BIOCON
Biocon Limited.
Historical option data for BIOCON
22 Sep 2025 08:01 PM IST
| BIOCON 30SEP2025 395 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 0.05
Theta: -0.12
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 362.15 | 0.35 | -0.45 | 33.83 | 87 | -21 | 151 | |||||||||
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| 21 Sept | 369.20 | 0.75 | -0.3 | 27.93 | 175 | 13 | 172 | |||||||||
| 18 Sept | 368.40 | 1.15 | 0.75 | 29.39 | 158 | 16 | 156 | |||||||||
| 14 Sept | 365.20 | 1.05 | -0.2 | 26.26 | 26 | 7 | 153 | |||||||||
| 17 Aug | 359.25 | 26.35 | 0 | 6.58 | 0 | 0 | 0 | |||||||||
For Biocon Limited. - strike price 395 expiring on 30SEP2025
Delta for 395 CE is 0.05
Historical price for 395 CE is as follows
On 22 Sept BIOCON was trading at 362.15. The strike last trading price was 0.35, which was -0.45 lower than the previous day. The implied volatity was 33.83, the open interest changed by -21 which decreased total open position to 151
On 21 Sept BIOCON was trading at 369.20. The strike last trading price was 0.75, which was -0.3 lower than the previous day. The implied volatity was 27.93, the open interest changed by 13 which increased total open position to 172
On 18 Sept BIOCON was trading at 368.40. The strike last trading price was 1.15, which was 0.75 higher than the previous day. The implied volatity was 29.39, the open interest changed by 16 which increased total open position to 156
On 14 Sept BIOCON was trading at 365.20. The strike last trading price was 1.05, which was -0.2 lower than the previous day. The implied volatity was 26.26, the open interest changed by 7 which increased total open position to 153
On 17 Aug BIOCON was trading at 359.25. The strike last trading price was 26.35, which was 0 lower than the previous day. The implied volatity was 6.58, the open interest changed by 0 which decreased total open position to 0
| BIOCON 30SEP2025 395 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.83
Vega: 0.13
Theta: -0.39
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 362.15 | 34.7 | 8.15 | 56.94 | 23 | 9 | 18 |
| 21 Sept | 369.20 | 26.25 | -0.4 | 32.04 | 10 | 0 | 8 |
| 18 Sept | 368.40 | 26.65 | -9.7 | 37.02 | 4 | -2 | 7 |
| 14 Sept | 365.20 | 29.6 | -1.85 | 28.14 | 4 | 3 | 11 |
| 17 Aug | 359.25 | 44 | 0 | 0.00 | 0 | 0 | 0 |
For Biocon Limited. - strike price 395 expiring on 30SEP2025
Delta for 395 PE is -0.83
Historical price for 395 PE is as follows
On 22 Sept BIOCON was trading at 362.15. The strike last trading price was 34.7, which was 8.15 higher than the previous day. The implied volatity was 56.94, the open interest changed by 9 which increased total open position to 18
On 21 Sept BIOCON was trading at 369.20. The strike last trading price was 26.25, which was -0.4 lower than the previous day. The implied volatity was 32.04, the open interest changed by 0 which decreased total open position to 8
On 18 Sept BIOCON was trading at 368.40. The strike last trading price was 26.65, which was -9.7 lower than the previous day. The implied volatity was 37.02, the open interest changed by -2 which decreased total open position to 7
On 14 Sept BIOCON was trading at 365.20. The strike last trading price was 29.6, which was -1.85 lower than the previous day. The implied volatity was 28.14, the open interest changed by 3 which increased total open position to 11
On 17 Aug BIOCON was trading at 359.25. The strike last trading price was 44, 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
