SYNGENE
Syngene International Ltd
Historical option data for SYNGENE
09 Dec 2025 10:21 AM IST
| SYNGENE 30-DEC-2025 630 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.57
Vega: 0.60
Theta: -0.37
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 9 Dec | 630.00 | 13.95 | -0.45 | 19.31 | 54 | 6 | 103 | |||||||||
| 8 Dec | 632.15 | 13.05 | -6.5 | 16.20 | 216 | 36 | 104 | |||||||||
| 5 Dec | 639.80 | 19.25 | -2.95 | 20.26 | 50 | 0 | 70 | |||||||||
| 4 Dec | 642.35 | 22.2 | 2.7 | 20.88 | 46 | 3 | 70 | |||||||||
| 3 Dec | 636.20 | 19.7 | -1.3 | 20.06 | 52 | 5 | 69 | |||||||||
| 2 Dec | 637.30 | 21 | -6.45 | 22.05 | 12 | 3 | 63 | |||||||||
| 1 Dec | 645.45 | 28.25 | -1.95 | 22.90 | 49 | 7 | 60 | |||||||||
| 28 Nov | 648.30 | 29.5 | -0.5 | 21.56 | 16 | -3 | 53 | |||||||||
| 27 Nov | 640.00 | 30 | 2.2 | - | 0 | 14 | 0 | |||||||||
| 26 Nov | 646.85 | 30 | 2.2 | 19.63 | 38 | 14 | 56 | |||||||||
| 25 Nov | 642.05 | 27.8 | -2.1 | 25.10 | 19 | -1 | 42 | |||||||||
| 24 Nov | 639.70 | 29.9 | 9.9 | 26.97 | 41 | -1 | 42 | |||||||||
| 21 Nov | 629.25 | 20.4 | -2.85 | 17.64 | 50 | 27 | 38 | |||||||||
| 20 Nov | 634.60 | 23.35 | -2.45 | 21.02 | 37 | 7 | 10 | |||||||||
| 19 Nov | 634.85 | 25.8 | 5.1 | 22.82 | 3 | 2 | 3 | |||||||||
| 18 Nov | 643.10 | 20.7 | -34.2 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 652.15 | 20.7 | -34.2 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 654.40 | 20.7 | -34.2 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 662.10 | 20.7 | -34.2 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 663.85 | 20.7 | -34.2 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 644.90 | 20.7 | -34.2 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 630.20 | 20.7 | -34.2 | - | 0 | 1 | 0 | |||||||||
| 7 Nov | 616.30 | 20.7 | -34.2 | 24.71 | 2 | 1 | 1 | |||||||||
| 6 Nov | 620.60 | 54.9 | 0 | 0.51 | 0 | 0 | 0 | |||||||||
| 4 Nov | 646.55 | 54.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 650.10 | 54.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 659.25 | 54.9 | 0 | - | 0 | 0 | 0 | |||||||||
For Syngene International Ltd - strike price 630 expiring on 30DEC2025
Delta for 630 CE is 0.57
Historical price for 630 CE is as follows
On 9 Dec SYNGENE was trading at 630.00. The strike last trading price was 13.95, which was -0.45 lower than the previous day. The implied volatity was 19.31, the open interest changed by 6 which increased total open position to 103
On 8 Dec SYNGENE was trading at 632.15. The strike last trading price was 13.05, which was -6.5 lower than the previous day. The implied volatity was 16.20, the open interest changed by 36 which increased total open position to 104
On 5 Dec SYNGENE was trading at 639.80. The strike last trading price was 19.25, which was -2.95 lower than the previous day. The implied volatity was 20.26, the open interest changed by 0 which decreased total open position to 70
On 4 Dec SYNGENE was trading at 642.35. The strike last trading price was 22.2, which was 2.7 higher than the previous day. The implied volatity was 20.88, the open interest changed by 3 which increased total open position to 70
On 3 Dec SYNGENE was trading at 636.20. The strike last trading price was 19.7, which was -1.3 lower than the previous day. The implied volatity was 20.06, the open interest changed by 5 which increased total open position to 69
On 2 Dec SYNGENE was trading at 637.30. The strike last trading price was 21, which was -6.45 lower than the previous day. The implied volatity was 22.05, the open interest changed by 3 which increased total open position to 63
On 1 Dec SYNGENE was trading at 645.45. The strike last trading price was 28.25, which was -1.95 lower than the previous day. The implied volatity was 22.90, the open interest changed by 7 which increased total open position to 60
