SYNGENE
Syngene International Ltd
Historical option data for SYNGENE
21 Sep 2025 04:12 PM IST
| SYNGENE 30SEP2025 690 CE | ||||||||||||||||
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Delta: 0.25
Vega: 0.36
Theta: -0.48
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 665.45 | 4.35 | 0.3 | 26.35 | 200 | 96 | 451 | |||||||||
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| 14 Sept | 664.15 | 5.7 | -0.4 | 23.25 | 146 | 28 | 264 | |||||||||
| 17 Aug | 667.60 | 56.25 | 0 | 1.75 | 0 | 0 | 0 | |||||||||
For Syngene International Ltd - strike price 690 expiring on 30SEP2025
Delta for 690 CE is 0.25
Historical price for 690 CE is as follows
On 21 Sept SYNGENE was trading at 665.45. The strike last trading price was 4.35, which was 0.3 higher than the previous day. The implied volatity was 26.35, the open interest changed by 96 which increased total open position to 451
On 14 Sept SYNGENE was trading at 664.15. The strike last trading price was 5.7, which was -0.4 lower than the previous day. The implied volatity was 23.25, the open interest changed by 28 which increased total open position to 264
On 17 Aug SYNGENE was trading at 667.60. The strike last trading price was 56.25, which was 0 lower than the previous day. The implied volatity was 1.75, the open interest changed by 0 which decreased total open position to 0
| SYNGENE 30SEP2025 690 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 | 40.5 | 0.05 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 664.15 | 32.1 | -7.9 | 32.44 | 21 | 1 | 23 |
| 17 Aug | 667.60 | 25.25 | 0 | - | 0 | 0 | 0 |
For Syngene International Ltd - strike price 690 expiring on 30SEP2025
Delta for 690 PE is 0.00
Historical price for 690 PE is as follows
On 21 Sept SYNGENE was trading at 665.45. The strike last trading price was 40.5, which was 0.05 higher 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 32.1, which was -7.9 lower than the previous day. The implied volatity was 32.44, the open interest changed by 1 which increased total open position to 23
On 17 Aug SYNGENE was trading at 667.60. The strike last trading price was 25.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
