SYNGENE
Syngene International Ltd
Historical option data for SYNGENE
21 Sep 2025 04:12 PM IST
SYNGENE 30SEP2025 610 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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21 Sept | 665.45 | 56.85 | 12.15 | - | 6 | 1 | 18 | |||||||||
14 Sept | 664.15 | 55 | -0.8 | - | 10 | -6 | 19 |
For Syngene International Ltd - strike price 610 expiring on 30SEP2025
Delta for 610 CE is -
Historical price for 610 CE is as follows
On 21 Sept SYNGENE was trading at 665.45. The strike last trading price was 56.85, which was 12.15 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 18
On 14 Sept SYNGENE was trading at 664.15. The strike last trading price was 55, which was -0.8 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 19
SYNGENE 30SEP2025 610 PE | |||||||
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Delta: -0.04
Vega: 0.11
Theta: -0.14
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Sept | 665.45 | 0.65 | -0.5 | 31.03 | 4 | -2 | 169 |
14 Sept | 664.15 | 1.5 | -0.4 | 29.27 | 76 | -25 | 71 |
For Syngene International Ltd - strike price 610 expiring on 30SEP2025
Delta for 610 PE is -0.04
Historical price for 610 PE is as follows
On 21 Sept SYNGENE was trading at 665.45. The strike last trading price was 0.65, which was -0.5 lower than the previous day. The implied volatity was 31.03, the open interest changed by -2 which decreased total open position to 169
On 14 Sept SYNGENE was trading at 664.15. The strike last trading price was 1.5, which was -0.4 lower than the previous day. The implied volatity was 29.27, the open interest changed by -25 which decreased total open position to 71