GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
21 Sep 2025 04:12 PM IST
| GLENMARK 30SEP2025 2000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.88
Vega: 0.73
Theta: -1.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2085.20 | 104.1 | -19.8 | 24.28 | 81 | 7 | 303 | |||||||||
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| 14 Sept | 2132.50 | 140.2 | -0.6 | 21.06 | 51 | -17 | 287 | |||||||||
| 17 Aug | 2044.60 | 117 | -0.8 | 0.00 | 0 | 0 | 0 | |||||||||
For Glenmark Pharmaceuticals - strike price 2000 expiring on 30SEP2025
Delta for 2000 CE is 0.88
Historical price for 2000 CE is as follows
On 21 Sept GLENMARK was trading at 2085.20. The strike last trading price was 104.1, which was -19.8 lower than the previous day. The implied volatity was 24.28, the open interest changed by 7 which increased total open position to 303
On 14 Sept GLENMARK was trading at 2132.50. The strike last trading price was 140.2, which was -0.6 lower than the previous day. The implied volatity was 21.06, the open interest changed by -17 which decreased total open position to 287
On 17 Aug GLENMARK was trading at 2044.60. The strike last trading price was 117, which was -0.8 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| GLENMARK 30SEP2025 2000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.12
Vega: 0.73
Theta: -0.73
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2085.20 | 5.35 | -0.2 | 24.23 | 538 | 39 | 798 |
| 14 Sept | 2132.50 | 8 | -1.3 | 26.68 | 385 | -73 | 685 |
| 17 Aug | 2044.60 | 63 | 0 | 0.00 | 0 | 0 | 0 |
For Glenmark Pharmaceuticals - strike price 2000 expiring on 30SEP2025
Delta for 2000 PE is -0.12
Historical price for 2000 PE is as follows
On 21 Sept GLENMARK was trading at 2085.20. The strike last trading price was 5.35, which was -0.2 lower than the previous day. The implied volatity was 24.23, the open interest changed by 39 which increased total open position to 798
On 14 Sept GLENMARK was trading at 2132.50. The strike last trading price was 8, which was -1.3 lower than the previous day. The implied volatity was 26.68, the open interest changed by -73 which decreased total open position to 685
On 17 Aug GLENMARK was trading at 2044.60. The strike last trading price was 63, 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
