SYNGENE
Syngene International Ltd
Historical option data for SYNGENE
06 Mar 2026 04:11 PM IST
| SYNGENE 30-MAR-2026 420 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.31
Vega: 0.36
Theta: -0.27
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 6 Mar | 399.70 | 6.3 | -1.6 | 31.68 | 387 | 10 | 304 | |||||||||
| 5 Mar | 403.70 | 8.15 | -0.1 | 31.35 | 278 | 52 | 295 | |||||||||
| 4 Mar | 400.70 | 8.1 | -4.6 | 34.75 | 382 | 25 | 243 | |||||||||
| 2 Mar | 412.25 | 12.9 | -4.7 | 32.17 | 734 | 84 | 214 | |||||||||
| 27 Feb | 422.20 | 17.1 | -3.55 | 29.04 | 366 | 66 | 129 | |||||||||
| 26 Feb | 425.90 | 20.55 | -5.15 | 31.89 | 11 | 5 | 62 | |||||||||
| 25 Feb | 433.60 | 25.7 | -4 | 30.24 | 17 | 4 | 57 | |||||||||
| 24 Feb | 437.10 | 29.7 | -8.9 | 33.37 | 38 | 14 | 52 | |||||||||
| 23 Feb | 446.95 | 38.55 | 4.35 | 35.86 | 13 | 5 | 36 | |||||||||
| 20 Feb | 442.70 | 34.5 | 1.65 | 30.06 | 28 | 23 | 28 | |||||||||
| 19 Feb | 438.20 | 32.85 | -158.05 | 35.25 | 5 | 2 | 2 | |||||||||
| 18 Feb | 433.15 | 190.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 432.90 | 190.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 435.05 | 190.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 434.35 | 190.9 | 0 | - | 0 | 0 | 0 | |||||||||
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| 12 Feb | 446.35 | 190.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 455.10 | 190.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 452.80 | 190.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 455.50 | 190.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 447.65 | 190.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 459.50 | 190.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 472.60 | 190.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 478.00 | 190.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 467.75 | 190.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 465.35 | 190.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 473.45 | 190.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 472.70 | 190.9 | 0 | - | 0 | 0 | 0 | |||||||||
For Syngene International Ltd - strike price 420 expiring on 30MAR2026
Delta for 420 CE is 0.31
Historical price for 420 CE is as follows
On 6 Mar SYNGENE was trading at 399.70. The strike last trading price was 6.3, which was -1.6 lower than the previous day. The implied volatity was 31.68, the open interest changed by 10 which increased total open position to 304
On 5 Mar SYNGENE was trading at 403.70. The strike last trading price was 8.15, which was -0.1 lower than the previous day. The implied volatity was 31.35, the open interest changed by 52 which increased total open position to 295
On 4 Mar SYNGENE was trading at 400.70. The strike last trading price was 8.1, which was -4.6 lower than the previous day. The implied volatity was 34.75, the open interest changed by 25 which increased total open position to 243
On 2 Mar SYNGENE was trading at 412.25. The strike last trading price was 12.9, which was -4.7 lower than the previous day. The implied volatity was 32.17, the open interest changed by 84 which increased total open position to 214
On 27 Feb SYNGENE was trading at 422.20. The strike last trading price was 17.1, which was -3.55 lower than the previous day. The implied volatity was 29.04, the open interest changed by 66 which increased total open position to 129
On 26 Feb SYNGENE was trading at 425.90. The strike last trading price was 20.55, which was -5.15 lower than the previous day. The implied volatity was 31.89, the open interest changed by 5 which increased total open position to 62
On 25 Feb SYNGENE was trading at 433.60. The strike last trading price was 25.7, which was -4 lower than the previous day. The implied volatity was 30.24, the open interest changed by 4 which increased total open position to 57
On 24 Feb SYNGENE was trading at 437.10. The strike last trading price was 29.7, which was -8.9 lower than the previous day. The implied volatity was 33.37, the open interest changed by 14 which increased total open position to 52
On 23 Feb SYNGENE was trading at 446.95. The strike last trading price was 38.55, which was 4.35 higher than the previous day. The implied volatity was 35.86, the open interest changed by 5 which increased total open position to 36
On 20 Feb SYNGENE was trading at 442.70. The strike last trading price was 34.5, which was 1.65 higher than the previous day. The implied volatity was 30.06, the open interest changed by 23 which increased total open position to 28
