GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
21 Sep 2025 04:12 PM IST
| GLENMARK 30SEP2025 1960 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.89
Vega: 0.68
Theta: -1.48
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 2085.20 | 145 | -15 | 32.79 | 8 | 3 | 133 | |||||||||
| 14 Sept | 2132.50 | 196.5 | 21.3 | 43.52 | 10 | -1 | 134 | |||||||||
| 17 Aug | 2044.60 | 62.25 | 0 | - | 0 | 0 | 0 | |||||||||
For Glenmark Pharmaceuticals - strike price 1960 expiring on 30SEP2025
Delta for 1960 CE is 0.89
Historical price for 1960 CE is as follows
On 21 Sept GLENMARK was trading at 2085.20. The strike last trading price was 145, which was -15 lower than the previous day. The implied volatity was 32.79, the open interest changed by 3 which increased total open position to 133
On 14 Sept GLENMARK was trading at 2132.50. The strike last trading price was 196.5, which was 21.3 higher than the previous day. The implied volatity was 43.52, the open interest changed by -1 which decreased total open position to 134
On 17 Aug GLENMARK was trading at 2044.60. The strike last trading price was 62.25, 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 1960 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.06
Vega: 0.42
Theta: -0.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2085.20 | 2.3 | -0.55 | 25.38 | 106 | 17 | 272 |
| 14 Sept | 2132.50 | 4.6 | -0.5 | 27.85 | 180 | -88 | 204 |
| 17 Aug | 2044.60 | 258.85 | 0 | 3.98 | 0 | 0 | 0 |
For Glenmark Pharmaceuticals - strike price 1960 expiring on 30SEP2025
Delta for 1960 PE is -0.06
Historical price for 1960 PE is as follows
On 21 Sept GLENMARK was trading at 2085.20. The strike last trading price was 2.3, which was -0.55 lower than the previous day. The implied volatity was 25.38, the open interest changed by 17 which increased total open position to 272
On 14 Sept GLENMARK was trading at 2132.50. The strike last trading price was 4.6, which was -0.5 lower than the previous day. The implied volatity was 27.85, the open interest changed by -88 which decreased total open position to 204
On 17 Aug GLENMARK was trading at 2044.60. The strike last trading price was 258.85, which was 0 lower than the previous day. The implied volatity was 3.98, the open interest changed by 0 which decreased total open position to 0
