SYNGENE
Syngene International Ltd
Historical option data for SYNGENE
25 Feb 2026 04:11 PM IST
| SYNGENE 30-MAR-2026 450 CE | ||||||||||||||||
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Delta: 0.4
Vega: 0.5
Theta: -0.28
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 Feb | 433.60 | 10.85 | -2.75 | 30.81 | 687 | 92 | 608 | |||||||||
| 24 Feb | 437.10 | 14 | -4.95 | 33.68 | 797 | 56 | 511 | |||||||||
| 23 Feb | 446.95 | 19.5 | 2.75 | 34.1 | 816 | 76 | 461 | |||||||||
| 20 Feb | 442.70 | 16.45 | 0.4 | 29.91 | 754 | 66 | 372 | |||||||||
| 19 Feb | 438.20 | 15.65 | 1.85 | 33.08 | 308 | 77 | 309 | |||||||||
| 18 Feb | 433.15 | 13.25 | -1.55 | 32.15 | 226 | 95 | 232 | |||||||||
| 17 Feb | 432.90 | 14.65 | -1.65 | 34.37 | 106 | 73 | 136 | |||||||||
| 16 Feb | 435.05 | 16.05 | -0.65 | 34.59 | 76 | 10 | 64 | |||||||||
| 13 Feb | 434.35 | 16.5 | -6 | 33.73 | 67 | 36 | 54 | |||||||||
| 12 Feb | 446.35 | 22.5 | -3.2 | 34.1 | 24 | 14 | 18 | |||||||||
| 11 Feb | 455.10 | 25.7 | 0.7 | 31.4 | 6 | 2 | 4 | |||||||||
| 10 Feb | 452.80 | 25 | -0.9 | 30.19 | 3 | 2 | 3 | |||||||||
| 9 Feb | 455.50 | 25.9 | 5.4 | 29.95 | 2 | -1 | 0 | |||||||||
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| 6 Feb | 447.65 | 20.5 | -35.05 | 27.22 | 5 | 2 | 2 | |||||||||
| 5 Feb | 459.50 | 55.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 472.60 | 55.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 478.00 | 55.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 467.75 | 55.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 465.35 | 55.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 473.45 | 55.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 472.70 | 55.55 | 0 | - | 0 | 0 | 0 | |||||||||
For Syngene International Ltd - strike price 450 expiring on 30MAR2026
Delta for 450 CE is 0.4
Historical price for 450 CE is as follows
On 25 Feb SYNGENE was trading at 433.60. The strike last trading price was 10.85, which was -2.75 lower than the previous day. The implied volatity was 30.81, the open interest changed by 92 which increased total open position to 608
On 24 Feb SYNGENE was trading at 437.10. The strike last trading price was 14, which was -4.95 lower than the previous day. The implied volatity was 33.68, the open interest changed by 56 which increased total open position to 511
On 23 Feb SYNGENE was trading at 446.95. The strike last trading price was 19.5, which was 2.75 higher than the previous day. The implied volatity was 34.1, the open interest changed by 76 which increased total open position to 461
On 20 Feb SYNGENE was trading at 442.70. The strike last trading price was 16.45, which was 0.4 higher than the previous day. The implied volatity was 29.91, the open interest changed by 66 which increased total open position to 372
On 19 Feb SYNGENE was trading at 438.20. The strike last trading price was 15.65, which was 1.85 higher than the previous day. The implied volatity was 33.08, the open interest changed by 77 which increased total open position to 309
On 18 Feb SYNGENE was trading at 433.15. The strike last trading price was 13.25, which was -1.55 lower than the previous day. The implied volatity was 32.15, the open interest changed by 95 which increased total open position to 232
On 17 Feb SYNGENE was trading at 432.90. The strike last trading price was 14.65, which was -1.65 lower than the previous day. The implied volatity was 34.37, the open interest changed by 73 which increased total open position to 136
On 16 Feb SYNGENE was trading at 435.05. The strike last trading price was 16.05, which was -0.65 lower than the previous day. The implied volatity was 34.59, the open interest changed by 10 which increased total open position to 64
On 13 Feb SYNGENE was trading at 434.35. The strike last trading price was 16.5, which was -6 lower than the previous day. The implied volatity was 33.73, the open interest changed by 36 which increased total open position to 54
On 12 Feb SYNGENE was trading at 446.35. The strike last trading price was 22.5, which was -3.2 lower than the previous day. The implied volatity was 34.1, the open interest changed by 14 which increased total open position to 18
On 11 Feb SYNGENE was trading at 455.10. The strike last trading price was 25.7, which was 0.7 higher than the previous day. The implied volatity was 31.4, the open interest changed by 2 which increased total open position to 4
On 10 Feb SYNGENE was trading at 452.80. The strike last trading price was 25, which was -0.9 lower than the previous day. The implied volatity was 30.19, the open interest changed by 2 which increased total open position to 3
On 9 Feb SYNGENE was trading at 455.50. The strike last trading price was 25.9, which was 5.4 higher than the previous day. The implied volatity was 29.95, the open interest changed by -1 which decreased total open position to 0
On 6 Feb SYNGENE was trading at 447.65. The strike last trading price was 20.5, which was -35.05 lower than the previous day. The implied volatity was 27.22, the open interest changed by 2 which increased total open position to 2
On 5 Feb SYNGENE was trading at 459.50. The strike last trading price was 55.55, 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 55.55, 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 55.55, 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 55.55, 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 55.55, 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 55.55, 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 55.55, 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 450 PE | |||||||
