SYNGENE
Syngene International Ltd
Historical option data for SYNGENE
21 Nov 2024 04:12 PM IST
| SYNGENE 28NOV2024 830 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.73
Vega: 0.38
Theta: -0.91
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 846.90 | 24.3 | -5.25 | 27.01 | 2 | 0 | 4 | |||
| 20 Nov | 850.80 | 29.55 | 0.00 | 34.69 | 3 | 1 | 4 | |||
| 19 Nov | 850.80 | 29.55 | 5.95 | 34.69 | 3 | 1 | 4 | |||
| 18 Nov | 842.75 | 23.6 | -17.85 | 27.60 | 1 | 0 | 3 | |||
| 14 Nov | 861.60 | 41.45 | -6.60 | 26.14 | 4 | 2 | 4 | |||
| 13 Nov | 862.75 | 48.05 | -33.70 | 36.62 | 1 | 0 | 2 | |||
| 12 Nov | 889.30 | 81.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 11 Nov | 888.75 | 81.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 898.45 | 81.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 913.50 | 81.75 | 1.40 | - | 1 | 0 | 2 | |||
| 6 Nov | 903.85 | 80.35 | 1.05 | - | 2 | 1 | 1 | |||
| 5 Nov | 867.75 | 79.3 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 865.20 | 79.3 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 861.35 | 79.3 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 860.25 | 79.3 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 861.85 | 79.3 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 849.25 | 79.3 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 871.30 | 79.3 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 874.85 | 79.3 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 879.75 | 79.3 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 836.85 | 79.3 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 838.70 | 79.3 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 877.40 | 79.3 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 878.55 | 79.3 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 879.90 | 79.3 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 880.90 | 79.3 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 869.30 | 79.3 | - | 0 | 0 | 0 | ||||
For Syngene International Ltd - strike price 830 expiring on 28NOV2024
Delta for 830 CE is 0.73
Historical price for 830 CE is as follows
On 21 Nov SYNGENE was trading at 846.90. The strike last trading price was 24.3, which was -5.25 lower than the previous day. The implied volatity was 27.01, the open interest changed by 0 which decreased total open position to 4
On 20 Nov SYNGENE was trading at 850.80. The strike last trading price was 29.55, which was 0.00 lower than the previous day. The implied volatity was 34.69, the open interest changed by 1 which increased total open position to 4
On 19 Nov SYNGENE was trading at 850.80. The strike last trading price was 29.55, which was 5.95 higher than the previous day. The implied volatity was 34.69, the open interest changed by 1 which increased total open position to 4
On 18 Nov SYNGENE was trading at 842.75. The strike last trading price was 23.6, which was -17.85 lower than the previous day. The implied volatity was 27.60, the open interest changed by 0 which decreased total open position to 3
On 14 Nov SYNGENE was trading at 861.60. The strike last trading price was 41.45, which was -6.60 lower than the previous day. The implied volatity was 26.14, the open interest changed by 2 which increased total open position to 4
On 13 Nov SYNGENE was trading at 862.75. The strike last trading price was 48.05, which was -33.70 lower than the previous day. The implied volatity was 36.62, the open interest changed by 0 which decreased total open position to 2
On 12 Nov SYNGENE was trading at 889.30. The strike last trading price was 81.75, 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 Nov SYNGENE was trading at 888.75. The strike last trading price was 81.75, 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 8 Nov SYNGENE was trading at 898.45. The strike last trading price was 81.75, 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 7 Nov SYNGENE was trading at 913.50. The strike last trading price was 81.75, which was 1.40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 6 Nov SYNGENE was trading at 903.85. The strike last trading price was 80.35, which was 1.05 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 5 Nov SYNGENE was trading at 867.75. The strike last trading price was 79.3, 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 79.3, 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 79.3, 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 79.3, 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 79.3, 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 79.3, 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 79.3, 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 79.3, 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 79.3, 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 79.3, 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 79.3, 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 18 Oct SYNGENE was trading at 877.40. The strike last trading price was 79.3, 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 17 Oct SYNGENE was trading at 878.55. The strike last trading price was 79.3, 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 11 Oct SYNGENE was trading at 879.90. The strike last trading price was 79.3, 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 10 Oct SYNGENE was trading at 880.90. The strike last trading price was 79.3, 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 7 Oct SYNGENE was trading at 869.30. The strike last trading price was 79.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SYNGENE 28NOV2024 830 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.28
Vega: 0.39
Theta: -0.73
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 846.90 | 5.8 | 0.55 | 28.53 | 56 | 5 | 55 |
| 20 Nov | 850.80 | 5.25 | 0.00 | 24.14 | 65 | 14 | 51 |
| 19 Nov | 850.80 | 5.25 | -3.75 | 24.14 | 65 | 15 | 51 |
