SYNGENE
Syngene International Ltd
Historical option data for SYNGENE
20 Dec 2024 04:12 PM IST
| SYNGENE 26DEC2024 910 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 0.10
Theta: -0.29
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 844.00 | 0.65 | -0.80 | 33.37 | 369 | 3 | 439 | |||
| 19 Dec | 849.95 | 1.45 | -1.05 | 33.77 | 416 | 80 | 458 | |||
| 18 Dec | 859.45 | 2.5 | -0.30 | 31.13 | 246 | 22 | 378 | |||
| 17 Dec | 860.20 | 2.8 | -0.30 | 29.88 | 129 | -11 | 355 | |||
| 16 Dec | 858.95 | 3.1 | -1.05 | 29.96 | 237 | 26 | 371 | |||
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| 13 Dec | 868.00 | 4.15 | -2.90 | 26.11 | 413 | 29 | 345 | |||
| 12 Dec | 870.05 | 7.05 | -13.60 | 29.25 | 690 | 96 | 316 | |||
| 11 Dec | 904.75 | 20.65 | 8.25 | 28.30 | 2,051 | 49 | 220 | |||
| 10 Dec | 881.05 | 12.4 | 1.25 | 28.81 | 972 | -1 | 175 | |||
| 9 Dec | 867.90 | 11.15 | -19.50 | 31.58 | 450 | 150 | 175 | |||
| 6 Dec | 919.70 | 30.65 | -5.85 | 27.11 | 6 | 3 | 25 | |||
| 5 Dec | 928.30 | 36.5 | -5.10 | 24.59 | 1 | 0 | 23 | |||
| 4 Dec | 928.15 | 41.6 | -0.05 | 31.47 | 1 | 0 | 22 | |||
| 3 Dec | 934.85 | 41.65 | -9.70 | 26.16 | 6 | -1 | 23 | |||
| 2 Dec | 947.80 | 51.35 | 2.30 | 25.87 | 7 | -2 | 24 | |||
| 29 Nov | 940.80 | 49.05 | 10.55 | 29.97 | 42 | 2 | 28 | |||
| 28 Nov | 916.90 | 38.5 | -2.95 | 32.04 | 30 | 7 | 26 | |||
| 27 Nov | 916.50 | 41.45 | 5.45 | 32.01 | 47 | 4 | 19 | |||
| 26 Nov | 910.60 | 36 | 24.00 | 30.09 | 50 | 13 | 14 | |||
| 25 Nov | 895.30 | 12 | -12.60 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 898.45 | 24.6 | 24.60 | 0.31 | 0 | 0 | 0 | |||
| 1 Nov | 861.35 | 0 | 2.73 | 0 | 0 | 0 | ||||
For Syngene International Ltd - strike price 910 expiring on 26DEC2024
Delta for 910 CE is 0.04
Historical price for 910 CE is as follows
On 20 Dec SYNGENE was trading at 844.00. The strike last trading price was 0.65, which was -0.80 lower than the previous day. The implied volatity was 33.37, the open interest changed by 3 which increased total open position to 439
On 19 Dec SYNGENE was trading at 849.95. The strike last trading price was 1.45, which was -1.05 lower than the previous day. The implied volatity was 33.77, the open interest changed by 80 which increased total open position to 458
On 18 Dec SYNGENE was trading at 859.45. The strike last trading price was 2.5, which was -0.30 lower than the previous day. The implied volatity was 31.13, the open interest changed by 22 which increased total open position to 378
On 17 Dec SYNGENE was trading at 860.20. The strike last trading price was 2.8, which was -0.30 lower than the previous day. The implied volatity was 29.88, the open interest changed by -11 which decreased total open position to 355
On 16 Dec SYNGENE was trading at 858.95. The strike last trading price was 3.1, which was -1.05 lower than the previous day. The implied volatity was 29.96, the open interest changed by 26 which increased total open position to 371
On 13 Dec SYNGENE was trading at 868.00. The strike last trading price was 4.15, which was -2.90 lower than the previous day. The implied volatity was 26.11, the open interest changed by 29 which increased total open position to 345
On 12 Dec SYNGENE was trading at 870.05. The strike last trading price was 7.05, which was -13.60 lower than the previous day. The implied volatity was 29.25, the open interest changed by 96 which increased total open position to 316
On 11 Dec SYNGENE was trading at 904.75. The strike last trading price was 20.65, which was 8.25 higher than the previous day. The implied volatity was 28.30, the open interest changed by 49 which increased total open position to 220
On 10 Dec SYNGENE was trading at 881.05. The strike last trading price was 12.4, which was 1.25 higher than the previous day. The implied volatity was 28.81, the open interest changed by -1 which decreased total open position to 175
On 9 Dec SYNGENE was trading at 867.90. The strike last trading price was 11.15, which was -19.50 lower than the previous day. The implied volatity was 31.58, the open interest changed by 150 which increased total open position to 175
