GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
21 Sep 2025 04:12 PM IST
| GLENMARK 30SEP2025 2060 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.70
Vega: 1.27
Theta: -1.63
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2085.20 | 54.35 | -19.8 | 21.67 | 89 | -3 | 440 | |||||||||
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| 14 Sept | 2132.50 | 103 | 15.05 | 30.39 | 19 | -6 | 100 | |||||||||
| 17 Aug | 2044.60 | 189.85 | 0 | - | 0 | 0 | 0 | |||||||||
For Glenmark Pharmaceuticals - strike price 2060 expiring on 30SEP2025
Delta for 2060 CE is 0.70
Historical price for 2060 CE is as follows
On 21 Sept GLENMARK was trading at 2085.20. The strike last trading price was 54.35, which was -19.8 lower than the previous day. The implied volatity was 21.67, the open interest changed by -3 which decreased total open position to 440
On 14 Sept GLENMARK was trading at 2132.50. The strike last trading price was 103, which was 15.05 higher than the previous day. The implied volatity was 30.39, the open interest changed by -6 which decreased total open position to 100
On 17 Aug GLENMARK was trading at 2044.60. The strike last trading price was 189.85, 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 2060 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.32
Vega: 1.30
Theta: -1.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2085.20 | 18.4 | 2.45 | 23.97 | 314 | -36 | 357 |
| 14 Sept | 2132.50 | 19.5 | -2.1 | 26.30 | 306 | -24 | 392 |
| 17 Aug | 2044.60 | 99.45 | 0 | 0.00 | 0 | 0 | 0 |
For Glenmark Pharmaceuticals - strike price 2060 expiring on 30SEP2025
Delta for 2060 PE is -0.32
Historical price for 2060 PE is as follows
On 21 Sept GLENMARK was trading at 2085.20. The strike last trading price was 18.4, which was 2.45 higher than the previous day. The implied volatity was 23.97, the open interest changed by -36 which decreased total open position to 357
On 14 Sept GLENMARK was trading at 2132.50. The strike last trading price was 19.5, which was -2.1 lower than the previous day. The implied volatity was 26.30, the open interest changed by -24 which decreased total open position to 392
On 17 Aug GLENMARK was trading at 2044.60. The strike last trading price was 99.45, 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
