BIOCON
Biocon Limited.
Historical option data for BIOCON
22 Sep 2025 08:01 PM IST
| BIOCON 30SEP2025 385 CE | ||||||||||||||||
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Delta: 0.10
Vega: 0.09
Theta: -0.19
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 362.15 | 0.75 | -1.15 | 30.55 | 346 | 9 | 188 | |||||||||
| 21 Sept | 369.20 | 1.65 | -0.6 | 25.42 | 823 | -1 | 177 | |||||||||
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| 18 Sept | 368.40 | 2.5 | 1.7 | 27.97 | 673 | 26 | 178 | |||||||||
| 14 Sept | 365.20 | 2.25 | -0.2 | 25.43 | 51 | -1 | 114 | |||||||||
| 17 Aug | 359.25 | 31.3 | 0 | 4.73 | 0 | 0 | 0 | |||||||||
For Biocon Limited. - strike price 385 expiring on 30SEP2025
Delta for 385 CE is 0.10
Historical price for 385 CE is as follows
On 22 Sept BIOCON was trading at 362.15. The strike last trading price was 0.75, which was -1.15 lower than the previous day. The implied volatity was 30.55, the open interest changed by 9 which increased total open position to 188
On 21 Sept BIOCON was trading at 369.20. The strike last trading price was 1.65, which was -0.6 lower than the previous day. The implied volatity was 25.42, the open interest changed by -1 which decreased total open position to 177
On 18 Sept BIOCON was trading at 368.40. The strike last trading price was 2.5, which was 1.7 higher than the previous day. The implied volatity was 27.97, the open interest changed by 26 which increased total open position to 178
On 14 Sept BIOCON was trading at 365.20. The strike last trading price was 2.25, which was -0.2 lower than the previous day. The implied volatity was 25.43, the open interest changed by -1 which decreased total open position to 114
On 17 Aug BIOCON was trading at 359.25. The strike last trading price was 31.3, which was 0 lower than the previous day. The implied volatity was 4.73, the open interest changed by 0 which decreased total open position to 0
| BIOCON 30SEP2025 385 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.90
Vega: 0.10
Theta: -0.09
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 362.15 | 22.9 | 5.65 | 30.99 | 28 | -5 | 17 |
| 21 Sept | 369.20 | 17.5 | 0.05 | 29.82 | 25 | -3 | 22 |
| 18 Sept | 368.40 | 16.95 | -12.6 | 28.52 | 16 | -3 | 24 |
| 14 Sept | 365.20 | 18 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 359.25 | 21 | 0 | - | 0 | 0 | 0 |
For Biocon Limited. - strike price 385 expiring on 30SEP2025
Delta for 385 PE is -0.90
Historical price for 385 PE is as follows
On 22 Sept BIOCON was trading at 362.15. The strike last trading price was 22.9, which was 5.65 higher than the previous day. The implied volatity was 30.99, the open interest changed by -5 which decreased total open position to 17
On 21 Sept BIOCON was trading at 369.20. The strike last trading price was 17.5, which was 0.05 higher than the previous day. The implied volatity was 29.82, the open interest changed by -3 which decreased total open position to 22
On 18 Sept BIOCON was trading at 368.40. The strike last trading price was 16.95, which was -12.6 lower than the previous day. The implied volatity was 28.52, the open interest changed by -3 which decreased total open position to 24
On 14 Sept BIOCON was trading at 365.20. The strike last trading price was 18, 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 21, 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
