SYNGENE
Syngene International Ltd
Historical option data for SYNGENE
21 Sep 2025 04:12 PM IST
| SYNGENE 30SEP2025 630 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 | 35.55 | 6.85 | - | 9 | -1 | 22 | |||||||||
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| 14 Sept | 664.15 | 36.9 | -1.55 | - | 31 | -9 | 36 | |||||||||
For Syngene International Ltd - strike price 630 expiring on 30SEP2025
Delta for 630 CE is -
Historical price for 630 CE is as follows
On 21 Sept SYNGENE was trading at 665.45. The strike last trading price was 35.55, which was 6.85 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 22
On 14 Sept SYNGENE was trading at 664.15. The strike last trading price was 36.9, which was -1.55 lower than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 36
| SYNGENE 30SEP2025 630 PE | |||||||
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Delta: -0.10
Vega: 0.20
Theta: -0.23
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 665.45 | 1.5 | -1.3 | 26.81 | 165 | 30 | 348 |
| 14 Sept | 664.15 | 3.4 | -0.95 | 27.22 | 163 | 8 | 201 |
For Syngene International Ltd - strike price 630 expiring on 30SEP2025
Delta for 630 PE is -0.10
Historical price for 630 PE is as follows
On 21 Sept SYNGENE was trading at 665.45. The strike last trading price was 1.5, which was -1.3 lower than the previous day. The implied volatity was 26.81, the open interest changed by 30 which increased total open position to 348
On 14 Sept SYNGENE was trading at 664.15. The strike last trading price was 3.4, which was -0.95 lower than the previous day. The implied volatity was 27.22, the open interest changed by 8 which increased total open position to 201
