SYNGENE
Syngene International Ltd
Historical option data for SYNGENE
20 Dec 2024 04:12 PM IST
| SYNGENE 26DEC2024 850 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.41
Vega: 0.42
Theta: -0.70
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 844.00 | 5.45 | -7.35 | 17.39 | 798 | 98 | 228 | |||
| 19 Dec | 849.95 | 12.8 | -7.15 | 25.51 | 438 | 64 | 129 | |||
| 18 Dec | 859.45 | 19.95 | -0.45 | 24.87 | 87 | 5 | 65 | |||
| 17 Dec | 860.20 | 20.4 | -1.60 | 22.89 | 108 | 2 | 60 | |||
| 16 Dec | 858.95 | 22 | -5.25 | 26.68 | 58 | 28 | 57 | |||
| 13 Dec | 868.00 | 27.25 | -5.75 | 24.59 | 20 | -5 | 27 | |||
| 12 Dec | 870.05 | 33 | -29.75 | 28.59 | 10 | 0 | 31 | |||
| 11 Dec | 904.75 | 62.75 | 18.75 | 29.03 | 127 | -85 | 31 | |||
| 10 Dec | 881.05 | 44 | 6.30 | 26.75 | 92 | 1 | 114 | |||
| 9 Dec | 867.90 | 37.7 | -61.30 | 29.52 | 135 | 113 | 115 | |||
| 6 Dec | 919.70 | 99 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 928.30 | 99 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 928.15 | 99 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 934.85 | 99 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 947.80 | 99 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 940.80 | 99 | 45.00 | 34.73 | 1 | 0 | 2 | |||
| 28 Nov | 916.90 | 54 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 916.50 | 54 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 910.60 | 54 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 895.30 | 54 | 16.00 | 18.87 | 1 | -1 | 2 | |||
| 22 Nov | 869.30 | 38 | 7.00 | 20.35 | 2 | -1 | 2 | |||
| 21 Nov | 846.90 | 31 | 1.00 | 26.94 | 2 | 1 | 2 | |||
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| 20 Nov | 850.80 | 30 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 850.80 | 30 | -20.70 | 0.00 | 0 | 1 | 0 | |||
| 8 Nov | 898.45 | 50.7 | 50.70 | - | 0 | 0 | 0 | |||
| 1 Nov | 861.35 | 0 | - | 0 | 0 | 0 | ||||
For Syngene International Ltd - strike price 850 expiring on 26DEC2024
Delta for 850 CE is 0.41
Historical price for 850 CE is as follows
On 20 Dec SYNGENE was trading at 844.00. The strike last trading price was 5.45, which was -7.35 lower than the previous day. The implied volatity was 17.39, the open interest changed by 98 which increased total open position to 228
On 19 Dec SYNGENE was trading at 849.95. The strike last trading price was 12.8, which was -7.15 lower than the previous day. The implied volatity was 25.51, the open interest changed by 64 which increased total open position to 129
On 18 Dec SYNGENE was trading at 859.45. The strike last trading price was 19.95, which was -0.45 lower than the previous day. The implied volatity was 24.87, the open interest changed by 5 which increased total open position to 65
On 17 Dec SYNGENE was trading at 860.20. The strike last trading price was 20.4, which was -1.60 lower than the previous day. The implied volatity was 22.89, the open interest changed by 2 which increased total open position to 60
On 16 Dec SYNGENE was trading at 858.95. The strike last trading price was 22, which was -5.25 lower than the previous day. The implied volatity was 26.68, the open interest changed by 28 which increased total open position to 57
On 13 Dec SYNGENE was trading at 868.00. The strike last trading price was 27.25, which was -5.75 lower than the previous day. The implied volatity was 24.59, the open interest changed by -5 which decreased total open position to 27
On 12 Dec SYNGENE was trading at 870.05. The strike last trading price was 33, which was -29.75 lower than the previous day. The implied volatity was 28.59, the open interest changed by 0 which decreased total open position to 31
On 11 Dec SYNGENE was trading at 904.75. The strike last trading price was 62.75, which was 18.75 higher than the previous day. The implied volatity was 29.03, the open interest changed by -85 which decreased total open position to 31
On 10 Dec SYNGENE was trading at 881.05. The strike last trading price was 44, which was 6.30 higher than the previous day. The implied volatity was 26.75, the open interest changed by 1 which increased total open position to 114
On 9 Dec SYNGENE was trading at 867.90. The strike last trading price was 37.7, which was -61.30 lower than the previous day. The implied volatity was 29.52, the open interest changed by 113 which increased total open position to 115
