SYNGENE
Syngene International Ltd
Historical option data for SYNGENE
21 Nov 2024 04:12 PM IST
| SYNGENE 28NOV2024 850 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.49
Vega: 0.47
Theta: -0.93
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 846.90 | 11 | -4.00 | 24.40 | 370 | 3 | 108 | |||
| 20 Nov | 850.80 | 15 | 0.00 | 28.73 | 190 | 6 | 105 | |||
| 19 Nov | 850.80 | 15 | 1.85 | 28.73 | 190 | 6 | 105 | |||
| 18 Nov | 842.75 | 13.15 | -11.85 | 28.13 | 289 | 45 | 98 | |||
| 14 Nov | 861.60 | 25 | -3.20 | 22.71 | 41 | 4 | 37 | |||
| 13 Nov | 862.75 | 28.2 | -21.75 | 26.22 | 78 | 1 | 32 | |||
| 12 Nov | 889.30 | 49.95 | -4.20 | 32.06 | 1 | 0 | 32 | |||
| 11 Nov | 888.75 | 54.15 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 8 Nov | 898.45 | 54.15 | -11.75 | 24.79 | 3 | 1 | 32 | |||
| 7 Nov | 913.50 | 65.9 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 6 Nov | 903.85 | 65.9 | 31.75 | - | 12 | 2 | 31 | |||
| 5 Nov | 867.75 | 34.15 | -1.60 | 23.15 | 33 | -2 | 29 | |||
| 4 Nov | 865.20 | 35.75 | -0.50 | 27.55 | 51 | 2 | 32 | |||
| 1 Nov | 861.35 | 36.25 | 1.15 | 26.37 | 3 | 0 | 30 | |||
| 31 Oct | 860.25 | 35.1 | 0.80 | - | 43 | 12 | 31 | |||
| 30 Oct | 861.85 | 34.3 | -0.10 | - | 24 | 10 | 20 | |||
| 29 Oct | 849.25 | 34.4 | -25.70 | - | 21 | 6 | 8 | |||
| 28 Oct | 871.30 | 60.1 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 874.85 | 60.1 | 0.00 | - | 0 | -1 | 0 | |||
| 24 Oct | 879.75 | 60.1 | 26.65 | - | 7 | -1 | 2 | |||
| 23 Oct | 836.85 | 33.45 | -1.55 | - | 4 | 1 | 2 | |||
| 22 Oct | 838.70 | 35 | -31.25 | - | 1 | 0 | 0 | |||
| 18 Oct | 877.40 | 66.25 | 0.00 | - | 0 | 0 | 0 | |||
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| 17 Oct | 878.55 | 66.25 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 886.85 | 66.25 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 890.00 | 66.25 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 879.90 | 66.25 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 880.90 | 66.25 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 869.30 | 66.25 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 884.35 | 66.25 | - | 0 | 0 | 0 | ||||
For Syngene International Ltd - strike price 850 expiring on 28NOV2024
Delta for 850 CE is 0.49
Historical price for 850 CE is as follows
On 21 Nov SYNGENE was trading at 846.90. The strike last trading price was 11, which was -4.00 lower than the previous day. The implied volatity was 24.40, the open interest changed by 3 which increased total open position to 108
On 20 Nov SYNGENE was trading at 850.80. The strike last trading price was 15, which was 0.00 lower than the previous day. The implied volatity was 28.73, the open interest changed by 6 which increased total open position to 105
On 19 Nov SYNGENE was trading at 850.80. The strike last trading price was 15, which was 1.85 higher than the previous day. The implied volatity was 28.73, the open interest changed by 6 which increased total open position to 105
On 18 Nov SYNGENE was trading at 842.75. The strike last trading price was 13.15, which was -11.85 lower than the previous day. The implied volatity was 28.13, the open interest changed by 45 which increased total open position to 98
On 14 Nov SYNGENE was trading at 861.60. The strike last trading price was 25, which was -3.20 lower than the previous day. The implied volatity was 22.71, the open interest changed by 4 which increased total open position to 37
On 13 Nov SYNGENE was trading at 862.75. The strike last trading price was 28.2, which was -21.75 lower than the previous day. The implied volatity was 26.22, the open interest changed by 1 which increased total open position to 32
On 12 Nov SYNGENE was trading at 889.30. The strike last trading price was 49.95, which was -4.20 lower than the previous day. The implied volatity was 32.06, the open interest changed by 0 which decreased total open position to 32
On 11 Nov SYNGENE was trading at 888.75. The strike last trading price was 54.15, 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 8 Nov SYNGENE was trading at 898.45. The strike last trading price was 54.15, which was -11.75 lower than the previous day. The implied volatity was 24.79, the open interest changed by 1 which increased total open position to 32
On 7 Nov SYNGENE was trading at 913.50. The strike last trading price was 65.9, 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 6 Nov SYNGENE was trading at 903.85. The strike last trading price was 65.9, which was 31.75 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 31
