SYNGENE
Syngene International Ltd
Historical option data for SYNGENE
21 Sep 2025 04:12 PM IST
| SYNGENE 30SEP2025 700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.18
Vega: 0.30
Theta: -0.41
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 665.45 | 3 | 0.15 | 28.15 | 529 | -109 | 1,130 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 664.15 | 4.05 | -0.15 | 24.49 | 237 | 30 | 301 | |||||||||
| 17 Aug | 667.60 | 10.2 | -0.95 | 20.35 | 5 | 0 | 11 | |||||||||
For Syngene International Ltd - strike price 700 expiring on 30SEP2025
Delta for 700 CE is 0.18
Historical price for 700 CE is as follows
On 21 Sept SYNGENE was trading at 665.45. The strike last trading price was 3, which was 0.15 higher than the previous day. The implied volatity was 28.15, the open interest changed by -109 which decreased total open position to 1130
On 14 Sept SYNGENE was trading at 664.15. The strike last trading price was 4.05, which was -0.15 lower than the previous day. The implied volatity was 24.49, the open interest changed by 30 which increased total open position to 301
On 17 Aug SYNGENE was trading at 667.60. The strike last trading price was 10.2, which was -0.95 lower than the previous day. The implied volatity was 20.35, the open interest changed by 0 which decreased total open position to 11
| SYNGENE 30SEP2025 700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.80
Vega: 0.33
Theta: -0.31
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 665.45 | 36 | -5.9 | 31.52 | 14 | -10 | 53 |
| 14 Sept | 664.15 | 37.6 | -3.65 | 28.98 | 20 | -2 | 62 |
| 17 Aug | 667.60 | 48 | 0 | 0.00 | 0 | 0 | 0 |
For Syngene International Ltd - strike price 700 expiring on 30SEP2025
Delta for 700 PE is -0.80
Historical price for 700 PE is as follows
On 21 Sept SYNGENE was trading at 665.45. The strike last trading price was 36, which was -5.9 lower than the previous day. The implied volatity was 31.52, the open interest changed by -10 which decreased total open position to 53
On 14 Sept SYNGENE was trading at 664.15. The strike last trading price was 37.6, which was -3.65 lower than the previous day. The implied volatity was 28.98, the open interest changed by -2 which decreased total open position to 62
On 17 Aug SYNGENE was trading at 667.60. The strike last trading price was 48, 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
