SYNGENE
Syngene International Ltd
Historical option data for SYNGENE
21 Sep 2025 04:12 PM IST
| SYNGENE 30SEP2025 720 CE | ||||||||||||||||
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Delta: 0.09
Vega: 0.18
Theta: -0.27
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 665.45 | 1.4 | 0.15 | 31.10 | 81 | 27 | 178 | |||||||||
| 14 Sept | 664.15 | 1.85 | -0.15 | 26.00 | 61 | 17 | 113 | |||||||||
For Syngene International Ltd - strike price 720 expiring on 30SEP2025
Delta for 720 CE is 0.09
Historical price for 720 CE is as follows
On 21 Sept SYNGENE was trading at 665.45. The strike last trading price was 1.4, which was 0.15 higher than the previous day. The implied volatity was 31.10, the open interest changed by 27 which increased total open position to 178
On 14 Sept SYNGENE was trading at 664.15. The strike last trading price was 1.85, which was -0.15 lower than the previous day. The implied volatity was 26.00, the open interest changed by 17 which increased total open position to 113
| SYNGENE 30SEP2025 720 PE | |||||||
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Delta: -0.83
Vega: 0.29
Theta: -0.41
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 665.45 | 56.25 | -4.65 | 43.38 | 3 | 0 | 13 |
| 14 Sept | 664.15 | 55.6 | -2.95 | 33.18 | 11 | 1 | 13 |
For Syngene International Ltd - strike price 720 expiring on 30SEP2025
Delta for 720 PE is -0.83
Historical price for 720 PE is as follows
On 21 Sept SYNGENE was trading at 665.45. The strike last trading price was 56.25, which was -4.65 lower than the previous day. The implied volatity was 43.38, the open interest changed by 0 which decreased total open position to 13
On 14 Sept SYNGENE was trading at 664.15. The strike last trading price was 55.6, which was -2.95 lower than the previous day. The implied volatity was 33.18, the open interest changed by 1 which increased total open position to 13