On 6 Dec SYNGENE was trading at 919.70. The strike last trading price was 99, 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 99, 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 99, 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 99, 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 99, 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 29 Nov SYNGENE was trading at 940.80. The strike last trading price was 99, which was 45.00 higher than the previous day. The implied volatity was 34.73, the open interest changed by 0 which decreased total open position to 2
On 28 Nov SYNGENE was trading at 916.90. The strike last trading price was 54, 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 27 Nov SYNGENE was trading at 916.50. The strike last trading price was 54, 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 54, 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 25 Nov SYNGENE was trading at 895.30. The strike last trading price was 54, which was 16.00 higher than the previous day. The implied volatity was 18.87, the open interest changed by -1 which decreased total open position to 2
On 22 Nov SYNGENE was trading at 869.30. The strike last trading price was 38, which was 7.00 higher than the previous day. The implied volatity was 20.35, the open interest changed by -1 which decreased total open position to 2
On 21 Nov SYNGENE was trading at 846.90. The strike last trading price was 31, which was 1.00 higher than the previous day. The implied volatity was 26.94, the open interest changed by 1 which increased total open position to 2
On 20 Nov SYNGENE was trading at 850.80. The strike last trading price was 30, 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 30, which was -20.70 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 8 Nov SYNGENE was trading at 898.45. The strike last trading price was 50.7, which was 50.70 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 850 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.56
Vega: 0.43
Theta: -0.83
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 844.00 | 14.1 | 3.25 | 26.92 | 421 | -52 | 235 |
| 19 Dec | 849.95 | 10.85 | 2.45 | 24.83 | 553 | 18 | 285 |
| 18 Dec | 859.45 | 8.4 | 0.20 | 27.46 | 358 | -41 | 267 |
| 17 Dec | 860.20 | 8.2 | -1.70 | 26.24 | 215 | 8 | 308 |
| 16 Dec | 858.95 | 9.9 | 2.20 | 27.10 | 276 | 19 | 295 |
| 13 Dec | 868.00 | 7.7 | -0.90 | 23.93 | 376 | -22 | 273 |
| 12 Dec | 870.05 | 8.6 | 5.40 | 26.65 | 669 | -87 | 291 |
| 11 Dec | 904.75 | 3.2 | -6.35 | 29.13 | 680 | 165 | 382 |
| 10 Dec | 881.05 | 9.55 | -4.05 | 33.08 | 722 | 47 | 217 |
| 9 Dec | 867.90 | 13.6 | 11.10 | 33.35 | 601 | 53 | 170 |
| 6 Dec | 919.70 | 2.5 | -0.10 | 27.19 | 46 | 10 | 117 |
| 5 Dec | 928.30 | 2.6 | -0.40 | 29.64 | 70 | 3 | 107 |
| 4 Dec | 928.15 | 3 | 0.10 | 29.68 | 218 | 9 | 104 |
| 3 Dec | 934.85 | 2.9 | 0.20 | 30.16 | 168 | -34 | 96 |
| 2 Dec | 947.80 | 2.7 | -1.90 | 31.87 | 101 | 3 | 130 |
| 29 Nov | 940.80 | 4.6 | -3.70 | 32.41 | 220 | 57 | 130 |
| 28 Nov | 916.90 | 8.3 | 0.05 | 33.14 | 73 | 3 | 72 |
| 27 Nov | 916.50 | 8.25 | -0.20 | 33.58 | 88 | 48 | 69 |
| 26 Nov | 910.60 | 8.45 | -1.05 | 31.52 | 28 | 9 | 22 |
| 25 Nov | 895.30 | 9.5 | -15.50 | 27.48 | 15 | 10 | 11 |
| 22 Nov | 869.30 | 25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 846.90 | 25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 850.80 | 25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 850.80 | 25 | -6.00 | 0.00 | 0 | 1 | 0 |
| 8 Nov | 898.45 | 31 | 31.00 | 4.94 | 0 | 0 | 0 |
| 1 Nov | 861.35 | 0 | 2.25 | 0 | 0 | 0 | |
For Syngene International Ltd - strike price 850 expiring on 26DEC2024
Delta for 850 PE is -0.56
Historical price for 850 PE is as follows
On 20 Dec SYNGENE was trading at 844.00. The strike last trading price was 14.1, which was 3.25 higher than the previous day. The implied volatity was 26.92, the open interest changed by -52 which decreased total open position to 235
On 19 Dec SYNGENE was trading at 849.95. The strike last trading price was 10.85, which was 2.45 higher than the previous day. The implied volatity was 24.83, the open interest changed by 18 which increased total open position to 285
On 18 Dec SYNGENE was trading at 859.45. The strike last trading price was 8.4, which was 0.20 higher than the previous day. The implied volatity was 27.46, the open interest changed by -41 which decreased total open position to 267
On 17 Dec SYNGENE was trading at 860.20. The strike last trading price was 8.2, which was -1.70 lower than the previous day. The implied volatity was 26.24, the open interest changed by 8 which increased total open position to 308
