SYNGENE
Syngene International Ltd
Historical option data for SYNGENE
17 Aug 2025 12:56 AM IST
| SYNGENE 30SEP2025 660 CE | ||||||||||||||||
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Delta: 0.64
Vega: 0.90
Theta: -0.31
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 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 0.64
Historical price for 660 CE is as follows
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: -0.00
Vega: 0.00
Theta: -0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.00
Historical price for 660 PE is as follows
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
