SYNGENE
Syngene International Ltd
845
-5.80 (-0.68%)
Option Chain for SYNGENE
21 Nov 2024 02:22 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 1000 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| - | 0 | 0 | 0 | - | 126.00 | 0.00 | 770 | 0.00 | 1.10 | 43.01 | 5 | 1 | 1 | -0.05 |
| - | 0 | 0 | 0 | - | 104.15 | 0.00 | 780 | 0.50 | 1.75 | 42.49 | 5 | 0 | 74 | -0.08 |
| - | 0 | 0 | 0 | - | 109.30 | 0.00 | 790 | 0.00 | 1.90 | 38.39 | 37 | 7 | 19 | -0.09 |
| 0.00 | 0 | 0 | 0 | 0.00 | 66.70 | 0.00 | 800 | -0.20 | 2.15 | 34.19 | 82 | -15 | 64 | -0.11 |
| 0.80 | 3 | 0 | 2 | 39.32 | 42.70 | 1.90 | 810 | 0.05 | 3.25 | 33.12 | 59 | 24 | 81 | -0.16 |
| 0.00 | 0 | 0 | 0 | 0.00 | 53.35 | 0.00 | 820 | 0.65 | 5.15 | 32.51 | 21 | 7 | 50 | -0.23 |
| 0.70 | 4 | 0 | 2 | 29.62 | 24.30 | -5.25 | 830 | 1.95 | 7.20 | 30.84 | 42 | 4 | 54 | -0.30 |
| 0.59 | 23 | 1 | 25 | 31.56 | 18.65 | -3.85 | 840 | 1.65 | 10.00 | 28.54 | 243 | 12 | 66 | -0.41 |
| 0.47 | 95 | -10 | 267 | 25.30 | 10.55 | -4.45 | 850 | 3.70 | 16.10 | 31.71 | 97 | -7 | 94 | -0.52 |
| 0.35 | 111 | 19 | 110 | 25.86 | 6.90 | -3.30 | 860 | 5.00 | 22.10 | 31.56 | 29 | 3 | 64 | -0.62 |
| 0.24 | 132 | -2 | 124 | 26.22 | 4.35 | -2.65 | 870 | 2.50 | 26.00 | 24.36 | 30 | -5 | 86 | -0.77 |
| 0.15 | 84 | 1 | 143 | 26.14 | 2.40 | -1.95 | 880 | 11.55 | 38.55 | 36.88 | 18 | -1 | 72 | -0.76 |
| 0.11 | 62 | 3 | 37 | 28.03 | 1.70 | -1.10 | 890 | 7.95 | 40.55 | - | 3 | 0 | 33 | - |
| 0.08 | 284 | 31 | 120 | 30.31 | 1.25 | -0.95 | 900 | 7.40 | 55.00 | 35.89 | 1 | 0 | 68 | -0.88 |
| 0.06 | 126 | -1 | 50 | 32.63 | 1.00 | -0.40 | 910 | 0.00 | 65.60 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.05 | 212 | -22 | 65 | 34.59 | 0.75 | -0.45 | 920 | 7.25 | 66.40 | - | 1 | 0 | 23 | - |
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| 0.04 | 93 | -7 | 14 | 36.53 | 0.60 | -0.30 | 930 | 0.00 | 77.65 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.03 | 61 | 0 | 21 | 40.08 | 0.60 | -0.20 | 940 | 0.00 | 41.95 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.02 | 149 | 30 | 73 | 39.98 | 0.35 | -0.20 | 950 | 0.00 | 84.85 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.04 | 46 | -9 | 16 | 51.47 | 1.05 | 0.50 | 960 | 0.00 | 85.95 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.04 | 74 | 0 | 1 | 53.83 | 0.90 | 0.40 | 970 | 0.00 | 67.80 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.02 | 47 | -4 | 14 | 48.66 | 0.35 | -0.10 | 980 | 0.00 | 77.60 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.02 | 50 | -1 | 4 | 51.81 | 0.35 | -0.25 | 990 | 0.00 | 110.15 | - | 0 | 0 | 0 | - |
| 0.01 | 315 | -17 | 19 | 51.95 | 0.25 | -0.10 | 1000 | 0.00 | 135.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 1,971 | 849 | |||||||||||||
Note
- 10% interest rate is applied while computing implied volatility.
- Volume and Open Interest, displayed in Contracts.
- Highlighted options are in-the-money.
What is an Option Chain?
- An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
- It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.
How is it Useful?
- The option chain matrix is most useful for the next trading day.
- Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
- Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.
