SYNGENE
Syngene International Ltd
Historical option data for SYNGENE
13 Mar 2026 04:11 PM IST
| SYNGENE 30-MAR-2026 430 CE | ||||||||||||||||
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Delta: 0.43
Vega: 0.36
Theta: -0.45
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 13 Mar | 420.85 | 10.65 | 6.25 | 38.45 | 10,414 | 559 | 901 | |||||||||
| 12 Mar | 404.10 | 4.3 | -1.3 | 33.68 | 229 | 31 | 343 | |||||||||
| 11 Mar | 408.15 | 5.4 | -0.8 | 34.97 | 460 | -2 | 312 | |||||||||
| 10 Mar | 409.30 | 6.4 | 2.55 | 34.32 | 237 | 34 | 312 | |||||||||
| 9 Mar | 398.65 | 3.9 | -0.25 | 34.64 | 206 | 22 | 279 | |||||||||
| 6 Mar | 399.70 | 4.1 | -1 | 32.26 | 112 | 6 | 260 | |||||||||
| 5 Mar | 403.70 | 5.15 | -0.5 | 31.03 | 159 | 26 | 254 | |||||||||
| 4 Mar | 400.70 | 5.5 | -3.6 | 34.91 | 124 | 7 | 228 | |||||||||
| 2 Mar | 412.25 | 9.05 | -3.55 | 32.21 | 291 | 22 | 224 | |||||||||
| 27 Feb | 422.20 | 12.6 | -2.75 | 29.77 | 349 | 61 | 198 | |||||||||
| 26 Feb | 425.90 | 15.1 | -4.9 | 31.27 | 208 | 68 | 138 | |||||||||
| 25 Feb | 433.60 | 19.55 | -3.85 | 30.01 | 81 | 44 | 70 | |||||||||
| 24 Feb | 437.10 | 23.4 | -6.2 | 33.11 | 15 | 0 | 25 | |||||||||
| 23 Feb | 446.95 | 30.2 | 3.75 | 32.67 | 15 | -1 | 25 | |||||||||
| 20 Feb | 442.70 | 26.45 | -0.45 | 27.72 | 13 | 0 | 26 | |||||||||
| 19 Feb | 438.20 | 26.9 | 4.25 | 35.53 | 38 | -5 | 26 | |||||||||
| 18 Feb | 433.15 | 22.35 | -0.65 | 32.11 | 37 | 11 | 30 | |||||||||
| 17 Feb | 432.90 | 23 | -3.6 | 33.07 | 9 | 6 | 19 | |||||||||
| 16 Feb | 435.05 | 26.6 | 0.6 | 36.58 | 9 | 0 | 11 | |||||||||
| 13 Feb | 434.35 | 26 | -44.6 | 33.69 | 32 | 16 | 16 | |||||||||
| 12 Feb | 446.35 | 70.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 455.10 | 70.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 452.80 | 70.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 455.50 | 70.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 447.65 | 70.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 459.50 | 70.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 472.60 | 70.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 478.00 | 70.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 467.75 | 70.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 465.35 | 70.6 | 0 | - | 0 | 0 | 0 | |||||||||
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| 30 Jan | 473.45 | 70.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 472.70 | 70.6 | 0 | - | 0 | 0 | 0 | |||||||||
For Syngene International Ltd - strike price 430 expiring on 30MAR2026
Delta for 430 CE is 0.43
Historical price for 430 CE is as follows
On 13 Mar SYNGENE was trading at 420.85. The strike last trading price was 10.65, which was 6.25 higher than the previous day. The implied volatity was 38.45, the open interest changed by 559 which increased total open position to 901
On 12 Mar SYNGENE was trading at 404.10. The strike last trading price was 4.3, which was -1.3 lower than the previous day. The implied volatity was 33.68, the open interest changed by 31 which increased total open position to 343
On 11 Mar SYNGENE was trading at 408.15. The strike last trading price was 5.4, which was -0.8 lower than the previous day. The implied volatity was 34.97, the open interest changed by -2 which decreased total open position to 312
On 10 Mar SYNGENE was trading at 409.30. The strike last trading price was 6.4, which was 2.55 higher than the previous day. The implied volatity was 34.32, the open interest changed by 34 which increased total open position to 312
On 9 Mar SYNGENE was trading at 398.65. The strike last trading price was 3.9, which was -0.25 lower than the previous day. The implied volatity was 34.64, the open interest changed by 22 which increased total open position to 279
On 6 Mar SYNGENE was trading at 399.70. The strike last trading price was 4.1, which was -1 lower than the previous day. The implied volatity was 32.26, the open interest changed by 6 which increased total open position to 260
On 5 Mar SYNGENE was trading at 403.70. The strike last trading price was 5.15, which was -0.5 lower than the previous day. The implied volatity was 31.03, the open interest changed by 26 which increased total open position to 254
