SYNGENE
Syngene International Ltd
Historical option data for SYNGENE
03 Dec 2024 04:12 PM IST
| SYNGENE 26DEC2024 930 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.58
Vega: 0.92
Theta: -0.65
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 3 Dec | 934.85 | 29 | -11.00 | 25.66 | 195 | -25 | 104 | |||
| 2 Dec | 947.80 | 40 | 3.85 | 28.46 | 156 | -15 | 129 | |||
| 29 Nov | 940.80 | 36.15 | 8.15 | 29.03 | 818 | -39 | 146 | |||
| 28 Nov | 916.90 | 28 | -1.90 | 31.32 | 195 | 41 | 176 | |||
| 27 Nov | 916.50 | 29.9 | 4.60 | 30.66 | 364 | 132 | 135 | |||
| 26 Nov | 910.60 | 25.3 | 6.55 | 28.94 | 6 | 2 | 2 | |||
| 25 Nov | 895.30 | 18.75 | 0.00 | 2.95 | 0 | 0 | 0 | |||
| 8 Nov | 898.45 | 18.75 | 1.96 | 0 | 0 | 0 | ||||
For Syngene International Ltd - strike price 930 expiring on 26DEC2024
Delta for 930 CE is 0.58
Historical price for 930 CE is as follows
On 3 Dec SYNGENE was trading at 934.85. The strike last trading price was 29, which was -11.00 lower than the previous day. The implied volatity was 25.66, the open interest changed by -25 which decreased total open position to 104
On 2 Dec SYNGENE was trading at 947.80. The strike last trading price was 40, which was 3.85 higher than the previous day. The implied volatity was 28.46, the open interest changed by -15 which decreased total open position to 129
On 29 Nov SYNGENE was trading at 940.80. The strike last trading price was 36.15, which was 8.15 higher than the previous day. The implied volatity was 29.03, the open interest changed by -39 which decreased total open position to 146
On 28 Nov SYNGENE was trading at 916.90. The strike last trading price was 28, which was -1.90 lower than the previous day. The implied volatity was 31.32, the open interest changed by 41 which increased total open position to 176
On 27 Nov SYNGENE was trading at 916.50. The strike last trading price was 29.9, which was 4.60 higher than the previous day. The implied volatity was 30.66, the open interest changed by 132 which increased total open position to 135
On 26 Nov SYNGENE was trading at 910.60. The strike last trading price was 25.3, which was 6.55 higher than the previous day. The implied volatity was 28.94, the open interest changed by 2 which increased total open position to 2
On 25 Nov SYNGENE was trading at 895.30. The strike last trading price was 18.75, which was 0.00 lower than the previous day. The implied volatity was 2.95, 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 18.75, which was lower than the previous day. The implied volatity was 1.96, the open interest changed by 0 which decreased total open position to 0
| SYNGENE 26DEC2024 930 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.43
Vega: 0.92
Theta: -0.44
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 934.85 | 21.25 | 3.35 | 27.72 | 182 | 25 | 74 |
| 2 Dec | 947.80 | 17.9 | -6.75 | 29.01 | 81 | 27 | 50 |
| 29 Nov | 940.80 | 24.65 | -14.85 | 30.40 | 102 | 29 | 29 |
| 28 Nov | 916.90 | 39.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 916.50 | 39.5 | -38.65 | 36.38 | 2 | 1 | 1 |
| 26 Nov | 910.60 | 78.15 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 895.30 | 78.15 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 898.45 | 78.15 | - | 0 | 0 | 0 | |
For Syngene International Ltd - strike price 930 expiring on 26DEC2024
Delta for 930 PE is -0.43
Historical price for 930 PE is as follows
On 3 Dec SYNGENE was trading at 934.85. The strike last trading price was 21.25, which was 3.35 higher than the previous day. The implied volatity was 27.72, the open interest changed by 25 which increased total open position to 74
On 2 Dec SYNGENE was trading at 947.80. The strike last trading price was 17.9, which was -6.75 lower than the previous day. The implied volatity was 29.01, the open interest changed by 27 which increased total open position to 50
On 29 Nov SYNGENE was trading at 940.80. The strike last trading price was 24.65, which was -14.85 lower than the previous day. The implied volatity was 30.40, the open interest changed by 29 which increased total open position to 29
On 28 Nov SYNGENE was trading at 916.90. The strike last trading price was 39.5, 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 27 Nov SYNGENE was trading at 916.50. The strike last trading price was 39.5, which was -38.65 lower than the previous day. The implied volatity was 36.38, 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 78.15, 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 78.15, 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 78.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
