GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
21 Sep 2025 04:12 PM IST
| GLENMARK 30SEP2025 1920 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 | 150.05 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 2132.50 | 212.15 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 2044.60 | 72.95 | 0 | - | 0 | 0 | 0 | |||||||||
For Glenmark Pharmaceuticals - strike price 1920 expiring on 30SEP2025
Delta for 1920 CE is 0.00
Historical price for 1920 CE is as follows
On 21 Sept GLENMARK was trading at 2085.20. The strike last trading price was 150.05, 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 212.15, 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 72.95, 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 1920 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.04
Vega: 0.32
Theta: -0.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2085.20 | 1.9 | 0.1 | 30.15 | 3 | -3 | 111 |
| 14 Sept | 2132.50 | 2.25 | -0.75 | 28.25 | 2 | -2 | 146 |
| 17 Aug | 2044.60 | 30.1 | 0 | 0.00 | 0 | 0 | 0 |
For Glenmark Pharmaceuticals - strike price 1920 expiring on 30SEP2025
Delta for 1920 PE is -0.04
Historical price for 1920 PE is as follows
On 21 Sept GLENMARK was trading at 2085.20. The strike last trading price was 1.9, which was 0.1 higher than the previous day. The implied volatity was 30.15, the open interest changed by -3 which decreased total open position to 111
On 14 Sept GLENMARK was trading at 2132.50. The strike last trading price was 2.25, which was -0.75 lower than the previous day. The implied volatity was 28.25, the open interest changed by -2 which decreased total open position to 146
On 17 Aug GLENMARK was trading at 2044.60. The strike last trading price was 30.1, 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