On 4 Mar SYNGENE was trading at 400.70. The strike last trading price was 5.5, which was -3.6 lower than the previous day. The implied volatity was 34.91, the open interest changed by 7 which increased total open position to 228
On 2 Mar SYNGENE was trading at 412.25. The strike last trading price was 9.05, which was -3.55 lower than the previous day. The implied volatity was 32.21, the open interest changed by 22 which increased total open position to 224
On 27 Feb SYNGENE was trading at 422.20. The strike last trading price was 12.6, which was -2.75 lower than the previous day. The implied volatity was 29.77, the open interest changed by 61 which increased total open position to 198
On 26 Feb SYNGENE was trading at 425.90. The strike last trading price was 15.1, which was -4.9 lower than the previous day. The implied volatity was 31.27, the open interest changed by 68 which increased total open position to 138
On 25 Feb SYNGENE was trading at 433.60. The strike last trading price was 19.55, which was -3.85 lower than the previous day. The implied volatity was 30.01, the open interest changed by 44 which increased total open position to 70
On 24 Feb SYNGENE was trading at 437.10. The strike last trading price was 23.4, which was -6.2 lower than the previous day. The implied volatity was 33.11, the open interest changed by 0 which decreased total open position to 25
On 23 Feb SYNGENE was trading at 446.95. The strike last trading price was 30.2, which was 3.75 higher than the previous day. The implied volatity was 32.67, the open interest changed by -1 which decreased total open position to 25
On 20 Feb SYNGENE was trading at 442.70. The strike last trading price was 26.45, which was -0.45 lower than the previous day. The implied volatity was 27.72, the open interest changed by 0 which decreased total open position to 26
On 19 Feb SYNGENE was trading at 438.20. The strike last trading price was 26.9, which was 4.25 higher than the previous day. The implied volatity was 35.53, the open interest changed by -5 which decreased total open position to 26
On 18 Feb SYNGENE was trading at 433.15. The strike last trading price was 22.35, which was -0.65 lower than the previous day. The implied volatity was 32.11, the open interest changed by 11 which increased total open position to 30
On 17 Feb SYNGENE was trading at 432.90. The strike last trading price was 23, which was -3.6 lower than the previous day. The implied volatity was 33.07, the open interest changed by 6 which increased total open position to 19
On 16 Feb SYNGENE was trading at 435.05. The strike last trading price was 26.6, which was 0.6 higher than the previous day. The implied volatity was 36.58, the open interest changed by 0 which decreased total open position to 11
On 13 Feb SYNGENE was trading at 434.35. The strike last trading price was 26, which was -44.6 lower than the previous day. The implied volatity was 33.69, the open interest changed by 16 which increased total open position to 16
On 12 Feb SYNGENE was trading at 446.35. The strike last trading price was 70.6, 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 70.6, 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 70.6, 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 70.6, 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 70.6, 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 70.6, 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 70.6, 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 70.6, 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 70.6, 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 70.6, 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 70.6, 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 70.6, 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 430 PE | |||||||
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Delta: -0.56
Vega: 0.36
Theta: -0.37
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 13 Mar | 420.85 | 19.3 | -8.95 | 41.94 | 1,084 | 22 | 203 |
| 12 Mar | 404.10 | 28.25 | 3 | 38.83 | 9 | -2 | 181 |
