GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
21 Sep 2025 04:12 PM IST
| GLENMARK 30SEP2025 1980 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.90
Vega: 0.63
Theta: -1.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 2085.20 | 123.25 | -19.75 | 26.57 | 8 | 0 | 180 | |||||||||
| 14 Sept | 2132.50 | 152.45 | -5.45 | - | 5 | -1 | 174 | |||||||||
| 17 Aug | 2044.60 | 239.15 | 0 | - | 0 | 0 | 0 | |||||||||
For Glenmark Pharmaceuticals - strike price 1980 expiring on 30SEP2025
Delta for 1980 CE is 0.90
Historical price for 1980 CE is as follows
On 21 Sept GLENMARK was trading at 2085.20. The strike last trading price was 123.25, which was -19.75 lower than the previous day. The implied volatity was 26.57, the open interest changed by 0 which decreased total open position to 180
On 14 Sept GLENMARK was trading at 2132.50. The strike last trading price was 152.45, which was -5.45 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 174
On 17 Aug GLENMARK was trading at 2044.60. The strike last trading price was 239.15, 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 1980 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.08
Vega: 0.54
Theta: -0.55
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2085.20 | 3.25 | -0.5 | 24.29 | 246 | 19 | 1,545 |
| 14 Sept | 2132.50 | 5.8 | -0.85 | 26.91 | 125 | -14 | 1,450 |
| 17 Aug | 2044.60 | 64.95 | 0 | 3.30 | 0 | 0 | 0 |
For Glenmark Pharmaceuticals - strike price 1980 expiring on 30SEP2025
Delta for 1980 PE is -0.08
Historical price for 1980 PE is as follows
On 21 Sept GLENMARK was trading at 2085.20. The strike last trading price was 3.25, which was -0.5 lower than the previous day. The implied volatity was 24.29, the open interest changed by 19 which increased total open position to 1545
On 14 Sept GLENMARK was trading at 2132.50. The strike last trading price was 5.8, which was -0.85 lower than the previous day. The implied volatity was 26.91, the open interest changed by -14 which decreased total open position to 1450
On 17 Aug GLENMARK was trading at 2044.60. The strike last trading price was 64.95, which was 0 lower than the previous day. The implied volatity was 3.30, the open interest changed by 0 which decreased total open position to 0
