[--[65.84.65.76]--]

SYNGENE

Syngene International Ltd
472.7 -7.60 (-1.58%)
L: 469.6 H: 483.85

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Historical option data for SYNGENE

29 Jan 2026 04:11 PM IST
SYNGENE 24-FEB-2026 500 CE
Delta: 0.31
Vega: 0.44
Theta: -0.32
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
29 Jan 472.70 8 -3.85 33.47 1,282 291 1,175
28 Jan 480.30 11.9 -3.5 35.22 1,720 260 883
27 Jan 489.70 15.05 -136.7 34.74 2,563 604 604
23 Jan 543.80 151.75 0 - 0 0 0
22 Jan 592.60 151.75 0 - 0 0 0


For Syngene International Ltd - strike price 500 expiring on 24FEB2026

Delta for 500 CE is 0.31

Historical price for 500 CE is as follows

On 29 Jan SYNGENE was trading at 472.70. The strike last trading price was 8, which was -3.85 lower than the previous day. The implied volatity was 33.47, the open interest changed by 291 which increased total open position to 1175


On 28 Jan SYNGENE was trading at 480.30. The strike last trading price was 11.9, which was -3.5 lower than the previous day. The implied volatity was 35.22, the open interest changed by 260 which increased total open position to 883


On 27 Jan SYNGENE was trading at 489.70. The strike last trading price was 15.05, which was -136.7 lower than the previous day. The implied volatity was 34.74, the open interest changed by 604 which increased total open position to 604


On 23 Jan SYNGENE was trading at 543.80. The strike last trading price was 151.75, 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 22 Jan SYNGENE was trading at 592.60. The strike last trading price was 151.75, 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 24FEB2026 500 PE
Delta: -0.67
Vega: 0.46
Theta: -0.23
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
29 Jan 472.70 33.25 5.15 37.35 180 -17 424
28 Jan 480.30 27.85 1.55 35.98 504 29 441
27 Jan 489.70 25.1 18 38.14 5,965 24 433
23 Jan 543.80 7.4 5.35 37.84 1,320 223 234
22 Jan 592.60 1.95 -0.2 40.54 11 6 6


For Syngene International Ltd - strike price 500 expiring on 24FEB2026

Delta for 500 PE is -0.67

Historical price for 500 PE is as follows

On 29 Jan SYNGENE was trading at 472.70. The strike last trading price was 33.25, which was 5.15 higher than the previous day. The implied volatity was 37.35, the open interest changed by -17 which decreased total open position to 424


On 28 Jan SYNGENE was trading at 480.30. The strike last trading price was 27.85, which was 1.55 higher than the previous day. The implied volatity was 35.98, the open interest changed by 29 which increased total open position to 441


On 27 Jan SYNGENE was trading at 489.70. The strike last trading price was 25.1, which was 18 higher than the previous day. The implied volatity was 38.14, the open interest changed by 24 which increased total open position to 433


On 23 Jan SYNGENE was trading at 543.80. The strike last trading price was 7.4, which was 5.35 higher than the previous day. The implied volatity was 37.84, the open interest changed by 223 which increased total open position to 234


On 22 Jan SYNGENE was trading at 592.60. The strike last trading price was 1.95, which was -0.2 lower than the previous day. The implied volatity was 40.54, the open interest changed by 6 which increased total open position to 6