BIOCON
Biocon Limited.
Historical option data for BIOCON
22 Sep 2025 08:01 PM IST
| BIOCON 30SEP2025 430 CE | ||||||||||||||||
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Delta: 0.01
Vega: 0.02
Theta: -0.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 362.15 | 0.1 | -0.05 | 49.52 | 11 | 0 | 8 | |||||||||
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| 21 Sept | 369.20 | 0.15 | 0.05 | 40.09 | 7 | 3 | 8 | |||||||||
For Biocon Limited. - strike price 430 expiring on 30SEP2025
Delta for 430 CE is 0.01
Historical price for 430 CE is as follows
On 22 Sept BIOCON was trading at 362.15. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 49.52, the open interest changed by 0 which decreased total open position to 8
On 21 Sept BIOCON was trading at 369.20. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was 40.09, the open interest changed by 3 which increased total open position to 8
| BIOCON 30SEP2025 430 PE | |||||||
|---|---|---|---|---|---|---|---|
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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 | 72.4 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 369.20 | 72.4 | 0 | 0.00 | 0 | 0 | 0 |
For Biocon Limited. - strike price 430 expiring on 30SEP2025
Delta for 430 PE is 0.00
Historical price for 430 PE is as follows
On 22 Sept BIOCON was trading at 362.15. The strike last trading price was 72.4, 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 72.4, 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