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Delta: -0.59
Vega: 0.51
Theta: -0.19
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 Feb | 433.60 | 25 | 1.7 | 34.56 | 131 | 32 | 340 |
| 24 Feb | 437.10 | 24.05 | 5.7 | 35.91 | 267 | 112 | 306 |
| 23 Feb | 446.95 | 18 | -3.65 | 33.9 | 183 | 59 | 193 |
| 20 Feb | 442.70 | 21.5 | -3.35 | 36.4 | 46 | 20 | 135 |
| 19 Feb | 438.20 | 25.15 | -1.25 | 37.09 | 43 | 27 | 115 |
| 18 Feb | 433.15 | 26.85 | -0.15 | 35.01 | 54 | 21 | 87 |
| 17 Feb | 432.90 | 27 | 0.5 | 34.68 | 13 | 4 | 65 |
| 16 Feb | 435.05 | 26.5 | -6.9 | 35.7 | 40 | 27 | 61 |
| 13 Feb | 434.35 | 33.4 | 12.45 | 46.42 | 18 | 9 | 31 |
| 12 Feb | 446.35 | 21.25 | 4.6 | 35.26 | 22 | 14 | 21 |
| 11 Feb | 455.10 | 16.65 | 5.5 | 33.24 | 7 | 5 | 5 |
| 10 Feb | 452.80 | 11.15 | 0 | 1.94 | 0 | 0 | 0 |
| 9 Feb | 455.50 | 11.15 | 0 | 2.06 | 0 | 0 | 0 |
| 6 Feb | 447.65 | 11.15 | 0 | 0.88 | 0 | 0 | 0 |
| 5 Feb | 459.50 | 11.15 | 0 | 2.61 | 0 | 0 | 0 |
| 4 Feb | 472.60 | 11.15 | 0 | 4.75 | 0 | 0 | 0 |
| 3 Feb | 478.00 | 11.15 | 0 | 5.56 | 0 | 0 | 0 |
| 2 Feb | 467.75 | 11.15 | 0 | 4.51 | 0 | 0 | 0 |
| 1 Feb | 465.35 | 11.15 | 0 | 4.05 | 0 | 0 | 0 |
| 30 Jan | 473.45 | 11.15 | 0 | 5.23 | 0 | 0 | 0 |
| 29 Jan | 472.70 | 11.15 | 0 | 4.76 | 0 | 0 | 0 |
For Syngene International Ltd - strike price 450 expiring on 30MAR2026
Delta for 450 PE is -0.59
Historical price for 450 PE is as follows
On 25 Feb SYNGENE was trading at 433.60. The strike last trading price was 25, which was 1.7 higher than the previous day. The implied volatity was 34.56, the open interest changed by 32 which increased total open position to 340
On 24 Feb SYNGENE was trading at 437.10. The strike last trading price was 24.05, which was 5.7 higher than the previous day. The implied volatity was 35.91, the open interest changed by 112 which increased total open position to 306
On 23 Feb SYNGENE was trading at 446.95. The strike last trading price was 18, which was -3.65 lower than the previous day. The implied volatity was 33.9, the open interest changed by 59 which increased total open position to 193
On 20 Feb SYNGENE was trading at 442.70. The strike last trading price was 21.5, which was -3.35 lower than the previous day. The implied volatity was 36.4, the open interest changed by 20 which increased total open position to 135
On 19 Feb SYNGENE was trading at 438.20. The strike last trading price was 25.15, which was -1.25 lower than the previous day. The implied volatity was 37.09, the open interest changed by 27 which increased total open position to 115
On 18 Feb SYNGENE was trading at 433.15. The strike last trading price was 26.85, which was -0.15 lower than the previous day. The implied volatity was 35.01, the open interest changed by 21 which increased total open position to 87
On 17 Feb SYNGENE was trading at 432.90. The strike last trading price was 27, which was 0.5 higher than the previous day. The implied volatity was 34.68, the open interest changed by 4 which increased total open position to 65
On 16 Feb SYNGENE was trading at 435.05. The strike last trading price was 26.5, which was -6.9 lower than the previous day. The implied volatity was 35.7, the open interest changed by 27 which increased total open position to 61
On 13 Feb SYNGENE was trading at 434.35. The strike last trading price was 33.4, which was 12.45 higher than the previous day. The implied volatity was 46.42, the open interest changed by 9 which increased total open position to 31
On 12 Feb SYNGENE was trading at 446.35. The strike last trading price was 21.25, which was 4.6 higher than the previous day. The implied volatity was 35.26, the open interest changed by 14 which increased total open position to 21
On 11 Feb SYNGENE was trading at 455.10. The strike last trading price was 16.65, which was 5.5 higher than the previous day. The implied volatity was 33.24, the open interest changed by 5 which increased total open position to 5
On 10 Feb SYNGENE was trading at 452.80. The strike last trading price was 11.15, which was 0 lower than the previous day. The implied volatity was 1.94, 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 11.15, which was 0 lower than the previous day. The implied volatity was 2.06, 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 11.15, which was 0 lower than the previous day. The implied volatity was 0.88, 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 11.15, which was 0 lower than the previous day. The implied volatity was 2.61, 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 11.15, which was 0 lower than the previous day. The implied volatity was 4.75, 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 11.15, which was 0 lower than the previous day. The implied volatity was 5.56, 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 11.15, which was 0 lower than the previous day. The implied volatity was 4.51, 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 11.15, which was 0 lower than the previous day. The implied volatity was 4.05, 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 11.15, which was 0 lower than the previous day. The implied volatity was 5.23, 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 11.15, which was 0 lower than the previous day. The implied volatity was 4.76, the open interest changed by 0 which decreased total open position to 0
