GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
28 Sep 2025 10:08 PM IST
| GLENMARK 28-OCT-2025 2000 CE | ||||||||||||||||
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Delta: 0.49
Vega: 2.33
Theta: -1.27
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 1971.70 | 60.7 | -30.2 | 28.20 | 492 | 73 | 142 | |||||||||
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| 21 Sept | 2085.20 | 134.15 | 27.6 | 22.98 | 2 | 0 | 10 | |||||||||
| 14 Sept | 2132.50 | 181 | 60.5 | 28.97 | 1 | 0 | 9 | |||||||||
| 17 Aug | 2044.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Glenmark Pharmaceuticals - strike price 2000 expiring on 28OCT2025
Delta for 2000 CE is 0.49
Historical price for 2000 CE is as follows
On 28 Sept GLENMARK was trading at 1971.70. The strike last trading price was 60.7, which was -30.2 lower than the previous day. The implied volatity was 28.20, the open interest changed by 73 which increased total open position to 142
On 21 Sept GLENMARK was trading at 2085.20. The strike last trading price was 134.15, which was 27.6 higher than the previous day. The implied volatity was 22.98, the open interest changed by 0 which decreased total open position to 10
On 14 Sept GLENMARK was trading at 2132.50. The strike last trading price was 181, which was 60.5 higher than the previous day. The implied volatity was 28.97, the open interest changed by 0 which decreased total open position to 9
On 17 Aug GLENMARK was trading at 2044.60. The strike last trading price was 0, 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 28OCT2025 2000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.50
Vega: 2.33
Theta: -0.85
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 1971.70 | 78.55 | 26.65 | 31.33 | 838 | 39 | 147 |
| 21 Sept | 2085.20 | 30.7 | 4.8 | 27.95 | 11 | 5 | 41 |
| 14 Sept | 2132.50 | 26.5 | -67.4 | 27.83 | 44 | 24 | 21 |
| 17 Aug | 2044.60 | 93.9 | 0 | 2.45 | 0 | 0 | 0 |
For Glenmark Pharmaceuticals - strike price 2000 expiring on 28OCT2025
Delta for 2000 PE is -0.50
Historical price for 2000 PE is as follows
On 28 Sept GLENMARK was trading at 1971.70. The strike last trading price was 78.55, which was 26.65 higher than the previous day. The implied volatity was 31.33, the open interest changed by 39 which increased total open position to 147
On 21 Sept GLENMARK was trading at 2085.20. The strike last trading price was 30.7, which was 4.8 higher than the previous day. The implied volatity was 27.95, the open interest changed by 5 which increased total open position to 41
On 14 Sept GLENMARK was trading at 2132.50. The strike last trading price was 26.5, which was -67.4 lower than the previous day. The implied volatity was 27.83, the open interest changed by 24 which increased total open position to 21
On 17 Aug GLENMARK was trading at 2044.60. The strike last trading price was 93.9, which was 0 lower than the previous day. The implied volatity was 2.45, the open interest changed by 0 which decreased total open position to 0