| 18 Nov | 842.75 | 9 | 4.25 | 27.55 | 137 | -22 | 36 |
| 14 Nov | 861.60 | 4.75 | -1.80 | 26.09 | 18 | 3 | 59 |
| 13 Nov | 862.75 | 6.55 | 3.45 | 29.13 | 81 | 12 | 54 |
| 12 Nov | 889.30 | 3.1 | -0.50 | 29.32 | 69 | -6 | 44 |
| 11 Nov | 888.75 | 3.6 | 0.20 | 30.82 | 22 | -3 | 50 |
| 8 Nov | 898.45 | 3.4 | 0.60 | 29.64 | 40 | 13 | 53 |
| 7 Nov | 913.50 | 2.8 | -0.55 | 31.20 | 63 | 26 | 40 |
| 6 Nov | 903.85 | 3.35 | -5.20 | 32.73 | 84 | -2 | 13 |
| 5 Nov | 867.75 | 8.55 | -2.80 | 28.90 | 36 | 0 | 15 |
| 4 Nov | 865.20 | 11.35 | -2.65 | 31.10 | 24 | 7 | 13 |
| 1 Nov | 861.35 | 14 | 0.00 | 0.00 | 0 | 1 | 0 |
| 31 Oct | 860.25 | 14 | -4.50 | - | 1 | 0 | 5 |
| 30 Oct | 861.85 | 18.5 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 849.25 | 18.5 | 3.50 | - | 2 | 0 | 5 |
| 28 Oct | 871.30 | 15 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 874.85 | 15 | -14.00 | - | 2 | 1 | 6 |
| 24 Oct | 879.75 | 29 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 836.85 | 29 | 0.00 | - | 0 | 3 | 0 |
| 22 Oct | 838.70 | 29 | 10.85 | - | 3 | 2 | 4 |
| 18 Oct | 877.40 | 18.15 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 878.55 | 18.15 | 8.95 | - | 2 | 0 | 2 |
| 11 Oct | 879.90 | 9.2 | 0.00 | - | 0 | 1 | 0 |
| 10 Oct | 880.90 | 9.2 | -1.80 | - | 1 | 0 | 1 |
| 7 Oct | 869.30 | 11 | - | 0 | 0 | 0 | |
For Syngene International Ltd - strike price 830 expiring on 28NOV2024
Delta for 830 PE is -0.28
Historical price for 830 PE is as follows
On 21 Nov SYNGENE was trading at 846.90. The strike last trading price was 5.8, which was 0.55 higher than the previous day. The implied volatity was 28.53, the open interest changed by 5 which increased total open position to 55
On 20 Nov SYNGENE was trading at 850.80. The strike last trading price was 5.25, which was 0.00 lower than the previous day. The implied volatity was 24.14, the open interest changed by 14 which increased total open position to 51
On 19 Nov SYNGENE was trading at 850.80. The strike last trading price was 5.25, which was -3.75 lower than the previous day. The implied volatity was 24.14, the open interest changed by 15 which increased total open position to 51
On 18 Nov SYNGENE was trading at 842.75. The strike last trading price was 9, which was 4.25 higher than the previous day. The implied volatity was 27.55, the open interest changed by -22 which decreased total open position to 36
On 14 Nov SYNGENE was trading at 861.60. The strike last trading price was 4.75, which was -1.80 lower than the previous day. The implied volatity was 26.09, the open interest changed by 3 which increased total open position to 59
On 13 Nov SYNGENE was trading at 862.75. The strike last trading price was 6.55, which was 3.45 higher than the previous day. The implied volatity was 29.13, the open interest changed by 12 which increased total open position to 54
On 12 Nov SYNGENE was trading at 889.30. The strike last trading price was 3.1, which was -0.50 lower than the previous day. The implied volatity was 29.32, the open interest changed by -6 which decreased total open position to 44
On 11 Nov SYNGENE was trading at 888.75. The strike last trading price was 3.6, which was 0.20 higher than the previous day. The implied volatity was 30.82, the open interest changed by -3 which decreased total open position to 50
On 8 Nov SYNGENE was trading at 898.45. The strike last trading price was 3.4, which was 0.60 higher than the previous day. The implied volatity was 29.64, the open interest changed by 13 which increased total open position to 53
On 7 Nov SYNGENE was trading at 913.50. The strike last trading price was 2.8, which was -0.55 lower than the previous day. The implied volatity was 31.20, the open interest changed by 26 which increased total open position to 40
On 6 Nov SYNGENE was trading at 903.85. The strike last trading price was 3.35, which was -5.20 lower than the previous day. The implied volatity was 32.73, the open interest changed by -2 which decreased total open position to 13
On 5 Nov SYNGENE was trading at 867.75. The strike last trading price was 8.55, which was -2.80 lower than the previous day. The implied volatity was 28.90, the open interest changed by 0 which decreased total open position to 15
On 4 Nov SYNGENE was trading at 865.20. The strike last trading price was 11.35, which was -2.65 lower than the previous day. The implied volatity was 31.10, the open interest changed by 7 which increased total open position to 13
On 1 Nov SYNGENE was trading at 861.35. The strike last trading price was 14, 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 31 Oct SYNGENE was trading at 860.25. The strike last trading price was 14, which was -4.50 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 18.5, 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 18.5, which was 3.50 higher 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 15, 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 15, which was -14.00 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 29, 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 29, 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 29, which was 10.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct SYNGENE was trading at 877.40. The strike last trading price was 18.15, 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 17 Oct SYNGENE was trading at 878.55. The strike last trading price was 18.15, which was 8.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct SYNGENE was trading at 879.90. The strike last trading price was 9.2, 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 10 Oct SYNGENE was trading at 880.90. The strike last trading price was 9.2, which was -1.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct SYNGENE was trading at 869.30. The strike last trading price was 11, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
