SYNGENE
Syngene International Ltd
Historical option data for SYNGENE
21 Nov 2024 04:12 PM IST
| SYNGENE 28NOV2024 870 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.24
Vega: 0.37
Theta: -0.71
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 846.90 | 4.15 | -2.85 | 24.78 | 206 | 8 | 142 | |||
| 20 Nov | 850.80 | 7 | 0.00 | 28.06 | 107 | 8 | 135 | |||
| 19 Nov | 850.80 | 7 | 0.10 | 28.06 | 107 | 9 | 135 | |||
| 18 Nov | 842.75 | 6.9 | -6.70 | 29.36 | 124 | 22 | 126 | |||
| 14 Nov | 861.60 | 13.6 | -3.75 | 22.39 | 125 | 3 | 108 | |||
| 13 Nov | 862.75 | 17.35 | -15.55 | 26.50 | 84 | 8 | 106 | |||
| 12 Nov | 889.30 | 32.9 | -0.60 | 27.30 | 2 | 0 | 98 | |||
| 11 Nov | 888.75 | 33.5 | -15.00 | 23.84 | 35 | 12 | 98 | |||
| 8 Nov | 898.45 | 48.5 | -5.75 | 38.05 | 9 | -4 | 86 | |||
| 7 Nov | 913.50 | 54.25 | 0.65 | 28.83 | 23 | 4 | 90 | |||
| 6 Nov | 903.85 | 53.6 | 30.10 | 23.06 | 388 | 0 | 84 | |||
| 5 Nov | 867.75 | 23.5 | -1.60 | 24.61 | 151 | -15 | 84 | |||
| 4 Nov | 865.20 | 25.1 | 2.10 | 27.98 | 286 | 40 | 100 | |||
| 1 Nov | 861.35 | 23 | 5.10 | 24.02 | 3 | 0 | 59 | |||
| 31 Oct | 860.25 | 17.9 | -6.85 | - | 69 | 48 | 60 | |||
| 30 Oct | 861.85 | 24.75 | 2.25 | - | 8 | 3 | 13 | |||
| 29 Oct | 849.25 | 22.5 | -16.30 | - | 24 | 7 | 10 | |||
| 28 Oct | 871.30 | 38.8 | 7.30 | - | 6 | 2 | 2 | |||
| 25 Oct | 874.85 | 31.5 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 879.75 | 31.5 | 0.00 | - | 0 | 1 | 0 | |||
| 23 Oct | 836.85 | 31.5 | -23.10 | - | 1 | 0 | 0 | |||
| 22 Oct | 838.70 | 54.6 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 877.40 | 54.6 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 878.55 | 54.6 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 886.85 | 54.6 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 890.00 | 54.6 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 879.90 | 54.6 | 0.00 | - | 0 | 0 | 0 | |||
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| 10 Oct | 880.90 | 54.6 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 869.30 | 54.6 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 884.35 | 54.6 | - | 0 | 0 | 0 | ||||
For Syngene International Ltd - strike price 870 expiring on 28NOV2024
Delta for 870 CE is 0.24
Historical price for 870 CE is as follows
On 21 Nov SYNGENE was trading at 846.90. The strike last trading price was 4.15, which was -2.85 lower than the previous day. The implied volatity was 24.78, the open interest changed by 8 which increased total open position to 142
On 20 Nov SYNGENE was trading at 850.80. The strike last trading price was 7, which was 0.00 lower than the previous day. The implied volatity was 28.06, the open interest changed by 8 which increased total open position to 135
On 19 Nov SYNGENE was trading at 850.80. The strike last trading price was 7, which was 0.10 higher than the previous day. The implied volatity was 28.06, the open interest changed by 9 which increased total open position to 135
On 18 Nov SYNGENE was trading at 842.75. The strike last trading price was 6.9, which was -6.70 lower than the previous day. The implied volatity was 29.36, the open interest changed by 22 which increased total open position to 126
On 14 Nov SYNGENE was trading at 861.60. The strike last trading price was 13.6, which was -3.75 lower than the previous day. The implied volatity was 22.39, the open interest changed by 3 which increased total open position to 108
On 13 Nov SYNGENE was trading at 862.75. The strike last trading price was 17.35, which was -15.55 lower than the previous day. The implied volatity was 26.50, the open interest changed by 8 which increased total open position to 106
On 12 Nov SYNGENE was trading at 889.30. The strike last trading price was 32.9, which was -0.60 lower than the previous day. The implied volatity was 27.30, the open interest changed by 0 which decreased total open position to 98
On 11 Nov SYNGENE was trading at 888.75. The strike last trading price was 33.5, which was -15.00 lower than the previous day. The implied volatity was 23.84, the open interest changed by 12 which increased total open position to 98
On 8 Nov SYNGENE was trading at 898.45. The strike last trading price was 48.5, which was -5.75 lower than the previous day. The implied volatity was 38.05, the open interest changed by -4 which decreased total open position to 86
