BIOCON
Biocon Limited.
Historical option data for BIOCON
22 Sep 2025 08:01 PM IST
| BIOCON 30SEP2025 405 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.04
Theta: -0.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 362.15 | 0.25 | -0.15 | 39.27 | 4 | -1 | 49 | |||||||||
| 21 Sept | 369.20 | 0.4 | -0.15 | 31.08 | 35 | 18 | 38 | |||||||||
| 18 Sept | 368.40 | 0.55 | 0.25 | 31.24 | 46 | 5 | 30 | |||||||||
| 14 Sept | 365.20 | 0.65 | 0.05 | 29.00 | 15 | 2 | 16 | |||||||||
| 17 Aug | 359.25 | 22 | 0 | 8.38 | 0 | 0 | 0 | |||||||||
For Biocon Limited. - strike price 405 expiring on 30SEP2025
Delta for 405 CE is 0.03
Historical price for 405 CE is as follows
On 22 Sept BIOCON was trading at 362.15. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 39.27, the open interest changed by -1 which decreased total open position to 49
On 21 Sept BIOCON was trading at 369.20. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 31.08, the open interest changed by 18 which increased total open position to 38
On 18 Sept BIOCON was trading at 368.40. The strike last trading price was 0.55, which was 0.25 higher than the previous day. The implied volatity was 31.24, the open interest changed by 5 which increased total open position to 30
On 14 Sept BIOCON was trading at 365.20. The strike last trading price was 0.65, which was 0.05 higher than the previous day. The implied volatity was 29.00, the open interest changed by 2 which increased total open position to 16
On 17 Aug BIOCON was trading at 359.25. The strike last trading price was 22, which was 0 lower than the previous day. The implied volatity was 8.38, the open interest changed by 0 which decreased total open position to 0
| BIOCON 30SEP2025 405 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 362.15 | 33.75 | 0 | 0.00 | 0 | 8 | 0 |
| 21 Sept | 369.20 | 33.75 | 2.25 | - | 9 | 8 | 7 |
| 18 Sept | 368.40 | 31.5 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 365.20 | 31.5 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 359.25 | 31.5 | 0 | - | 0 | 0 | 0 |
For Biocon Limited. - strike price 405 expiring on 30SEP2025
Delta for 405 PE is 0.00
Historical price for 405 PE is as follows
On 22 Sept BIOCON was trading at 362.15. The strike last trading price was 33.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 21 Sept BIOCON was trading at 369.20. The strike last trading price was 33.75, which was 2.25 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 7
On 18 Sept BIOCON was trading at 368.40. The strike last trading price was 31.5, 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 14 Sept BIOCON was trading at 365.20. The strike last trading price was 31.5, 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 31.5, 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
