SYNGENE
Syngene International Ltd
Historical option data for SYNGENE
21 Sep 2025 04:12 PM IST
| SYNGENE 28OCT2025 670 CE | ||||||||||||||||
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Delta: 0.54
Vega: 0.86
Theta: -0.37
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 665.45 | 23 | 3.9 | 24.74 | 4 | 1 | 25 | |||||||||
| 14 Sept | 664.15 | 23.3 | 1.5 | 22.96 | 9 | 9 | 0 | |||||||||
For Syngene International Ltd - strike price 670 expiring on 28OCT2025
Delta for 670 CE is 0.54
Historical price for 670 CE is as follows
On 21 Sept SYNGENE was trading at 665.45. The strike last trading price was 23, which was 3.9 higher than the previous day. The implied volatity was 24.74, the open interest changed by 1 which increased total open position to 25
On 14 Sept SYNGENE was trading at 664.15. The strike last trading price was 23.3, which was 1.5 higher than the previous day. The implied volatity was 22.96, the open interest changed by 9 which increased total open position to 0
| SYNGENE 28OCT2025 670 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 |
| 21 Sept | 665.45 | 26.25 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 664.15 | 55.8 | 0 | 0.50 | 0 | 0 | 0 |
For Syngene International Ltd - strike price 670 expiring on 28OCT2025
Delta for 670 PE is 0.00
Historical price for 670 PE is as follows
On 21 Sept SYNGENE was trading at 665.45. The strike last trading price was 26.25, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept SYNGENE was trading at 664.15. The strike last trading price was 55.8, which was 0 lower than the previous day. The implied volatity was 0.50, the open interest changed by 0 which decreased total open position to 0
