SYNGENE
Syngene International Ltd
Historical option data for SYNGENE
20 Dec 2024 04:12 PM IST
| SYNGENE 26DEC2024 870 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.15
Vega: 0.25
Theta: -0.48
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 20 Dec | 844.00 | 1.75 | -3.75 | 21.23 | 822 | 38 | 465 | |||
| 19 Dec | 849.95 | 5.5 | -4.00 | 26.55 | 506 | 36 | 427 | |||
| 18 Dec | 859.45 | 9.5 | -1.45 | 25.02 | 1,149 | 105 | 391 | |||
| 17 Dec | 860.20 | 10.95 | -1.00 | 25.45 | 1,038 | 77 | 285 | |||
| 16 Dec | 858.95 | 11.95 | -3.75 | 27.11 | 418 | 75 | 208 | |||
| 13 Dec | 868.00 | 15.7 | -4.70 | 24.64 | 317 | 56 | 134 | |||
| 12 Dec | 870.05 | 20.4 | -25.15 | 27.55 | 101 | -11 | 77 | |||
| 11 Dec | 904.75 | 45.55 | 15.20 | 27.46 | 129 | -6 | 87 | |||
| 10 Dec | 881.05 | 30.35 | 4.20 | 27.37 | 643 | 40 | 93 | |||
| 9 Dec | 867.90 | 26.15 | -38.00 | 30.23 | 148 | 47 | 49 | |||
| 6 Dec | 919.70 | 64.15 | -2.80 | 36.09 | 2 | 0 | 2 | |||
| 5 Dec | 928.30 | 66.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 928.15 | 66.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 934.85 | 66.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 947.80 | 66.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 940.80 | 66.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 28 Nov | 916.90 | 66.95 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 27 Nov | 916.50 | 66.95 | 7.95 | 31.47 | 1 | 0 | 1 | |||
| 26 Nov | 910.60 | 59 | 18.50 | 27.70 | 1 | 0 | 0 | |||
| 25 Nov | 895.30 | 40.5 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 869.30 | 40.5 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 846.90 | 40.5 | 0.00 | 1.66 | 0 | 0 | 0 | |||
| 20 Nov | 850.80 | 40.5 | 0.00 | 1.58 | 0 | 0 | 0 | |||
| 19 Nov | 850.80 | 40.5 | 0.00 | 1.58 | 0 | 0 | 0 | |||
| 14 Nov | 861.60 | 40.5 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 898.45 | 40.5 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 861.35 | 40.5 | - | 0 | 0 | 0 | ||||
For Syngene International Ltd - strike price 870 expiring on 26DEC2024
Delta for 870 CE is 0.15
Historical price for 870 CE is as follows
On 20 Dec SYNGENE was trading at 844.00. The strike last trading price was 1.75, which was -3.75 lower than the previous day. The implied volatity was 21.23, the open interest changed by 38 which increased total open position to 465
On 19 Dec SYNGENE was trading at 849.95. The strike last trading price was 5.5, which was -4.00 lower than the previous day. The implied volatity was 26.55, the open interest changed by 36 which increased total open position to 427
On 18 Dec SYNGENE was trading at 859.45. The strike last trading price was 9.5, which was -1.45 lower than the previous day. The implied volatity was 25.02, the open interest changed by 105 which increased total open position to 391
On 17 Dec SYNGENE was trading at 860.20. The strike last trading price was 10.95, which was -1.00 lower than the previous day. The implied volatity was 25.45, the open interest changed by 77 which increased total open position to 285
On 16 Dec SYNGENE was trading at 858.95. The strike last trading price was 11.95, which was -3.75 lower than the previous day. The implied volatity was 27.11, the open interest changed by 75 which increased total open position to 208
On 13 Dec SYNGENE was trading at 868.00. The strike last trading price was 15.7, which was -4.70 lower than the previous day. The implied volatity was 24.64, the open interest changed by 56 which increased total open position to 134
On 12 Dec SYNGENE was trading at 870.05. The strike last trading price was 20.4, which was -25.15 lower than the previous day. The implied volatity was 27.55, the open interest changed by -11 which decreased total open position to 77
On 11 Dec SYNGENE was trading at 904.75. The strike last trading price was 45.55, which was 15.20 higher than the previous day. The implied volatity was 27.46, the open interest changed by -6 which decreased total open position to 87
On 10 Dec SYNGENE was trading at 881.05. The strike last trading price was 30.35, which was 4.20 higher than the previous day. The implied volatity was 27.37, the open interest changed by 40 which increased total open position to 93
On 9 Dec SYNGENE was trading at 867.90. The strike last trading price was 26.15, which was -38.00 lower than the previous day. The implied volatity was 30.23, the open interest changed by 47 which increased total open position to 49
On 6 Dec SYNGENE was trading at 919.70. The strike last trading price was 64.15, which was -2.80 lower than the previous day. The implied volatity was 36.09, the open interest changed by 0 which decreased total open position to 2
