SYNGENE
Syngene International Ltd
Historical option data for SYNGENE
20 Feb 2026 04:12 PM IST
| SYNGENE 24-FEB-2026 470 CE | ||||||||||||||||
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Delta: 0.04
Vega: 0.04
Theta: -0.14
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Feb | 442.70 | 0.2 | -0.25 | 29.57 | 413 | -127 | 422 | |||||||||
| 19 Feb | 438.20 | 0.45 | -0.15 | 36.83 | 569 | -6 | 556 | |||||||||
| 18 Feb | 433.15 | 0.55 | -0.75 | 39.45 | 384 | -40 | 567 | |||||||||
| 17 Feb | 432.90 | 1.2 | -1.05 | 43.98 | 510 | -1 | 613 | |||||||||
| 16 Feb | 435.05 | 2.25 | -0.6 | 47.02 | 524 | 56 | 608 | |||||||||
| 13 Feb | 434.35 | 2.6 | -3.1 | 41.79 | 611 | -10 | 557 | |||||||||
| 12 Feb | 446.35 | 5.3 | -3.1 | 41.08 | 617 | 99 | 568 | |||||||||
| 11 Feb | 455.10 | 8 | 0.3 | 39.87 | 785 | 42 | 467 | |||||||||
| 10 Feb | 452.80 | 7.75 | -0.95 | 37.92 | 367 | 17 | 425 | |||||||||
| 9 Feb | 455.50 | 8.5 | 1.65 | 37.58 | 484 | 35 | 407 | |||||||||
| 6 Feb | 447.65 | 5.65 | -5.6 | 32.67 | 669 | 78 | 380 | |||||||||
| 5 Feb | 459.50 | 11 | -6.55 | 34.96 | 363 | 67 | 303 | |||||||||
| 4 Feb | 472.60 | 17.2 | -2.8 | 32.31 | 229 | 9 | 231 | |||||||||
| 3 Feb | 478.00 | 20 | 3.85 | 33.27 | 157 | -21 | 235 | |||||||||
| 2 Feb | 467.75 | 17.25 | 1.05 | 36.02 | 460 | 53 | 258 | |||||||||
| 1 Feb | 465.35 | 16.8 | -4.1 | 35.82 | 358 | 27 | 204 | |||||||||
| 30 Jan | 473.45 | 21.1 | -0.05 | 35.15 | 244 | 68 | 179 | |||||||||
| 29 Jan | 472.70 | 20.8 | -5.9 | 34.95 | 191 | 84 | 110 | |||||||||
| 28 Jan | 480.30 | 26.85 | -3.2 | 36.79 | 66 | 20 | 25 | |||||||||
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| 27 Jan | 489.70 | 30.05 | -148.15 | 32.59 | 6 | 4 | 4 | |||||||||
For Syngene International Ltd - strike price 470 expiring on 24FEB2026
Delta for 470 CE is 0.04
Historical price for 470 CE is as follows
On 20 Feb SYNGENE was trading at 442.70. The strike last trading price was 0.2, which was -0.25 lower than the previous day. The implied volatity was 29.57, the open interest changed by -127 which decreased total open position to 422
On 19 Feb SYNGENE was trading at 438.20. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 36.83, the open interest changed by -6 which decreased total open position to 556
On 18 Feb SYNGENE was trading at 433.15. The strike last trading price was 0.55, which was -0.75 lower than the previous day. The implied volatity was 39.45, the open interest changed by -40 which decreased total open position to 567
On 17 Feb SYNGENE was trading at 432.90. The strike last trading price was 1.2, which was -1.05 lower than the previous day. The implied volatity was 43.98, the open interest changed by -1 which decreased total open position to 613
On 16 Feb SYNGENE was trading at 435.05. The strike last trading price was 2.25, which was -0.6 lower than the previous day. The implied volatity was 47.02, the open interest changed by 56 which increased total open position to 608
On 13 Feb SYNGENE was trading at 434.35. The strike last trading price was 2.6, which was -3.1 lower than the previous day. The implied volatity was 41.79, the open interest changed by -10 which decreased total open position to 557
On 12 Feb SYNGENE was trading at 446.35. The strike last trading price was 5.3, which was -3.1 lower than the previous day. The implied volatity was 41.08, the open interest changed by 99 which increased total open position to 568
On 11 Feb SYNGENE was trading at 455.10. The strike last trading price was 8, which was 0.3 higher than the previous day. The implied volatity was 39.87, the open interest changed by 42 which increased total open position to 467
On 10 Feb SYNGENE was trading at 452.80. The strike last trading price was 7.75, which was -0.95 lower than the previous day. The implied volatity was 37.92, the open interest changed by 17 which increased total open position to 425
On 9 Feb SYNGENE was trading at 455.50. The strike last trading price was 8.5, which was 1.65 higher than the previous day. The implied volatity was 37.58, the open interest changed by 35 which increased total open position to 407