On 28 Nov SYNGENE was trading at 648.30. The strike last trading price was 29.5, which was -0.5 lower than the previous day. The implied volatity was 21.56, the open interest changed by -3 which decreased total open position to 53
On 27 Nov SYNGENE was trading at 640.00. The strike last trading price was 30, which was 2.2 higher than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 0
On 26 Nov SYNGENE was trading at 646.85. The strike last trading price was 30, which was 2.2 higher than the previous day. The implied volatity was 19.63, the open interest changed by 14 which increased total open position to 56
On 25 Nov SYNGENE was trading at 642.05. The strike last trading price was 27.8, which was -2.1 lower than the previous day. The implied volatity was 25.10, the open interest changed by -1 which decreased total open position to 42
On 24 Nov SYNGENE was trading at 639.70. The strike last trading price was 29.9, which was 9.9 higher than the previous day. The implied volatity was 26.97, the open interest changed by -1 which decreased total open position to 42
On 21 Nov SYNGENE was trading at 629.25. The strike last trading price was 20.4, which was -2.85 lower than the previous day. The implied volatity was 17.64, the open interest changed by 27 which increased total open position to 38
On 20 Nov SYNGENE was trading at 634.60. The strike last trading price was 23.35, which was -2.45 lower than the previous day. The implied volatity was 21.02, the open interest changed by 7 which increased total open position to 10
On 19 Nov SYNGENE was trading at 634.85. The strike last trading price was 25.8, which was 5.1 higher than the previous day. The implied volatity was 22.82, the open interest changed by 2 which increased total open position to 3
On 18 Nov SYNGENE was trading at 643.10. The strike last trading price was 20.7, which was -34.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Nov SYNGENE was trading at 652.15. The strike last trading price was 20.7, which was -34.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov SYNGENE was trading at 654.40. The strike last trading price was 20.7, which was -34.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov SYNGENE was trading at 662.10. The strike last trading price was 20.7, which was -34.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov SYNGENE was trading at 663.85. The strike last trading price was 20.7, which was -34.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov SYNGENE was trading at 644.90. The strike last trading price was 20.7, which was -34.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Nov SYNGENE was trading at 630.20. The strike last trading price was 20.7, which was -34.2 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 7 Nov SYNGENE was trading at 616.30. The strike last trading price was 20.7, which was -34.2 lower than the previous day. The implied volatity was 24.71, the open interest changed by 1 which increased total open position to 1
On 6 Nov SYNGENE was trading at 620.60. The strike last trading price was 54.9, which was 0 lower than the previous day. The implied volatity was 0.51, the open interest changed by 0 which decreased total open position to 0
On 4 Nov SYNGENE was trading at 646.55. The strike last trading price was 54.9, 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 31 Oct SYNGENE was trading at 650.10. The strike last trading price was 54.9, 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 Oct SYNGENE was trading at 659.25. The strike last trading price was 54.9, 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 30DEC2025 630 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.44
Vega: 0.60
Theta: -0.25
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 630.00 | 11.9 | 0.85 | 23.07 | 26 | -3 | 158 |