On 19 Feb SYNGENE was trading at 438.20. The strike last trading price was 32.85, which was -158.05 lower than the previous day. The implied volatity was 35.25, the open interest changed by 2 which increased total open position to 2
On 18 Feb SYNGENE was trading at 433.15. The strike last trading price was 190.9, 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
On 17 Feb SYNGENE was trading at 432.90. The strike last trading price was 190.9, 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
On 16 Feb SYNGENE was trading at 435.05. The strike last trading price was 190.9, 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
On 13 Feb SYNGENE was trading at 434.35. The strike last trading price was 190.9, 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
On 12 Feb SYNGENE was trading at 446.35. The strike last trading price was 190.9, 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
On 11 Feb SYNGENE was trading at 455.10. The strike last trading price was 190.9, 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
On 10 Feb SYNGENE was trading at 452.80. The strike last trading price was 190.9, 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
On 9 Feb SYNGENE was trading at 455.50. The strike last trading price was 190.9, 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
On 6 Feb SYNGENE was trading at 447.65. The strike last trading price was 190.9, 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
On 5 Feb SYNGENE was trading at 459.50. The strike last trading price was 190.9, 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
On 4 Feb SYNGENE was trading at 472.60. The strike last trading price was 190.9, 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
On 3 Feb SYNGENE was trading at 478.00. The strike last trading price was 190.9, 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
On 2 Feb SYNGENE was trading at 467.75. The strike last trading price was 190.9, 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
On 1 Feb SYNGENE was trading at 465.35. The strike last trading price was 190.9, 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
On 30 Jan SYNGENE was trading at 473.45. The strike last trading price was 190.9, 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
On 29 Jan SYNGENE was trading at 472.70. The strike last trading price was 190.9, 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
| SYNGENE 30MAR2026 420 PE | |||||||
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Delta: -0.64
Vega: 0.38
Theta: -0.24
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 6 Mar | 399.70 | 26.9 | 5.35 | 40.11 | 15 | -5 | 134 |
| 5 Mar | 403.70 | 21.55 | -4.95 | 33.87 | 17 | -6 | 139 |
| 4 Mar | 400.70 | 27.1 | 8.5 | 39.74 | 34 | -8 | 145 |
| 2 Mar | 412.25 | 18.5 | 5.15 | 36.03 | 268 | -12 | 148 |
| 27 Feb | 422.20 | 13.6 | 1.5 | 33.3 | 464 | 15 | 161 |
| 26 Feb | 425.90 | 12 | 2.4 | 32.13 | 141 | 32 | 144 |
| 25 Feb | 433.60 | 9.5 | 0.05 | 33 | 88 | 14 | 114 |
| 24 Feb | 437.10 | 9.9 | 2.85 | 35.61 | 116 | 51 | 100 |
| 23 Feb | 446.95 | 6.9 | -1.95 | 34.59 | 89 | -13 | 50 |
| 20 Feb | 442.70 | 8.85 | -1.75 | 35.99 | 108 | 26 | 54 |
| 19 Feb | 438.20 | 10.55 | 10.45 | 35.58 | 35 | 28 | 28 |
| 18 Feb | 433.15 | 0.1 | 0 | 3.93 | 0 | 0 | 0 |
| 17 Feb | 432.90 | 0.1 | 0 | 3.73 | 0 | 0 | 0 |
| 16 Feb | 435.05 | 0.1 | 0 | 4.15 | 0 | 0 | 0 |
| 13 Feb | 434.35 | 0.1 | 0 | 4.15 | 0 | 0 | 0 |
| 12 Feb | 446.35 | 0.1 | 0 | 6.08 | 0 | 0 | 0 |
| 11 Feb | 455.10 | 0.1 | 0 | 7.38 | 0 | 0 | 0 |
| 10 Feb | 452.80 | 0.1 | 0 | 7.07 | 0 | 0 | 0 |
| 9 Feb | 455.50 | 0.1 | 0 | 7.4 | 0 | 0 | 0 |
| 6 Feb | 447.65 | 0.1 | 0 | 6.12 | 0 | 0 | 0 |
| 5 Feb | 459.50 | 0.1 | 0 | 7.72 | 0 | 0 | 0 |
| 4 Feb | 472.60 | 0.1 | 0 | 9.51 | 0 | 0 | 0 |
| 3 Feb | 478.00 | 0.1 | 0 | 10.07 | 0 | 0 | 0 |
| 2 Feb | 467.75 | 0.1 | 0 | 9.14 | 0 | 0 | 0 |
| 1 Feb | 465.35 | 0.1 | 0 | 8.71 | 0 | 0 | 0 |
| 30 Jan | 473.45 | 0.1 | 0 | 9.8 | 0 | 0 | 0 |
| 29 Jan | 472.70 | 0.1 | 0 | 9.54 | 0 | 0 | 0 |
For Syngene International Ltd - strike price 420 expiring on 30MAR2026
Delta for 420 PE is -0.64
Historical price for 420 PE is as follows
On 6 Mar SYNGENE was trading at 399.70. The strike last trading price was 26.9, which was 5.35 higher than the previous day. The implied volatity was 40.11, the open interest changed by -5 which decreased total open position to 134
On 5 Mar SYNGENE was trading at 403.70. The strike last trading price was 21.55, which was -4.95 lower than the previous day. The implied volatity was 33.87, the open interest changed by -6 which decreased total open position to 139
On 4 Mar SYNGENE was trading at 400.70. The strike last trading price was 27.1, which was 8.5 higher than the previous day. The implied volatity was 39.74, the open interest changed by -8 which decreased total open position to 145