On 5 Dec SYNGENE was trading at 928.30. The strike last trading price was 66.95, 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 66.95, 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 66.95, 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 66.95, 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 66.95, 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 28 Nov SYNGENE was trading at 916.90. The strike last trading price was 66.95, 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 27 Nov SYNGENE was trading at 916.50. The strike last trading price was 66.95, which was 7.95 higher than the previous day. The implied volatity was 31.47, the open interest changed by 0 which decreased total open position to 1
On 26 Nov SYNGENE was trading at 910.60. The strike last trading price was 59, which was 18.50 higher than the previous day. The implied volatity was 27.70, 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 40.5, 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 40.5, 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 21 Nov SYNGENE was trading at 846.90. The strike last trading price was 40.5, which was 0.00 lower than the previous day. The implied volatity was 1.66, 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 40.5, which was 0.00 lower than the previous day. The implied volatity was 1.58, 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 40.5, which was 0.00 lower than the previous day. The implied volatity was 1.58, the open interest changed by 0 which decreased total open position to 0
On 14 Nov SYNGENE was trading at 861.60. The strike last trading price was 40.5, 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 8 Nov SYNGENE was trading at 898.45. The strike last trading price was 40.5, 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 40.5, 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 870 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.78
Vega: 0.32
Theta: -0.59
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 844.00 | 28.55 | 5.25 | 28.87 | 7 | -3 | 76 |
| 19 Dec | 849.95 | 23.3 | 5.30 | 25.21 | 64 | 0 | 79 |
| 18 Dec | 859.45 | 18 | 0.55 | 27.64 | 177 | -16 | 82 |
| 17 Dec | 860.20 | 17.45 | -2.35 | 26.19 | 141 | -10 | 100 |
| 16 Dec | 858.95 | 19.8 | 4.30 | 27.52 | 249 | 0 | 111 |
| 13 Dec | 868.00 | 15.5 | -0.95 | 23.18 | 302 | -2 | 110 |
| 12 Dec | 870.05 | 16.45 | 10.25 | 26.63 | 301 | 1 | 115 |
| 11 Dec | 904.75 | 6.2 | -10.35 | 28.06 | 539 | -50 | 110 |
| 10 Dec | 881.05 | 16.55 | -4.95 | 33.59 | 598 | 22 | 161 |
| 9 Dec | 867.90 | 21.5 | 16.90 | 33.04 | 732 | 84 | 139 |
| 6 Dec | 919.70 | 4.6 | 0.05 | 25.95 | 239 | 4 | 58 |
| 5 Dec | 928.30 | 4.55 | -0.65 | 28.50 | 21 | -2 | 54 |
| 4 Dec | 928.15 | 5.2 | 0.45 | 28.66 | 201 | 4 | 58 |
| 3 Dec | 934.85 | 4.75 | 0.30 | 28.78 | 127 | 6 | 53 |
| 2 Dec | 947.80 | 4.45 | -2.20 | 30.84 | 85 | -3 | 47 |
| 29 Nov | 940.80 | 6.65 | -5.35 | 30.64 | 104 | 21 | 49 |
| 28 Nov | 916.90 | 12 | -0.95 | 31.85 | 13 | 0 | 28 |
| 27 Nov | 916.50 | 12.95 | 0.15 | 33.72 | 41 | 21 | 29 |
| 26 Nov | 910.60 | 12.8 | -27.75 | 30.91 | 21 | 8 | 8 |
| 25 Nov | 895.30 | 40.55 | 0.00 | 3.36 | 0 | 0 | 0 |
| 22 Nov | 869.30 | 40.55 | 0.00 | 0.70 | 0 | 0 | 0 |
| 21 Nov | 846.90 | 40.55 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 850.80 | 40.55 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 850.80 | 40.55 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 861.60 | 40.55 | 0.00 | 0.41 | 0 | 0 | 0 |
| 8 Nov | 898.45 | 40.55 | 40.55 | 3.23 | 0 | 0 | 0 |
| 1 Nov | 861.35 | 0 | 0.60 | 0 | 0 | 0 | |
For Syngene International Ltd - strike price 870 expiring on 26DEC2024
Delta for 870 PE is -0.78
Historical price for 870 PE is as follows
On 20 Dec SYNGENE was trading at 844.00. The strike last trading price was 28.55, which was 5.25 higher than the previous day. The implied volatity was 28.87, the open interest changed by -3 which decreased total open position to 76
On 19 Dec SYNGENE was trading at 849.95. The strike last trading price was 23.3, which was 5.30 higher than the previous day. The implied volatity was 25.21, the open interest changed by 0 which decreased total open position to 79
On 18 Dec SYNGENE was trading at 859.45. The strike last trading price was 18, which was 0.55 higher than the previous day. The implied volatity was 27.64, the open interest changed by -16 which decreased total open position to 82
