SYNGENE
Syngene International Ltd
Historical option data for SYNGENE
20 Dec 2024 04:12 PM IST
| SYNGENE 26DEC2024 930 CE | ||||||||||
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Delta: 0.03
Vega: 0.07
Theta: -0.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 844.00 | 0.45 | -0.45 | 38.59 | 212 | -53 | 376 | |||
| 19 Dec | 849.95 | 0.9 | -0.45 | 37.89 | 174 | -42 | 429 | |||
| 18 Dec | 859.45 | 1.35 | -0.10 | 34.01 | 131 | -2 | 471 | |||
| 17 Dec | 860.20 | 1.45 | -0.20 | 32.18 | 160 | -58 | 473 | |||
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| 16 Dec | 858.95 | 1.65 | -0.60 | 32.05 | 323 | 101 | 529 | |||
| 13 Dec | 868.00 | 2.25 | -1.85 | 27.98 | 284 | 35 | 430 | |||
| 12 Dec | 870.05 | 4.1 | -8.55 | 30.65 | 535 | 88 | 394 | |||
| 11 Dec | 904.75 | 12.65 | 5.35 | 28.61 | 1,066 | -25 | 308 | |||
| 10 Dec | 881.05 | 7.3 | 0.55 | 29.34 | 984 | -68 | 338 | |||
| 9 Dec | 867.90 | 6.75 | -12.75 | 31.94 | 837 | 162 | 409 | |||
| 6 Dec | 919.70 | 19.5 | -4.65 | 26.03 | 275 | 102 | 249 | |||
| 5 Dec | 928.30 | 24.15 | -1.65 | 24.09 | 214 | 33 | 147 | |||
| 4 Dec | 928.15 | 25.8 | -3.20 | 26.33 | 260 | 10 | 114 | |||
| 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 0.03
Historical price for 930 CE is as follows
On 20 Dec SYNGENE was trading at 844.00. The strike last trading price was 0.45, which was -0.45 lower than the previous day. The implied volatity was 38.59, the open interest changed by -53 which decreased total open position to 376
On 19 Dec SYNGENE was trading at 849.95. The strike last trading price was 0.9, which was -0.45 lower than the previous day. The implied volatity was 37.89, the open interest changed by -42 which decreased total open position to 429
On 18 Dec SYNGENE was trading at 859.45. The strike last trading price was 1.35, which was -0.10 lower than the previous day. The implied volatity was 34.01, the open interest changed by -2 which decreased total open position to 471
On 17 Dec SYNGENE was trading at 860.20. The strike last trading price was 1.45, which was -0.20 lower than the previous day. The implied volatity was 32.18, the open interest changed by -58 which decreased total open position to 473
On 16 Dec SYNGENE was trading at 858.95. The strike last trading price was 1.65, which was -0.60 lower than the previous day. The implied volatity was 32.05, the open interest changed by 101 which increased total open position to 529
On 13 Dec SYNGENE was trading at 868.00. The strike last trading price was 2.25, which was -1.85 lower than the previous day. The implied volatity was 27.98, the open interest changed by 35 which increased total open position to 430
On 12 Dec SYNGENE was trading at 870.05. The strike last trading price was 4.1, which was -8.55 lower than the previous day. The implied volatity was 30.65, the open interest changed by 88 which increased total open position to 394
On 11 Dec SYNGENE was trading at 904.75. The strike last trading price was 12.65, which was 5.35 higher than the previous day. The implied volatity was 28.61, the open interest changed by -25 which decreased total open position to 308
On 10 Dec SYNGENE was trading at 881.05. The strike last trading price was 7.3, which was 0.55 higher than the previous day. The implied volatity was 29.34, the open interest changed by -68 which decreased total open position to 338
On 9 Dec SYNGENE was trading at 867.90. The strike last trading price was 6.75, which was -12.75 lower than the previous day. The implied volatity was 31.94, the open interest changed by 162 which increased total open position to 409
On 6 Dec SYNGENE was trading at 919.70. The strike last trading price was 19.5, which was -4.65 lower than the previous day. The implied volatity was 26.03, the open interest changed by 102 which increased total open position to 249