| 8 Dec | 632.15 | 12.1 | 4 | 23.94 | 210 | -3 | 165 |
| 5 Dec | 639.80 | 8.2 | 0.35 | 19.39 | 150 | -8 | 169 |
| 4 Dec | 642.35 | 8 | -2.15 | 20.67 | 126 | 9 | 182 |
| 3 Dec | 636.20 | 10 | -0.5 | 21.50 | 192 | 21 | 176 |
| 2 Dec | 637.30 | 10.6 | 2.8 | 21.78 | 136 | 42 | 154 |
| 1 Dec | 645.45 | 7.8 | 0.45 | 22.17 | 59 | 5 | 113 |
| 28 Nov | 648.30 | 7.4 | -2.7 | 21.40 | 186 | 13 | 118 |
| 27 Nov | 640.00 | 9.8 | 1.8 | 22.19 | 21 | 6 | 105 |
| 26 Nov | 646.85 | 8.2 | -2.3 | 22.75 | 51 | 15 | 99 |
| 25 Nov | 642.05 | 10.4 | -1.6 | 21.46 | 38 | 3 | 85 |
| 24 Nov | 639.70 | 12.05 | -3.3 | 23.70 | 51 | -5 | 80 |
| 21 Nov | 629.25 | 15.25 | 0.95 | 24.56 | 46 | 10 | 84 |
| 20 Nov | 634.60 | 14.2 | -0.8 | 23.02 | 35 | 23 | 74 |
| 19 Nov | 634.85 | 15 | 2.5 | 24.33 | 33 | 20 | 50 |
| 18 Nov | 643.10 | 12.5 | 4.3 | 25.19 | 1 | 0 | 29 |
| 17 Nov | 652.15 | 8.2 | 0 | - | 0 | 1 | 0 |
| 14 Nov | 654.40 | 8.2 | 0 | 22.64 | 1 | 0 | 28 |
| 13 Nov | 662.10 | 8.2 | -0.2 | 25.49 | 19 | 11 | 28 |
| 12 Nov | 663.85 | 8.15 | -6.65 | 25.86 | 17 | 2 | 19 |
| 11 Nov | 644.90 | 14.5 | -6.3 | 26.80 | 30 | 10 | 20 |
| 10 Nov | 630.20 | 20.8 | -7.2 | 26.91 | 9 | 2 | 3 |
| 7 Nov | 616.30 | 28 | 7.2 | 26.93 | 1 | 0 | 0 |
| 6 Nov | 620.60 | 20.8 | 0 | - | 0 | 0 | 0 |
| 4 Nov | 646.55 | 20.8 | 0 | 3.05 | 0 | 0 | 0 |
| 31 Oct | 650.10 | 20.8 | 0 | - | 0 | 0 | 0 |
| 29 Oct | 659.25 | 20.8 | 0 | 4.16 | 0 | 0 | 0 |
For Syngene International Ltd - strike price 630 expiring on 30DEC2025
Delta for 630 PE is -0.44
Historical price for 630 PE is as follows
On 9 Dec SYNGENE was trading at 630.00. The strike last trading price was 11.9, which was 0.85 higher than the previous day. The implied volatity was 23.07, the open interest changed by -3 which decreased total open position to 158
On 8 Dec SYNGENE was trading at 632.15. The strike last trading price was 12.1, which was 4 higher than the previous day. The implied volatity was 23.94, the open interest changed by -3 which decreased total open position to 165
On 5 Dec SYNGENE was trading at 639.80. The strike last trading price was 8.2, which was 0.35 higher than the previous day. The implied volatity was 19.39, the open interest changed by -8 which decreased total open position to 169
On 4 Dec SYNGENE was trading at 642.35. The strike last trading price was 8, which was -2.15 lower than the previous day. The implied volatity was 20.67, the open interest changed by 9 which increased total open position to 182
On 3 Dec SYNGENE was trading at 636.20. The strike last trading price was 10, which was -0.5 lower than the previous day. The implied volatity was 21.50, the open interest changed by 21 which increased total open position to 176
On 2 Dec SYNGENE was trading at 637.30. The strike last trading price was 10.6, which was 2.8 higher than the previous day. The implied volatity was 21.78, the open interest changed by 42 which increased total open position to 154
On 1 Dec SYNGENE was trading at 645.45. The strike last trading price was 7.8, which was 0.45 higher than the previous day. The implied volatity was 22.17, the open interest changed by 5 which increased total open position to 113
On 28 Nov SYNGENE was trading at 648.30. The strike last trading price was 7.4, which was -2.7 lower than the previous day. The implied volatity was 21.40, the open interest changed by 13 which increased total open position to 118
On 27 Nov SYNGENE was trading at 640.00. The strike last trading price was 9.8, which was 1.8 higher than the previous day. The implied volatity was 22.19, the open interest changed by 6 which increased total open position to 105
On 26 Nov SYNGENE was trading at 646.85. The strike last trading price was 8.2, which was -2.3 lower than the previous day. The implied volatity was 22.75, the open interest changed by 15 which increased total open position to 99