On 17 Dec SYNGENE was trading at 860.20. The strike last trading price was 17.45, which was -2.35 lower than the previous day. The implied volatity was 26.19, the open interest changed by -10 which decreased total open position to 100
On 16 Dec SYNGENE was trading at 858.95. The strike last trading price was 19.8, which was 4.30 higher than the previous day. The implied volatity was 27.52, the open interest changed by 0 which decreased total open position to 111
On 13 Dec SYNGENE was trading at 868.00. The strike last trading price was 15.5, which was -0.95 lower than the previous day. The implied volatity was 23.18, the open interest changed by -2 which decreased total open position to 110
On 12 Dec SYNGENE was trading at 870.05. The strike last trading price was 16.45, which was 10.25 higher than the previous day. The implied volatity was 26.63, the open interest changed by 1 which increased total open position to 115
On 11 Dec SYNGENE was trading at 904.75. The strike last trading price was 6.2, which was -10.35 lower than the previous day. The implied volatity was 28.06, the open interest changed by -50 which decreased total open position to 110
On 10 Dec SYNGENE was trading at 881.05. The strike last trading price was 16.55, which was -4.95 lower than the previous day. The implied volatity was 33.59, the open interest changed by 22 which increased total open position to 161
On 9 Dec SYNGENE was trading at 867.90. The strike last trading price was 21.5, which was 16.90 higher than the previous day. The implied volatity was 33.04, the open interest changed by 84 which increased total open position to 139
On 6 Dec SYNGENE was trading at 919.70. The strike last trading price was 4.6, which was 0.05 higher than the previous day. The implied volatity was 25.95, the open interest changed by 4 which increased total open position to 58
On 5 Dec SYNGENE was trading at 928.30. The strike last trading price was 4.55, which was -0.65 lower than the previous day. The implied volatity was 28.50, the open interest changed by -2 which decreased total open position to 54
On 4 Dec SYNGENE was trading at 928.15. The strike last trading price was 5.2, which was 0.45 higher than the previous day. The implied volatity was 28.66, the open interest changed by 4 which increased total open position to 58
On 3 Dec SYNGENE was trading at 934.85. The strike last trading price was 4.75, which was 0.30 higher than the previous day. The implied volatity was 28.78, the open interest changed by 6 which increased total open position to 53
On 2 Dec SYNGENE was trading at 947.80. The strike last trading price was 4.45, which was -2.20 lower than the previous day. The implied volatity was 30.84, the open interest changed by -3 which decreased total open position to 47
On 29 Nov SYNGENE was trading at 940.80. The strike last trading price was 6.65, which was -5.35 lower than the previous day. The implied volatity was 30.64, the open interest changed by 21 which increased total open position to 49
On 28 Nov SYNGENE was trading at 916.90. The strike last trading price was 12, which was -0.95 lower than the previous day. The implied volatity was 31.85, the open interest changed by 0 which decreased total open position to 28
On 27 Nov SYNGENE was trading at 916.50. The strike last trading price was 12.95, which was 0.15 higher than the previous day. The implied volatity was 33.72, the open interest changed by 21 which increased total open position to 29
On 26 Nov SYNGENE was trading at 910.60. The strike last trading price was 12.8, which was -27.75 lower than the previous day. The implied volatity was 30.91, the open interest changed by 8 which increased total open position to 8
On 25 Nov SYNGENE was trading at 895.30. The strike last trading price was 40.55, which was 0.00 lower than the previous day. The implied volatity was 3.36, 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 40.55, which was 0.00 lower than the previous day. The implied volatity was 0.70, 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 40.55, 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 40.55, 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 40.55, 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 14 Nov SYNGENE was trading at 861.60. The strike last trading price was 40.55, which was 0.00 lower than the previous day. The implied volatity was 0.41, 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 40.55, which was 40.55 higher than the previous day. The implied volatity was 3.23, 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 0.60, the open interest changed by 0 which decreased total open position to 0
