SYNGENE
Syngene International Ltd
Historical option data for SYNGENE
21 Nov 2024 04:12 PM IST
| SYNGENE 28NOV2024 810 CE | ||||||||||
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Delta: 0.84
Vega: 0.29
Theta: -0.91
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 846.90 | 42.7 | 1.90 | 35.46 | 2 | 0 | 3 | |||
| 20 Nov | 850.80 | 40.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 850.80 | 40.8 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 18 Nov | 842.75 | 40.8 | -14.15 | 34.31 | 1 | 0 | 2 | |||
| 14 Nov | 861.60 | 54.95 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 13 Nov | 862.75 | 54.95 | -38.75 | - | 2 | 0 | 0 | |||
| 12 Nov | 889.30 | 93.7 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 888.75 | 93.7 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 898.45 | 93.7 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 913.50 | 93.7 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 903.85 | 93.7 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 867.75 | 93.7 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 865.20 | 93.7 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 861.35 | 93.7 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 860.25 | 93.7 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 861.85 | 93.7 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 849.25 | 93.7 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 871.30 | 93.7 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 874.85 | 93.7 | 0.00 | - | 0 | 0 | 0 | |||
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| 24 Oct | 879.75 | 93.7 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 836.85 | 93.7 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 838.70 | 93.7 | - | 0 | 0 | 0 | ||||
For Syngene International Ltd - strike price 810 expiring on 28NOV2024
Delta for 810 CE is 0.84
Historical price for 810 CE is as follows
On 21 Nov SYNGENE was trading at 846.90. The strike last trading price was 42.7, which was 1.90 higher than the previous day. The implied volatity was 35.46, the open interest changed by 0 which decreased total open position to 3
On 20 Nov SYNGENE was trading at 850.80. The strike last trading price was 40.8, which was 0.00 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 19 Nov SYNGENE was trading at 850.80. The strike last trading price was 40.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 18 Nov SYNGENE was trading at 842.75. The strike last trading price was 40.8, which was -14.15 lower than the previous day. The implied volatity was 34.31, the open interest changed by 0 which decreased total open position to 2
On 14 Nov SYNGENE was trading at 861.60. The strike last trading price was 54.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 13 Nov SYNGENE was trading at 862.75. The strike last trading price was 54.95, which was -38.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov SYNGENE was trading at 889.30. The strike last trading price was 93.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov SYNGENE was trading at 888.75. The strike last trading price was 93.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Nov SYNGENE was trading at 898.45. The strike last trading price was 93.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov SYNGENE was trading at 913.50. The strike last trading price was 93.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov SYNGENE was trading at 903.85. The strike last trading price was 93.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Nov SYNGENE was trading at 867.75. The strike last trading price was 93.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov SYNGENE was trading at 865.20. The strike last trading price was 93.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov SYNGENE was trading at 861.35. The strike last trading price was 93.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Oct SYNGENE was trading at 860.25. The strike last trading price was 93.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct SYNGENE was trading at 861.85. The strike last trading price was 93.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct SYNGENE was trading at 849.25. The strike last trading price was 93.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct SYNGENE was trading at 871.30. The strike last trading price was 93.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct SYNGENE was trading at 874.85. The strike last trading price was 93.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct SYNGENE was trading at 879.75. The strike last trading price was 93.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct SYNGENE was trading at 836.85. The strike last trading price was 93.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct SYNGENE was trading at 838.70. The strike last trading price was 93.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SYNGENE 28NOV2024 810 PE | |||||||
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Delta: -0.14
Vega: 0.26
Theta: -0.55
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 846.90 | 2.65 | -0.55 | 31.81 | 67 | 22 | 79 |
| 20 Nov | 850.80 | 3.2 | 0.00 | 30.64 | 49 | 5 | 60 |
| 19 Nov | 850.80 | 3.2 | -1.25 | 30.64 | 49 | 8 | 60 |
| 18 Nov | 842.75 | 4.45 | 1.65 | 29.70 | 522 | 16 | 53 |
