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 |
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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 | - | 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 |
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- | 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
- 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.