BIOCON
Biocon Limited.
Historical option data for BIOCON
22 Sep 2025 08:01 PM IST
| BIOCON 30SEP2025 420 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.02
Theta: -0.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 362.15 | 0.15 | -0.05 | 46.02 | 9 | -5 | 104 | |||||||||
| 21 Sept | 369.20 | 0.2 | -0.05 | 36.25 | 22 | -11 | 109 | |||||||||
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| 18 Sept | 368.40 | 0.25 | 0.1 | 35.51 | 109 | -3 | 120 | |||||||||
| 14 Sept | 365.20 | 0.25 | -0.1 | 31.13 | 30 | -6 | 99 | |||||||||
| 17 Aug | 359.25 | 1.65 | -0.3 | 29.42 | 1 | 0 | 26 | |||||||||
For Biocon Limited. - strike price 420 expiring on 30SEP2025
Delta for 420 CE is 0.02
Historical price for 420 CE is as follows
On 22 Sept BIOCON was trading at 362.15. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 46.02, the open interest changed by -5 which decreased total open position to 104
On 21 Sept BIOCON was trading at 369.20. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 36.25, the open interest changed by -11 which decreased total open position to 109
On 18 Sept BIOCON was trading at 368.40. The strike last trading price was 0.25, which was 0.1 higher than the previous day. The implied volatity was 35.51, the open interest changed by -3 which decreased total open position to 120
On 14 Sept BIOCON was trading at 365.20. The strike last trading price was 0.25, which was -0.1 lower than the previous day. The implied volatity was 31.13, the open interest changed by -6 which decreased total open position to 99
On 17 Aug BIOCON was trading at 359.25. The strike last trading price was 1.65, which was -0.3 lower than the previous day. The implied volatity was 29.42, the open interest changed by 0 which decreased total open position to 26
| BIOCON 30SEP2025 420 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 | 56.6 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 369.20 | 56.6 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 368.40 | 56.6 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 365.20 | 56.6 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 359.25 | 73.5 | 0 | - | 0 | 0 | 0 |
For Biocon Limited. - strike price 420 expiring on 30SEP2025
Delta for 420 PE is 0.00
Historical price for 420 PE is as follows
On 22 Sept BIOCON was trading at 362.15. The strike last trading price was 56.6, 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 56.6, 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 56.6, 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 56.6, 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 73.5, 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
