SYNGENE
Syngene International Ltd
Historical option data for SYNGENE
21 Sep 2025 04:12 PM IST
SYNGENE 30SEP2025 580 CE | ||||||||||||||||
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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 | |||||||||
21 Sept | 665.45 | 65.4 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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14 Sept | 664.15 | 65.4 | 0 | 0.00 | 0 | 0 | 0 |
For Syngene International Ltd - strike price 580 expiring on 30SEP2025
Delta for 580 CE is 0.00
Historical price for 580 CE is as follows
On 21 Sept SYNGENE was trading at 665.45. The strike last trading price was 65.4, which was 0 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 14 Sept SYNGENE was trading at 664.15. The strike last trading price was 65.4, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
SYNGENE 30SEP2025 580 PE | |||||||
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Delta: -0.02
Vega: 0.05
Theta: -0.09
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Sept | 665.45 | 0.3 | -0.05 | 39.35 | 16 | -1 | 113 |
14 Sept | 664.15 | 0.6 | -0.3 | 34.53 | 12 | -1 | 149 |
For Syngene International Ltd - strike price 580 expiring on 30SEP2025
Delta for 580 PE is -0.02
Historical price for 580 PE is as follows
On 21 Sept SYNGENE was trading at 665.45. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 39.35, the open interest changed by -1 which decreased total open position to 113
On 14 Sept SYNGENE was trading at 664.15. The strike last trading price was 0.6, which was -0.3 lower than the previous day. The implied volatity was 34.53, the open interest changed by -1 which decreased total open position to 149