On 6 Dec SYNGENE was trading at 919.70. The strike last trading price was 30.65, which was -5.85 lower than the previous day. The implied volatity was 27.11, the open interest changed by 3 which increased total open position to 25
On 5 Dec SYNGENE was trading at 928.30. The strike last trading price was 36.5, which was -5.10 lower than the previous day. The implied volatity was 24.59, the open interest changed by 0 which decreased total open position to 23
On 4 Dec SYNGENE was trading at 928.15. The strike last trading price was 41.6, which was -0.05 lower than the previous day. The implied volatity was 31.47, the open interest changed by 0 which decreased total open position to 22
On 3 Dec SYNGENE was trading at 934.85. The strike last trading price was 41.65, which was -9.70 lower than the previous day. The implied volatity was 26.16, the open interest changed by -1 which decreased total open position to 23
On 2 Dec SYNGENE was trading at 947.80. The strike last trading price was 51.35, which was 2.30 higher than the previous day. The implied volatity was 25.87, the open interest changed by -2 which decreased total open position to 24
On 29 Nov SYNGENE was trading at 940.80. The strike last trading price was 49.05, which was 10.55 higher than the previous day. The implied volatity was 29.97, the open interest changed by 2 which increased total open position to 28
On 28 Nov SYNGENE was trading at 916.90. The strike last trading price was 38.5, which was -2.95 lower than the previous day. The implied volatity was 32.04, the open interest changed by 7 which increased total open position to 26
On 27 Nov SYNGENE was trading at 916.50. The strike last trading price was 41.45, which was 5.45 higher than the previous day. The implied volatity was 32.01, the open interest changed by 4 which increased total open position to 19
On 26 Nov SYNGENE was trading at 910.60. The strike last trading price was 36, which was 24.00 higher than the previous day. The implied volatity was 30.09, the open interest changed by 13 which increased total open position to 14
On 25 Nov SYNGENE was trading at 895.30. The strike last trading price was 12, which was -12.60 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 8 Nov SYNGENE was trading at 898.45. The strike last trading price was 24.6, which was 24.60 higher than the previous day. The implied volatity was 0.31, 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 2.73, the open interest changed by 0 which decreased total open position to 0
| SYNGENE 26DEC2024 910 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 844.00 | 62.15 | 0.00 | 0.00 | 0 | -1 | 0 |
| 19 Dec | 849.95 | 62.15 | 10.60 | 44.49 | 4 | -1 | 102 |
| 18 Dec | 859.45 | 51.55 | 1.95 | 37.59 | 4 | 1 | 104 |
| 17 Dec | 860.20 | 49.6 | 2.65 | 32.40 | 1 | 0 | 104 |
| 16 Dec | 858.95 | 46.95 | -3.05 | - | 2 | -1 | 105 |
| 13 Dec | 868.00 | 50 | 8.40 | 36.76 | 4 | -2 | 107 |
| 12 Dec | 870.05 | 41.6 | 21.40 | 25.44 | 92 | -15 | 109 |
| 11 Dec | 904.75 | 20.2 | -18.60 | 27.45 | 518 | 54 | 125 |
| 10 Dec | 881.05 | 38.8 | -11.05 | 35.50 | 22 | 9 | 72 |
| 9 Dec | 867.90 | 49.85 | 34.50 | 39.86 | 34 | -10 | 64 |
| 6 Dec | 919.70 | 15.35 | -2.35 | 25.32 | 21 | -8 | 74 |
| 5 Dec | 928.30 | 17.7 | 3.50 | 32.54 | 7 | -3 | 83 |
| 4 Dec | 928.15 | 14.2 | 0.70 | 26.97 | 88 | 22 | 88 |
| 3 Dec | 934.85 | 13.5 | 1.65 | 27.82 | 133 | 20 | 67 |
| 2 Dec | 947.80 | 11.85 | -4.05 | 29.73 | 104 | -7 | 46 |
| 29 Nov | 940.80 | 15.9 | -10.10 | 29.48 | 147 | 31 | 53 |
| 28 Nov | 916.90 | 26 | 0.00 | 31.49 | 108 | 16 | 21 |
| 27 Nov | 916.50 | 26 | -38.25 | 32.66 | 7 | 6 | 6 |
| 26 Nov | 910.60 | 64.25 | 0.00 | 1.10 | 0 | 0 | 0 |
| 25 Nov | 895.30 | 64.25 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 898.45 | 64.25 | 64.25 | - | 0 | 0 | 0 |
| 1 Nov | 861.35 | 0 | - | 0 | 0 | 0 | |
For Syngene International Ltd - strike price 910 expiring on 26DEC2024
Delta for 910 PE is 0.00
Historical price for 910 PE is as follows
On 20 Dec SYNGENE was trading at 844.00. The strike last trading price was 62.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 19 Dec SYNGENE was trading at 849.95. The strike last trading price was 62.15, which was 10.60 higher than the previous day. The implied volatity was 44.49, the open interest changed by -1 which decreased total open position to 102
