[--[65.84.65.76]--]

SYNGENE

Syngene International Ltd
447.65 -11.85 (-2.58%)
L: 439 H: 458

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Historical option data for SYNGENE

06 Feb 2026 04:12 PM IST
SYNGENE 24-FEB-2026 490 CE
Delta: 0.18
Vega: 0.26
Theta: -0.31
Gamma: 0.01
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
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
Delta: -0.8
Vega: 0.28
Theta: -0.22
Gamma: 0.01
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