SYNGENE
Syngene International Ltd
Historical option data for SYNGENE
06 Feb 2026 04:12 PM IST
| SYNGENE 24-FEB-2026 490 CE | ||||||||||||||||
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Delta: 0.18
Vega: 0.26
Theta: -0.31
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 6 Feb | 447.65 | 3.7 | -2.05 | 39.75 | 654 | 202 | 839 | |||||||||
| 5 Feb | 459.50 | 5.65 | -3.3 | 36.94 | 338 | 31 | 636 | |||||||||
| 4 Feb | 472.60 | 8.8 | -1.95 | 33.1 | 380 | 134 | 605 | |||||||||
| 3 Feb | 478.00 | 10.35 | 1.8 | 32.84 | 521 | 101 | 466 | |||||||||
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| 2 Feb | 467.75 | 9.25 | 0.65 | 36.08 | 436 | 61 | 368 | |||||||||
| 1 Feb | 465.35 | 9 | -2.95 | 35.81 | 386 | 28 | 309 | |||||||||
| 30 Jan | 473.45 | 12 | 0.15 | 35.13 | 311 | 25 | 280 | |||||||||
| 29 Jan | 472.70 | 11.35 | -4.55 | 33.87 | 472 | 100 | 255 | |||||||||
| 28 Jan | 480.30 | 15.85 | -3.95 | 35.34 | 472 | 83 | 157 | |||||||||
| 27 Jan | 489.70 | 19.6 | -139 | 34.83 | 117 | 68 | 68 | |||||||||
| 23 Jan | 543.80 | 158.6 | 0 | - | 0 | 0 | 0 | |||||||||
For Syngene International Ltd - strike price 490 expiring on 24FEB2026
Delta for 490 CE is 0.18
Historical price for 490 CE is as follows
On 6 Feb SYNGENE was trading at 447.65. The strike last trading price was 3.7, which was -2.05 lower than the previous day. The implied volatity was 39.75, the open interest changed by 202 which increased total open position to 839
On 5 Feb SYNGENE was trading at 459.50. The strike last trading price was 5.65, which was -3.3 lower than the previous day. The implied volatity was 36.94, the open interest changed by 31 which increased total open position to 636
On 4 Feb SYNGENE was trading at 472.60. The strike last trading price was 8.8, which was -1.95 lower than the previous day. The implied volatity was 33.1, the open interest changed by 134 which increased total open position to 605
On 3 Feb SYNGENE was trading at 478.00. The strike last trading price was 10.35, which was 1.8 higher than the previous day. The implied volatity was 32.84, the open interest changed by 101 which increased total open position to 466
On 2 Feb SYNGENE was trading at 467.75. The strike last trading price was 9.25, which was 0.65 higher than the previous day. The implied volatity was 36.08, the open interest changed by 61 which increased total open position to 368
On 1 Feb SYNGENE was trading at 465.35. The strike last trading price was 9, which was -2.95 lower than the previous day. The implied volatity was 35.81, the open interest changed by 28 which increased total open position to 309
On 30 Jan SYNGENE was trading at 473.45. The strike last trading price was 12, which was 0.15 higher than the previous day. The implied volatity was 35.13, the open interest changed by 25 which increased total open position to 280
On 29 Jan SYNGENE was trading at 472.70. The strike last trading price was 11.35, which was -4.55 lower than the previous day. The implied volatity was 33.87, the open interest changed by 100 which increased total open position to 255
On 28 Jan SYNGENE was trading at 480.30. The strike last trading price was 15.85, which was -3.95 lower than the previous day. The implied volatity was 35.34, the open interest changed by 83 which increased total open position to 157
On 27 Jan SYNGENE was trading at 489.70. The strike last trading price was 19.6, which was -139 lower than the previous day. The implied volatity was 34.83, the open interest changed by 68 which increased total open position to 68
On 23 Jan SYNGENE was trading at 543.80. The strike last trading price was 158.6, 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 24FEB2026 490 PE | |||||||
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Delta: -0.8
Vega: 0.28
Theta: -0.22
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 6 Feb | 447.65 | 44.2 | 10.8 | 42.94 | 38 | -7 | 181 |
| 5 Feb | 459.50 | 33.4 | 9.5 | 35.87 | 6 | -1 | 188 |
| 4 Feb | 472.60 | 23.9 | 3.4 | 35.2 | 5 | -3 | 190 |
| 3 Feb | 478.00 | 20.5 | -6.95 | 31.39 | 33 | 2 | 193 |
| 2 Feb | 467.75 | 26.65 | -4.65 | 33.7 | 30 | -5 | 192 |
| 1 Feb | 465.35 | 31 | 5.15 | 40.93 | 25 | -1 | 198 |
| 30 Jan | 473.45 | 25.85 | -0.15 | 37.61 | 14 | -10 | 199 |
| 29 Jan | 472.70 | 26.05 | 3.95 | 36.19 | 101 | -7 | 209 |
| 28 Jan | 480.30 | 21.75 | 1.45 | 35.84 | 445 | 31 | 215 |
| 27 Jan | 489.70 | 20.6 | 14.6 | 39.85 | 2,276 | 162 | 165 |
| 23 Jan | 543.80 | 6.65 | 6.35 | 41.23 | 4 | 1 | 1 |
For Syngene International Ltd - strike price 490 expiring on 24FEB2026
Delta for 490 PE is -0.8
Historical price for 490 PE is as follows
On 6 Feb SYNGENE was trading at 447.65. The strike last trading price was 44.2, which was 10.8 higher than the previous day. The implied volatity was 42.94, the open interest changed by -7 which decreased total open position to 181
On 5 Feb SYNGENE was trading at 459.50. The strike last trading price was 33.4, which was 9.5 higher than the previous day. The implied volatity was 35.87, the open interest changed by -1 which decreased total open position to 188
On 4 Feb SYNGENE was trading at 472.60. The strike last trading price was 23.9, which was 3.4 higher than the previous day. The implied volatity was 35.2, the open interest changed by -3 which decreased total open position to 190
On 3 Feb SYNGENE was trading at 478.00. The strike last trading price was 20.5, which was -6.95 lower than the previous day. The implied volatity was 31.39, the open interest changed by 2 which increased total open position to 193
On 2 Feb SYNGENE was trading at 467.75. The strike last trading price was 26.65, which was -4.65 lower than the previous day. The implied volatity was 33.7, the open interest changed by -5 which decreased total open position to 192
On 1 Feb SYNGENE was trading at 465.35. The strike last trading price was 31, which was 5.15 higher than the previous day. The implied volatity was 40.93, the open interest changed by -1 which decreased total open position to 198
On 30 Jan SYNGENE was trading at 473.45. The strike last trading price was 25.85, which was -0.15 lower than the previous day. The implied volatity was 37.61, the open interest changed by -10 which decreased total open position to 199
On 29 Jan SYNGENE was trading at 472.70. The strike last trading price was 26.05, which was 3.95 higher than the previous day. The implied volatity was 36.19, the open interest changed by -7 which decreased total open position to 209
On 28 Jan SYNGENE was trading at 480.30. The strike last trading price was 21.75, which was 1.45 higher than the previous day. The implied volatity was 35.84, the open interest changed by 31 which increased total open position to 215
On 27 Jan SYNGENE was trading at 489.70. The strike last trading price was 20.6, which was 14.6 higher than the previous day. The implied volatity was 39.85, the open interest changed by 162 which increased total open position to 165
On 23 Jan SYNGENE was trading at 543.80. The strike last trading price was 6.65, which was 6.35 higher than the previous day. The implied volatity was 41.23, the open interest changed by 1 which increased total open position to 1






























































































































































































































