SYNGENE
Syngene International Ltd
Historical option data for SYNGENE
20 Dec 2024 04:12 PM IST
| SYNGENE 26DEC2024 950 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.06
Theta: -0.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 844.00 | 0.4 | -0.25 | 44.78 | 208 | -55 | 550 | |||
| 19 Dec | 849.95 | 0.65 | -0.35 | 42.48 | 165 | -58 | 609 | |||
| 18 Dec | 859.45 | 1 | 0.00 | 38.76 | 186 | -18 | 667 | |||
| 17 Dec | 860.20 | 1 | -0.15 | 36.16 | 135 | -22 | 690 | |||
| 16 Dec | 858.95 | 1.15 | -0.25 | 35.81 | 417 | 63 | 715 | |||
| 13 Dec | 868.00 | 1.4 | -1.15 | 30.59 | 418 | 49 | 653 | |||
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| 12 Dec | 870.05 | 2.55 | -4.70 | 32.64 | 678 | 176 | 708 | |||
| 11 Dec | 904.75 | 7.25 | 3.00 | 28.87 | 1,693 | -81 | 533 | |||
| 10 Dec | 881.05 | 4.25 | 0.15 | 30.19 | 1,217 | 70 | 616 | |||
| 9 Dec | 867.90 | 4.1 | -7.80 | 32.73 | 929 | 47 | 551 | |||
| 6 Dec | 919.70 | 11.9 | -3.70 | 25.91 | 479 | 81 | 508 | |||
| 5 Dec | 928.30 | 15.6 | -1.25 | 24.66 | 391 | -1 | 430 | |||
| 4 Dec | 928.15 | 16.85 | -2.75 | 26.25 | 1,012 | 83 | 433 | |||
| 3 Dec | 934.85 | 19.6 | -7.75 | 25.93 | 675 | 35 | 352 | |||
| 2 Dec | 947.80 | 27.35 | 1.30 | 26.86 | 1,644 | -2 | 319 | |||
| 29 Nov | 940.80 | 26.05 | 7.55 | 28.87 | 2,076 | -18 | 338 | |||
| 28 Nov | 916.90 | 18.5 | -3.50 | 29.61 | 493 | -66 | 356 | |||
| 27 Nov | 916.50 | 22 | 3.10 | 31.00 | 1,968 | 270 | 424 | |||
| 26 Nov | 910.60 | 18.9 | 6.90 | 30.07 | 406 | 127 | 153 | |||
| 25 Nov | 895.30 | 12 | 28.45 | 35 | 26 | 26 | ||||
For Syngene International Ltd - strike price 950 expiring on 26DEC2024
Delta for 950 CE is 0.02
Historical price for 950 CE is as follows
On 20 Dec SYNGENE was trading at 844.00. The strike last trading price was 0.4, which was -0.25 lower than the previous day. The implied volatity was 44.78, the open interest changed by -55 which decreased total open position to 550
On 19 Dec SYNGENE was trading at 849.95. The strike last trading price was 0.65, which was -0.35 lower than the previous day. The implied volatity was 42.48, the open interest changed by -58 which decreased total open position to 609
On 18 Dec SYNGENE was trading at 859.45. The strike last trading price was 1, which was 0.00 lower than the previous day. The implied volatity was 38.76, the open interest changed by -18 which decreased total open position to 667
On 17 Dec SYNGENE was trading at 860.20. The strike last trading price was 1, which was -0.15 lower than the previous day. The implied volatity was 36.16, the open interest changed by -22 which decreased total open position to 690
On 16 Dec SYNGENE was trading at 858.95. The strike last trading price was 1.15, which was -0.25 lower than the previous day. The implied volatity was 35.81, the open interest changed by 63 which increased total open position to 715
On 13 Dec SYNGENE was trading at 868.00. The strike last trading price was 1.4, which was -1.15 lower than the previous day. The implied volatity was 30.59, the open interest changed by 49 which increased total open position to 653
On 12 Dec SYNGENE was trading at 870.05. The strike last trading price was 2.55, which was -4.70 lower than the previous day. The implied volatity was 32.64, the open interest changed by 176 which increased total open position to 708
On 11 Dec SYNGENE was trading at 904.75. The strike last trading price was 7.25, which was 3.00 higher than the previous day. The implied volatity was 28.87, the open interest changed by -81 which decreased total open position to 533
On 10 Dec SYNGENE was trading at 881.05. The strike last trading price was 4.25, which was 0.15 higher than the previous day. The implied volatity was 30.19, the open interest changed by 70 which increased total open position to 616