On 18 Dec SYNGENE was trading at 859.45. The strike last trading price was 51.55, which was 1.95 higher than the previous day. The implied volatity was 37.59, the open interest changed by 1 which increased total open position to 104
On 17 Dec SYNGENE was trading at 860.20. The strike last trading price was 49.6, which was 2.65 higher than the previous day. The implied volatity was 32.40, the open interest changed by 0 which decreased total open position to 104
On 16 Dec SYNGENE was trading at 858.95. The strike last trading price was 46.95, which was -3.05 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 105
On 13 Dec SYNGENE was trading at 868.00. The strike last trading price was 50, which was 8.40 higher than the previous day. The implied volatity was 36.76, the open interest changed by -2 which decreased total open position to 107
On 12 Dec SYNGENE was trading at 870.05. The strike last trading price was 41.6, which was 21.40 higher than the previous day. The implied volatity was 25.44, the open interest changed by -15 which decreased total open position to 109
On 11 Dec SYNGENE was trading at 904.75. The strike last trading price was 20.2, which was -18.60 lower than the previous day. The implied volatity was 27.45, the open interest changed by 54 which increased total open position to 125
On 10 Dec SYNGENE was trading at 881.05. The strike last trading price was 38.8, which was -11.05 lower than the previous day. The implied volatity was 35.50, the open interest changed by 9 which increased total open position to 72
On 9 Dec SYNGENE was trading at 867.90. The strike last trading price was 49.85, which was 34.50 higher than the previous day. The implied volatity was 39.86, the open interest changed by -10 which decreased total open position to 64
On 6 Dec SYNGENE was trading at 919.70. The strike last trading price was 15.35, which was -2.35 lower than the previous day. The implied volatity was 25.32, the open interest changed by -8 which decreased total open position to 74
On 5 Dec SYNGENE was trading at 928.30. The strike last trading price was 17.7, which was 3.50 higher than the previous day. The implied volatity was 32.54, the open interest changed by -3 which decreased total open position to 83
On 4 Dec SYNGENE was trading at 928.15. The strike last trading price was 14.2, which was 0.70 higher than the previous day. The implied volatity was 26.97, the open interest changed by 22 which increased total open position to 88
On 3 Dec SYNGENE was trading at 934.85. The strike last trading price was 13.5, which was 1.65 higher than the previous day. The implied volatity was 27.82, the open interest changed by 20 which increased total open position to 67
On 2 Dec SYNGENE was trading at 947.80. The strike last trading price was 11.85, which was -4.05 lower than the previous day. The implied volatity was 29.73, the open interest changed by -7 which decreased total open position to 46
On 29 Nov SYNGENE was trading at 940.80. The strike last trading price was 15.9, which was -10.10 lower than the previous day. The implied volatity was 29.48, the open interest changed by 31 which increased total open position to 53
On 28 Nov SYNGENE was trading at 916.90. The strike last trading price was 26, which was 0.00 lower than the previous day. The implied volatity was 31.49, the open interest changed by 16 which increased total open position to 21
On 27 Nov SYNGENE was trading at 916.50. The strike last trading price was 26, which was -38.25 lower than the previous day. The implied volatity was 32.66, the open interest changed by 6 which increased total open position to 6
On 26 Nov SYNGENE was trading at 910.60. The strike last trading price was 64.25, which was 0.00 lower than the previous day. The implied volatity was 1.10, 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 64.25, 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 64.25, which was 64.25 higher 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 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
