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

846.6 -0.60 (-0.07%)

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Historical option data for SYNGENE

26 Dec 2024 04:12 PM IST
SYNGENE 30JAN2025 900 CE
Delta: 0.23
Vega: 0.80
Theta: -0.30
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
26 Dec 846.60 7.6 -1.90 22.01 88 22 95
24 Dec 847.20 9.5 -2.35 22.47 30 13 73
23 Dec 842.60 11.85 -1.45 27.04 59 21 60
20 Dec 844.00 13.3 -1.50 26.76 36 16 39
19 Dec 849.95 14.8 -4.20 26.05 11 5 24
18 Dec 859.45 19 -2.65 26.07 2 0 18
17 Dec 860.20 21.65 1.75 27.73 3 1 18
16 Dec 858.95 19.9 -4.05 26.41 11 7 17
13 Dec 868.00 23.95 -2.55 26.69 8 1 10
12 Dec 870.05 26.5 -15.90 27.07 6 3 7
11 Dec 904.75 42.4 5.00 24.48 2 -1 3
10 Dec 881.05 37.4 13.25 29.52 9 3 5
9 Dec 867.90 24.15 -17.25 23.32 2 1 1
6 Dec 919.70 41.4 0.00 - 0 0 0
4 Dec 928.15 41.4 0.00 - 0 0 0
3 Dec 934.85 41.4 0.00 - 0 0 0
2 Dec 947.80 41.4 0.00 - 0 0 0
29 Nov 940.80 41.4 0.00 - 0 0 0
28 Nov 916.90 41.4 0.00 - 0 0 0
27 Nov 916.50 41.4 0.00 - 0 0 0
26 Nov 910.60 41.4 0.00 - 0 0 0
25 Nov 895.30 41.4 0.00 - 0 0 0
22 Nov 869.30 41.4 0.00 1.16 0 0 0
21 Nov 846.90 41.4 0.00 2.84 0 0 0
20 Nov 850.80 41.4 0.00 2.32 0 0 0
19 Nov 850.80 41.4 0.00 2.32 0 0 0
18 Nov 842.75 41.4 0.00 3.05 0 0 0
14 Nov 861.60 41.4 0.00 1.45 0 0 0
13 Nov 862.75 41.4 0.00 1.33 0 0 0
12 Nov 889.30 41.4 41.40 - 0 0 0
11 Nov 888.75 0 0.00 - 0 0 0
8 Nov 898.45 0 0.00 - 0 0 0
7 Nov 913.50 0 0.00 - 0 0 0
6 Nov 903.85 0 0.00 - 0 0 0
5 Nov 867.75 0 0.00 0.75 0 0 0
4 Nov 865.20 0 0.97 0 0 0


For Syngene International Ltd - strike price 900 expiring on 30JAN2025

Delta for 900 CE is 0.23

Historical price for 900 CE is as follows

On 26 Dec SYNGENE was trading at 846.60. The strike last trading price was 7.6, which was -1.90 lower than the previous day. The implied volatity was 22.01, the open interest changed by 22 which increased total open position to 95


On 24 Dec SYNGENE was trading at 847.20. The strike last trading price was 9.5, which was -2.35 lower than the previous day. The implied volatity was 22.47, the open interest changed by 13 which increased total open position to 73


On 23 Dec SYNGENE was trading at 842.60. The strike last trading price was 11.85, which was -1.45 lower than the previous day. The implied volatity was 27.04, the open interest changed by 21 which increased total open position to 60


On 20 Dec SYNGENE was trading at 844.00. The strike last trading price was 13.3, which was -1.50 lower than the previous day. The implied volatity was 26.76, the open interest changed by 16 which increased total open position to 39


On 19 Dec SYNGENE was trading at 849.95. The strike last trading price was 14.8, which was -4.20 lower than the previous day. The implied volatity was 26.05, the open interest changed by 5 which increased total open position to 24


On 18 Dec SYNGENE was trading at 859.45. The strike last trading price was 19, which was -2.65 lower than the previous day. The implied volatity was 26.07, the open interest changed by 0 which decreased total open position to 18


On 17 Dec SYNGENE was trading at 860.20. The strike last trading price was 21.65, which was 1.75 higher than the previous day. The implied volatity was 27.73, the open interest changed by 1 which increased total open position to 18


On 16 Dec SYNGENE was trading at 858.95. The strike last trading price was 19.9, which was -4.05 lower than the previous day. The implied volatity was 26.41, the open interest changed by 7 which increased total open position to 17


On 13 Dec SYNGENE was trading at 868.00. The strike last trading price was 23.95, which was -2.55 lower than the previous day. The implied volatity was 26.69, the open interest changed by 1 which increased total open position to 10


On 12 Dec SYNGENE was trading at 870.05. The strike last trading price was 26.5, which was -15.90 lower than the previous day. The implied volatity was 27.07, the open interest changed by 3 which increased total open position to 7


