SYNGENE
Syngene International Ltd
Historical option data for SYNGENE
21 Sep 2025 04:12 PM IST
| SYNGENE 30SEP2025 620 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 | 45.4 | 7.4 | - | 4 | -1 | 27 | |||||||||
| 14 Sept | 664.15 | 45.6 | -1.35 | - | 16 | 2 | 30 | |||||||||
For Syngene International Ltd - strike price 620 expiring on 30SEP2025
Delta for 620 CE is -
Historical price for 620 CE is as follows
On 21 Sept SYNGENE was trading at 665.45. The strike last trading price was 45.4, which was 7.4 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 27
On 14 Sept SYNGENE was trading at 664.15. The strike last trading price was 45.6, which was -1.35 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 30
| SYNGENE 30SEP2025 620 PE | |||||||
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Delta: -0.06
Vega: 0.14
Theta: -0.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 665.45 | 0.9 | -0.75 | 28.38 | 110 | -16 | 182 |
| 14 Sept | 664.15 | 2.3 | -0.65 | 28.34 | 25 | -2 | 93 |
For Syngene International Ltd - strike price 620 expiring on 30SEP2025
Delta for 620 PE is -0.06
Historical price for 620 PE is as follows
On 21 Sept SYNGENE was trading at 665.45. The strike last trading price was 0.9, which was -0.75 lower than the previous day. The implied volatity was 28.38, the open interest changed by -16 which decreased total open position to 182
On 14 Sept SYNGENE was trading at 664.15. The strike last trading price was 2.3, which was -0.65 lower than the previous day. The implied volatity was 28.34, the open interest changed by -2 which decreased total open position to 93