On 2 Mar SYNGENE was trading at 412.25. The strike last trading price was 18.5, which was 5.15 higher than the previous day. The implied volatity was 36.03, the open interest changed by -12 which decreased total open position to 148
On 27 Feb SYNGENE was trading at 422.20. The strike last trading price was 13.6, which was 1.5 higher than the previous day. The implied volatity was 33.3, the open interest changed by 15 which increased total open position to 161
On 26 Feb SYNGENE was trading at 425.90. The strike last trading price was 12, which was 2.4 higher than the previous day. The implied volatity was 32.13, the open interest changed by 32 which increased total open position to 144
On 25 Feb SYNGENE was trading at 433.60. The strike last trading price was 9.5, which was 0.05 higher than the previous day. The implied volatity was 33, the open interest changed by 14 which increased total open position to 114
On 24 Feb SYNGENE was trading at 437.10. The strike last trading price was 9.9, which was 2.85 higher than the previous day. The implied volatity was 35.61, the open interest changed by 51 which increased total open position to 100
On 23 Feb SYNGENE was trading at 446.95. The strike last trading price was 6.9, which was -1.95 lower than the previous day. The implied volatity was 34.59, the open interest changed by -13 which decreased total open position to 50
On 20 Feb SYNGENE was trading at 442.70. The strike last trading price was 8.85, which was -1.75 lower than the previous day. The implied volatity was 35.99, the open interest changed by 26 which increased total open position to 54
On 19 Feb SYNGENE was trading at 438.20. The strike last trading price was 10.55, which was 10.45 higher than the previous day. The implied volatity was 35.58, the open interest changed by 28 which increased total open position to 28
On 18 Feb SYNGENE was trading at 433.15. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 3.93, the open interest changed by 0 which decreased total open position to 0
On 17 Feb SYNGENE was trading at 432.90. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 3.73, the open interest changed by 0 which decreased total open position to 0
On 16 Feb SYNGENE was trading at 435.05. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 4.15, the open interest changed by 0 which decreased total open position to 0
On 13 Feb SYNGENE was trading at 434.35. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 4.15, the open interest changed by 0 which decreased total open position to 0
On 12 Feb SYNGENE was trading at 446.35. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 6.08, the open interest changed by 0 which decreased total open position to 0
On 11 Feb SYNGENE was trading at 455.10. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 7.38, the open interest changed by 0 which decreased total open position to 0
On 10 Feb SYNGENE was trading at 452.80. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 7.07, the open interest changed by 0 which decreased total open position to 0
On 9 Feb SYNGENE was trading at 455.50. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 7.4, the open interest changed by 0 which decreased total open position to 0
On 6 Feb SYNGENE was trading at 447.65. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 6.12, the open interest changed by 0 which decreased total open position to 0
On 5 Feb SYNGENE was trading at 459.50. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 7.72, the open interest changed by 0 which decreased total open position to 0
On 4 Feb SYNGENE was trading at 472.60. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 9.51, the open interest changed by 0 which decreased total open position to 0
On 3 Feb SYNGENE was trading at 478.00. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 10.07, the open interest changed by 0 which decreased total open position to 0
On 2 Feb SYNGENE was trading at 467.75. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 9.14, the open interest changed by 0 which decreased total open position to 0
On 1 Feb SYNGENE was trading at 465.35. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 8.71, the open interest changed by 0 which decreased total open position to 0
On 30 Jan SYNGENE was trading at 473.45. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 9.8, the open interest changed by 0 which decreased total open position to 0
On 29 Jan SYNGENE was trading at 472.70. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 9.54, the open interest changed by 0 which decreased total open position to 0