On 25 Nov SYNGENE was trading at 642.05. The strike last trading price was 10.4, which was -1.6 lower than the previous day. The implied volatity was 21.46, the open interest changed by 3 which increased total open position to 85
On 24 Nov SYNGENE was trading at 639.70. The strike last trading price was 12.05, which was -3.3 lower than the previous day. The implied volatity was 23.70, the open interest changed by -5 which decreased total open position to 80
On 21 Nov SYNGENE was trading at 629.25. The strike last trading price was 15.25, which was 0.95 higher than the previous day. The implied volatity was 24.56, the open interest changed by 10 which increased total open position to 84
On 20 Nov SYNGENE was trading at 634.60. The strike last trading price was 14.2, which was -0.8 lower than the previous day. The implied volatity was 23.02, the open interest changed by 23 which increased total open position to 74
On 19 Nov SYNGENE was trading at 634.85. The strike last trading price was 15, which was 2.5 higher than the previous day. The implied volatity was 24.33, the open interest changed by 20 which increased total open position to 50
On 18 Nov SYNGENE was trading at 643.10. The strike last trading price was 12.5, which was 4.3 higher than the previous day. The implied volatity was 25.19, the open interest changed by 0 which decreased total open position to 29
On 17 Nov SYNGENE was trading at 652.15. The strike last trading price was 8.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 14 Nov SYNGENE was trading at 654.40. The strike last trading price was 8.2, which was 0 lower than the previous day. The implied volatity was 22.64, the open interest changed by 0 which decreased total open position to 28
On 13 Nov SYNGENE was trading at 662.10. The strike last trading price was 8.2, which was -0.2 lower than the previous day. The implied volatity was 25.49, the open interest changed by 11 which increased total open position to 28
On 12 Nov SYNGENE was trading at 663.85. The strike last trading price was 8.15, which was -6.65 lower than the previous day. The implied volatity was 25.86, the open interest changed by 2 which increased total open position to 19
On 11 Nov SYNGENE was trading at 644.90. The strike last trading price was 14.5, which was -6.3 lower than the previous day. The implied volatity was 26.80, the open interest changed by 10 which increased total open position to 20
On 10 Nov SYNGENE was trading at 630.20. The strike last trading price was 20.8, which was -7.2 lower than the previous day. The implied volatity was 26.91, the open interest changed by 2 which increased total open position to 3
On 7 Nov SYNGENE was trading at 616.30. The strike last trading price was 28, which was 7.2 higher than the previous day. The implied volatity was 26.93, the open interest changed by 0 which decreased total open position to 0
On 6 Nov SYNGENE was trading at 620.60. The strike last trading price was 20.8, 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 Nov SYNGENE was trading at 646.55. The strike last trading price was 20.8, which was 0 lower than the previous day. The implied volatity was 3.05, the open interest changed by 0 which decreased total open position to 0
On 31 Oct SYNGENE was trading at 650.10. The strike last trading price was 20.8, 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 Oct SYNGENE was trading at 659.25. The strike last trading price was 20.8, which was 0 lower than the previous day. The implied volatity was 4.16, the open interest changed by 0 which decreased total open position to 0































































































































































































































