SYNGENE
Syngene International Ltd
Historical option data for SYNGENE
21 Sep 2025 04:12 PM IST
| SYNGENE 30SEP2025 730 CE | ||||||||||||||||
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Delta: 0.06
Vega: 0.13
Theta: -0.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 665.45 | 0.9 | -0.15 | 31.99 | 44 | 28 | 84 | |||||||||
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| 14 Sept | 664.15 | 1.4 | 0.05 | 27.48 | 27 | 3 | 89 | |||||||||
For Syngene International Ltd - strike price 730 expiring on 30SEP2025
Delta for 730 CE is 0.06
Historical price for 730 CE is as follows
On 21 Sept SYNGENE was trading at 665.45. The strike last trading price was 0.9, which was -0.15 lower than the previous day. The implied volatity was 31.99, the open interest changed by 28 which increased total open position to 84
On 14 Sept SYNGENE was trading at 664.15. The strike last trading price was 1.4, which was 0.05 higher than the previous day. The implied volatity was 27.48, the open interest changed by 3 which increased total open position to 89
| SYNGENE 30SEP2025 730 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 | 76.1 | -0.8 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 664.15 | 44.35 | 0 | - | 0 | 0 | 0 |
For Syngene International Ltd - strike price 730 expiring on 30SEP2025
Delta for 730 PE is 0.00
Historical price for 730 PE is as follows
On 21 Sept SYNGENE was trading at 665.45. The strike last trading price was 76.1, which was -0.8 lower 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 44.35, 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
