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[--[65.84.65.76]--]
SYNGENE
Syngene International Ltd

934.85 -12.95 (-1.37%)

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Historical option data for SYNGENE

03 Dec 2024 04:12 PM IST
SYNGENE 26DEC2024 870 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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 0.00

Historical price for 870 CE is as follows

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
Delta: -0.13
Vega: 0.51
Theta: -0.28
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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 -0.13

Historical price for 870 PE is as follows

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