On 5 Nov SYNGENE was trading at 867.75. The strike last trading price was 34.15, which was -1.60 lower than the previous day. The implied volatity was 23.15, the open interest changed by -2 which decreased total open position to 29
On 4 Nov SYNGENE was trading at 865.20. The strike last trading price was 35.75, which was -0.50 lower than the previous day. The implied volatity was 27.55, the open interest changed by 2 which increased total open position to 32
On 1 Nov SYNGENE was trading at 861.35. The strike last trading price was 36.25, which was 1.15 higher than the previous day. The implied volatity was 26.37, the open interest changed by 0 which decreased total open position to 30
On 31 Oct SYNGENE was trading at 860.25. The strike last trading price was 35.1, which was 0.80 higher 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 34.3, which was -0.10 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 34.4, which was -25.70 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 60.1, 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 60.1, 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 60.1, which was 26.65 higher 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 33.45, which was -1.55 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 35, which was -31.25 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 66.25, 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 66.25, 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 15 Oct SYNGENE was trading at 886.85. The strike last trading price was 66.25, 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 14 Oct SYNGENE was trading at 890.00. The strike last trading price was 66.25, 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 66.25, 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 66.25, 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 66.25, 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 3 Oct SYNGENE was trading at 884.35. The strike last trading price was 66.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SYNGENE 28NOV2024 850 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.51
Vega: 0.47
Theta: -0.69
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 846.90 | 11.85 | -0.55 | 24.36 | 107 | -3 | 98 |
| 20 Nov | 850.80 | 12.4 | 0.00 | 22.87 | 193 | 1 | 101 |
| 19 Nov | 850.80 | 12.4 | -4.50 | 22.87 | 193 | 1 | 101 |
| 18 Nov | 842.75 | 16.9 | 6.35 | 25.18 | 347 | -59 | 100 |
| 14 Nov | 861.60 | 10.55 | -1.45 | 26.46 | 70 | -3 | 160 |
| 13 Nov | 862.75 | 12 | 6.65 | 28.21 | 288 | 1 | 163 |
| 12 Nov | 889.30 | 5.35 | -0.70 | 27.02 | 133 | 8 | 165 |
| 11 Nov | 888.75 | 6.05 | -0.10 | 28.80 | 127 | -17 | 158 |
| 8 Nov | 898.45 | 6.15 | 1.55 | 28.27 | 267 | 18 | 177 |
| 7 Nov | 913.50 | 4.6 | -0.45 | 29.57 | 289 | -20 | 160 |
| 6 Nov | 903.85 | 5.05 | -9.75 | 30.65 | 523 | 27 | 177 |
| 5 Nov | 867.75 | 14.8 | -3.10 | 29.15 | 222 | 2 | 151 |
| 4 Nov | 865.20 | 17.9 | -2.20 | 30.83 | 129 | 13 | 145 |
| 1 Nov | 861.35 | 20.1 | 0.20 | 31.80 | 5 | 1 | 133 |
| 31 Oct | 860.25 | 19.9 | 1.25 | - | 182 | 56 | 132 |
| 30 Oct | 861.85 | 18.65 | -6.45 | - | 78 | 7 | 76 |
| 29 Oct | 849.25 | 25.1 | 6.60 | - | 154 | 56 | 70 |
| 28 Oct | 871.30 | 18.5 | -0.50 | - | 12 | 8 | 15 |
| 25 Oct | 874.85 | 19 | -6.00 | - | 5 | 3 | 7 |
| 24 Oct | 879.75 | 25 | -9.40 | - | 4 | 1 | 2 |
| 23 Oct | 836.85 | 34.4 | 0.00 | - | 0 | 1 | 0 |
| 22 Oct | 838.70 | 34.4 | 9.15 | - | 1 | 0 | 0 |
| 18 Oct | 877.40 | 25.25 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 878.55 | 25.25 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 886.85 | 25.25 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 890.00 | 25.25 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 879.90 | 25.25 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 880.90 | 25.25 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 869.30 | 25.25 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 884.35 | 25.25 | - | 0 | 0 | 0 | |
For Syngene International Ltd - strike price 850 expiring on 28NOV2024
Delta for 850 PE is -0.51
Historical price for 850 PE is as follows
On 21 Nov SYNGENE was trading at 846.90. The strike last trading price was 11.85, which was -0.55 lower than the previous day. The implied volatity was 24.36, the open interest changed by -3 which decreased total open position to 98