On 5 Dec SYNGENE was trading at 928.30. The strike last trading price was 24.15, which was -1.65 lower than the previous day. The implied volatity was 24.09, the open interest changed by 33 which increased total open position to 147
On 4 Dec SYNGENE was trading at 928.15. The strike last trading price was 25.8, which was -3.20 lower than the previous day. The implied volatity was 26.33, the open interest changed by 10 which increased total open position to 114
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: 0.00
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 | 78 | 0.00 | 0.00 | 0 | -1 | 0 |
| 19 Dec | 849.95 | 78 | 8.70 | - | 3 | -1 | 54 |
| 18 Dec | 859.45 | 69.3 | 3.15 | 38.48 | 3 | 0 | 56 |
| 17 Dec | 860.20 | 66.15 | 21.50 | 22.15 | 9 | 4 | 57 |
| 16 Dec | 858.95 | 44.65 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 868.00 | 44.65 | 0.00 | 0.00 | 0 | -3 | 0 |
| 12 Dec | 870.05 | 44.65 | 11.55 | - | 9 | -3 | 53 |
| 11 Dec | 904.75 | 33.1 | -19.00 | 29.14 | 65 | -6 | 58 |
| 10 Dec | 881.05 | 52.1 | -9.75 | 34.65 | 16 | 0 | 65 |
| 9 Dec | 867.90 | 61.85 | 36.65 | 35.74 | 55 | -32 | 65 |
| 6 Dec | 919.70 | 25.2 | 4.70 | 25.60 | 36 | -4 | 97 |
| 5 Dec | 928.30 | 20.5 | -2.00 | 26.00 | 153 | 10 | 100 |
| 4 Dec | 928.15 | 22.5 | 1.25 | 26.82 | 334 | 20 | 93 |
| 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 0.00
Historical price for 930 PE is as follows
On 20 Dec SYNGENE was trading at 844.00. The strike last trading price was 78, 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 78, which was 8.70 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 54
On 18 Dec SYNGENE was trading at 859.45. The strike last trading price was 69.3, which was 3.15 higher than the previous day. The implied volatity was 38.48, the open interest changed by 0 which decreased total open position to 56
On 17 Dec SYNGENE was trading at 860.20. The strike last trading price was 66.15, which was 21.50 higher than the previous day. The implied volatity was 22.15, the open interest changed by 4 which increased total open position to 57
On 16 Dec SYNGENE was trading at 858.95. The strike last trading price was 44.65, 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 44.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 12 Dec SYNGENE was trading at 870.05. The strike last trading price was 44.65, which was 11.55 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 53
On 11 Dec SYNGENE was trading at 904.75. The strike last trading price was 33.1, which was -19.00 lower than the previous day. The implied volatity was 29.14, the open interest changed by -6 which decreased total open position to 58
On 10 Dec SYNGENE was trading at 881.05. The strike last trading price was 52.1, which was -9.75 lower than the previous day. The implied volatity was 34.65, the open interest changed by 0 which decreased total open position to 65
On 9 Dec SYNGENE was trading at 867.90. The strike last trading price was 61.85, which was 36.65 higher than the previous day. The implied volatity was 35.74, the open interest changed by -32 which decreased total open position to 65
On 6 Dec SYNGENE was trading at 919.70. The strike last trading price was 25.2, which was 4.70 higher than the previous day. The implied volatity was 25.60, the open interest changed by -4 which decreased total open position to 97
On 5 Dec SYNGENE was trading at 928.30. The strike last trading price was 20.5, which was -2.00 lower than the previous day. The implied volatity was 26.00, the open interest changed by 10 which increased total open position to 100
On 4 Dec SYNGENE was trading at 928.15. The strike last trading price was 22.5, which was 1.25 higher than the previous day. The implied volatity was 26.82, the open interest changed by 20 which increased total open position to 93
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
