GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
21 Sep 2025 04:12 PM IST
| GLENMARK 30SEP2025 1940 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 | 121 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 2132.50 | 193.45 | 21.45 | - | 2 | 0 | 113 | |||||||||
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| 17 Aug | 2044.60 | 266.55 | 0 | - | 0 | 0 | 0 | |||||||||
For Glenmark Pharmaceuticals - strike price 1940 expiring on 30SEP2025
Delta for 1940 CE is 0.00
Historical price for 1940 CE is as follows
On 21 Sept GLENMARK was trading at 2085.20. The strike last trading price was 121, 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 193.45, which was 21.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 113
On 17 Aug GLENMARK was trading at 2044.60. The strike last trading price was 266.55, 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 1940 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.04
Vega: 0.34
Theta: -0.39
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2085.20 | 1.8 | -0.25 | 26.98 | 49 | -3 | 627 |
| 14 Sept | 2132.50 | 3.5 | -0.4 | 28.51 | 83 | -18 | 638 |
| 17 Aug | 2044.60 | 52.8 | 0 | 4.69 | 0 | 0 | 0 |
For Glenmark Pharmaceuticals - strike price 1940 expiring on 30SEP2025
Delta for 1940 PE is -0.04
Historical price for 1940 PE is as follows
On 21 Sept GLENMARK was trading at 2085.20. The strike last trading price was 1.8, which was -0.25 lower than the previous day. The implied volatity was 26.98, the open interest changed by -3 which decreased total open position to 627
On 14 Sept GLENMARK was trading at 2132.50. The strike last trading price was 3.5, which was -0.4 lower than the previous day. The implied volatity was 28.51, the open interest changed by -18 which decreased total open position to 638
On 17 Aug GLENMARK was trading at 2044.60. The strike last trading price was 52.8, which was 0 lower than the previous day. The implied volatity was 4.69, the open interest changed by 0 which decreased total open position to 0
