BIOCON
Biocon Limited.
Historical option data for BIOCON
22 Sep 2025 08:01 PM IST
| BIOCON 30SEP2025 380 CE | ||||||||||||||||
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Delta: 0.14
Vega: 0.12
Theta: -0.23
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 362.15 | 1.1 | -1.8 | 28.64 | 1,364 | 40 | 1,030 | |||||||||
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| 21 Sept | 369.20 | 2.55 | -0.75 | 24.54 | 3,347 | 102 | 987 | |||||||||
| 18 Sept | 368.40 | 3.7 | 2.55 | 27.58 | 3,470 | -135 | 890 | |||||||||
| 14 Sept | 365.20 | 3.2 | -0.25 | 24.92 | 557 | 0 | 896 | |||||||||
| 17 Aug | 359.25 | 7.25 | -0.7 | 26.26 | 9 | 3 | 33 | |||||||||
For Biocon Limited. - strike price 380 expiring on 30SEP2025
Delta for 380 CE is 0.14
Historical price for 380 CE is as follows
On 22 Sept BIOCON was trading at 362.15. The strike last trading price was 1.1, which was -1.8 lower than the previous day. The implied volatity was 28.64, the open interest changed by 40 which increased total open position to 1030
On 21 Sept BIOCON was trading at 369.20. The strike last trading price was 2.55, which was -0.75 lower than the previous day. The implied volatity was 24.54, the open interest changed by 102 which increased total open position to 987
On 18 Sept BIOCON was trading at 368.40. The strike last trading price was 3.7, which was 2.55 higher than the previous day. The implied volatity was 27.58, the open interest changed by -135 which decreased total open position to 890
On 14 Sept BIOCON was trading at 365.20. The strike last trading price was 3.2, which was -0.25 lower than the previous day. The implied volatity was 24.92, the open interest changed by 0 which decreased total open position to 896
On 17 Aug BIOCON was trading at 359.25. The strike last trading price was 7.25, which was -0.7 lower than the previous day. The implied volatity was 26.26, the open interest changed by 3 which increased total open position to 33
| BIOCON 30SEP2025 380 PE | |||||||
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Delta: -0.90
Vega: 0.09
Theta: -0.04
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 362.15 | 17.7 | 4.95 | 23.82 | 58 | -18 | 153 |
| 21 Sept | 369.20 | 12.7 | -0.65 | 24.98 | 227 | 26 | 171 |
| 18 Sept | 368.40 | 12.6 | -12.2 | 25.67 | 134 | 16 | 143 |
| 14 Sept | 365.20 | 16.9 | -1.3 | 26.29 | 11 | 3 | 141 |
| 17 Aug | 359.25 | 44.45 | 0 | - | 0 | 0 | 0 |
For Biocon Limited. - strike price 380 expiring on 30SEP2025
Delta for 380 PE is -0.90
Historical price for 380 PE is as follows
On 22 Sept BIOCON was trading at 362.15. The strike last trading price was 17.7, which was 4.95 higher than the previous day. The implied volatity was 23.82, the open interest changed by -18 which decreased total open position to 153
On 21 Sept BIOCON was trading at 369.20. The strike last trading price was 12.7, which was -0.65 lower than the previous day. The implied volatity was 24.98, the open interest changed by 26 which increased total open position to 171
On 18 Sept BIOCON was trading at 368.40. The strike last trading price was 12.6, which was -12.2 lower than the previous day. The implied volatity was 25.67, the open interest changed by 16 which increased total open position to 143
On 14 Sept BIOCON was trading at 365.20. The strike last trading price was 16.9, which was -1.3 lower than the previous day. The implied volatity was 26.29, the open interest changed by 3 which increased total open position to 141
On 17 Aug BIOCON was trading at 359.25. The strike last trading price was 44.45, 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