On 6 Feb SYNGENE was trading at 447.65. The strike last trading price was 5.65, which was -5.6 lower than the previous day. The implied volatity was 32.67, the open interest changed by 78 which increased total open position to 380
On 5 Feb SYNGENE was trading at 459.50. The strike last trading price was 11, which was -6.55 lower than the previous day. The implied volatity was 34.96, the open interest changed by 67 which increased total open position to 303
On 4 Feb SYNGENE was trading at 472.60. The strike last trading price was 17.2, which was -2.8 lower than the previous day. The implied volatity was 32.31, the open interest changed by 9 which increased total open position to 231
On 3 Feb SYNGENE was trading at 478.00. The strike last trading price was 20, which was 3.85 higher than the previous day. The implied volatity was 33.27, the open interest changed by -21 which decreased total open position to 235
On 2 Feb SYNGENE was trading at 467.75. The strike last trading price was 17.25, which was 1.05 higher than the previous day. The implied volatity was 36.02, the open interest changed by 53 which increased total open position to 258
On 1 Feb SYNGENE was trading at 465.35. The strike last trading price was 16.8, which was -4.1 lower than the previous day. The implied volatity was 35.82, the open interest changed by 27 which increased total open position to 204
On 30 Jan SYNGENE was trading at 473.45. The strike last trading price was 21.1, which was -0.05 lower than the previous day. The implied volatity was 35.15, the open interest changed by 68 which increased total open position to 179
On 29 Jan SYNGENE was trading at 472.70. The strike last trading price was 20.8, which was -5.9 lower than the previous day. The implied volatity was 34.95, the open interest changed by 84 which increased total open position to 110
On 28 Jan SYNGENE was trading at 480.30. The strike last trading price was 26.85, which was -3.2 lower than the previous day. The implied volatity was 36.79, the open interest changed by 20 which increased total open position to 25
On 27 Jan SYNGENE was trading at 489.70. The strike last trading price was 30.05, which was -148.15 lower than the previous day. The implied volatity was 32.59, the open interest changed by 4 which increased total open position to 4
| SYNGENE 24FEB2026 470 PE | |||||||
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Delta: -0.74
Vega: 0.15
Theta: -1.38
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Feb | 442.70 | 31 | -1.8 | 78.27 | 13 | 1 | 444 |
| 19 Feb | 438.20 | 33 | -1.75 | 50.92 | 21 | 0 | 444 |
| 18 Feb | 433.15 | 34.75 | -2.1 | 35.77 | 8 | 2 | 444 |
| 17 Feb | 432.90 | 36.85 | 0.4 | 36.69 | 43 | -15 | 443 |
| 16 Feb | 435.05 | 36.65 | -1.3 | 50.12 | 14 | -3 | 458 |
| 13 Feb | 434.35 | 38 | 9.95 | 50.74 | 23 | 3 | 466 |
| 12 Feb | 446.35 | 28.55 | 7.05 | 45.27 | 45 | -4 | 463 |
| 11 Feb | 455.10 | 21.5 | -1.25 | 38.69 | 68 | 2 | 468 |
| 10 Feb | 452.80 | 22.5 | 1.25 | 39.87 | 29 | -1 | 466 |
| 9 Feb | 455.50 | 21.6 | -4.95 | 38.09 | 63 | -18 | 467 |
| 6 Feb | 447.65 | 26 | 6.15 | 34.45 | 131 | -26 | 485 |
| 5 Feb | 459.50 | 20.5 | 8 | 38.09 | 167 | 34 | 513 |
| 4 Feb | 472.60 | 12.55 | 1.85 | 34.66 | 380 | 133 | 486 |
| 3 Feb | 478.00 | 11 | -4.9 | 33.48 | 373 | 132 | 353 |
| 2 Feb | 467.75 | 14.9 | -4.1 | 34.11 | 173 | -35 | 220 |
| 1 Feb | 465.35 | 18.1 | 2.75 | 38.82 | 180 | -35 | 255 |
| 30 Jan | 473.45 | 15 | -0.45 | 37.44 | 439 | 42 | 292 |
| 29 Jan | 472.70 | 15.95 | 3.05 | 37.85 | 505 | 80 | 248 |
| 28 Jan | 480.30 | 12.85 | 0.25 | 37.23 | 775 | 77 | 168 |
| 27 Jan | 489.70 | 12.5 | 12.4 | 40.96 | 1,018 | 96 | 96 |
For Syngene International Ltd - strike price 470 expiring on 24FEB2026
Delta for 470 PE is -0.74
Historical price for 470 PE is as follows
On 20 Feb SYNGENE was trading at 442.70. The strike last trading price was 31, which was -1.8 lower than the previous day. The implied volatity was 78.27, the open interest changed by 1 which increased total open position to 444
On 19 Feb SYNGENE was trading at 438.20. The strike last trading price was 33, which was -1.75 lower than the previous day. The implied volatity was 50.92, the open interest changed by 0 which decreased total open position to 444
