SYNGENE
Syngene International Ltd
Historical option data for SYNGENE
03 Dec 2024 04:12 PM IST
| SYNGENE 26DEC2024 890 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.87
Vega: 0.49
Theta: -0.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 934.85 | 52.4 | 2.40 | 19.54 | 4 | 3 | 5 | |||
| 2 Dec | 947.80 | 50 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 940.80 | 50 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 28 Nov | 916.90 | 50 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 27 Nov | 916.50 | 50 | 7.10 | 28.06 | 3 | 1 | 2 | |||
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| 26 Nov | 910.60 | 42.9 | 11.10 | 25.21 | 1 | 0 | 0 | |||
| 25 Nov | 895.30 | 31.8 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 869.30 | 31.8 | 0.00 | 1.36 | 0 | 0 | 0 | |||
| 21 Nov | 846.90 | 31.8 | 0.00 | 3.43 | 0 | 0 | 0 | |||
| 20 Nov | 850.80 | 31.8 | 0.00 | 3.09 | 0 | 0 | 0 | |||
| 19 Nov | 850.80 | 31.8 | 0.00 | 3.09 | 0 | 0 | 0 | |||
| 14 Nov | 861.60 | 31.8 | 0.00 | 1.71 | 0 | 0 | 0 | |||
| 8 Nov | 898.45 | 31.8 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 861.35 | 31.8 | 1.44 | 0 | 0 | 0 | ||||
For Syngene International Ltd - strike price 890 expiring on 26DEC2024
Delta for 890 CE is 0.87
Historical price for 890 CE is as follows
On 3 Dec SYNGENE was trading at 934.85. The strike last trading price was 52.4, which was 2.40 higher than the previous day. The implied volatity was 19.54, the open interest changed by 3 which increased total open position to 5
On 2 Dec SYNGENE was trading at 947.80. The strike last trading price was 50, 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 50, 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 50, 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 50, which was 7.10 higher than the previous day. The implied volatity was 28.06, the open interest changed by 1 which increased total open position to 2
On 26 Nov SYNGENE was trading at 910.60. The strike last trading price was 42.9, which was 11.10 higher than the previous day. The implied volatity was 25.21, 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 31.8, 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 31.8, which was 0.00 lower than the previous day. The implied volatity was 1.36, 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 31.8, which was 0.00 lower than the previous day. The implied volatity was 3.43, 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 31.8, which was 0.00 lower than the previous day. The implied volatity was 3.09, 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 31.8, which was 0.00 lower than the previous day. The implied volatity was 3.09, 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 31.8, which was 0.00 lower than the previous day. The implied volatity was 1.71, 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 31.8, 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 31.8, which was lower than the previous day. The implied volatity was 1.44, the open interest changed by 0 which decreased total open position to 0
| SYNGENE 26DEC2024 890 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.21
Vega: 0.68
Theta: -0.36
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 934.85 | 8.1 | 0.45 | 28.08 | 100 | -14 | 26 |
| 2 Dec | 947.80 | 7.65 | -2.65 | 30.62 | 108 | 34 | 41 |
| 29 Nov | 940.80 | 10.3 | -7.30 | 29.81 | 32 | 4 | 5 |
| 28 Nov | 916.90 | 17.6 | 0.00 | 0.00 | 0 | 1 | 0 |
| 27 Nov | 916.50 | 17.6 | -34.10 | 32.08 | 4 | 1 | 1 |
| 26 Nov | 910.60 | 51.7 | 0.00 | 3.17 | 0 | 0 | 0 |
| 25 Nov | 895.30 | 51.7 | 0.00 | 1.29 | 0 | 0 | 0 |
| 22 Nov | 869.30 | 51.7 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 846.90 | 51.7 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 850.80 | 51.7 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 850.80 | 51.7 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 861.60 | 51.7 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 898.45 | 51.7 | 51.70 | 1.62 | 0 | 0 | 0 |
| 1 Nov | 861.35 | 0 | - | 0 | 0 | 0 | |
For Syngene International Ltd - strike price 890 expiring on 26DEC2024
Delta for 890 PE is -0.21
Historical price for 890 PE is as follows
On 3 Dec SYNGENE was trading at 934.85. The strike last trading price was 8.1, which was 0.45 higher than the previous day. The implied volatity was 28.08, the open interest changed by -14 which decreased total open position to 26
On 2 Dec SYNGENE was trading at 947.80. The strike last trading price was 7.65, which was -2.65 lower than the previous day. The implied volatity was 30.62, the open interest changed by 34 which increased total open position to 41
On 29 Nov SYNGENE was trading at 940.80. The strike last trading price was 10.3, which was -7.30 lower than the previous day. The implied volatity was 29.81, the open interest changed by 4 which increased total open position to 5
On 28 Nov SYNGENE was trading at 916.90. The strike last trading price was 17.6, 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 17.6, which was -34.10 lower than the previous day. The implied volatity was 32.08, the open interest changed by 1 which increased total open position to 1
On 26 Nov SYNGENE was trading at 910.60. The strike last trading price was 51.7, which was 0.00 lower than the previous day. The implied volatity was 3.17, 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 51.7, which was 0.00 lower than the previous day. The implied volatity was 1.29, 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 51.7, 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 51.7, 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 51.7, 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 51.7, 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 51.7, 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 51.7, which was 51.70 higher than the previous day. The implied volatity was 1.62, 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 -, the open interest changed by 0 which decreased total open position to 0
