BIOCON
Biocon Limited.
Historical option data for BIOCON
22 Sep 2025 08:01 PM IST
| BIOCON 30SEP2025 410 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 0.03
Theta: -0.08
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 362.15 | 0.2 | -0.15 | 41.28 | 33 | -11 | 118 | |||||||||
|
|
||||||||||||||||
| 21 Sept | 369.20 | 0.25 | -0.15 | 31.59 | 81 | 15 | 129 | |||||||||
| 18 Sept | 368.40 | 0.4 | 0.25 | 32.43 | 107 | 7 | 114 | |||||||||
| 14 Sept | 365.20 | 0.4 | -0.15 | 28.81 | 13 | 4 | 111 | |||||||||
| 17 Aug | 359.25 | 1.3 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Biocon Limited. - strike price 410 expiring on 30SEP2025
Delta for 410 CE is 0.02
Historical price for 410 CE is as follows
On 22 Sept BIOCON was trading at 362.15. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was 41.28, the open interest changed by -11 which decreased total open position to 118
On 21 Sept BIOCON was trading at 369.20. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 31.59, the open interest changed by 15 which increased total open position to 129
On 18 Sept BIOCON was trading at 368.40. The strike last trading price was 0.4, which was 0.25 higher than the previous day. The implied volatity was 32.43, the open interest changed by 7 which increased total open position to 114
On 14 Sept BIOCON was trading at 365.20. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 28.81, the open interest changed by 4 which increased total open position to 111
On 17 Aug BIOCON was trading at 359.25. The strike last trading price was 1.3, 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
| BIOCON 30SEP2025 410 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 362.15 | 43.75 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 369.20 | 43.75 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 368.40 | 43.75 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 365.20 | 43.75 | -1.35 | 30.84 | 1 | 0 | 20 |
| 17 Aug | 359.25 | 65.7 | 0 | - | 0 | 0 | 0 |
For Biocon Limited. - strike price 410 expiring on 30SEP2025
Delta for 410 PE is 0.00
Historical price for 410 PE is as follows
On 22 Sept BIOCON was trading at 362.15. The strike last trading price was 43.75, 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 21 Sept BIOCON was trading at 369.20. The strike last trading price was 43.75, 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 18 Sept BIOCON was trading at 368.40. The strike last trading price was 43.75, 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 43.75, which was -1.35 lower than the previous day. The implied volatity was 30.84, the open interest changed by 0 which decreased total open position to 20
On 17 Aug BIOCON was trading at 359.25. The strike last trading price was 65.7, 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