| 11 Mar | 408.15 | 25.25 | 1.4 | 31.98 | 20 | 2 | 184 |
| 10 Mar | 409.30 | 23.65 | -10.3 | 33.14 | 14 | -4 | 182 |
| 9 Mar | 398.65 | 33.95 | 0.3 | 39.83 | 17 | -9 | 186 |
| 6 Mar | 399.70 | 33.65 | 0.05 | 38.95 | 6 | -1 | 195 |
| 5 Mar | 403.70 | 33.6 | 0.4 | 47.35 | 15 | 1 | 196 |
| 4 Mar | 400.70 | 34 | 9.15 | 39.3 | 19 | -5 | 195 |
| 2 Mar | 412.25 | 24.55 | 6.15 | 36.18 | 133 | -7 | 203 |
| 27 Feb | 422.20 | 18.75 | 2.2 | 33.42 | 135 | -1 | 213 |
| 26 Feb | 425.90 | 16.6 | 3.15 | 31.77 | 229 | 49 | 213 |
| 25 Feb | 433.60 | 13.75 | 0.55 | 33.51 | 151 | 38 | 162 |
| 24 Feb | 437.10 | 13.65 | 3.6 | 35.44 | 73 | 17 | 122 |
| 23 Feb | 446.95 | 9.8 | -2.3 | 34.33 | 92 | -2 | 104 |
| 20 Feb | 442.70 | 12.15 | -2.45 | 35.83 | 36 | 6 | 106 |
| 19 Feb | 438.20 | 14.45 | -1.5 | 35.75 | 122 | 51 | 100 |
| 18 Feb | 433.15 | 16 | -1.05 | 34.68 | 42 | 12 | 40 |
| 17 Feb | 432.90 | 17.05 | 0.05 | 35.99 | 16 | 8 | 28 |
| 16 Feb | 435.05 | 17 | -4 | 37.17 | 8 | 1 | 20 |
| 13 Feb | 434.35 | 21 | 7.5 | 43.11 | 24 | 17 | 20 |
| 12 Feb | 446.35 | 13.5 | 4.05 | 36.89 | 4 | 0 | 2 |
| 11 Feb | 455.10 | 9.45 | 3.05 | 33.63 | 4 | 2 | 2 |
| 10 Feb | 452.80 | 6.4 | 0 | 5.32 | 0 | 0 | 0 |
| 9 Feb | 455.50 | 6.4 | 0 | 5.69 | 0 | 0 | 0 |
| 6 Feb | 447.65 | 6.4 | 0 | 4.39 | 0 | 0 | 0 |
| 5 Feb | 459.50 | 6.4 | 0 | 6.01 | 0 | 0 | 0 |
| 4 Feb | 472.60 | 6.4 | 0 | 7.92 | 0 | 0 | 0 |
| 3 Feb | 478.00 | 6.4 | 0 | 8.62 | 0 | 0 | 0 |
| 2 Feb | 467.75 | 6.4 | 0 | 7.65 | 0 | 0 | 0 |
| 1 Feb | 465.35 | 6.4 | 0 | 7.2 | 0 | 0 | 0 |
| 30 Jan | 473.45 | 6.4 | 0 | 8.18 | 0 | 0 | 0 |
| 29 Jan | 472.70 | 6.4 | 0 | 7.76 | 0 | 0 | 0 |
For Syngene International Ltd - strike price 430 expiring on 30MAR2026
Delta for 430 PE is -0.56
Historical price for 430 PE is as follows
On 13 Mar SYNGENE was trading at 420.85. The strike last trading price was 19.3, which was -8.95 lower than the previous day. The implied volatity was 41.94, the open interest changed by 22 which increased total open position to 203
On 12 Mar SYNGENE was trading at 404.10. The strike last trading price was 28.25, which was 3 higher than the previous day. The implied volatity was 38.83, the open interest changed by -2 which decreased total open position to 181
On 11 Mar SYNGENE was trading at 408.15. The strike last trading price was 25.25, which was 1.4 higher than the previous day. The implied volatity was 31.98, the open interest changed by 2 which increased total open position to 184
On 10 Mar SYNGENE was trading at 409.30. The strike last trading price was 23.65, which was -10.3 lower than the previous day. The implied volatity was 33.14, the open interest changed by -4 which decreased total open position to 182
On 9 Mar SYNGENE was trading at 398.65. The strike last trading price was 33.95, which was 0.3 higher than the previous day. The implied volatity was 39.83, the open interest changed by -9 which decreased total open position to 186
On 6 Mar SYNGENE was trading at 399.70. The strike last trading price was 33.65, which was 0.05 higher than the previous day. The implied volatity was 38.95, the open interest changed by -1 which decreased total open position to 195
On 5 Mar SYNGENE was trading at 403.70. The strike last trading price was 33.6, which was 0.4 higher than the previous day. The implied volatity was 47.35, the open interest changed by 1 which increased total open position to 196
On 4 Mar SYNGENE was trading at 400.70. The strike last trading price was 34, which was 9.15 higher than the previous day. The implied volatity was 39.3, the open interest changed by -5 which decreased total open position to 195
On 2 Mar SYNGENE was trading at 412.25. The strike last trading price was 24.55, which was 6.15 higher than the previous day. The implied volatity was 36.18, the open interest changed by -7 which decreased total open position to 203
On 27 Feb SYNGENE was trading at 422.20. The strike last trading price was 18.75, which was 2.2 higher than the previous day. The implied volatity was 33.42, the open interest changed by -1 which decreased total open position to 213
