GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
21 Sep 2025 04:12 PM IST
| GLENMARK 30SEP2025 1720 CE | ||||||||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2085.20 | 379 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 2132.50 | 379 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Glenmark Pharmaceuticals - strike price 1720 expiring on 30SEP2025
Delta for 1720 CE is 0.00
Historical price for 1720 CE is as follows
On 21 Sept GLENMARK was trading at 2085.20. The strike last trading price was 379, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept GLENMARK was trading at 2132.50. The strike last trading price was 379, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| GLENMARK 30SEP2025 1720 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.08
Theta: -0.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2085.20 | 0.5 | -0.15 | 48.73 | 3 | -2 | 80 |
| 14 Sept | 2132.50 | 0.8 | -0.2 | 43.64 | 20 | -20 | 77 |
For Glenmark Pharmaceuticals - strike price 1720 expiring on 30SEP2025
Delta for 1720 PE is -0.01
Historical price for 1720 PE is as follows
On 21 Sept GLENMARK was trading at 2085.20. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 48.73, the open interest changed by -2 which decreased total open position to 80
On 14 Sept GLENMARK was trading at 2132.50. The strike last trading price was 0.8, which was -0.2 lower than the previous day. The implied volatity was 43.64, the open interest changed by -20 which decreased total open position to 77
