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

844 -5.95 (-0.70%)

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Historical option data for SYNGENE

20 Dec 2024 04:12 PM IST
SYNGENE 26DEC2024 970 CE
Delta: 0.02
Vega: 0.05
Theta: -0.21
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 844.00 0.35 -0.15 51.86 42 -3 180
19 Dec 849.95 0.5 -0.20 46.98 43 7 183
18 Dec 859.45 0.7 -0.05 42.49 30 -2 175
17 Dec 860.20 0.75 0.05 40.19 7 -3 178
16 Dec 858.95 0.7 -0.30 38.14 32 -7 181
13 Dec 868.00 1 -0.55 33.69 33 -7 190
12 Dec 870.05 1.55 -2.65 34.24 206 -1 197
11 Dec 904.75 4.2 1.55 29.82 415 124 197
10 Dec 881.05 2.65 -0.15 31.76 80 8 72
9 Dec 867.90 2.8 -4.20 34.66 102 16 64
6 Dec 919.70 7 -2.40 26.18 50 -9 48
5 Dec 928.30 9.4 -1.20 24.90 46 12 57
4 Dec 928.15 10.6 -2.40 26.46 187 -3 45
3 Dec 934.85 13 -5.50 26.58 109 7 49
2 Dec 947.80 18.5 -1.30 26.81 180 31 42
29 Nov 940.80 19.8 5.95 30.51 16 3 8
28 Nov 916.90 13.85 -2.40 31.06 11 0 5
27 Nov 916.50 16.25 5.90 31.74 6 4 4
26 Nov 910.60 10.35 5.12 0 0 0


For Syngene International Ltd - strike price 970 expiring on 26DEC2024

Delta for 970 CE is 0.02

Historical price for 970 CE is as follows

On 20 Dec SYNGENE was trading at 844.00. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 51.86, the open interest changed by -3 which decreased total open position to 180


On 19 Dec SYNGENE was trading at 849.95. The strike last trading price was 0.5, which was -0.20 lower than the previous day. The implied volatity was 46.98, the open interest changed by 7 which increased total open position to 183


On 18 Dec SYNGENE was trading at 859.45. The strike last trading price was 0.7, which was -0.05 lower than the previous day. The implied volatity was 42.49, the open interest changed by -2 which decreased total open position to 175


On 17 Dec SYNGENE was trading at 860.20. The strike last trading price was 0.75, which was 0.05 higher than the previous day. The implied volatity was 40.19, the open interest changed by -3 which decreased total open position to 178


On 16 Dec SYNGENE was trading at 858.95. The strike last trading price was 0.7, which was -0.30 lower than the previous day. The implied volatity was 38.14, the open interest changed by -7 which decreased total open position to 181


On 13 Dec SYNGENE was trading at 868.00. The strike last trading price was 1, which was -0.55 lower than the previous day. The implied volatity was 33.69, the open interest changed by -7 which decreased total open position to 190


On 12 Dec SYNGENE was trading at 870.05. The strike last trading price was 1.55, which was -2.65 lower than the previous day. The implied volatity was 34.24, the open interest changed by -1 which decreased total open position to 197


On 11 Dec SYNGENE was trading at 904.75. The strike last trading price was 4.2, which was 1.55 higher than the previous day. The implied volatity was 29.82, the open interest changed by 124 which increased total open position to 197


On 10 Dec SYNGENE was trading at 881.05. The strike last trading price was 2.65, which was -0.15 lower than the previous day. The implied volatity was 31.76, the open interest changed by 8 which increased total open position to 72


On 9 Dec SYNGENE was trading at 867.90. The strike last trading price was 2.8, which was -4.20 lower than the previous day. The implied volatity was 34.66, the open interest changed by 16 which increased total open position to 64


On 6 Dec SYNGENE was trading at 919.70. The strike last trading price was 7, which was -2.40 lower than the previous day. The implied volatity was 26.18, the open interest changed by -9 which decreased total open position to 48


On 5 Dec SYNGENE was trading at 928.30. The strike last trading price was 9.4, which was -1.20 lower than the previous day. The implied volatity was 24.90, the open interest changed by 12 which increased total open position to 57


On 4 Dec SYNGENE was trading at 928.15. The strike last trading price was 10.6, which was -2.40 lower than the previous day. The implied volatity was 26.46, the open interest changed by -3 which decreased total open position to 45


On 3 Dec SYNGENE was trading at 934.85. The strike last trading price was 13, which was -5.50 lower than the previous day. The implied volatity was 26.58, the open interest changed by 7 which increased total open position to 49