On 9 Dec SYNGENE was trading at 867.90. The strike last trading price was 4.1, which was -7.80 lower than the previous day. The implied volatity was 32.73, the open interest changed by 47 which increased total open position to 551
On 6 Dec SYNGENE was trading at 919.70. The strike last trading price was 11.9, which was -3.70 lower than the previous day. The implied volatity was 25.91, the open interest changed by 81 which increased total open position to 508
On 5 Dec SYNGENE was trading at 928.30. The strike last trading price was 15.6, which was -1.25 lower than the previous day. The implied volatity was 24.66, the open interest changed by -1 which decreased total open position to 430
On 4 Dec SYNGENE was trading at 928.15. The strike last trading price was 16.85, which was -2.75 lower than the previous day. The implied volatity was 26.25, the open interest changed by 83 which increased total open position to 433
On 3 Dec SYNGENE was trading at 934.85. The strike last trading price was 19.6, which was -7.75 lower than the previous day. The implied volatity was 25.93, the open interest changed by 35 which increased total open position to 352
On 2 Dec SYNGENE was trading at 947.80. The strike last trading price was 27.35, which was 1.30 higher than the previous day. The implied volatity was 26.86, the open interest changed by -2 which decreased total open position to 319
On 29 Nov SYNGENE was trading at 940.80. The strike last trading price was 26.05, which was 7.55 higher than the previous day. The implied volatity was 28.87, the open interest changed by -18 which decreased total open position to 338
On 28 Nov SYNGENE was trading at 916.90. The strike last trading price was 18.5, which was -3.50 lower than the previous day. The implied volatity was 29.61, the open interest changed by -66 which decreased total open position to 356
On 27 Nov SYNGENE was trading at 916.50. The strike last trading price was 22, which was 3.10 higher than the previous day. The implied volatity was 31.00, the open interest changed by 270 which increased total open position to 424
On 26 Nov SYNGENE was trading at 910.60. The strike last trading price was 18.9, which was 6.90 higher than the previous day. The implied volatity was 30.07, the open interest changed by 127 which increased total open position to 153
On 25 Nov SYNGENE was trading at 895.30. The strike last trading price was 12, which was lower than the previous day. The implied volatity was 28.45, the open interest changed by 26 which increased total open position to 26
| SYNGENE 26DEC2024 950 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 | 81.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 849.95 | 81.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 859.45 | 81.15 | -8.85 | - | 1 | 0 | 113 |
| 17 Dec | 860.20 | 90 | 5.00 | 50.71 | 1 | 0 | 113 |
| 16 Dec | 858.95 | 85 | 2.05 | - | 8 | 0 | 113 |
| 13 Dec | 868.00 | 82.95 | 33.60 | 35.02 | 3 | -1 | 113 |
| 12 Dec | 870.05 | 49.35 | 0.00 | 0.00 | 0 | -2 | 0 |
| 11 Dec | 904.75 | 49.35 | -19.75 | 32.44 | 7 | -3 | 113 |
| 10 Dec | 881.05 | 69.1 | -14.85 | 37.05 | 12 | -1 | 116 |
| 9 Dec | 867.90 | 83.95 | 44.65 | 46.68 | 33 | -7 | 117 |
| 6 Dec | 919.70 | 39.3 | 1.80 | 27.74 | 16 | -1 | 124 |
| 5 Dec | 928.30 | 37.5 | 3.00 | 33.08 | 11 | -9 | 126 |
| 4 Dec | 928.15 | 34.5 | 2.65 | 27.95 | 105 | 8 | 136 |
| 3 Dec | 934.85 | 31.85 | 4.10 | 28.10 | 247 | 40 | 128 |
| 2 Dec | 947.80 | 27.75 | -4.75 | 30.10 | 257 | 73 | 88 |
| 29 Nov | 940.80 | 32.5 | -16.85 | 28.32 | 61 | 13 | 15 |
| 28 Nov | 916.90 | 49.35 | 2.95 | 32.83 | 3 | 0 | 1 |
| 27 Nov | 916.50 | 46.4 | -46.85 | 31.82 | 1 | 0 | 0 |
| 26 Nov | 910.60 | 93.25 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 895.30 | 93.25 | - | 0 | 0 | 0 | |
For Syngene International Ltd - strike price 950 expiring on 26DEC2024
Delta for 950 PE is 0.00
Historical price for 950 PE is as follows