On 7 Nov SYNGENE was trading at 913.50. The strike last trading price was 54.25, which was 0.65 higher than the previous day. The implied volatity was 28.83, the open interest changed by 4 which increased total open position to 90
On 6 Nov SYNGENE was trading at 903.85. The strike last trading price was 53.6, which was 30.10 higher than the previous day. The implied volatity was 23.06, the open interest changed by 0 which decreased total open position to 84
On 5 Nov SYNGENE was trading at 867.75. The strike last trading price was 23.5, which was -1.60 lower than the previous day. The implied volatity was 24.61, the open interest changed by -15 which decreased total open position to 84
On 4 Nov SYNGENE was trading at 865.20. The strike last trading price was 25.1, which was 2.10 higher than the previous day. The implied volatity was 27.98, the open interest changed by 40 which increased total open position to 100
On 1 Nov SYNGENE was trading at 861.35. The strike last trading price was 23, which was 5.10 higher than the previous day. The implied volatity was 24.02, the open interest changed by 0 which decreased total open position to 59
On 31 Oct SYNGENE was trading at 860.25. The strike last trading price was 17.9, which was -6.85 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 24.75, which was 2.25 higher 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 22.5, which was -16.30 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 38.8, which was 7.30 higher 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 31.5, 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 24 Oct SYNGENE was trading at 879.75. The strike last trading price was 31.5, 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 23 Oct SYNGENE was trading at 836.85. The strike last trading price was 31.5, which was -23.10 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 54.6, 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 54.6, 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 54.6, 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 54.6, 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 54.6, 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 54.6, 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 54.6, 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 54.6, 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 54.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SYNGENE 28NOV2024 870 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.73
Vega: 0.39
Theta: -0.58
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 846.90 | 26 | 2.50 | 27.47 | 30 | -5 | 86 |
| 20 Nov | 850.80 | 23.5 | 0.00 | 18.91 | 41 | 0 | 92 |
| 19 Nov | 850.80 | 23.5 | -6.70 | 18.91 | 41 | 1 | 92 |
| 18 Nov | 842.75 | 30.2 | 11.35 | 24.91 | 106 | -10 | 91 |
| 14 Nov | 861.60 | 18.85 | -1.95 | 25.48 | 33 | -10 | 101 |
| 13 Nov | 862.75 | 20.8 | 10.45 | 27.96 | 175 | 10 | 116 |
| 12 Nov | 889.30 | 10.35 | -0.70 | 26.48 | 59 | -3 | 107 |
| 11 Nov | 888.75 | 11.05 | 0.55 | 28.28 | 68 | -3 | 111 |
| 8 Nov | 898.45 | 10.5 | 2.90 | 27.21 | 43 | -3 | 116 |
| 7 Nov | 913.50 | 7.6 | -0.65 | 28.19 | 66 | 4 | 120 |
| 6 Nov | 903.85 | 8.25 | -14.15 | 29.53 | 252 | -56 | 121 |
| 5 Nov | 867.75 | 22.4 | -3.40 | 28.15 | 165 | -97 | 178 |
| 4 Nov | 865.20 | 25.8 | -3.00 | 29.57 | 310 | 254 | 273 |
| 1 Nov | 861.35 | 28.8 | 0.00 | 0.00 | 0 | 4 | 0 |
| 31 Oct | 860.25 | 28.8 | -2.15 | - | 10 | 3 | 18 |
| 30 Oct | 861.85 | 30.95 | -7.00 | - | 4 | 0 | 15 |
| 29 Oct | 849.25 | 37.95 | 7.95 | - | 21 | 8 | 15 |
| 28 Oct | 871.30 | 30 | 0.00 | - | 6 | 7 | 7 |
| 25 Oct | 874.85 | 30 | 0.00 | - | 0 | 2 | 0 |
| 24 Oct | 879.75 | 30 | -14.05 | - | 3 | 2 | 7 |
| 23 Oct | 836.85 | 44.05 | 6.05 | - | 1 | 0 | 5 |
| 22 Oct | 838.70 | 38 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 877.40 | 38 | 0.00 | - | 0 | 4 | 0 |
| 17 Oct | 878.55 | 38 | 10.00 | - | 5 | 2 | 3 |
| 15 Oct | 886.85 | 28 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 890.00 | 28 | 0.00 | - | 0 | 1 | 0 |
| 11 Oct | 879.90 | 28 | -5.35 | - | 1 | 0 | 0 |
| 10 Oct | 880.90 | 33.35 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 869.30 | 33.35 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 884.35 | 33.35 | - | 0 | 0 | 0 | |
For Syngene International Ltd - strike price 870 expiring on 28NOV2024
Delta for 870 PE is -0.73
