BIOCON
Biocon Limited.
Historical option data for BIOCON
22 Sep 2025 08:01 PM IST
| BIOCON 30SEP2025 375 CE | ||||||||||||||||
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Delta: 0.21
Vega: 0.16
Theta: -0.29
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 362.15 | 1.75 | -2.65 | 27.36 | 1,335 | -77 | 504 | |||||||||
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| 21 Sept | 369.20 | 3.85 | -0.95 | 23.53 | 3,449 | 195 | 574 | |||||||||
| 18 Sept | 368.40 | 5.45 | 3.7 | 27.65 | 1,824 | 49 | 385 | |||||||||
| 14 Sept | 365.20 | 4.55 | -0.25 | 24.62 | 146 | 7 | 274 | |||||||||
| 17 Aug | 359.25 | 7.65 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Biocon Limited. - strike price 375 expiring on 30SEP2025
Delta for 375 CE is 0.21
Historical price for 375 CE is as follows
On 22 Sept BIOCON was trading at 362.15. The strike last trading price was 1.75, which was -2.65 lower than the previous day. The implied volatity was 27.36, the open interest changed by -77 which decreased total open position to 504
On 21 Sept BIOCON was trading at 369.20. The strike last trading price was 3.85, which was -0.95 lower than the previous day. The implied volatity was 23.53, the open interest changed by 195 which increased total open position to 574
On 18 Sept BIOCON was trading at 368.40. The strike last trading price was 5.45, which was 3.7 higher than the previous day. The implied volatity was 27.65, the open interest changed by 49 which increased total open position to 385
On 14 Sept BIOCON was trading at 365.20. The strike last trading price was 4.55, which was -0.25 lower than the previous day. The implied volatity was 24.62, the open interest changed by 7 which increased total open position to 274
On 17 Aug BIOCON was trading at 359.25. The strike last trading price was 7.65, 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 375 PE | |||||||
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Delta: -0.82
Vega: 0.14
Theta: -0.13
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 362.15 | 13.4 | 4.05 | 24.16 | 88 | 17 | 120 |
| 21 Sept | 369.20 | 9.8 | -0.15 | 27.12 | 291 | 23 | 103 |
| 18 Sept | 368.40 | 9.15 | -11.7 | 25.08 | 91 | -9 | 78 |
| 14 Sept | 365.20 | 14 | -0.35 | 28.23 | 9 | -1 | 94 |
| 17 Aug | 359.25 | 16.65 | 0 | - | 0 | 0 | 0 |
For Biocon Limited. - strike price 375 expiring on 30SEP2025
Delta for 375 PE is -0.82
Historical price for 375 PE is as follows
On 22 Sept BIOCON was trading at 362.15. The strike last trading price was 13.4, which was 4.05 higher than the previous day. The implied volatity was 24.16, the open interest changed by 17 which increased total open position to 120
On 21 Sept BIOCON was trading at 369.20. The strike last trading price was 9.8, which was -0.15 lower than the previous day. The implied volatity was 27.12, the open interest changed by 23 which increased total open position to 103
On 18 Sept BIOCON was trading at 368.40. The strike last trading price was 9.15, which was -11.7 lower than the previous day. The implied volatity was 25.08, the open interest changed by -9 which decreased total open position to 78
On 14 Sept BIOCON was trading at 365.20. The strike last trading price was 14, which was -0.35 lower than the previous day. The implied volatity was 28.23, the open interest changed by -1 which decreased total open position to 94
On 17 Aug BIOCON was trading at 359.25. The strike last trading price was 16.65, 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
