SYNGENE
Syngene International Ltd
Historical option data for SYNGENE
21 Sep 2025 04:12 PM IST
| SYNGENE 30SEP2025 710 CE | ||||||||||||||||
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Delta: 0.12
Vega: 0.23
Theta: -0.33
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 665.45 | 2 | 0.1 | 29.48 | 105 | -3 | 266 | |||||||||
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| 14 Sept | 664.15 | 2.7 | 0.05 | 25.12 | 87 | 7 | 68 | |||||||||
For Syngene International Ltd - strike price 710 expiring on 30SEP2025
Delta for 710 CE is 0.12
Historical price for 710 CE is as follows
On 21 Sept SYNGENE was trading at 665.45. The strike last trading price was 2, which was 0.1 higher than the previous day. The implied volatity was 29.48, the open interest changed by -3 which decreased total open position to 266
On 14 Sept SYNGENE was trading at 664.15. The strike last trading price was 2.7, which was 0.05 higher than the previous day. The implied volatity was 25.12, the open interest changed by 7 which increased total open position to 68
| SYNGENE 30SEP2025 710 PE | |||||||
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Delta: -0.79
Vega: 0.33
Theta: -0.47
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 665.45 | 47.4 | -11.15 | 41.57 | 5 | 2 | 27 |
| 14 Sept | 664.15 | 46.5 | -9.15 | 31.18 | 22 | 4 | 22 |
For Syngene International Ltd - strike price 710 expiring on 30SEP2025
Delta for 710 PE is -0.79
Historical price for 710 PE is as follows
On 21 Sept SYNGENE was trading at 665.45. The strike last trading price was 47.4, which was -11.15 lower than the previous day. The implied volatity was 41.57, the open interest changed by 2 which increased total open position to 27
On 14 Sept SYNGENE was trading at 664.15. The strike last trading price was 46.5, which was -9.15 lower than the previous day. The implied volatity was 31.18, the open interest changed by 4 which increased total open position to 22
