SYNGENE
Syngene International Ltd
Historical option data for SYNGENE
21 Sep 2025 04:12 PM IST
| SYNGENE 30SEP2025 670 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.48
Vega: 0.46
Theta: -0.57
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 665.45 | 9.7 | 0.95 | 23.14 | 834 | 16 | 413 | |||||||||
| 14 Sept | 664.15 | 12.45 | -0.05 | 22.52 | 825 | 20 | 250 | |||||||||
| 17 Aug | 667.60 | 24.45 | -44.45 | 22.37 | 2 | 2 | 1 | |||||||||
For Syngene International Ltd - strike price 670 expiring on 30SEP2025
Delta for 670 CE is 0.48
Historical price for 670 CE is as follows
On 21 Sept SYNGENE was trading at 665.45. The strike last trading price was 9.7, which was 0.95 higher than the previous day. The implied volatity was 23.14, the open interest changed by 16 which increased total open position to 413
On 14 Sept SYNGENE was trading at 664.15. The strike last trading price was 12.45, which was -0.05 lower than the previous day. The implied volatity was 22.52, the open interest changed by 20 which increased total open position to 250
On 17 Aug SYNGENE was trading at 667.60. The strike last trading price was 24.45, which was -44.45 lower than the previous day. The implied volatity was 22.37, the open interest changed by 2 which increased total open position to 1
| SYNGENE 30SEP2025 670 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.52
Vega: 0.46
Theta: -0.46
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 665.45 | 13.25 | -4.4 | 26.43 | 42 | 0 | 107 |
| 14 Sept | 664.15 | 16.55 | -3.05 | 26.59 | 96 | 24 | 109 |
| 17 Aug | 667.60 | 18.1 | 0 | 0.79 | 0 | 0 | 0 |
For Syngene International Ltd - strike price 670 expiring on 30SEP2025
Delta for 670 PE is -0.52
Historical price for 670 PE is as follows
On 21 Sept SYNGENE was trading at 665.45. The strike last trading price was 13.25, which was -4.4 lower than the previous day. The implied volatity was 26.43, the open interest changed by 0 which decreased total open position to 107
On 14 Sept SYNGENE was trading at 664.15. The strike last trading price was 16.55, which was -3.05 lower than the previous day. The implied volatity was 26.59, the open interest changed by 24 which increased total open position to 109
On 17 Aug SYNGENE was trading at 667.60. The strike last trading price was 18.1, which was 0 lower than the previous day. The implied volatity was 0.79, the open interest changed by 0 which decreased total open position to 0
