GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
21 Sep 2025 04:12 PM IST
| GLENMARK 30SEP2025 1840 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 | |||||||||
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| 21 Sept | 2085.20 | 275.65 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 2132.50 | 275.65 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 2044.60 | 98.95 | 0 | - | 0 | 0 | 0 | |||||||||
For Glenmark Pharmaceuticals - strike price 1840 expiring on 30SEP2025
Delta for 1840 CE is 0.00
Historical price for 1840 CE is as follows
On 21 Sept GLENMARK was trading at 2085.20. The strike last trading price was 275.65, 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 275.65, 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 17 Aug GLENMARK was trading at 2044.60. The strike last trading price was 98.95, 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
| GLENMARK 30SEP2025 1840 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.02
Vega: 0.14
Theta: -0.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2085.20 | 0.7 | -0.85 | 34.72 | 23 | -7 | 135 |
| 14 Sept | 2132.50 | 1.35 | 0 | 34.14 | 75 | -52 | 150 |
| 17 Aug | 2044.60 | 177.5 | 0 | 8.60 | 0 | 0 | 0 |
For Glenmark Pharmaceuticals - strike price 1840 expiring on 30SEP2025
Delta for 1840 PE is -0.02
Historical price for 1840 PE is as follows
On 21 Sept GLENMARK was trading at 2085.20. The strike last trading price was 0.7, which was -0.85 lower than the previous day. The implied volatity was 34.72, the open interest changed by -7 which decreased total open position to 135
On 14 Sept GLENMARK was trading at 2132.50. The strike last trading price was 1.35, which was 0 lower than the previous day. The implied volatity was 34.14, the open interest changed by -52 which decreased total open position to 150
On 17 Aug GLENMARK was trading at 2044.60. The strike last trading price was 177.5, which was 0 lower than the previous day. The implied volatity was 8.60, the open interest changed by 0 which decreased total open position to 0