On 20 Dec SYNGENE was trading at 844.00. The strike last trading price was 81.15, 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 19 Dec SYNGENE was trading at 849.95. The strike last trading price was 81.15, 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 18 Dec SYNGENE was trading at 859.45. The strike last trading price was 81.15, which was -8.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 113
On 17 Dec SYNGENE was trading at 860.20. The strike last trading price was 90, which was 5.00 higher than the previous day. The implied volatity was 50.71, the open interest changed by 0 which decreased total open position to 113
On 16 Dec SYNGENE was trading at 858.95. The strike last trading price was 85, which was 2.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 113
On 13 Dec SYNGENE was trading at 868.00. The strike last trading price was 82.95, which was 33.60 higher than the previous day. The implied volatity was 35.02, the open interest changed by -1 which decreased total open position to 113
On 12 Dec SYNGENE was trading at 870.05. The strike last trading price was 49.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 11 Dec SYNGENE was trading at 904.75. The strike last trading price was 49.35, which was -19.75 lower than the previous day. The implied volatity was 32.44, the open interest changed by -3 which decreased total open position to 113
On 10 Dec SYNGENE was trading at 881.05. The strike last trading price was 69.1, which was -14.85 lower than the previous day. The implied volatity was 37.05, the open interest changed by -1 which decreased total open position to 116
On 9 Dec SYNGENE was trading at 867.90. The strike last trading price was 83.95, which was 44.65 higher than the previous day. The implied volatity was 46.68, the open interest changed by -7 which decreased total open position to 117
On 6 Dec SYNGENE was trading at 919.70. The strike last trading price was 39.3, which was 1.80 higher than the previous day. The implied volatity was 27.74, the open interest changed by -1 which decreased total open position to 124
On 5 Dec SYNGENE was trading at 928.30. The strike last trading price was 37.5, which was 3.00 higher than the previous day. The implied volatity was 33.08, the open interest changed by -9 which decreased total open position to 126
On 4 Dec SYNGENE was trading at 928.15. The strike last trading price was 34.5, which was 2.65 higher than the previous day. The implied volatity was 27.95, the open interest changed by 8 which increased total open position to 136
On 3 Dec SYNGENE was trading at 934.85. The strike last trading price was 31.85, which was 4.10 higher than the previous day. The implied volatity was 28.10, the open interest changed by 40 which increased total open position to 128
On 2 Dec SYNGENE was trading at 947.80. The strike last trading price was 27.75, which was -4.75 lower than the previous day. The implied volatity was 30.10, the open interest changed by 73 which increased total open position to 88
On 29 Nov SYNGENE was trading at 940.80. The strike last trading price was 32.5, which was -16.85 lower than the previous day. The implied volatity was 28.32, the open interest changed by 13 which increased total open position to 15
On 28 Nov SYNGENE was trading at 916.90. The strike last trading price was 49.35, which was 2.95 higher than the previous day. The implied volatity was 32.83, the open interest changed by 0 which decreased total open position to 1
On 27 Nov SYNGENE was trading at 916.50. The strike last trading price was 46.4, which was -46.85 lower than the previous day. The implied volatity was 31.82, 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 93.25, 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 25 Nov SYNGENE was trading at 895.30. The strike last trading price was 93.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
