SYNGENE
Syngene International Ltd
Historical option data for SYNGENE
21 Sep 2025 04:12 PM IST
| SYNGENE 30SEP2025 680 CE | ||||||||||||||||
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Delta: 0.35
Vega: 0.43
Theta: -0.55
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 665.45 | 6.6 | 0.65 | 24.99 | 345 | 19 | 279 | |||||||||
| 14 Sept | 664.15 | 8.05 | -0.85 | 21.98 | 192 | -11 | 161 | |||||||||
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| 17 Aug | 667.60 | 36.05 | 0 | 0.54 | 0 | 0 | 0 | |||||||||
For Syngene International Ltd - strike price 680 expiring on 30SEP2025
Delta for 680 CE is 0.35
Historical price for 680 CE is as follows
On 21 Sept SYNGENE was trading at 665.45. The strike last trading price was 6.6, which was 0.65 higher than the previous day. The implied volatity was 24.99, the open interest changed by 19 which increased total open position to 279
On 14 Sept SYNGENE was trading at 664.15. The strike last trading price was 8.05, which was -0.85 lower than the previous day. The implied volatity was 21.98, the open interest changed by -11 which decreased total open position to 161
On 17 Aug SYNGENE was trading at 667.60. The strike last trading price was 36.05, which was 0 lower than the previous day. The implied volatity was 0.54, the open interest changed by 0 which decreased total open position to 0
| SYNGENE 30SEP2025 680 PE | |||||||
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Delta: -0.63
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 | 20 | -4.35 | 28.23 | 17 | 0 | 62 |
| 14 Sept | 664.15 | 25.25 | -0.15 | 31.73 | 36 | -1 | 53 |
| 17 Aug | 667.60 | 25 | 0 | 0.00 | 0 | 0 | 0 |
For Syngene International Ltd - strike price 680 expiring on 30SEP2025
Delta for 680 PE is -0.63
Historical price for 680 PE is as follows
On 21 Sept SYNGENE was trading at 665.45. The strike last trading price was 20, which was -4.35 lower than the previous day. The implied volatity was 28.23, the open interest changed by 0 which decreased total open position to 62
On 14 Sept SYNGENE was trading at 664.15. The strike last trading price was 25.25, which was -0.15 lower than the previous day. The implied volatity was 31.73, the open interest changed by -1 which decreased total open position to 53
On 17 Aug SYNGENE was trading at 667.60. The strike last trading price was 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
