GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
21 Sep 2025 04:12 PM IST
| GLENMARK 30SEP2025 2020 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.90
Vega: 0.65
Theta: -1.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2085.20 | 81.9 | -22.65 | 17.58 | 11 | 2 | 77 | |||||||||
| 14 Sept | 2132.50 | 136 | 25.1 | 32.95 | 27 | 1 | 79 | |||||||||
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| 17 Aug | 2044.60 | 213.6 | 0 | - | 0 | 0 | 0 | |||||||||
For Glenmark Pharmaceuticals - strike price 2020 expiring on 30SEP2025
Delta for 2020 CE is 0.90
Historical price for 2020 CE is as follows
On 21 Sept GLENMARK was trading at 2085.20. The strike last trading price was 81.9, which was -22.65 lower than the previous day. The implied volatity was 17.58, the open interest changed by 2 which increased total open position to 77
On 14 Sept GLENMARK was trading at 2132.50. The strike last trading price was 136, which was 25.1 higher than the previous day. The implied volatity was 32.95, the open interest changed by 1 which increased total open position to 79
On 17 Aug GLENMARK was trading at 2044.60. The strike last trading price was 213.6, 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 2020 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.17
Vega: 0.92
Theta: -0.89
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2085.20 | 8 | 0 | 23.71 | 276 | -30 | 216 |
| 14 Sept | 2132.50 | 10.8 | -1.45 | 26.40 | 133 | -17 | 167 |
| 17 Aug | 2044.60 | 79 | 0 | 1.99 | 0 | 0 | 0 |
For Glenmark Pharmaceuticals - strike price 2020 expiring on 30SEP2025
Delta for 2020 PE is -0.17
Historical price for 2020 PE is as follows
On 21 Sept GLENMARK was trading at 2085.20. The strike last trading price was 8, which was 0 lower than the previous day. The implied volatity was 23.71, the open interest changed by -30 which decreased total open position to 216
On 14 Sept GLENMARK was trading at 2132.50. The strike last trading price was 10.8, which was -1.45 lower than the previous day. The implied volatity was 26.40, the open interest changed by -17 which decreased total open position to 167
On 17 Aug GLENMARK was trading at 2044.60. The strike last trading price was 79, which was 0 lower than the previous day. The implied volatity was 1.99, the open interest changed by 0 which decreased total open position to 0