| 14 Nov | 861.60 | 2.8 | -0.65 | 29.33 | 72 | 4 | 35 |
| 13 Nov | 862.75 | 3.45 | 1.60 | 30.45 | 84 | 9 | 31 |
| 12 Nov | 889.30 | 1.85 | -0.20 | 31.81 | 23 | 2 | 35 |
| 11 Nov | 888.75 | 2.05 | 0.05 | 32.56 | 8 | 0 | 30 |
| 8 Nov | 898.45 | 2 | 0.15 | 30.99 | 48 | 12 | 28 |
| 7 Nov | 913.50 | 1.85 | -0.30 | 33.50 | 70 | -2 | 16 |
| 6 Nov | 903.85 | 2.15 | -3.15 | 34.53 | 82 | -1 | 19 |
| 5 Nov | 867.75 | 5.3 | -1.45 | 30.36 | 74 | 8 | 21 |
| 4 Nov | 865.20 | 6.75 | -14.25 | 31.36 | 41 | 9 | 12 |
| 1 Nov | 861.35 | 21 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 860.25 | 21 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 861.85 | 21 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 849.25 | 21 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 871.30 | 21 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 874.85 | 21 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 879.75 | 21 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 836.85 | 21 | 0.00 | - | 0 | 3 | 0 |
| 22 Oct | 838.70 | 21 | - | 3 | 2 | 2 | |
For Syngene International Ltd - strike price 810 expiring on 28NOV2024
Delta for 810 PE is -0.14
Historical price for 810 PE is as follows
On 21 Nov SYNGENE was trading at 846.90. The strike last trading price was 2.65, which was -0.55 lower than the previous day. The implied volatity was 31.81, the open interest changed by 22 which increased total open position to 79
On 20 Nov SYNGENE was trading at 850.80. The strike last trading price was 3.2, which was 0.00 lower than the previous day. The implied volatity was 30.64, the open interest changed by 5 which increased total open position to 60
On 19 Nov SYNGENE was trading at 850.80. The strike last trading price was 3.2, which was -1.25 lower than the previous day. The implied volatity was 30.64, the open interest changed by 8 which increased total open position to 60
On 18 Nov SYNGENE was trading at 842.75. The strike last trading price was 4.45, which was 1.65 higher than the previous day. The implied volatity was 29.70, the open interest changed by 16 which increased total open position to 53
On 14 Nov SYNGENE was trading at 861.60. The strike last trading price was 2.8, which was -0.65 lower than the previous day. The implied volatity was 29.33, the open interest changed by 4 which increased total open position to 35
On 13 Nov SYNGENE was trading at 862.75. The strike last trading price was 3.45, which was 1.60 higher than the previous day. The implied volatity was 30.45, the open interest changed by 9 which increased total open position to 31
On 12 Nov SYNGENE was trading at 889.30. The strike last trading price was 1.85, which was -0.20 lower than the previous day. The implied volatity was 31.81, the open interest changed by 2 which increased total open position to 35
On 11 Nov SYNGENE was trading at 888.75. The strike last trading price was 2.05, which was 0.05 higher than the previous day. The implied volatity was 32.56, the open interest changed by 0 which decreased total open position to 30
On 8 Nov SYNGENE was trading at 898.45. The strike last trading price was 2, which was 0.15 higher than the previous day. The implied volatity was 30.99, the open interest changed by 12 which increased total open position to 28
On 7 Nov SYNGENE was trading at 913.50. The strike last trading price was 1.85, which was -0.30 lower than the previous day. The implied volatity was 33.50, the open interest changed by -2 which decreased total open position to 16
On 6 Nov SYNGENE was trading at 903.85. The strike last trading price was 2.15, which was -3.15 lower than the previous day. The implied volatity was 34.53, the open interest changed by -1 which decreased total open position to 19
On 5 Nov SYNGENE was trading at 867.75. The strike last trading price was 5.3, which was -1.45 lower than the previous day. The implied volatity was 30.36, the open interest changed by 8 which increased total open position to 21
On 4 Nov SYNGENE was trading at 865.20. The strike last trading price was 6.75, which was -14.25 lower than the previous day. The implied volatity was 31.36, the open interest changed by 9 which increased total open position to 12
On 1 Nov SYNGENE was trading at 861.35. The strike last trading price was 21, which was 0.00 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 31 Oct SYNGENE was trading at 860.25. The strike last trading price was 21, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct SYNGENE was trading at 861.85. The strike last trading price was 21, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct SYNGENE was trading at 849.25. The strike last trading price was 21, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct SYNGENE was trading at 871.30. The strike last trading price was 21, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct SYNGENE was trading at 874.85. The strike last trading price was 21, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct SYNGENE was trading at 879.75. The strike last trading price was 21, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct SYNGENE was trading at 836.85. The strike last trading price was 21, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct SYNGENE was trading at 838.70. The strike last trading price was 21, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
