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Related Pages for SYNGENE
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SYNGENE
Syngene International Ltd
850.35 3.75 (0.44%)

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Historical option data for SYNGENE

27 Dec 2024 04:12 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
SYNGENE 30JAN2025 850 CE
Delta: 0.58
Vega: 1.02
Theta: -0.47
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
27 Dec 850.35 28.8 2.25 23.10 133 31 75
26 Dec 846.60 26.55 0.55 23.29 30 3 45
24 Dec 847.20 26 -2.90 20.07 55 -3 42
23 Dec 842.60 28.9 -2.80 26.31 84 29 45
20 Dec 844.00 31.7 1.70 28.38 10 3 15
19 Dec 849.95 30 -30.60 21.72 2 1 11
18 Dec 859.45 60.6 -32.85 42.52 10 0 0
17 Dec 860.20 93.45 0.00 - 0 0 0
16 Dec 858.95 93.45 0.00 - 0 0 0
9 Dec 867.90 93.45 - 0 0 0

For Syngene International Ltd - strike price 850 expiring on 30JAN2025

Delta for 850 CE is 0.58

Historical price for 850 CE is as follows

On 27 Dec SYNGENE was trading at 850.35. The strike last trading price was 28.8, which was 2.25 higher than the previous day. The implied volatity was 23.10, the open interest changed by 31 which increased total open position to 75


On 26 Dec SYNGENE was trading at 846.60. The strike last trading price was 26.55, which was 0.55 higher than the previous day. The implied volatity was 23.29, the open interest changed by 3 which increased total open position to 45


On 24 Dec SYNGENE was trading at 847.20. The strike last trading price was 26, which was -2.90 lower than the previous day. The implied volatity was 20.07, the open interest changed by -3 which decreased total open position to 42


On 23 Dec SYNGENE was trading at 842.60. The strike last trading price was 28.9, which was -2.80 lower than the previous day. The implied volatity was 26.31, the open interest changed by 29 which increased total open position to 45


On 20 Dec SYNGENE was trading at 844.00. The strike last trading price was 31.7, which was 1.70 higher than the previous day. The implied volatity was 28.38, the open interest changed by 3 which increased total open position to 15


On 19 Dec SYNGENE was trading at 849.95. The strike last trading price was 30, which was -30.60 lower than the previous day. The implied volatity was 21.72, the open interest changed by 1 which increased total open position to 11


On 18 Dec SYNGENE was trading at 859.45. The strike last trading price was 60.6, which was -32.85 lower than the previous day. The implied volatity was 42.52, 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 93.45, 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 16 Dec SYNGENE was trading at 858.95. The strike last trading price was 93.45, 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 9 Dec SYNGENE was trading at 867.90. The strike last trading price was 93.45, 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 30JAN2025 850 PE
Delta: -0.43
Vega: 1.02
Theta: -0.28
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
27 Dec 850.35 21.75 0.75 25.39 192 24 136
26 Dec 846.60 21 -1.40 22.19 107 47 112
24 Dec 847.20 22.4 -8.30 24.56 32 14 63
23 Dec 842.60 30.7 0.70 28.72 56 23 49
20 Dec 844.00 30 2.80 28.17 14 7 25
19 Dec 849.95 27.2 5.70 27.84 6 3 17
18 Dec 859.45 21.5 1.50 26.47 9 6 13
17 Dec 860.20 20 0.00 0.00 0 3 0
16 Dec 858.95 20 4.10 24.43 3 2 6
9 Dec 867.90 15.9 3.03 0 0 0

For Syngene International Ltd - strike price 850 expiring on 30JAN2025

Delta for 850 PE is -0.43

Historical price for 850 PE is as follows

On 27 Dec SYNGENE was trading at 850.35. The strike last trading price was 21.75, which was 0.75 higher than the previous day. The implied volatity was 25.39, the open interest changed by 24 which increased total open position to 136


On 26 Dec SYNGENE was trading at 846.60. The strike last trading price was 21, which was -1.40 lower than the previous day. The implied volatity was 22.19, the open interest changed by 47 which increased total open position to 112


On 24 Dec SYNGENE was trading at 847.20. The strike last trading price was 22.4, which was -8.30 lower than the previous day. The implied volatity was 24.56, the open interest changed by 14 which increased total open position to 63


On 23 Dec SYNGENE was trading at 842.60. The strike last trading price was 30.7, which was 0.70 higher than the previous day. The implied volatity was 28.72, the open interest changed by 23 which increased total open position to 49


On 20 Dec SYNGENE was trading at 844.00. The strike last trading price was 30, which was 2.80 higher than the previous day. The implied volatity was 28.17, the open interest changed by 7 which increased total open position to 25


On 19 Dec SYNGENE was trading at 849.95. The strike last trading price was 27.2, which was 5.70 higher than the previous day. The implied volatity was 27.84, the open interest changed by 3 which increased total open position to 17


On 18 Dec SYNGENE was trading at 859.45. The strike last trading price was 21.5, which was 1.50 higher than the previous day. The implied volatity was 26.47, the open interest changed by 6 which increased total open position to 13


On 17 Dec SYNGENE was trading at 860.20. The strike last trading price was 20, 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 16 Dec SYNGENE was trading at 858.95. The strike last trading price was 20, which was 4.10 higher than the previous day. The implied volatity was 24.43, the open interest changed by 2 which increased total open position to 6


On 9 Dec SYNGENE was trading at 867.90. The strike last trading price was 15.9, which was lower than the previous day. The implied volatity was 3.03, the open interest changed by 0 which decreased total open position to 0