BIOCON
Biocon Limited.
Historical option data for BIOCON
22 Sep 2025 08:01 PM IST
| BIOCON 30SEP2025 390 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.07
Vega: 0.07
Theta: -0.15
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 362.15 | 0.5 | -0.7 | 32.09 | 382 | -57 | 359 | |||||||||
| 21 Sept | 369.20 | 1.05 | -0.5 | 26.26 | 859 | -9 | 420 | |||||||||
| 18 Sept | 368.40 | 1.75 | 1.2 | 28.95 | 875 | 66 | 418 | |||||||||
| 14 Sept | 365.20 | 1.55 | -0.2 | 25.86 | 148 | -9 | 349 | |||||||||
| 17 Aug | 359.25 | 5.7 | 0.3 | 28.54 | 15 | -8 | 36 | |||||||||
For Biocon Limited. - strike price 390 expiring on 30SEP2025
Delta for 390 CE is 0.07
Historical price for 390 CE is as follows
On 22 Sept BIOCON was trading at 362.15. The strike last trading price was 0.5, which was -0.7 lower than the previous day. The implied volatity was 32.09, the open interest changed by -57 which decreased total open position to 359
On 21 Sept BIOCON was trading at 369.20. The strike last trading price was 1.05, which was -0.5 lower than the previous day. The implied volatity was 26.26, the open interest changed by -9 which decreased total open position to 420
On 18 Sept BIOCON was trading at 368.40. The strike last trading price was 1.75, which was 1.2 higher than the previous day. The implied volatity was 28.95, the open interest changed by 66 which increased total open position to 418
On 14 Sept BIOCON was trading at 365.20. The strike last trading price was 1.55, which was -0.2 lower than the previous day. The implied volatity was 25.86, the open interest changed by -9 which decreased total open position to 349
On 17 Aug BIOCON was trading at 359.25. The strike last trading price was 5.7, which was 0.3 higher than the previous day. The implied volatity was 28.54, the open interest changed by -8 which decreased total open position to 36
| BIOCON 30SEP2025 390 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.84
Vega: 0.13
Theta: -0.30
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 362.15 | 29.2 | 7.3 | 47.60 | 24 | 1 | 37 |
| 21 Sept | 369.20 | 20.95 | -0.25 | 25.29 | 22 | -2 | 39 |
| 18 Sept | 368.40 | 20.4 | -12.6 | 24.71 | 38 | -3 | 37 |
| 14 Sept | 365.20 | 25.55 | 0.3 | 29.45 | 1 | 0 | 48 |
| 17 Aug | 359.25 | 33 | -3.5 | 32.42 | 4 | 0 | 5 |
For Biocon Limited. - strike price 390 expiring on 30SEP2025
Delta for 390 PE is -0.84
Historical price for 390 PE is as follows
On 22 Sept BIOCON was trading at 362.15. The strike last trading price was 29.2, which was 7.3 higher than the previous day. The implied volatity was 47.60, the open interest changed by 1 which increased total open position to 37
On 21 Sept BIOCON was trading at 369.20. The strike last trading price was 20.95, which was -0.25 lower than the previous day. The implied volatity was 25.29, the open interest changed by -2 which decreased total open position to 39
On 18 Sept BIOCON was trading at 368.40. The strike last trading price was 20.4, which was -12.6 lower than the previous day. The implied volatity was 24.71, the open interest changed by -3 which decreased total open position to 37
On 14 Sept BIOCON was trading at 365.20. The strike last trading price was 25.55, which was 0.3 higher than the previous day. The implied volatity was 29.45, the open interest changed by 0 which decreased total open position to 48
On 17 Aug BIOCON was trading at 359.25. The strike last trading price was 33, which was -3.5 lower than the previous day. The implied volatity was 32.42, the open interest changed by 0 which decreased total open position to 5
