SYNGENE
Syngene International Ltd
Historical option data for SYNGENE
28 Sep 2025 10:08 PM IST
| SYNGENE 28OCT2025 640 CE | ||||||||||||||||
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Delta: 0.32
Vega: 0.64
Theta: -0.31
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 28 Sept | 609.45 | 9 | -10.7 | 25.44 | 87 | 36 | 55 | |||||||||
| 21 Sept | 665.45 | 34 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 664.15 | 31.55 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 667.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Syngene International Ltd - strike price 640 expiring on 28OCT2025
Delta for 640 CE is 0.32
Historical price for 640 CE is as follows
On 28 Sept SYNGENE was trading at 609.45. The strike last trading price was 9, which was -10.7 lower than the previous day. The implied volatity was 25.44, the open interest changed by 36 which increased total open position to 55
On 21 Sept SYNGENE was trading at 665.45. The strike last trading price was 34, 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 31.55, 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 17 Aug SYNGENE was trading at 667.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| SYNGENE 28OCT2025 640 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.66
Vega: 0.66
Theta: -0.18
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 609.45 | 35.55 | 16.9 | 28.87 | 60 | 11 | 51 |
| 21 Sept | 665.45 | 19.85 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 664.15 | 19.85 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 667.60 | 0 | 0 | 3.89 | 0 | 0 | 0 |
For Syngene International Ltd - strike price 640 expiring on 28OCT2025
Delta for 640 PE is -0.66
Historical price for 640 PE is as follows
On 28 Sept SYNGENE was trading at 609.45. The strike last trading price was 35.55, which was 16.9 higher than the previous day. The implied volatity was 28.87, the open interest changed by 11 which increased total open position to 51
On 21 Sept SYNGENE was trading at 665.45. The strike last trading price was 19.85, 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 19.85, 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 17 Aug SYNGENE was trading at 667.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.89, the open interest changed by 0 which decreased total open position to 0
