SYNGENE
Syngene International Ltd
Historical option data for SYNGENE
21 Sep 2025 04:12 PM IST
| SYNGENE 30SEP2025 600 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 665.45 | 67 | 10.9 | - | 12 | -9 | 26 | |||||||||
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| 14 Sept | 664.15 | 65 | 1.45 | - | 2 | -2 | 23 | |||||||||
For Syngene International Ltd - strike price 600 expiring on 30SEP2025
Delta for 600 CE is -
Historical price for 600 CE is as follows
On 21 Sept SYNGENE was trading at 665.45. The strike last trading price was 67, which was 10.9 higher than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 26
On 14 Sept SYNGENE was trading at 664.15. The strike last trading price was 65, which was 1.45 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 23
| SYNGENE 30SEP2025 600 PE | |||||||
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Delta: -0.03
Vega: 0.07
Theta: -0.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 665.45 | 0.4 | -0.3 | 32.63 | 37 | -1 | 163 |
| 14 Sept | 664.15 | 1.1 | -0.2 | 31.05 | 36 | 6 | 163 |
For Syngene International Ltd - strike price 600 expiring on 30SEP2025
Delta for 600 PE is -0.03
Historical price for 600 PE is as follows
On 21 Sept SYNGENE was trading at 665.45. The strike last trading price was 0.4, which was -0.3 lower than the previous day. The implied volatity was 32.63, the open interest changed by -1 which decreased total open position to 163
On 14 Sept SYNGENE was trading at 664.15. The strike last trading price was 1.1, which was -0.2 lower than the previous day. The implied volatity was 31.05, the open interest changed by 6 which increased total open position to 163