On 20 Nov SYNGENE was trading at 850.80. The strike last trading price was 12.4, which was 0.00 lower than the previous day. The implied volatity was 22.87, the open interest changed by 1 which increased total open position to 101
On 19 Nov SYNGENE was trading at 850.80. The strike last trading price was 12.4, which was -4.50 lower than the previous day. The implied volatity was 22.87, the open interest changed by 1 which increased total open position to 101
On 18 Nov SYNGENE was trading at 842.75. The strike last trading price was 16.9, which was 6.35 higher than the previous day. The implied volatity was 25.18, the open interest changed by -59 which decreased total open position to 100
On 14 Nov SYNGENE was trading at 861.60. The strike last trading price was 10.55, which was -1.45 lower than the previous day. The implied volatity was 26.46, the open interest changed by -3 which decreased total open position to 160
On 13 Nov SYNGENE was trading at 862.75. The strike last trading price was 12, which was 6.65 higher than the previous day. The implied volatity was 28.21, the open interest changed by 1 which increased total open position to 163
On 12 Nov SYNGENE was trading at 889.30. The strike last trading price was 5.35, which was -0.70 lower than the previous day. The implied volatity was 27.02, the open interest changed by 8 which increased total open position to 165
On 11 Nov SYNGENE was trading at 888.75. The strike last trading price was 6.05, which was -0.10 lower than the previous day. The implied volatity was 28.80, the open interest changed by -17 which decreased total open position to 158
On 8 Nov SYNGENE was trading at 898.45. The strike last trading price was 6.15, which was 1.55 higher than the previous day. The implied volatity was 28.27, the open interest changed by 18 which increased total open position to 177
On 7 Nov SYNGENE was trading at 913.50. The strike last trading price was 4.6, which was -0.45 lower than the previous day. The implied volatity was 29.57, the open interest changed by -20 which decreased total open position to 160
On 6 Nov SYNGENE was trading at 903.85. The strike last trading price was 5.05, which was -9.75 lower than the previous day. The implied volatity was 30.65, the open interest changed by 27 which increased total open position to 177
On 5 Nov SYNGENE was trading at 867.75. The strike last trading price was 14.8, which was -3.10 lower than the previous day. The implied volatity was 29.15, the open interest changed by 2 which increased total open position to 151
On 4 Nov SYNGENE was trading at 865.20. The strike last trading price was 17.9, which was -2.20 lower than the previous day. The implied volatity was 30.83, the open interest changed by 13 which increased total open position to 145
On 1 Nov SYNGENE was trading at 861.35. The strike last trading price was 20.1, which was 0.20 higher than the previous day. The implied volatity was 31.80, the open interest changed by 1 which increased total open position to 133
On 31 Oct SYNGENE was trading at 860.25. The strike last trading price was 19.9, which was 1.25 higher 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 18.65, which was -6.45 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 25.1, which was 6.60 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 18.5, which was -0.50 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 19, which was -6.00 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 25, which was -9.40 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 34.4, 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 34.4, which was 9.15 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 25.25, 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 25.25, 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 15 Oct SYNGENE was trading at 886.85. The strike last trading price was 25.25, 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 14 Oct SYNGENE was trading at 890.00. The strike last trading price was 25.25, 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 25.25, 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 25.25, 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 25.25, 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 3 Oct SYNGENE was trading at 884.35. The strike last trading price was 25.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
