last trading price was 45.75, which was 0 lower than the previous day. The implied volatity was 0.66, the open interest changed by 0 which decreased total open position to 0
| BIOCON 28OCT2025 370 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.53
Vega: 0.45
Theta: -0.13
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 362.15 | 15.7 | 4.15 | 29.44 | 42 | 10 | 57 |
| 21 Sept | 369.20 | 11.85 | 0.2 | 27.50 | 41 | 26 | 48 |
| 18 Sept | 368.40 | 11.4 | -3.6 | 26.87 | 24 | 14 | 20 |
| 14 Sept | 365.20 | 14.6 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 359.25 | 0 | 0 | - | 0 | 0 | 0 |
For Biocon Limited. - strike price 370 expiring on 28OCT2025
Delta for 370 PE is -0.53
Historical price for 370 PE is as follows
On 22 Sept BIOCON was trading at 362.15. The strike last trading price was 15.7, which was 4.15 higher than the previous day. The implied volatity was 29.44, the open interest changed by 10 which increased total open position to 57
On 21 Sept BIOCON was trading at 369.20. The strike last trading price was 11.85, which was 0.2 higher than the previous day. The implied volatity was 27.50, the open interest changed by 26 which increased total open position to 48
On 18 Sept BIOCON was trading at 368.40. The strike last trading price was 11.4, which was -3.6 lower than the previous day. The implied volatity was 26.87, the open interest changed by 14 which increased total open position to 20
On 14 Sept BIOCON was trading at 365.20. The strike last trading price was 14.6, 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
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
