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[--[65.84.65.76]--]
SYNGENE
Syngene International Ltd

947.8 7.00 (0.74%)

Option Chain for SYNGENE

02 Dec 2024 04:12 PM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 1000

Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
- 0 0 0 - 142.30 0.00 760 -0.20 0.80 43.99 20 10 17 -0.02
- 0 0 0 - 106.30 0.00 770 0.00 1.80 0.00 0 0 0 0.00
- 0 0 0 - 126.05 0.00 780 0.00 1.80 0.00 0 0 0 0.00
- 0 0 0 - 90.35 0.00 790 0.00 1.80 0.00 0 -1 0 0.00
0.00 0 0 0 0.00 94.35 0.00 800 -0.45 0.95 36.33 58 5 112 -0.03
- 0 0 0 - 75.70 0.00 810 0.00 4.50 0.00 0 0 0 0.00
- 0 0 0 - 96.50 0.00 820 -1.00 1.40 34.34 142 59 109 -0.04
- 0 0 0 - 62.40 0.00 830 -1.10 1.80 33.57 22 0 21 -0.05
0.00 0 0 0 0.00 89.80 0.00 840 -1.00 2.30 33.13 31 3 32 -0.06
0.00 0 0 0 0.00 99.00 0.00 850 -1.90 2.70 31.87 101 3 130 -0.08
- 6 0 2 - 86.45 -0.60 860 -2.35 3.40 31.16 50 -4 35 -0.09
0.00 0 0 0 0.00 66.95 0.00 870 -2.20 4.45 30.84 85 -3 47 -0.12
0.82 16 0 6 35.18 80.80 15.85 880 -3.05 5.75 30.50 145 -14 79 -0.15
0.00 0 0 0 0.00 50.00 0.00 890 -2.65 7.65 30.62 108 34 41 -0.18
0.78 86 3 34 29.95 61.80 4.95 900 -3.90 9.55 30.16 453 57 212 -0.22
0.77 24 -2 7 25.87 51.35 2.30 910 -4.05 11.85 29.73 104 -7 46 -0.26
0.71 111 -13 114 26.81 45.00 1.95 920 -4.10 15.20 30.03 93 16 53 -0.31
0.64 129 -15 156 28.46 40.00 3.85 930 -6.75 17.90 29.01 81 27 50 -0.36
0.59 83 -48 396 26.44 32.25 1.15 940 -5.85 22.70 29.73 254 22 92 -0.41
0.53 319 -2 1,644 26.86 27.35 1.30 950 -4.75 27.75 30.10 257 73 88 -0.47
0.47 107 50 454 26.44 22.25 0.45 960 -5.10 32.90 30.00 63 31 34 -0.52
0.41 42 31 180 26.81 18.50 -1.30 970 -10.80 33.40 24.42 6 1 4 -0.60
0.36 201 47 546 27.40 15.50 0.40 980 -11.85 39.50 23.96 13 3 4 -0.67
0.31 28 10 31 28.20 13.15 -0.25 990 -76.10 50.20 28.24 1 0 0 -0.69
0.26 363 127 1,078 27.83 10.25 0.05 1000 -65.05 55.45 25.57 1 0 0 -0.76
0.22 29 28 68 27.62 7.95 0.15 1010 0.00 143.95 - 0 0 0 -
0.19 97 1 115 28.64 6.85 0.10 1020 0.00 136.35 - 0 0 0 -
0.15 63 29 114 28.47 5.25 -0.15 1030 -84.75 77.40 17.10 1 0 0 -0.96
0.12 56 34 161 28.58 4.10 -0.25 1040 -61.10 91.80 30.54 1 0 0 -0.86
0.00 0 0 0 0.00 0.00 0.00 1050 0.00 0.00 0.00 0 0 0 0.00
0.08 128 -8 400 29.08 2.55 -0.40 1060 0.00 170.00 - 0 0 0 -
1,888 1,206
Note
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        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.