SYNGENE
Syngene International Ltd
Historical option data for SYNGENE
21 Sep 2025 04:12 PM IST
| SYNGENE 30SEP2025 650 CE | ||||||||||||||||
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Delta: 0.76
Vega: 0.36
Theta: -0.50
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 665.45 | 21.55 | 3.1 | 22.40 | 120 | -14 | 255 | |||||||||
| 14 Sept | 664.15 | 23.5 | 0.6 | 21.21 | 319 | -13 | 256 | |||||||||
For Syngene International Ltd - strike price 650 expiring on 30SEP2025
Delta for 650 CE is 0.76
Historical price for 650 CE is as follows
On 21 Sept SYNGENE was trading at 665.45. The strike last trading price was 21.55, which was 3.1 higher than the previous day. The implied volatity was 22.40, the open interest changed by -14 which decreased total open position to 255
On 14 Sept SYNGENE was trading at 664.15. The strike last trading price was 23.5, which was 0.6 higher than the previous day. The implied volatity was 21.21, the open interest changed by -13 which decreased total open position to 256
| SYNGENE 30SEP2025 650 PE | |||||||
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Delta: -0.26
Vega: 0.38
Theta: -0.39
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 665.45 | 4.75 | -2.8 | 25.42 | 96 | -21 | 287 |
| 14 Sept | 664.15 | 7.95 | -1.9 | 26.45 | 92 | -4 | 195 |
For Syngene International Ltd - strike price 650 expiring on 30SEP2025
Delta for 650 PE is -0.26
Historical price for 650 PE is as follows
On 21 Sept SYNGENE was trading at 665.45. The strike last trading price was 4.75, which was -2.8 lower than the previous day. The implied volatity was 25.42, the open interest changed by -21 which decreased total open position to 287
On 14 Sept SYNGENE was trading at 664.15. The strike last trading price was 7.95, which was -1.9 lower than the previous day. The implied volatity was 26.45, the open interest changed by -4 which decreased total open position to 195
