SYNGENE
Syngene International Ltd
Historical option data for SYNGENE
20 Dec 2024 04:12 PM IST
| SYNGENE 26DEC2024 830 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.66
Vega: 0.40
Theta: -1.41
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 20 Dec | 844.00 | 25.15 | 1.40 | 38.18 | 1 | 0 | 4 | |||
| 19 Dec | 849.95 | 23.75 | -18.65 | 19.82 | 4 | 2 | 4 | |||
| 18 Dec | 859.45 | 42.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 860.20 | 42.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 858.95 | 42.4 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 13 Dec | 868.00 | 42.4 | -15.40 | 24.59 | 1 | 0 | 3 | |||
| 12 Dec | 870.05 | 57.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 904.75 | 57.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 881.05 | 57.8 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 9 Dec | 867.90 | 57.8 | -4.60 | 39.29 | 4 | 2 | 2 | |||
| 6 Dec | 919.70 | 62.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 928.30 | 62.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 928.15 | 62.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 934.85 | 62.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 947.80 | 62.4 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 940.80 | 62.4 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 916.90 | 62.4 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 916.50 | 62.4 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 910.60 | 62.4 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 895.30 | 62.4 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 869.30 | 62.4 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 850.80 | 62.4 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 850.80 | 62.4 | 62.40 | - | 0 | 0 | 0 | |||
| 1 Nov | 861.35 | 0 | - | 0 | 0 | 0 | ||||
For Syngene International Ltd - strike price 830 expiring on 26DEC2024
Delta for 830 CE is 0.66
Historical price for 830 CE is as follows
On 20 Dec SYNGENE was trading at 844.00. The strike last trading price was 25.15, which was 1.40 higher than the previous day. The implied volatity was 38.18, the open interest changed by 0 which decreased total open position to 4
On 19 Dec SYNGENE was trading at 849.95. The strike last trading price was 23.75, which was -18.65 lower than the previous day. The implied volatity was 19.82, the open interest changed by 2 which increased total open position to 4
On 18 Dec SYNGENE was trading at 859.45. The strike last trading price was 42.4, 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 17 Dec SYNGENE was trading at 860.20. The strike last trading price was 42.4, 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 16 Dec SYNGENE was trading at 858.95. The strike last trading price was 42.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 13 Dec SYNGENE was trading at 868.00. The strike last trading price was 42.4, which was -15.40 lower than the previous day. The implied volatity was 24.59, the open interest changed by 0 which decreased total open position to 3
On 12 Dec SYNGENE was trading at 870.05. The strike last trading price was 57.8, 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 11 Dec SYNGENE was trading at 904.75. The strike last trading price was 57.8, 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 10 Dec SYNGENE was trading at 881.05. The strike last trading price was 57.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 9 Dec SYNGENE was trading at 867.90. The strike last trading price was 57.8, which was -4.60 lower than the previous day. The implied volatity was 39.29, the open interest changed by 2 which increased total open position to 2
On 6 Dec SYNGENE was trading at 919.70. The strike last trading price was 62.4, 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 5 Dec SYNGENE was trading at 928.30. The strike last trading price was 62.4, 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 4 Dec SYNGENE was trading at 928.15. The strike last trading price was 62.4, 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 3 Dec SYNGENE was trading at 934.85. The strike last trading price was 62.4, 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 2 Dec SYNGENE was trading at 947.80. The strike last trading price was 62.4, 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 29 Nov SYNGENE was trading at 940.80. The strike last trading price was 62.4, 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 28 Nov SYNGENE was trading at 916.90. The strike last trading price was 62.4, 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 27 Nov SYNGENE was trading at 916.50. The strike last trading price was 62.4, 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 26 Nov SYNGENE was trading at 910.60. The strike last trading price was 62.4, 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 25 Nov SYNGENE was trading at 895.30. The strike last trading price was 62.4, 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 22 Nov SYNGENE was trading at 869.30. The strike last trading price was 62.4, 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 20 Nov SYNGENE was trading at 850.80. The strike last trading price was 62.4, 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 19 Nov SYNGENE was trading at 850.80. The strike last trading price was 62.4, which was 62.40 higher 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| SYNGENE 26DEC2024 830 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.29
Vega: 0.37
Theta: -0.74
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 844.00 | 5.2 | 1.00 | 26.31 | 877 | 39 | 215 |
| 19 Dec | 849.95 | 4.2 | 0.90 | 25.97 | 156 | 4 | 151 |
| 18 Dec | 859.45 | 3.3 | -0.25 | 28.01 | 53 | -5 | 147 |
| 17 Dec | 860.20 | 3.55 | -1.05 | 27.68 | 91 | -13 | 151 |
| 16 Dec | 858.95 | 4.6 | 1.00 | 28.27 | 71 | -1 | 163 |
| 13 Dec | 868.00 | 3.6 | -0.65 | 25.35 | 195 | 21 | 166 |
| 12 Dec | 870.05 | 4.25 | 2.55 | 27.57 | 212 | 72 | 145 |
| 11 Dec | 904.75 | 1.7 | -3.90 | 30.84 | 230 | -18 | 73 |
| 10 Dec | 881.05 | 5.6 | -2.05 | 34.11 | 140 | 22 | 90 |