On 11 Dec SYNGENE was trading at 904.75. The strike last trading price was 42.4, which was 5.00 higher than the previous day. The implied volatity was 24.48, the open interest changed by -1 which decreased total open position to 3


On 10 Dec SYNGENE was trading at 881.05. The strike last trading price was 37.4, which was 13.25 higher than the previous day. The implied volatity was 29.52, the open interest changed by 3 which increased total open position to 5


On 9 Dec SYNGENE was trading at 867.90. The strike last trading price was 24.15, which was -17.25 lower than the previous day. The implied volatity was 23.32, the open interest changed by 1 which increased total open position to 1


On 6 Dec SYNGENE was trading at 919.70. The strike last trading price was 41.4, 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 4 Dec SYNGENE was trading at 928.15. The strike last trading price was 41.4, 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 3 Dec SYNGENE was trading at 934.85. The strike last trading price was 41.4, 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 2 Dec SYNGENE was trading at 947.80. The strike last trading price was 41.4, 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 29 Nov SYNGENE was trading at 940.80. The strike last trading price was 41.4, 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 28 Nov SYNGENE was trading at 916.90. The strike last trading price was 41.4, 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 27 Nov SYNGENE was trading at 916.50. The strike last trading price was 41.4, 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 26 Nov SYNGENE was trading at 910.60. The strike last trading price was 41.4, 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 25 Nov SYNGENE was trading at 895.30. The strike last trading price was 41.4, 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 41.4, which was 0.00 lower than the previous day. The implied volatity was 1.16, 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 41.4, which was 0.00 lower than the previous day. The implied volatity was 2.84, 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 41.4, which was 0.00 lower than the previous day. The implied volatity was 2.32, 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 41.4, which was 0.00 lower than the previous day. The implied volatity was 2.32, the open interest changed by 0 which decreased total open position to 0


On 18 Nov SYNGENE was trading at 842.75. The strike last trading price was 41.4, which was 0.00 lower than the previous day. The implied volatity was 3.05, 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 41.4, which was 0.00 lower than the previous day. The implied volatity was 1.45, the open interest changed by 0 which decreased total open position to 0


On 13 Nov SYNGENE was trading at 862.75. The strike last trading price was 41.4, which was 0.00 lower than the previous day. The implied volatity was 1.33, the open interest changed by 0 which decreased total open position to 0


On 12 Nov SYNGENE was trading at 889.30. The strike last trading price was 41.4, which was 41.40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Nov SYNGENE was trading at 888.75. The strike last trading price was 0, 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 0, 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 7 Nov SYNGENE was trading at 913.50. The strike last trading price was 0, 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 6 Nov SYNGENE was trading at 903.85. The strike last trading price was 0, 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 5 Nov SYNGENE was trading at 867.75. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.75, the open interest changed by 0 which decreased total open position to 0


On 4 Nov SYNGENE was trading at 865.20. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.97, the open interest changed by 0 which decreased total open position to 0


SYNGENE 30JAN2025 900 PE
Delta: -0.75
Vega: 0.83
Theta: -0.09
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
26 Dec 846.60 53.75 -1.90 23.28 7 3 13
24 Dec 847.20 55.65 -5.40 27.90 6 3 9
23 Dec 842.60 61.05 0.00 0.00 0 0 0
20 Dec 844.00 61.05 3.60 28.60 1 0 6
19 Dec 849.95 57.45 13.45 28.88 2 -1 6
18 Dec 859.45 44 0.00 0.00 0 0 0
17 Dec 860.20 44 0.00 0.00 0 0 0
16 Dec 858.95 44 0.00 0.00 0 0 0
13 Dec 868.00 44 0.00 0.00 0 0 0
12 Dec 870.05 44 0.00 0.00 0 0 0
11 Dec 904.75 44 0.00 0.00 0 2 0
10 Dec 881.05 44 -6.00 32.09 3 1 6
9 Dec 867.90 50 27.60 31.96 2 0 4
6 Dec 919.70 22.4 1.70 25.97 1 0 3
4 Dec 928.15 20.7 0.00 0.00 0 1 0
3 Dec 934.85 20.7 4.25 27.82 1 0 2
2 Dec 947.80 16.45 -48.50 27.04 2 0 0
29 Nov 940.80 64.95 0.00 3.81 0 0 0
28 Nov 916.90 64.95 0.00 2.31 0 0 0
27 Nov 916.50 64.95 0.00 2.59 0 0 0
26 Nov 910.60 64.95 64.95 2.07 0 0 0
25 Nov 895.30 0 0.00 0.98 0 0 0
22 Nov 869.30 0 0.00 - 0 0 0
21 Nov 846.90 0 0.00 - 0 0 0
20 Nov 850.80 0 0.00 - 0 0 0
19 Nov 850.80 0 0.00 - 0 0 0
18 Nov 842.75 0 0.00 - 0 0 0
14 Nov 861.60 0 0.00 - 0 0 0
13 Nov 862.75 0 0.00 - 0 0 0
12 Nov 889.30 0 0.00 0.67 0 0 0
11 Nov 888.75 0 0.00 0.78 0 0 0
8 Nov 898.45 0 0.00 1.31 0 0 0
7 Nov 913.50 0 0.00 2.32 0 0 0
6 Nov 903.85 0 0.00 1.51 0 0 0
5 Nov 867.75 0 0.00 - 0 0 0
4 Nov 865.20 0 - 0 0 0


