SYNGENE
Syngene International Ltd
846.9
-3.90 (-0.46%)
Option Chain for SYNGENE
21 Nov 2024 04:12 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 1000 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| - | 0 | 0 | 0 | - | 126.00 | 0.00 | 770 | 0.00 | 1.10 | 43.77 | 5 | 1 | 1 | -0.05 |
| - | 0 | 0 | 0 | - | 104.15 | 0.00 | 780 | 0.50 | 1.75 | 43.46 | 5 | 0 | 74 | -0.07 |
| - | 0 | 0 | 0 | - | 109.30 | 0.00 | 790 | -0.60 | 1.30 | 35.72 | 39 | 6 | 18 | -0.07 |
| 0.00 | 0 | 0 | 0 | 0.00 | 66.70 | 0.00 | 800 | -0.55 | 1.80 | 33.53 | 95 | -15 | 64 | -0.10 |
| 0.84 | 3 | 0 | 2 | 35.46 | 42.70 | 1.90 | 810 | -0.55 | 2.65 | 31.81 | 67 | 22 | 79 | -0.14 |
| 0.00 | 0 | 0 | 0 | 0.00 | 53.35 | 0.00 | 820 | 0.10 | 4.60 | 32.20 | 24 | 7 | 50 | -0.21 |
| 0.73 | 4 | 0 | 2 | 27.01 | 24.30 | -5.25 | 830 | 0.55 | 5.80 | 28.53 | 56 | 5 | 55 | -0.28 |
| 0.63 | 21 | -1 | 40 | 25.09 | 16.80 | -5.70 | 840 | -0.05 | 8.30 | 26.46 | 651 | 15 | 69 | -0.38 |
| 0.49 | 108 | 3 | 370 | 24.40 | 11.00 | -4.00 | 850 | -0.55 | 11.85 | 24.36 | 107 | -3 | 98 | -0.51 |
| 0.36 | 113 | 21 | 146 | 24.68 | 7.00 | -3.20 | 860 | 3.85 | 20.95 | 31.62 | 32 | 4 | 65 | -0.61 |
| 0.24 | 142 | 8 | 206 | 24.78 | 4.15 | -2.85 | 870 | 2.50 | 26.00 | 27.47 | 30 | -5 | 86 | -0.73 |
| 0.17 | 78 | -5 | 191 | 26.08 | 2.65 | -1.70 | 880 | 8.80 | 35.80 | 33.26 | 28 | -1 | 72 | -0.77 |
| 0.11 | 68 | 9 | 75 | 27.16 | 1.65 | -1.15 | 890 | 7.95 | 40.55 | - | 3 | 0 | 33 | - |
| 0.08 | 283 | 30 | 129 | 29.57 | 1.25 | -0.95 | 900 | 4.40 | 52.00 | 29.42 | 2 | 0 | 68 | -0.92 |
| 0.06 | 127 | 0 | 52 | 31.38 | 0.90 | -0.50 | 910 | 0.00 | 65.60 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.05 | 200 | -34 | 82 | 33.96 | 0.75 | -0.45 | 920 | 7.25 | 66.40 | - | 1 | 0 | 23 | - |
| 0.03 | 92 | -8 | 19 | 35.53 | 0.55 | -0.35 | 930 | 0.00 | 77.65 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.03 | 59 | -2 | 23 | 38.30 | 0.50 | -0.30 | 940 | 0.00 | 41.95 | 0.00 | 0 | 0 | 0 | 0.00 |
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| 0.02 | 149 | 30 | 73 | 39.31 | 0.35 | -0.20 | 950 | 0.00 | 84.85 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.03 | 49 | -6 | 17 | 44.76 | 0.50 | -0.05 | 960 | 0.00 | 85.95 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.04 | 74 | 0 | 1 | 52.35 | 0.90 | 0.40 | 970 | 0.00 | 67.80 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.02 | 42 | -9 | 16 | 48.31 | 0.35 | -0.10 | 980 | 0.00 | 77.60 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.02 | 50 | -1 | 5 | 50.79 | 0.35 | -0.25 | 990 | 0.00 | 110.15 | - | 0 | 0 | 0 | - |
| 0.01 | 314 | -18 | 21 | 52.90 | 0.30 | -0.05 | 1000 | 0.00 | 135.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 1,976 | 855 | |||||||||||||
Note
- 10% interest rate is applied while computing implied volatility.
- Volume and Open Interest, displayed in Contracts.
- Highlighted options are in-the-money.
What is an Option Chain?
- An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
- It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.
How is it Useful?
- The option chain matrix is most useful for the next trading day.
- Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
- Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.