| 9 Dec | 867.90 | 7.65 | 6.40 | 32.98 | 94 | 52 | 69 |
| 6 Dec | 919.70 | 1.25 | -0.25 | 28.39 | 5 | -2 | 17 |
| 5 Dec | 928.30 | 1.5 | -0.40 | 31.05 | 2 | 0 | 19 |
| 4 Dec | 928.15 | 1.9 | 0.40 | 31.54 | 2 | 1 | 19 |
| 3 Dec | 934.85 | 1.5 | -0.30 | 30.49 | 3 | -2 | 19 |
| 2 Dec | 947.80 | 1.8 | -1.10 | 33.57 | 22 | 0 | 21 |
| 29 Nov | 940.80 | 2.9 | -4.00 | 33.64 | 23 | 17 | 20 |
| 28 Nov | 916.90 | 6.9 | -1.10 | 36.75 | 2 | 1 | 2 |
| 27 Nov | 916.50 | 8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 910.60 | 8 | 0.00 | 0.00 | 0 | 1 | 0 |
| 25 Nov | 895.30 | 8 | -14.95 | 31.49 | 1 | 0 | 0 |
| 22 Nov | 869.30 | 22.95 | 0.00 | 5.08 | 0 | 0 | 0 |
| 20 Nov | 850.80 | 22.95 | 0.00 | 2.74 | 0 | 0 | 0 |
| 19 Nov | 850.80 | 22.95 | 22.95 | 2.74 | 0 | 0 | 0 |
| 1 Nov | 861.35 | 0 | 3.92 | 0 | 0 | 0 | |
For Syngene International Ltd - strike price 830 expiring on 26DEC2024
Delta for 830 PE is -0.29
Historical price for 830 PE is as follows
On 20 Dec SYNGENE was trading at 844.00. The strike last trading price was 5.2, which was 1.00 higher than the previous day. The implied volatity was 26.31, the open interest changed by 39 which increased total open position to 215
On 19 Dec SYNGENE was trading at 849.95. The strike last trading price was 4.2, which was 0.90 higher than the previous day. The implied volatity was 25.97, the open interest changed by 4 which increased total open position to 151
On 18 Dec SYNGENE was trading at 859.45. The strike last trading price was 3.3, which was -0.25 lower than the previous day. The implied volatity was 28.01, the open interest changed by -5 which decreased total open position to 147
On 17 Dec SYNGENE was trading at 860.20. The strike last trading price was 3.55, which was -1.05 lower than the previous day. The implied volatity was 27.68, the open interest changed by -13 which decreased total open position to 151
On 16 Dec SYNGENE was trading at 858.95. The strike last trading price was 4.6, which was 1.00 higher than the previous day. The implied volatity was 28.27, the open interest changed by -1 which decreased total open position to 163
On 13 Dec SYNGENE was trading at 868.00. The strike last trading price was 3.6, which was -0.65 lower than the previous day. The implied volatity was 25.35, the open interest changed by 21 which increased total open position to 166
On 12 Dec SYNGENE was trading at 870.05. The strike last trading price was 4.25, which was 2.55 higher than the previous day. The implied volatity was 27.57, the open interest changed by 72 which increased total open position to 145
On 11 Dec SYNGENE was trading at 904.75. The strike last trading price was 1.7, which was -3.90 lower than the previous day. The implied volatity was 30.84, the open interest changed by -18 which decreased total open position to 73
On 10 Dec SYNGENE was trading at 881.05. The strike last trading price was 5.6, which was -2.05 lower than the previous day. The implied volatity was 34.11, the open interest changed by 22 which increased total open position to 90
On 9 Dec SYNGENE was trading at 867.90. The strike last trading price was 7.65, which was 6.40 higher than the previous day. The implied volatity was 32.98, the open interest changed by 52 which increased total open position to 69
On 6 Dec SYNGENE was trading at 919.70. The strike last trading price was 1.25, which was -0.25 lower than the previous day. The implied volatity was 28.39, the open interest changed by -2 which decreased total open position to 17
On 5 Dec SYNGENE was trading at 928.30. The strike last trading price was 1.5, which was -0.40 lower than the previous day. The implied volatity was 31.05, the open interest changed by 0 which decreased total open position to 19
On 4 Dec SYNGENE was trading at 928.15. The strike last trading price was 1.9, which was 0.40 higher than the previous day. The implied volatity was 31.54, the open interest changed by 1 which increased total open position to 19
On 3 Dec SYNGENE was trading at 934.85. The strike last trading price was 1.5, which was -0.30 lower than the previous day. The implied volatity was 30.49, the open interest changed by -2 which decreased total open position to 19
On 2 Dec SYNGENE was trading at 947.80. The strike last trading price was 1.8, which was -1.10 lower than the previous day. The implied volatity was 33.57, the open interest changed by 0 which decreased total open position to 21
On 29 Nov SYNGENE was trading at 940.80. The strike last trading price was 2.9, which was -4.00 lower than the previous day. The implied volatity was 33.64, the open interest changed by 17 which increased total open position to 20
On 28 Nov SYNGENE was trading at 916.90. The strike last trading price was 6.9, which was -1.10 lower than the previous day. The implied volatity was 36.75, the open interest changed by 1 which increased total open position to 2
On 27 Nov SYNGENE was trading at 916.50. The strike last trading price was 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 26 Nov SYNGENE was trading at 910.60. The strike last trading price was 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 25 Nov SYNGENE was trading at 895.30. The strike last trading price was 8, which was -14.95 lower than the previous day. The implied volatity was 31.49, the open interest changed by 0 which decreased total open position to 0
On 22 Nov SYNGENE was trading at 869.30. The strike last trading price was 22.95, which was 0.00 lower than the previous day. The implied volatity was 5.08, the open interest changed by 0 which decreased total open position to 0
On 20 Nov SYNGENE was trading at 850.80. The strike last trading price was 22.95, which was 0.00 lower than the previous day. The implied volatity was 2.74, 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 22.95, which was 22.95 higher than the previous day. The implied volatity was 2.74, 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 0, which was lower than the previous day. The implied volatity was 3.92, the open interest changed by 0 which decreased total open position to 0