Historical price for 870 PE is as follows
On 21 Nov SYNGENE was trading at 846.90. The strike last trading price was 26, which was 2.50 higher than the previous day. The implied volatity was 27.47, the open interest changed by -5 which decreased total open position to 86
On 20 Nov SYNGENE was trading at 850.80. The strike last trading price was 23.5, which was 0.00 lower than the previous day. The implied volatity was 18.91, the open interest changed by 0 which decreased total open position to 92
On 19 Nov SYNGENE was trading at 850.80. The strike last trading price was 23.5, which was -6.70 lower than the previous day. The implied volatity was 18.91, the open interest changed by 1 which increased total open position to 92
On 18 Nov SYNGENE was trading at 842.75. The strike last trading price was 30.2, which was 11.35 higher than the previous day. The implied volatity was 24.91, the open interest changed by -10 which decreased total open position to 91
On 14 Nov SYNGENE was trading at 861.60. The strike last trading price was 18.85, which was -1.95 lower than the previous day. The implied volatity was 25.48, the open interest changed by -10 which decreased total open position to 101
On 13 Nov SYNGENE was trading at 862.75. The strike last trading price was 20.8, which was 10.45 higher than the previous day. The implied volatity was 27.96, the open interest changed by 10 which increased total open position to 116
On 12 Nov SYNGENE was trading at 889.30. The strike last trading price was 10.35, which was -0.70 lower than the previous day. The implied volatity was 26.48, the open interest changed by -3 which decreased total open position to 107
On 11 Nov SYNGENE was trading at 888.75. The strike last trading price was 11.05, which was 0.55 higher than the previous day. The implied volatity was 28.28, the open interest changed by -3 which decreased total open position to 111
On 8 Nov SYNGENE was trading at 898.45. The strike last trading price was 10.5, which was 2.90 higher than the previous day. The implied volatity was 27.21, the open interest changed by -3 which decreased total open position to 116
On 7 Nov SYNGENE was trading at 913.50. The strike last trading price was 7.6, which was -0.65 lower than the previous day. The implied volatity was 28.19, the open interest changed by 4 which increased total open position to 120
On 6 Nov SYNGENE was trading at 903.85. The strike last trading price was 8.25, which was -14.15 lower than the previous day. The implied volatity was 29.53, the open interest changed by -56 which decreased total open position to 121
On 5 Nov SYNGENE was trading at 867.75. The strike last trading price was 22.4, which was -3.40 lower than the previous day. The implied volatity was 28.15, the open interest changed by -97 which decreased total open position to 178
On 4 Nov SYNGENE was trading at 865.20. The strike last trading price was 25.8, which was -3.00 lower than the previous day. The implied volatity was 29.57, the open interest changed by 254 which increased total open position to 273
On 1 Nov SYNGENE was trading at 861.35. The strike last trading price was 28.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 31 Oct SYNGENE was trading at 860.25. The strike last trading price was 28.8, which was -2.15 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 30.95, which was -7.00 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 37.95, which was 7.95 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 30, 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 30, 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 30, which was -14.05 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 44.05, which was 6.05 higher 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 38, 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 38, 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 38, which was 10.00 higher 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 28, 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 28, 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 28, which was -5.35 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 33.35, 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 33.35, 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 33.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