On 18 Feb SYNGENE was trading at 433.15. The strike last trading price was 34.75, which was -2.1 lower than the previous day. The implied volatity was 35.77, the open interest changed by 2 which increased total open position to 444
On 17 Feb SYNGENE was trading at 432.90. The strike last trading price was 36.85, which was 0.4 higher than the previous day. The implied volatity was 36.69, the open interest changed by -15 which decreased total open position to 443
On 16 Feb SYNGENE was trading at 435.05. The strike last trading price was 36.65, which was -1.3 lower than the previous day. The implied volatity was 50.12, the open interest changed by -3 which decreased total open position to 458
On 13 Feb SYNGENE was trading at 434.35. The strike last trading price was 38, which was 9.95 higher than the previous day. The implied volatity was 50.74, the open interest changed by 3 which increased total open position to 466
On 12 Feb SYNGENE was trading at 446.35. The strike last trading price was 28.55, which was 7.05 higher than the previous day. The implied volatity was 45.27, the open interest changed by -4 which decreased total open position to 463
On 11 Feb SYNGENE was trading at 455.10. The strike last trading price was 21.5, which was -1.25 lower than the previous day. The implied volatity was 38.69, the open interest changed by 2 which increased total open position to 468
On 10 Feb SYNGENE was trading at 452.80. The strike last trading price was 22.5, which was 1.25 higher than the previous day. The implied volatity was 39.87, the open interest changed by -1 which decreased total open position to 466
On 9 Feb SYNGENE was trading at 455.50. The strike last trading price was 21.6, which was -4.95 lower than the previous day. The implied volatity was 38.09, the open interest changed by -18 which decreased total open position to 467
On 6 Feb SYNGENE was trading at 447.65. The strike last trading price was 26, which was 6.15 higher than the previous day. The implied volatity was 34.45, the open interest changed by -26 which decreased total open position to 485
On 5 Feb SYNGENE was trading at 459.50. The strike last trading price was 20.5, which was 8 higher than the previous day. The implied volatity was 38.09, the open interest changed by 34 which increased total open position to 513
On 4 Feb SYNGENE was trading at 472.60. The strike last trading price was 12.55, which was 1.85 higher than the previous day. The implied volatity was 34.66, the open interest changed by 133 which increased total open position to 486
On 3 Feb SYNGENE was trading at 478.00. The strike last trading price was 11, which was -4.9 lower than the previous day. The implied volatity was 33.48, the open interest changed by 132 which increased total open position to 353
On 2 Feb SYNGENE was trading at 467.75. The strike last trading price was 14.9, which was -4.1 lower than the previous day. The implied volatity was 34.11, the open interest changed by -35 which decreased total open position to 220
On 1 Feb SYNGENE was trading at 465.35. The strike last trading price was 18.1, which was 2.75 higher than the previous day. The implied volatity was 38.82, the open interest changed by -35 which decreased total open position to 255
On 30 Jan SYNGENE was trading at 473.45. The strike last trading price was 15, which was -0.45 lower than the previous day. The implied volatity was 37.44, the open interest changed by 42 which increased total open position to 292
On 29 Jan SYNGENE was trading at 472.70. The strike last trading price was 15.95, which was 3.05 higher than the previous day. The implied volatity was 37.85, the open interest changed by 80 which increased total open position to 248
On 28 Jan SYNGENE was trading at 480.30. The strike last trading price was 12.85, which was 0.25 higher than the previous day. The implied volatity was 37.23, the open interest changed by 77 which increased total open position to 168
On 27 Jan SYNGENE was trading at 489.70. The strike last trading price was 12.5, which was 12.4 higher than the previous day. The implied volatity was 40.96, the open interest changed by 96 which increased total open position to 96