For Syngene International Ltd - strike price 900 expiring on 30JAN2025

Delta for 900 PE is -0.75

Historical price for 900 PE is as follows

On 26 Dec SYNGENE was trading at 846.60. The strike last trading price was 53.75, which was -1.90 lower than the previous day. The implied volatity was 23.28, the open interest changed by 3 which increased total open position to 13


On 24 Dec SYNGENE was trading at 847.20. The strike last trading price was 55.65, which was -5.40 lower than the previous day. The implied volatity was 27.90, the open interest changed by 3 which increased total open position to 9


On 23 Dec SYNGENE was trading at 842.60. The strike last trading price was 61.05, 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 20 Dec SYNGENE was trading at 844.00. The strike last trading price was 61.05, which was 3.60 higher than the previous day. The implied volatity was 28.60, the open interest changed by 0 which decreased total open position to 6


On 19 Dec SYNGENE was trading at 849.95. The strike last trading price was 57.45, which was 13.45 higher than the previous day. The implied volatity was 28.88, the open interest changed by -1 which decreased total open position to 6


On 18 Dec SYNGENE was trading at 859.45. The strike last trading price was 44, 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 17 Dec SYNGENE was trading at 860.20. The strike last trading price was 44, 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 16 Dec SYNGENE was trading at 858.95. The strike last trading price was 44, 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 13 Dec SYNGENE was trading at 868.00. The strike last trading price was 44, 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 12 Dec SYNGENE was trading at 870.05. The strike last trading price was 44, 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 11 Dec SYNGENE was trading at 904.75. The strike last trading price was 44, 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 10 Dec SYNGENE was trading at 881.05. The strike last trading price was 44, which was -6.00 lower than the previous day. The implied volatity was 32.09, the open interest changed by 1 which increased total open position to 6


On 9 Dec SYNGENE was trading at 867.90. The strike last trading price was 50, which was 27.60 higher than the previous day. The implied volatity was 31.96, the open interest changed by 0 which decreased total open position to 4


On 6 Dec SYNGENE was trading at 919.70. The strike last trading price was 22.4, which was 1.70 higher than the previous day. The implied volatity was 25.97, the open interest changed by 0 which decreased total open position to 3


On 4 Dec SYNGENE was trading at 928.15. The strike last trading price was 20.7, 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 3 Dec SYNGENE was trading at 934.85. The strike last trading price was 20.7, which was 4.25 higher than the previous day. The implied volatity was 27.82, the open interest changed by 0 which decreased total open position to 2


On 2 Dec SYNGENE was trading at 947.80. The strike last trading price was 16.45, which was -48.50 lower than the previous day. The implied volatity was 27.04, 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 64.95, which was 0.00 lower than the previous day. The implied volatity was 3.81, 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 64.95, which was 0.00 lower than the previous day. The implied volatity was 2.31, the open interest changed by 0 which decreased total open position to 0


On 27 Nov SYNGENE was trading at 916.50. The strike last trading price was 64.95, which was 0.00 lower than the previous day. The implied volatity was 2.59, the open interest changed by 0 which decreased total open position to 0


On 26 Nov SYNGENE was trading at 910.60. The strike last trading price was 64.95, which was 64.95 higher than the previous day. The implied volatity was 2.07, 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 0, which was 0.00 lower than the previous day. The implied volatity was 0.98, 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 0, 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 0, 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 0, 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 0, 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 18 Nov SYNGENE was trading at 842.75. The strike last trading price was 0, 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 0, 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 13 Nov SYNGENE was trading at 862.75. The strike last trading price was 0, 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 12 Nov SYNGENE was trading at 889.30. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.67, the open interest changed by 0 which decreased total open position to 0


On 11 Nov SYNGENE was trading at 888.75. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.78, 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 0, which was 0.00 lower than the previous day. The implied volatity was 1.31, the open interest changed by 0 which decreased total open position to 0


On 7 Nov SYNGENE was trading at 913.50. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.32, the open interest changed by 0 which decreased total open position to 0


On 6 Nov SYNGENE was trading at 903.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.51, the open interest changed by 0 which decreased total open position to 0


On 5 Nov SYNGENE was trading at 867.75. The strike last trading price was 0, 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 4 Nov SYNGENE was trading at 865.20. 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