On 26 Feb SYNGENE was trading at 425.90. The strike last trading price was 16.6, which was 3.15 higher than the previous day. The implied volatity was 31.77, the open interest changed by 49 which increased total open position to 213
On 25 Feb SYNGENE was trading at 433.60. The strike last trading price was 13.75, which was 0.55 higher than the previous day. The implied volatity was 33.51, the open interest changed by 38 which increased total open position to 162
On 24 Feb SYNGENE was trading at 437.10. The strike last trading price was 13.65, which was 3.6 higher than the previous day. The implied volatity was 35.44, the open interest changed by 17 which increased total open position to 122
On 23 Feb SYNGENE was trading at 446.95. The strike last trading price was 9.8, which was -2.3 lower than the previous day. The implied volatity was 34.33, the open interest changed by -2 which decreased total open position to 104
On 20 Feb SYNGENE was trading at 442.70. The strike last trading price was 12.15, which was -2.45 lower than the previous day. The implied volatity was 35.83, the open interest changed by 6 which increased total open position to 106
On 19 Feb SYNGENE was trading at 438.20. The strike last trading price was 14.45, which was -1.5 lower than the previous day. The implied volatity was 35.75, the open interest changed by 51 which increased total open position to 100
On 18 Feb SYNGENE was trading at 433.15. The strike last trading price was 16, which was -1.05 lower than the previous day. The implied volatity was 34.68, the open interest changed by 12 which increased total open position to 40
On 17 Feb SYNGENE was trading at 432.90. The strike last trading price was 17.05, which was 0.05 higher than the previous day. The implied volatity was 35.99, the open interest changed by 8 which increased total open position to 28
On 16 Feb SYNGENE was trading at 435.05. The strike last trading price was 17, which was -4 lower than the previous day. The implied volatity was 37.17, the open interest changed by 1 which increased total open position to 20
On 13 Feb SYNGENE was trading at 434.35. The strike last trading price was 21, which was 7.5 higher than the previous day. The implied volatity was 43.11, the open interest changed by 17 which increased total open position to 20
On 12 Feb SYNGENE was trading at 446.35. The strike last trading price was 13.5, which was 4.05 higher than the previous day. The implied volatity was 36.89, the open interest changed by 0 which decreased total open position to 2
On 11 Feb SYNGENE was trading at 455.10. The strike last trading price was 9.45, which was 3.05 higher than the previous day. The implied volatity was 33.63, the open interest changed by 2 which increased total open position to 2
On 10 Feb SYNGENE was trading at 452.80. The strike last trading price was 6.4, which was 0 lower than the previous day. The implied volatity was 5.32, 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 6.4, which was 0 lower than the previous day. The implied volatity was 5.69, 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 6.4, which was 0 lower than the previous day. The implied volatity was 4.39, 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 6.4, which was 0 lower than the previous day. The implied volatity was 6.01, 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 6.4, which was 0 lower than the previous day. The implied volatity was 7.92, 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 6.4, which was 0 lower than the previous day. The implied volatity was 8.62, 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 6.4, which was 0 lower than the previous day. The implied volatity was 7.65, 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 6.4, which was 0 lower than the previous day. The implied volatity was 7.2, 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 6.4, which was 0 lower than the previous day. The implied volatity was 8.18, 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 6.4, which was 0 lower than the previous day. The implied volatity was 7.76, the open interest changed by 0 which decreased total open position to 0
