BIOCON
Biocon Limited.
Historical option data for BIOCON
22 Sep 2025 08:01 PM IST
| BIOCON 30SEP2025 400 CE | ||||||||||||||||
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Delta: 0.03
Vega: 0.04
Theta: -0.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 362.15 | 0.25 | -0.35 | 35.55 | 222 | -34 | 856 | |||||||||
| 21 Sept | 369.20 | 0.5 | -0.25 | 28.99 | 531 | -10 | 887 | |||||||||
| 18 Sept | 368.40 | 0.85 | 0.55 | 30.84 | 1,130 | 16 | 900 | |||||||||
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| 14 Sept | 365.20 | 0.8 | -0.15 | 27.48 | 158 | 44 | 918 | |||||||||
| 17 Aug | 359.25 | 3.6 | -0.25 | 28.31 | 22 | 13 | 75 | |||||||||
For Biocon Limited. - strike price 400 expiring on 30SEP2025
Delta for 400 CE is 0.03
Historical price for 400 CE is as follows
On 22 Sept BIOCON was trading at 362.15. The strike last trading price was 0.25, which was -0.35 lower than the previous day. The implied volatity was 35.55, the open interest changed by -34 which decreased total open position to 856
On 21 Sept BIOCON was trading at 369.20. The strike last trading price was 0.5, which was -0.25 lower than the previous day. The implied volatity was 28.99, the open interest changed by -10 which decreased total open position to 887
On 18 Sept BIOCON was trading at 368.40. The strike last trading price was 0.85, which was 0.55 higher than the previous day. The implied volatity was 30.84, the open interest changed by 16 which increased total open position to 900
On 14 Sept BIOCON was trading at 365.20. The strike last trading price was 0.8, which was -0.15 lower than the previous day. The implied volatity was 27.48, the open interest changed by 44 which increased total open position to 918
On 17 Aug BIOCON was trading at 359.25. The strike last trading price was 3.6, which was -0.25 lower than the previous day. The implied volatity was 28.31, the open interest changed by 13 which increased total open position to 75
| BIOCON 30SEP2025 400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.96
Vega: 0.04
Theta: 0.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 362.15 | 37.35 | 6.55 | 36.18 | 23 | 4 | 87 |
| 21 Sept | 369.20 | 30.5 | -0.65 | 29.04 | 43 | 5 | 83 |
| 18 Sept | 368.40 | 30.5 | -9.5 | 33.89 | 26 | -3 | 77 |
| 14 Sept | 365.20 | 34.3 | -1.65 | 29.54 | 4 | 1 | 79 |
| 17 Aug | 359.25 | 40.45 | -5.05 | 31.88 | 6 | 3 | 13 |
For Biocon Limited. - strike price 400 expiring on 30SEP2025
Delta for 400 PE is -0.96
Historical price for 400 PE is as follows
On 22 Sept BIOCON was trading at 362.15. The strike last trading price was 37.35, which was 6.55 higher than the previous day. The implied volatity was 36.18, the open interest changed by 4 which increased total open position to 87
On 21 Sept BIOCON was trading at 369.20. The strike last trading price was 30.5, which was -0.65 lower than the previous day. The implied volatity was 29.04, the open interest changed by 5 which increased total open position to 83
On 18 Sept BIOCON was trading at 368.40. The strike last trading price was 30.5, which was -9.5 lower than the previous day. The implied volatity was 33.89, the open interest changed by -3 which decreased total open position to 77
On 14 Sept BIOCON was trading at 365.20. The strike last trading price was 34.3, which was -1.65 lower than the previous day. The implied volatity was 29.54, the open interest changed by 1 which increased total open position to 79
On 17 Aug BIOCON was trading at 359.25. The strike last trading price was 40.45, which was -5.05 lower than the previous day. The implied volatity was 31.88, the open interest changed by 3 which increased total open position to 13
