GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
21 Sep 2025 04:12 PM IST
| GLENMARK 30SEP2025 2040 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.78
Vega: 1.08
Theta: -1.52
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2085.20 | 69.35 | -20.65 | 22.11 | 84 | -34 | 234 | |||||||||
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| 14 Sept | 2132.50 | 105.5 | -2.4 | 21.37 | 26 | 0 | 249 | |||||||||
| 17 Aug | 2044.60 | 44.8 | 0 | - | 0 | 0 | 0 | |||||||||
For Glenmark Pharmaceuticals - strike price 2040 expiring on 30SEP2025
Delta for 2040 CE is 0.78
Historical price for 2040 CE is as follows
On 21 Sept GLENMARK was trading at 2085.20. The strike last trading price was 69.35, which was -20.65 lower than the previous day. The implied volatity was 22.11, the open interest changed by -34 which decreased total open position to 234
On 14 Sept GLENMARK was trading at 2132.50. The strike last trading price was 105.5, which was -2.4 lower than the previous day. The implied volatity was 21.37, the open interest changed by 0 which decreased total open position to 249
On 17 Aug GLENMARK was trading at 2044.60. The strike last trading price was 44.8, 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 2040 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.24
Vega: 1.13
Theta: -1.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2085.20 | 12.8 | 1.4 | 24.17 | 254 | -22 | 387 |
| 14 Sept | 2132.50 | 15 | -1.95 | 26.60 | 236 | -19 | 335 |
| 17 Aug | 2044.60 | 320.1 | 0 | 1.22 | 0 | 0 | 0 |
For Glenmark Pharmaceuticals - strike price 2040 expiring on 30SEP2025
Delta for 2040 PE is -0.24
Historical price for 2040 PE is as follows
On 21 Sept GLENMARK was trading at 2085.20. The strike last trading price was 12.8, which was 1.4 higher than the previous day. The implied volatity was 24.17, the open interest changed by -22 which decreased total open position to 387
On 14 Sept GLENMARK was trading at 2132.50. The strike last trading price was 15, which was -1.95 lower than the previous day. The implied volatity was 26.60, the open interest changed by -19 which decreased total open position to 335
On 17 Aug GLENMARK was trading at 2044.60. The strike last trading price was 320.1, which was 0 lower than the previous day. The implied volatity was 1.22, the open interest changed by 0 which decreased total open position to 0