On 16 Dec SYNGENE was trading at 858.95. The strike last trading price was 9.9, which was 2.20 higher than the previous day. The implied volatity was 27.10, the open interest changed by 19 which increased total open position to 295
On 13 Dec SYNGENE was trading at 868.00. The strike last trading price was 7.7, which was -0.90 lower than the previous day. The implied volatity was 23.93, the open interest changed by -22 which decreased total open position to 273
On 12 Dec SYNGENE was trading at 870.05. The strike last trading price was 8.6, which was 5.40 higher than the previous day. The implied volatity was 26.65, the open interest changed by -87 which decreased total open position to 291
On 11 Dec SYNGENE was trading at 904.75. The strike last trading price was 3.2, which was -6.35 lower than the previous day. The implied volatity was 29.13, the open interest changed by 165 which increased total open position to 382
On 10 Dec SYNGENE was trading at 881.05. The strike last trading price was 9.55, which was -4.05 lower than the previous day. The implied volatity was 33.08, the open interest changed by 47 which increased total open position to 217
On 9 Dec SYNGENE was trading at 867.90. The strike last trading price was 13.6, which was 11.10 higher than the previous day. The implied volatity was 33.35, the open interest changed by 53 which increased total open position to 170
On 6 Dec SYNGENE was trading at 919.70. The strike last trading price was 2.5, which was -0.10 lower than the previous day. The implied volatity was 27.19, the open interest changed by 10 which increased total open position to 117
On 5 Dec SYNGENE was trading at 928.30. The strike last trading price was 2.6, which was -0.40 lower than the previous day. The implied volatity was 29.64, the open interest changed by 3 which increased total open position to 107
On 4 Dec SYNGENE was trading at 928.15. The strike last trading price was 3, which was 0.10 higher than the previous day. The implied volatity was 29.68, the open interest changed by 9 which increased total open position to 104
On 3 Dec SYNGENE was trading at 934.85. The strike last trading price was 2.9, which was 0.20 higher than the previous day. The implied volatity was 30.16, the open interest changed by -34 which decreased total open position to 96
On 2 Dec SYNGENE was trading at 947.80. The strike last trading price was 2.7, which was -1.90 lower than the previous day. The implied volatity was 31.87, the open interest changed by 3 which increased total open position to 130
On 29 Nov SYNGENE was trading at 940.80. The strike last trading price was 4.6, which was -3.70 lower than the previous day. The implied volatity was 32.41, the open interest changed by 57 which increased total open position to 130
On 28 Nov SYNGENE was trading at 916.90. The strike last trading price was 8.3, which was 0.05 higher than the previous day. The implied volatity was 33.14, the open interest changed by 3 which increased total open position to 72
On 27 Nov SYNGENE was trading at 916.50. The strike last trading price was 8.25, which was -0.20 lower than the previous day. The implied volatity was 33.58, the open interest changed by 48 which increased total open position to 69
On 26 Nov SYNGENE was trading at 910.60. The strike last trading price was 8.45, which was -1.05 lower than the previous day. The implied volatity was 31.52, the open interest changed by 9 which increased total open position to 22
On 25 Nov SYNGENE was trading at 895.30. The strike last trading price was 9.5, which was -15.50 lower than the previous day. The implied volatity was 27.48, the open interest changed by 10 which increased total open position to 11
On 22 Nov SYNGENE was trading at 869.30. The strike last trading price was 25, 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 21 Nov SYNGENE was trading at 846.90. The strike last trading price was 25, 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 20 Nov SYNGENE was trading at 850.80. The strike last trading price was 25, 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 25, which was -6.00 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 8 Nov SYNGENE was trading at 898.45. The strike last trading price was 31, which was 31.00 higher than the previous day. The implied volatity was 4.94, 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 2.25, the open interest changed by 0 which decreased total open position to 0
