SYNGENE
Syngene International Ltd
Historical option data for SYNGENE
21 Sep 2025 04:12 PM IST
| SYNGENE 30SEP2025 640 CE | ||||||||||||||||
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Delta: 0.89
Vega: 0.21
Theta: -0.35
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 665.45 | 29.05 | 3.65 | 19.93 | 9 | -1 | 77 | |||||||||
| 14 Sept | 664.15 | 31 | 1.25 | 20.88 | 47 | -8 | 89 | |||||||||
For Syngene International Ltd - strike price 640 expiring on 30SEP2025
Delta for 640 CE is 0.89
Historical price for 640 CE is as follows
On 21 Sept SYNGENE was trading at 665.45. The strike last trading price was 29.05, which was 3.65 higher than the previous day. The implied volatity was 19.93, the open interest changed by -1 which decreased total open position to 77
On 14 Sept SYNGENE was trading at 664.15. The strike last trading price was 31, which was 1.25 higher than the previous day. The implied volatity was 20.88, the open interest changed by -8 which decreased total open position to 89
| SYNGENE 30SEP2025 640 PE | |||||||
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Delta: -0.17
Vega: 0.29
Theta: -0.31
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 665.45 | 2.7 | -1.9 | 25.98 | 59 | 5 | 255 |
| 14 Sept | 664.15 | 6.25 | -0.45 | 28.94 | 68 | -12 | 145 |
For Syngene International Ltd - strike price 640 expiring on 30SEP2025
Delta for 640 PE is -0.17
Historical price for 640 PE is as follows
On 21 Sept SYNGENE was trading at 665.45. The strike last trading price was 2.7, which was -1.9 lower than the previous day. The implied volatity was 25.98, the open interest changed by 5 which increased total open position to 255
On 14 Sept SYNGENE was trading at 664.15. The strike last trading price was 6.25, which was -0.45 lower than the previous day. The implied volatity was 28.94, the open interest changed by -12 which decreased total open position to 145
