GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
21 Sep 2025 04:12 PM IST
| GLENMARK 30SEP2025 1900 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2085.20 | 197 | 8 | - | 4 | 0 | 95 | |||||||||
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| 14 Sept | 2132.50 | 230 | 12 | - | 4 | -3 | 104 | |||||||||
| 17 Aug | 2044.60 | 190 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Glenmark Pharmaceuticals - strike price 1900 expiring on 30SEP2025
Delta for 1900 CE is -
Historical price for 1900 CE is as follows
On 21 Sept GLENMARK was trading at 2085.20. The strike last trading price was 197, which was 8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 95
On 14 Sept GLENMARK was trading at 2132.50. The strike last trading price was 230, which was 12 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 104
On 17 Aug GLENMARK was trading at 2044.60. The strike last trading price was 190, 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 1900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0.25
Theta: -0.34
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2085.20 | 1.4 | -0.05 | 31.23 | 107 | -9 | 704 |
| 14 Sept | 2132.50 | 2.65 | 0 | 31.46 | 127 | 1 | 695 |
| 17 Aug | 2044.60 | 42.15 | 0 | 6.05 | 0 | 0 | 0 |
For Glenmark Pharmaceuticals - strike price 1900 expiring on 30SEP2025
Delta for 1900 PE is -0.03
Historical price for 1900 PE is as follows
On 21 Sept GLENMARK was trading at 2085.20. The strike last trading price was 1.4, which was -0.05 lower than the previous day. The implied volatity was 31.23, the open interest changed by -9 which decreased total open position to 704
On 14 Sept GLENMARK was trading at 2132.50. The strike last trading price was 2.65, which was 0 lower than the previous day. The implied volatity was 31.46, the open interest changed by 1 which increased total open position to 695
On 17 Aug GLENMARK was trading at 2044.60. The strike last trading price was 42.15, which was 0 lower than the previous day. The implied volatity was 6.05, the open interest changed by 0 which decreased total open position to 0