On 2 Dec SYNGENE was trading at 947.80. The strike last trading price was 18.5, which was -1.30 lower than the previous day. The implied volatity was 26.81, the open interest changed by 31 which increased total open position to 42


On 29 Nov SYNGENE was trading at 940.80. The strike last trading price was 19.8, which was 5.95 higher than the previous day. The implied volatity was 30.51, the open interest changed by 3 which increased total open position to 8


On 28 Nov SYNGENE was trading at 916.90. The strike last trading price was 13.85, which was -2.40 lower than the previous day. The implied volatity was 31.06, the open interest changed by 0 which decreased total open position to 5


On 27 Nov SYNGENE was trading at 916.50. The strike last trading price was 16.25, which was 5.90 higher than the previous day. The implied volatity was 31.74, the open interest changed by 4 which increased total open position to 4


On 26 Nov SYNGENE was trading at 910.60. The strike last trading price was 10.35, which was lower than the previous day. The implied volatity was 5.12, the open interest changed by 0 which decreased total open position to 0


SYNGENE 26DEC2024 970 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 844.00 71.05 0.00 0.00 0 0 0
19 Dec 849.95 71.05 0.00 0.00 0 0 0
18 Dec 859.45 71.05 0.00 0.00 0 0 0
17 Dec 860.20 71.05 0.00 0.00 0 0 0
16 Dec 858.95 71.05 0.00 0.00 0 0 0
13 Dec 868.00 71.05 0.00 0.00 0 0 0
12 Dec 870.05 71.05 0.00 0.00 0 -2 0
11 Dec 904.75 71.05 -6.65 43.26 3 -1 4
10 Dec 881.05 77.7 36.35 - 2 0 5
9 Dec 867.90 41.35 0.00 0.00 0 0 0
6 Dec 919.70 41.35 0.00 0.00 0 0 0
5 Dec 928.30 41.35 0.00 0.00 0 0 0
4 Dec 928.15 41.35 0.00 0.00 0 0 0
3 Dec 934.85 41.35 7.95 24.49 1 0 5
2 Dec 947.80 33.4 -10.80 24.42 6 1 4
29 Nov 940.80 44.2 -65.15 27.97 3 0 0
28 Nov 916.90 109.35 0.00 - 0 0 0
27 Nov 916.50 109.35 0.00 - 0 0 0
26 Nov 910.60 109.35 - 0 0 0


For Syngene International Ltd - strike price 970 expiring on 26DEC2024

Delta for 970 PE is 0.00

Historical price for 970 PE is as follows

On 20 Dec SYNGENE was trading at 844.00. The strike last trading price was 71.05, 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 19 Dec SYNGENE was trading at 849.95. The strike last trading price was 71.05, 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 18 Dec SYNGENE was trading at 859.45. The strike last trading price was 71.05, 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 17 Dec SYNGENE was trading at 860.20. The strike last trading price was 71.05, 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 16 Dec SYNGENE was trading at 858.95. The strike last trading price was 71.05, 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 13 Dec SYNGENE was trading at 868.00. The strike last trading price was 71.05, 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 12 Dec SYNGENE was trading at 870.05. The strike last trading price was 71.05, 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 71.05, which was -6.65 lower than the previous day. The implied volatity was 43.26, the open interest changed by -1 which decreased total open position to 4


On 10 Dec SYNGENE was trading at 881.05. The strike last trading price was 77.7, which was 36.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 9 Dec SYNGENE was trading at 867.90. The strike last trading price was 41.35, 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 6 Dec SYNGENE was trading at 919.70. The strike last trading price was 41.35, 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 5 Dec SYNGENE was trading at 928.30. The strike last trading price was 41.35, 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 4 Dec SYNGENE was trading at 928.15. The strike last trading price was 41.35, 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 3 Dec SYNGENE was trading at 934.85. The strike last trading price was 41.35, which was 7.95 higher than the previous day. The implied volatity was 24.49, the open interest changed by 0 which decreased total open position to 5


On 2 Dec SYNGENE was trading at 947.80. The strike last trading price was 33.4, which was -10.80 lower than the previous day. The implied volatity was 24.42, the open interest changed by 1 which increased total open position to 4


On 29 Nov SYNGENE was trading at 940.80. The strike last trading price was 44.2, which was -65.15 lower than the previous day. The implied volatity was 27.97, 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 109.35, 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 109.35, 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 109.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0