SYNGENE
Syngene International Ltd
Historical option data for SYNGENE
21 Sep 2025 04:12 PM IST
| SYNGENE 30SEP2025 660 CE | ||||||||||||||||
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Delta: 0.62
Vega: 0.44
Theta: -0.58
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 665.45 | 15.3 | 2.4 | 23.72 | 789 | 37 | 449 | |||||||||
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| 14 Sept | 664.15 | 17.6 | 0.4 | 22.32 | 440 | -61 | 419 | |||||||||
| 17 Aug | 667.60 | 29.3 | 6.3 | 21.55 | 11 | 5 | 6 | |||||||||
For Syngene International Ltd - strike price 660 expiring on 30SEP2025
Delta for 660 CE is 0.62
Historical price for 660 CE is as follows
On 21 Sept SYNGENE was trading at 665.45. The strike last trading price was 15.3, which was 2.4 higher than the previous day. The implied volatity was 23.72, the open interest changed by 37 which increased total open position to 449
On 14 Sept SYNGENE was trading at 664.15. The strike last trading price was 17.6, which was 0.4 higher than the previous day. The implied volatity was 22.32, the open interest changed by -61 which decreased total open position to 419
On 17 Aug SYNGENE was trading at 667.60. The strike last trading price was 29.3, which was 6.3 higher than the previous day. The implied volatity was 21.55, the open interest changed by 5 which increased total open position to 6
| SYNGENE 30SEP2025 660 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.38
Vega: 0.44
Theta: -0.44
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 665.45 | 8.15 | -3.55 | 25.50 | 161 | 14 | 213 |
| 14 Sept | 664.15 | 11.5 | -2.5 | 26.09 | 150 | 13 | 186 |
| 17 Aug | 667.60 | 48.05 | 0 | 2.08 | 0 | 0 | 0 |
For Syngene International Ltd - strike price 660 expiring on 30SEP2025
Delta for 660 PE is -0.38
Historical price for 660 PE is as follows
On 21 Sept SYNGENE was trading at 665.45. The strike last trading price was 8.15, which was -3.55 lower than the previous day. The implied volatity was 25.50, the open interest changed by 14 which increased total open position to 213
On 14 Sept SYNGENE was trading at 664.15. The strike last trading price was 11.5, which was -2.5 lower than the previous day. The implied volatity was 26.09, the open interest changed by 13 which increased total open position to 186
On 17 Aug SYNGENE was trading at 667.60. The strike last trading price was 48.05, which was 0 lower than the previous day. The implied volatity was 2.08, the open interest changed by 0 which decreased total open position to 0
